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Golden Butterfly Portfolio

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

Expense Ratio

Rank 45 of 53

0.20%
0.00%0.94%
Dividend Yield

Rank 44 of 53

1.08%
0.00%3.85%
10Y Annualized Return

Rank 37 of 53

6.68%
3.31%30.09%
Sharpe Ratio

Rank 38 of 53

-0.84
-1.900.40
Maximum Drawdown

Rank 9 of 53

-15.83%
-48.20%-10.28%

Golden Butterfly PortfolioAsset Allocation


Golden Butterfly PortfolioPerformance

The chart shows the growth of $10,000 invested in Golden Butterfly Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,901 for a total return of roughly 149.01%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioReturns

As of May 20, 2022, the Golden Butterfly Portfolio returned -10.35% Year-To-Date and 6.68% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-11.18%-18.16%-16.80%-5.50%10.38%11.67%
Golden Butterfly Portfolio-5.45%-10.35%-11.07%-6.57%7.19%6.68%
SHY
iShares 1-3 Year Treasury Bond ETF
0.04%-2.62%-2.84%-3.31%0.85%0.68%
TLT
iShares 20+ Year Treasury Bond ETF
-2.31%-20.45%-19.22%-12.73%0.98%1.80%
VTI
Vanguard Total Stock Market ETF
-11.34%-18.85%-18.68%-7.28%11.71%13.49%
IJS
iShares S&P SmallCap 600 Value ETF
-6.69%-9.79%-12.83%-8.84%8.39%11.97%
GLD
SPDR Gold Trust
-6.88%0.56%-1.48%-1.79%7.57%1.07%

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 -0.84. 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.


Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioDividends

Golden Butterfly Portfolio granted a 1.08% dividend yield in the last twelve months, as of May 20, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.08%0.90%0.99%1.61%1.71%1.40%1.42%1.50%1.42%1.52%1.68%1.79%2.04%

Golden Butterfly PortfolioDrawdowns Chart

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


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 15.83%, recorded on Mar 18, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.83%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-12.01%Nov 10, 2021127May 12, 2022
-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 17.33%. 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.


Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

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