Golden Butterfly Portfolio (corrected)
The Golden Butterfly Portfolio is a variation of the Permanent Portfolio designed to provide a steady stream of returns in any market environment. Its assets are similar to the ones of the permanent portfolio but with the inclusion of small-cap value stocks.
Corrected per https://portfoliocharts.com/portfolios/golden-butterfly-portfolio/ -> Fund Finder
Some of the funds used by the official portfoliolabs golden butterfly portfolio have much higher expense ratios. Per https://portfoliocharts.com/portfolios/golden-butterfly-portfolio/
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly Portfolio (corrected), 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 Oct 10, 2019, corresponding to the inception date of SCHQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 21.92% | 3.36% | 15.12% | 32.96% | 14.22% | 11.94% |
Golden Butterfly Portfolio (corrected) | 13.88% | 0.74% | 11.34% | 25.24% | 8.32% | N/A |
Portfolio components: | ||||||
iShares Core S&P Total U.S. Stock Market ETF | 21.87% | 3.46% | 16.42% | 34.40% | 15.38% | 13.48% |
Vanguard Small-Cap Value ETF | 14.14% | 3.07% | 15.05% | 29.36% | 11.80% | 9.98% |
Schwab Long-Term U.S. Treasury ETF | -0.06% | -5.34% | 8.61% | 16.18% | -4.43% | N/A |
Schwab Short-Term U.S. Treasury ETF | 5.58% | -0.44% | 4.93% | 8.72% | 2.33% | 2.06% |
SPDR Gold MiniShares Trust | 28.97% | 3.09% | 12.14% | 38.33% | 12.18% | N/A |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly Portfolio (corrected), 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 | -0.79% | 1.36% | 3.83% | -2.64% | 2.81% | 0.65% | 4.21% | 1.50% | 2.33% | 13.88% | |||
2023 | 5.96% | -3.13% | 2.26% | 0.36% | -1.44% | 2.78% | 1.89% | -1.76% | -4.29% | -0.96% | 6.14% | 5.16% | 13.00% |
2022 | -3.17% | 0.71% | -0.07% | -5.36% | -0.59% | -4.36% | 3.91% | -2.96% | -6.36% | 2.60% | 5.33% | -2.26% | -12.55% |
2021 | -0.96% | 0.12% | 0.84% | 3.01% | 2.09% | -0.48% | 1.29% | 0.94% | -2.69% | 2.87% | -0.53% | 1.83% | 8.50% |
2020 | 1.81% | -2.05% | -5.24% | 6.91% | 2.28% | 1.53% | 4.87% | 1.31% | -2.25% | -0.47% | 5.24% | 3.55% | 18.16% |
2019 | 1.82% | 0.54% | 1.40% | 3.80% |
Expense Ratio
Golden Butterfly Portfolio (corrected) has an expense ratio of 0.08%, 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 risk-adjusted rank of Golden Butterfly Portfolio (corrected) is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
iShares Core S&P Total U.S. Stock Market ETF | 2.80 | 3.73 | 1.51 | 2.58 | 17.10 |
Vanguard Small-Cap Value ETF | 1.92 | 2.71 | 1.33 | 2.06 | 10.61 |
Schwab Long-Term U.S. Treasury ETF | 0.93 | 1.40 | 1.16 | 0.29 | 2.72 |
Schwab Short-Term U.S. Treasury ETF | 3.83 | 7.06 | 1.95 | 5.92 | 34.28 |
SPDR Gold MiniShares Trust | 2.71 | 3.66 | 1.47 | 5.06 | 17.28 |
Dividends
Dividend yield
Golden Butterfly Portfolio (corrected) granted a 2.75% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Golden Butterfly Portfolio (corrected) | 2.75% | 2.54% | 1.67% | 1.02% | 1.31% | 1.51% | 1.43% | 1.07% | 0.98% | 0.98% | 0.90% | 0.84% |
Portfolio components: | ||||||||||||
iShares Core S&P Total U.S. Stock Market ETF | 1.25% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Vanguard Small-Cap Value ETF | 1.97% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Schwab Long-Term U.S. Treasury ETF | 4.18% | 3.79% | 2.88% | 1.69% | 1.51% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab Short-Term U.S. Treasury ETF | 6.36% | 5.30% | 1.78% | 0.46% | 1.96% | 3.17% | 2.64% | 1.86% | 1.30% | 0.90% | 0.55% | 0.29% |
SPDR Gold MiniShares Trust | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Golden Butterfly Portfolio (corrected). 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 Portfolio (corrected) was 18.54%, occurring on Oct 20, 2022. Recovery took 344 trading sessions.
The current Golden Butterfly Portfolio (corrected) drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.54% | Nov 10, 2021 | 238 | Oct 20, 2022 | 344 | Mar 6, 2024 | 582 |
-15.77% | Feb 24, 2020 | 18 | Mar 18, 2020 | 53 | Jun 3, 2020 | 71 |
-4.8% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
-3.77% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
-3.62% | Feb 11, 2021 | 15 | Mar 4, 2021 | 24 | Apr 8, 2021 | 39 |
Volatility
Volatility Chart
The current Golden Butterfly Portfolio (corrected) volatility is 1.65%, 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
GLDM | SCHO | ITOT | SCHQ | VBR | |
---|---|---|---|---|---|
GLDM | 1.00 | 0.37 | 0.12 | 0.30 | 0.10 |
SCHO | 0.37 | 1.00 | -0.01 | 0.58 | -0.03 |
ITOT | 0.12 | -0.01 | 1.00 | -0.07 | 0.84 |
SCHQ | 0.30 | 0.58 | -0.07 | 1.00 | -0.13 |
VBR | 0.10 | -0.03 | 0.84 | -0.13 | 1.00 |