Tech-Health Butterfly Portfolio
The Tech-Health Butterfly Portfolio is a variation of the Gloden Butterfly Portfolio designed to provide steady returns in any market environment. Its assets are similar to the ones of the Gloden Butterfly Portfolio but replace VTI, and GLD with VGT and VHT.
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Tech-Health Butterfly Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of May 27, 2023, the Tech-Health Butterfly Portfolio returned 5.37% Year-To-Date and 9.08% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
| Tech-Health Butterfly Portfolio | -0.47% | 5.37% | 3.42% | -0.31% | 7.78% | 9.19% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -1.87% | -2.26% | -5.41% | -6.89% | 4.54% | 8.35% |
BSV Vanguard Short-Term Bond ETF | -0.97% | 1.33% | 1.65% | -0.82% | 1.15% | 1.05% |
VGT Vanguard Information Technology ETF | 8.89% | 31.30% | 25.58% | 15.98% | 19.22% | 19.93% |
VHT Vanguard Health Care ETF | -4.08% | -4.66% | -4.41% | -2.53% | 9.87% | 12.06% |
BLV Vanguard Long-Term Bond ETF | -4.31% | 2.55% | 0.43% | -8.97% | 0.19% | 2.19% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BSV | BLV | VHT | VGT | VBR | |
|---|---|---|---|---|---|
| BSV | 1.00 | 0.63 | -0.15 | -0.17 | -0.20 |
| BLV | 0.63 | 1.00 | -0.16 | -0.18 | -0.24 |
| VHT | -0.15 | -0.16 | 1.00 | 0.69 | 0.70 |
| VGT | -0.17 | -0.18 | 0.69 | 1.00 | 0.75 |
| VBR | -0.20 | -0.24 | 0.70 | 0.75 | 1.00 |
Dividend yield
Tech-Health Butterfly Portfolio granted a 2.58% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tech-Health Butterfly Portfolio | 2.58% | 2.00% | 1.73% | 2.41% | 2.37% | 2.48% | 2.16% | 2.41% | 2.50% | 2.32% | 2.70% | 3.30% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.67% | 2.04% | 1.80% | 1.76% | 2.20% | 2.56% | 1.99% | 2.00% | 2.30% | 2.08% | 2.24% | 3.20% |
BSV Vanguard Short-Term Bond ETF | 2.18% | 1.51% | 1.48% | 1.85% | 2.41% | 2.15% | 1.81% | 1.66% | 1.59% | 1.67% | 1.73% | 1.90% |
VGT Vanguard Information Technology ETF | 0.88% | 0.91% | 0.64% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VHT Vanguard Health Care ETF | 1.72% | 1.33% | 1.16% | 1.25% | 1.97% | 1.47% | 1.42% | 1.59% | 1.35% | 1.15% | 1.28% | 1.92% |
BLV Vanguard Long-Term Bond ETF | 5.45% | 4.22% | 3.54% | 6.35% | 4.11% | 4.87% | 4.53% | 5.38% | 5.88% | 5.47% | 7.09% | 8.12% |
Expense Ratio
The Tech-Health Butterfly Portfolio has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | -0.12 | ||||
BSV Vanguard Short-Term Bond ETF | -0.18 | ||||
VGT Vanguard Information Technology ETF | 0.80 | ||||
VHT Vanguard Health Care ETF | -0.01 | ||||
BLV Vanguard Long-Term Bond ETF | -0.53 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Tech-Health Butterfly Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Tech-Health Butterfly Portfolio is 31.66%, recorded on Mar 9, 2009. It took 208 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.66% | Nov 1, 2007 | 339 | Mar 9, 2009 | 208 | Jan 4, 2010 | 547 |
| -22.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -21.09% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -12.14% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -9.77% | Jul 8, 2011 | 22 | Aug 8, 2011 | 102 | Jan 3, 2012 | 124 |
Volatility Chart
The current Tech-Health Butterfly Portfolio volatility is 2.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.