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Buttercup
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEF 29.7%BTC-USD 4.04%XLU 66.26%BondBondCryptocurrencyCryptocurrencyEquityEquity

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 Every 3 months.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
1,404.60%
431.89%
Buttercup
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns By Period

As of May 9, 2025, the Buttercup returned 5.57% Year-To-Date and 11.60% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Buttercup5.57%7.18%5.18%15.85%9.79%11.60%
BTC-USD
Bitcoin
3.86%27.22%27.83%58.58%58.85%82.09%
XLU
Utilities Select Sector SPDR Fund
6.58%9.59%4.69%17.47%10.77%9.76%
IEF
iShares 7-10 Year Treasury Bond ETF
3.27%-0.36%2.21%5.73%-2.83%0.93%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.49%1.19%0.18%0.92%0.68%5.57%
2024-1.91%1.88%5.41%-0.45%6.98%-3.73%5.50%3.26%5.12%-1.30%4.45%-6.11%19.72%
20231.34%-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%
2021-0.33%-3.05%8.04%3.00%-2.80%-1.38%4.21%3.07%-4.90%4.70%-1.22%5.19%14.54%
20206.70%-6.09%-6.56%3.70%3.36%-3.23%6.39%-1.87%0.43%4.07%2.67%3.61%12.70%
20192.20%3.01%2.89%1.69%3.49%5.12%-0.33%4.42%2.10%0.01%-2.24%1.69%26.59%
2018-3.91%-2.81%1.74%2.30%-1.45%1.30%1.79%0.67%-1.04%1.03%1.36%-2.13%-1.37%
20170.93%4.59%-0.50%1.91%6.56%-1.06%2.35%5.46%-2.83%4.59%5.17%-1.07%28.78%
20163.67%2.37%5.09%-1.34%1.77%7.19%-0.67%-4.30%0.53%0.76%-4.52%4.69%15.54%
20151.47%-4.53%-0.53%-0.63%0.20%-3.94%4.83%-3.13%2.50%1.84%-0.48%2.10%-0.72%
20143.29%0.94%1.60%2.95%1.28%2.93%-4.93%3.02%-2.13%5.25%1.57%1.96%18.78%

Expense Ratio

Buttercup has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Buttercup is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Buttercup is 6161
Overall Rank
The Sharpe Ratio Rank of Buttercup is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of Buttercup is 7070
Sortino Ratio Rank
The Omega Ratio Rank of Buttercup is 6262
Omega Ratio Rank
The Calmar Ratio Rank of Buttercup is 2020
Calmar Ratio Rank
The Martin Ratio Rank of Buttercup is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.162.681.281.849.23
XLU
Utilities Select Sector SPDR Fund
1.021.001.130.252.62
IEF
iShares 7-10 Year Treasury Bond ETF
0.87-0.110.990.29-0.18

The current Buttercup Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Buttercup with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.26
0.48
Buttercup
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buttercup provided a 2.99% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.99%3.04%3.11%2.52%2.10%2.40%2.57%2.87%2.74%2.80%3.00%2.72%
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
2.84%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%
IEF
iShares 7-10 Year Treasury Bond ETF
3.72%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.94%
-7.82%
Buttercup
Benchmark (^GSPC)
Portfolio components

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 0.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Jun 10, 20113Jun 12, 2011642Mar 15, 2013645
-24.25%Feb 19, 202034Mar 23, 2020231Nov 9, 2020265
-18.92%Apr 7, 2022544Oct 2, 2023219May 8, 2024763
-16.02%Dec 17, 201754Feb 8, 2018446Apr 30, 2019500
-14.28%Dec 5, 201314Dec 18, 2013163May 30, 2014177

Volatility

Volatility Chart

The current Buttercup volatility is 4.52%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.52%
11.21%
Buttercup
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 1.89, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCIEFBTC-USDXLUPortfolio
^GSPC1.00-0.250.130.440.37
IEF-0.251.00-0.000.080.20
BTC-USD0.13-0.001.000.030.42
XLU0.440.080.031.000.82
Portfolio0.370.200.420.821.00
The correlation results are calculated based on daily price changes starting from Jul 18, 2010