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Buttercup

Last updated Feb 27, 2024

Asset Allocation


IEF 66.26%BTC-USD 29.7%XLU 4.04%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

66.26%

BTC-USD
Bitcoin

29.70%

XLU
Utilities Select Sector SPDR Fund
Utilities Equities

4.04%

S&P 500

Performance

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
28.40%
14.35%
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

As of Feb 27, 2024, the Buttercup returned 6.75% Year-To-Date and 18.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
Buttercup6.75%8.13%25.66%34.18%19.22%18.21%
BTC-USD
Bitcoin
29.00%29.71%96.64%131.78%44.22%37.09%
XLU
Utilities Select Sector SPDR Fund
-4.09%-0.77%-3.21%-5.12%3.12%5.22%
IEF
iShares 7-10 Year Treasury Bond ETF
-2.34%-0.87%0.84%1.18%-0.20%0.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.16%
2023-1.54%-4.01%-1.33%7.27%6.08%6.71%

Sharpe Ratio

The current Buttercup Sharpe ratio is 2.07. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.07

The Sharpe ratio of Buttercup 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.07
2.13
Buttercup
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buttercup granted a 2.14% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Buttercup2.14%2.07%1.42%0.67%0.84%1.50%1.62%1.34%1.34%1.41%1.49%1.33%
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
3.53%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
3.02%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%

Expense Ratio

The Buttercup features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.13%
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
^GSPC
S&P 500
2.13
Buttercup
2.07
BTC-USD
Bitcoin
3.04
XLU
Utilities Select Sector SPDR Fund
-0.49
IEF
iShares 7-10 Year Treasury Bond ETF
-0.14

Asset Correlations Table

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

BTC-USDIEFXLU
BTC-USD1.00-0.010.02
IEF-0.011.000.06
XLU0.020.061.00

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-7.19%
-0.38%
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 57.57%, occurring on Nov 19, 2011. Recovery took 459 trading sessions.

The current Buttercup drawdown is 7.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.57%Jun 10, 2011163Nov 19, 2011459Feb 20, 2013622
-43.98%Dec 17, 2017364Dec 15, 2018193Jun 26, 2019557
-43.29%Dec 5, 2013406Jan 14, 2015714Dec 28, 20161120
-40.18%Nov 9, 2021366Nov 9, 2022
-39.01%Apr 11, 201386Jul 5, 2013125Nov 7, 2013211

Volatility Chart

The current Buttercup volatility is 3.08%, 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%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.08%
3.93%
Buttercup
Benchmark (^GSPC)
Portfolio components
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