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Golden Butterfly trust
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHQ 19.6%SCHO 19.59%SGOL 19.58%VBR 20.68%SCHB 10.9%SWTSX 9.33%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
SCHB
Schwab U.S. Broad Market ETF
Large Cap Growth Equities

10.90%

SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds

19.59%

SCHQ
Schwab Long-Term U.S. Treasury ETF
Government Bonds

19.60%

SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold

19.58%

SWTSX
Schwab Total Stock Market Index Fund
Large Cap Blend Equities

9.33%

USD=X
USD Cash

0.32%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

20.68%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Golden Butterfly trust, 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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
40.82%
90.07%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
Golden Butterfly trust7.37%2.23%8.47%12.01%N/AN/A
SCHO
Schwab Short-Term U.S. Treasury ETF
1.70%0.79%1.34%4.35%1.12%1.12%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-2.72%1.38%-0.68%-3.24%N/AN/A
SGOL
Aberdeen Standard Physical Gold Shares ETF
16.82%3.97%17.83%22.99%11.10%6.06%
SWTSX
Schwab Total Stock Market Index Fund
16.27%3.00%16.35%23.90%14.05%12.26%
SCHB
Schwab U.S. Broad Market ETF
16.31%3.03%16.41%24.05%14.13%12.40%
VBR
Vanguard Small-Cap Value ETF
5.24%1.97%7.85%12.49%9.68%8.31%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of Golden Butterfly trust, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.79%1.41%3.79%-2.76%2.72%0.65%7.37%
20235.98%-3.11%2.10%0.35%-1.49%2.80%1.93%-1.83%-4.29%-1.04%6.09%5.21%12.70%
2022-3.34%0.71%-0.02%-5.42%-0.55%-4.46%4.00%-2.97%-6.40%2.70%5.30%-2.31%-12.73%
2021-0.94%0.26%0.88%3.02%2.11%-0.47%1.27%0.96%-2.70%2.92%-0.56%2.01%8.93%
20201.71%-2.23%-5.51%7.04%2.37%1.49%4.81%1.42%-2.32%-0.50%5.45%3.57%17.91%
20191.83%0.68%1.27%3.82%

Expense Ratio

Golden Butterfly trust 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.


Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SCHQ: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for SCHB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Golden Butterfly trust
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHO
Schwab Short-Term U.S. Treasury ETF
2.634.341.541.4517.40
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.070.011.00-0.02-0.14
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.832.591.332.018.69
SWTSX
Schwab Total Stock Market Index Fund
2.303.241.401.918.36
SCHB
Schwab U.S. Broad Market ETF
2.283.201.401.868.16
VBR
Vanguard Small-Cap Value ETF
0.871.351.160.872.69
USD=X
USD Cash

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Golden Butterfly trust. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend yield

Golden Butterfly trust granted a 2.33% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Golden Butterfly trust2.33%2.20%1.57%1.04%1.22%1.33%1.31%0.94%0.99%1.02%0.85%0.80%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.20%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%0.29%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.15%3.79%2.88%1.69%1.51%0.44%0.00%0.00%0.00%0.00%0.00%0.00%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWTSX
Schwab Total Stock Market Index Fund
1.21%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%2.23%1.95%
SCHB
Schwab U.S. Broad Market ETF
1.25%1.40%1.61%1.21%1.63%1.80%2.13%1.65%2.31%2.00%1.72%1.63%
VBR
Vanguard Small-Cap Value ETF
2.13%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-0.88%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Golden Butterfly trust. 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 Golden Butterfly trust was 18.56%, occurring on Oct 20, 2022. Recovery took 360 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.56%Nov 10, 2021247Oct 20, 2022360Mar 7, 2024607
-16.24%Feb 24, 202018Mar 18, 202055Jun 3, 202073
-4.83%Sep 3, 202015Sep 23, 202031Nov 5, 202046
-3.97%Jun 9, 20203Jun 11, 202028Jul 21, 202031
-3.55%Feb 11, 202116Mar 4, 202125Apr 8, 202141

Volatility

Volatility Chart

The current Golden Butterfly trust volatility is 1.73%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.73%
2.07%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XSGOLSCHOSCHQVBRSWTSXSCHB
USD=X0.000.000.000.000.000.000.00
SGOL0.001.000.360.300.080.100.10
SCHO0.000.361.000.59-0.030.00-0.00
SCHQ0.000.300.591.00-0.13-0.07-0.07
VBR0.000.08-0.03-0.131.000.830.83
SWTSX0.000.100.00-0.070.831.000.99
SCHB0.000.10-0.00-0.070.830.991.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019