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
Performance Chart
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Oct 30, 2024, the Tech-Health Butterfly Portfolio returned 10.40% Year-To-Date and 9.11% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Tech-Health Butterfly Portfolio | 10.40% | -0.88% | 10.93% | 26.57% | 9.31% | 9.11% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | 13.31% | 0.21% | 12.50% | 36.42% | 11.26% | 9.09% |
BSV Vanguard Short-Term Bond ETF | 3.51% | -1.06% | 4.19% | 7.03% | 1.25% | 1.60% |
VGT Vanguard Information Technology ETF | 26.76% | 4.34% | 23.72% | 51.83% | 23.35% | 21.01% |
VHT Vanguard Health Care ETF | 10.00% | -2.67% | 7.38% | 23.41% | 10.75% | 9.88% |
BLV Vanguard Long-Term Bond ETF | -1.20% | -5.22% | 6.88% | 16.44% | -2.87% | 1.60% |
Monthly Returns
The table below presents the monthly returns of Tech-Health Butterfly Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.18% | 1.87% | 2.25% | -4.62% | 3.70% | 1.83% | 3.07% | 1.85% | 1.08% | 10.40% | |||
| 2023 | 5.29% | -2.50% | 2.54% | 0.57% | -0.49% | 4.08% | 1.70% | -1.80% | -4.31% | -3.01% | 7.86% | 5.90% | 16.09% |
| 2022 | -5.09% | -1.34% | 0.74% | -6.90% | 0.46% | -5.13% | 6.49% | -4.12% | -7.00% | 4.80% | 5.09% | -3.71% | -15.72% |
| 2021 | 0.15% | 0.80% | 1.11% | 3.09% | 0.45% | 2.66% | 1.76% | 1.51% | -3.37% | 3.69% | -0.55% | 2.76% | 14.78% |
| 2020 | 0.82% | -3.76% | -7.79% | 8.94% | 3.74% | 1.92% | 3.99% | 2.86% | -2.10% | -1.21% | 8.67% | 3.45% | 19.86% |
| 2019 | 5.52% | 2.54% | 1.61% | 1.43% | -3.06% | 5.18% | 0.70% | 0.09% | 0.40% | 2.09% | 2.94% | 1.89% | 23.21% |
| 2018 | 2.71% | -2.44% | -0.73% | -0.19% | 2.97% | 0.15% | 2.31% | 3.49% | -0.10% | -5.68% | 1.61% | -4.56% | -0.97% |
| 2017 | 1.69% | 3.09% | 0.18% | 1.28% | 0.94% | 1.10% | 1.30% | 1.20% | 1.13% | 1.50% | 1.52% | 0.39% | 16.42% |
| 2016 | -3.66% | 0.53% | 4.83% | 0.34% | 1.76% | 0.93% | 4.12% | -0.13% | 0.46% | -2.80% | 1.22% | 1.20% | 8.83% |
| 2015 | 0.49% | 2.63% | 0.28% | -0.90% | 1.37% | -1.78% | 1.48% | -3.99% | -1.87% | 4.94% | 0.44% | -1.56% | 1.22% |
| 2014 | 0.43% | 3.36% | -0.06% | -0.15% | 2.08% | 2.11% | -0.96% | 3.78% | -1.92% | 2.96% | 2.27% | 0.35% | 15.02% |
| 2013 | 2.70% | 1.09% | 2.67% | 1.54% | 0.57% | -1.89% | 3.93% | -1.95% | 2.83% | 2.77% | 2.02% | 1.43% | 19.01% |
Expense Ratio
Tech-Health Butterfly Portfolio has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Tech-Health Butterfly Portfolio is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 2.23 | 3.12 | 1.39 | 2.45 | 12.74 |
BSV Vanguard Short-Term Bond ETF | 2.60 | 4.10 | 1.53 | 1.30 | 13.29 |
VGT Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
VHT Vanguard Health Care ETF | 2.19 | 3.01 | 1.40 | 1.71 | 10.98 |
BLV Vanguard Long-Term Bond ETF | 1.31 | 1.94 | 1.23 | 0.43 | 3.88 |
Dividends
Dividend yield
Tech-Health Butterfly Portfolio provided a 2.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tech-Health Butterfly Portfolio | 2.33% | 2.13% | 1.99% | 1.67% | 2.27% | 2.18% | 2.22% | 1.87% | 2.04% | 2.05% | 1.85% | 2.08% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
BSV Vanguard Short-Term Bond ETF | 3.18% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VHT Vanguard Health Care ETF | 1.41% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
BLV Vanguard Long-Term Bond ETF | 4.45% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Tech-Health Butterfly Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Tech-Health Butterfly Portfolio was 31.66%, occurring on Mar 9, 2009. Recovery took 208 trading sessions.
The current Tech-Health Butterfly Portfolio drawdown is 1.34%.
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 | 345 | Mar 1, 2024 | 547 |
| -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
Volatility Chart
The current Tech-Health Butterfly Portfolio volatility is 1.95%, 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.
Diversification
Asset Correlations Table
| BSV | BLV | VHT | VGT | VBR | |
|---|---|---|---|---|---|
| BSV | 1.00 | 0.65 | -0.12 | -0.14 | -0.17 |
| BLV | 0.65 | 1.00 | -0.13 | -0.15 | -0.20 |
| VHT | -0.12 | -0.13 | 1.00 | 0.67 | 0.69 |
| VGT | -0.14 | -0.15 | 0.67 | 1.00 | 0.73 |
| VBR | -0.17 | -0.20 | 0.69 | 0.73 | 1.00 |