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Golden Butterfly Portfolio

Last updated Nov 30, 2022

Golden Butterfly Portfolio is a modified version of a Permanent Portfolio with additional exposure to small-cap value equities.

Expense Ratio

Rank 46 of 54

0.20%
0.00%0.94%
Dividend Yield

Rank 45 of 54

1.32%
0.00%4.60%
10Y Annualized Return

Rank 41 of 54

6.23%
3.45%54.48%
Sharpe Ratio

Rank 35 of 54

-0.77
-1.210.45
Maximum Drawdown

Rank 5 of 54

-22.40%
-91.88%-19.55%

Golden Butterfly PortfolioAsset Allocation


Golden Butterfly PortfolioPerformance

The chart shows the growth of $10,000 invested in Golden Butterfly Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,267 for a total return of roughly 142.67%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-5.07%
-5.25%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioReturns

As of Nov 30, 2022, the Golden Butterfly Portfolio returned -13.86% Year-To-Date and 6.23% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Golden Butterfly Portfolio3.07%-5.18%-12.64%-11.78%5.37%5.73%
SHY
iShares 1-3 Year Treasury Bond ETF
0.25%-2.06%-4.28%-4.51%0.52%0.49%
TLT
iShares 20+ Year Treasury Bond ETF
5.61%-13.28%-29.90%-30.83%-2.08%0.34%
VTI
Vanguard Total Stock Market ETF
1.37%-4.07%-17.07%-14.85%9.77%12.57%
IJS
iShares S&P SmallCap 600 Value ETF
1.86%-2.21%-7.09%-5.91%6.04%11.03%
GLD
SPDR Gold Trust
6.25%-5.85%-4.81%-2.47%5.93%-0.20%

Golden Butterfly PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Golden Butterfly Portfolio Sharpe ratio is -0.77. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-0.98
-0.63
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioDividends

Golden Butterfly Portfolio granted a 1.32% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.32%0.91%1.00%1.63%1.73%1.42%1.43%1.52%1.43%1.53%1.70%1.81%2.06%

Golden Butterfly PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-13.88%
-17.49%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Golden Butterfly Portfolio. 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 Portfolio is 19.59%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.59%Nov 10, 2021238Oct 20, 2022
-15.83%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-8.27%Jan 23, 2015249Jan 19, 201648Mar 29, 2016297
-7.97%Aug 28, 201882Dec 24, 201836Feb 15, 2019118
-5.49%May 9, 201334Jun 26, 201358Sep 18, 201392
-5.26%Aug 11, 202031Sep 23, 202034Nov 10, 202065
-5.01%Jan 29, 20189Feb 8, 2018135Aug 22, 2018144
-4.97%May 13, 201037Jul 6, 201048Sep 13, 201085
-4.7%Nov 9, 201112Nov 25, 201130Jan 10, 201242
-4.51%Jun 9, 20203Jun 11, 202027Jul 21, 202030

Golden Butterfly PortfolioVolatility Chart

Current Golden Butterfly Portfolio volatility is 8.59%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
7.88%
13.39%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components