Buttercup
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 4.04% | |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 29.70% |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 66.26% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Buttercup, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Jul 25, 2024, the Buttercup returned 11.60% Year-To-Date and 10.42% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Buttercup | 11.60% | 1.64% | 16.57% | 9.85% | 7.50% | 10.42% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 54.67% | 8.45% | 63.12% | 123.67% | 45.95% | 60.02% |
XLU Utilities Select Sector SPDR Fund | 14.06% | 1.91% | 20.49% | 7.46% | 6.81% | 8.82% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.43% | 0.22% | 1.32% | 1.56% | -1.09% | 0.97% |
Monthly Returns
The table below presents the monthly returns of Buttercup, 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 | -1.91% | 1.88% | 5.41% | -0.45% | 6.98% | -3.73% | 11.60% | ||||||
| 2023 | 1.34% | -4.78% | 5.58% | 1.62% | -4.61% | 1.16% | 1.30% | -4.76% | -4.55% | 1.44% | 5.16% | 2.94% | 1.02% |
| 2022 | -3.46% | -0.94% | 5.80% | -4.78% | 2.52% | -4.69% | 5.20% | -1.39% | -9.11% | 1.06% | 5.00% | -0.89% | -6.64% |
| 2021 | -0.34% | -3.05% | 8.04% | 3.01% | -2.81% | -1.37% | 4.21% | 3.07% | -4.91% | 4.70% | -1.22% | 5.20% | 14.53% |
| 2020 | 6.70% | -6.10% | -6.55% | 3.69% | 3.35% | -3.20% | 6.37% | -1.88% | 0.44% | 4.08% | 2.69% | 3.57% | 12.67% |
| 2019 | 2.20% | 3.01% | 2.93% | 1.66% | 3.48% | 5.12% | -0.33% | 4.42% | 2.10% | 0.02% | -2.25% | 1.70% | 26.60% |
| 2018 | -3.91% | -2.81% | 1.74% | 2.30% | -1.45% | 1.31% | 1.79% | 0.66% | -1.03% | 1.10% | 1.30% | -2.13% | -1.37% |
| 2017 | 0.93% | 4.59% | -0.50% | 1.91% | 6.56% | -1.06% | 2.35% | 5.46% | -2.83% | 4.59% | 5.17% | -1.07% | 28.78% |
| 2016 | 3.67% | 2.37% | 5.09% | -1.34% | 1.77% | 7.19% | -0.67% | -4.30% | 0.53% | 0.76% | -4.52% | 4.69% | 15.54% |
| 2015 | 1.47% | -4.53% | -0.53% | -0.63% | 0.20% | -3.94% | 4.83% | -3.13% | 2.50% | 1.84% | -0.48% | 2.10% | -0.72% |
| 2014 | 3.29% | 0.94% | 1.60% | 2.95% | 1.28% | 2.93% | -4.93% | 3.02% | -2.13% | 5.25% | 1.57% | 1.96% | 18.78% |
| 2013 | 4.66% | 5.07% | 19.87% | 6.49% | -7.26% | -1.64% | 3.17% | -2.55% | 1.24% | 4.83% | 24.49% | -8.45% | 55.69% |
Expense Ratio
Buttercup has an expense ratio of 0.13%, 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 Buttercup is 70, 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 2.29 | 2.77 | 1.29 | 1.34 | 12.79 |
XLU Utilities Select Sector SPDR Fund | 1.74 | 2.47 | 1.31 | 0.43 | 7.36 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.06 | 1.53 | 1.18 | 0.07 | 3.06 |
Dividends
Dividend yield
Buttercup granted a 3.02% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buttercup | 3.02% | 3.11% | 2.52% | 2.10% | 2.40% | 2.58% | 2.87% | 2.74% | 2.80% | 3.00% | 2.72% | 3.08% |
| Portfolio components: | ||||||||||||
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 3.09% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.28% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Buttercup. 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 Buttercup was 30.53%, occurring on Jun 12, 2011. Recovery took 642 trading sessions.
The current Buttercup drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Jun 10, 2011 | 3 | Jun 12, 2011 | 642 | Mar 15, 2013 | 645 |
| -24.22% | Feb 19, 2020 | 34 | Mar 23, 2020 | 231 | Nov 9, 2020 | 265 |
| -18.93% | Apr 7, 2022 | 544 | Oct 2, 2023 | 219 | May 8, 2024 | 763 |
| -16.02% | Dec 17, 2017 | 54 | Feb 8, 2018 | 446 | Apr 30, 2019 | 500 |
| -14.28% | Dec 5, 2013 | 14 | Dec 18, 2013 | 163 | May 30, 2014 | 177 |
Volatility
Volatility Chart
The current Buttercup volatility is 3.01%, 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
| BTC-USD | IEF | XLU | |
|---|---|---|---|
| BTC-USD | 1.00 | -0.00 | 0.02 |
| IEF | -0.00 | 1.00 | 0.07 |
| XLU | 0.02 | 0.07 | 1.00 |