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Golden Butterfly trust

Last updated Sep 21, 2023

Asset Allocation


SCHQ 19.6%SCHO 19.59%SGOL 19.58%VBR 20.68%SCHB 10.9%SWTSX 9.33%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
SCHQ
Schwab Long-Term U.S. Treasury ETF
Government Bonds19.6%
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds19.59%
SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold19.58%
USD=X
USD Cash
0.32%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities20.68%
SCHB
Schwab U.S. Broad Market ETF
Large Cap Growth Equities10.9%
SWTSX
Schwab Total Stock Market Index Fund
Large Cap Blend Equities9.33%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
1.10%
10.86%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%10.40%N/A
Golden Butterfly trust0.40%1.30%4.58%6.50%4.92%N/A
SCHO
Schwab Short-Term U.S. Treasury ETF
0.11%-0.58%1.45%1.86%0.05%N/A
SCHQ
Schwab Long-Term U.S. Treasury ETF
0.14%-10.21%-3.79%-9.61%-7.42%N/A
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.87%-3.35%5.84%15.42%6.32%N/A
SWTSX
Schwab Total Stock Market Index Fund
0.37%11.96%15.16%16.71%11.38%N/A
SCHB
Schwab U.S. Broad Market ETF
0.33%12.06%15.18%16.80%11.42%N/A
VBR
Vanguard Small-Cap Value ETF
-0.40%9.13%3.85%8.53%8.76%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

USD=XSGOLSCHOSCHQVBRSWTSXSCHB
USD=X0.000.000.000.000.000.000.00
SGOL0.001.000.370.310.060.090.09
SCHO0.000.371.000.56-0.08-0.03-0.04
SCHQ0.000.310.561.00-0.21-0.13-0.13
VBR0.000.06-0.08-0.211.000.840.84
SWTSX0.000.09-0.03-0.130.841.000.99
SCHB0.000.09-0.04-0.130.840.991.00

Sharpe Ratio

The current Golden Butterfly trust Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.69

The Sharpe ratio of Golden Butterfly trust lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

Golden Butterfly trust granted a 2.22% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Golden Butterfly trust2.22%1.60%1.08%1.28%1.41%1.42%1.04%1.12%1.18%1.00%0.96%1.25%
SCHO
Schwab Short-Term U.S. Treasury ETF
3.16%1.37%0.43%1.33%2.39%1.92%1.23%0.91%0.76%0.53%0.33%0.33%
SCHQ
Schwab Long-Term U.S. Treasury ETF
3.71%2.95%1.78%1.62%0.47%0.00%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
1.41%1.62%1.48%1.68%2.01%2.75%2.00%2.59%3.19%2.62%2.34%2.58%
SCHB
Schwab U.S. Broad Market ETF
1.50%1.63%1.24%1.70%1.91%2.31%1.82%2.60%2.31%2.02%1.95%2.59%
VBR
Vanguard Small-Cap Value ETF
2.79%2.06%1.81%1.77%2.21%2.57%2.00%2.02%2.31%2.10%2.25%3.22%
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%

Expense Ratio

The 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.


0.17%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHO
Schwab Short-Term U.S. Treasury ETF
0.63
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.53
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.07
SWTSX
Schwab Total Stock Market Index Fund
0.74
SCHB
Schwab U.S. Broad Market ETF
0.75
VBR
Vanguard Small-Cap Value ETF
0.34
USD=X
USD Cash
N/A

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.59%
-8.22%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Golden Butterfly trust. 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 Golden Butterfly trust is 18.56%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.56%Nov 10, 2021247Oct 20, 2022
-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 Chart

The current Golden Butterfly trust volatility is 1.75%, 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.75%
2.94%
Golden Butterfly trust
Benchmark (^GSPC)
Portfolio components