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Golden Butterfly Portfolio

Last updated Mar 25, 2023

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.

Expense Ratio

Rank 47 of 55

0.20%
0.00%0.94%
Dividend Yield

Rank 45 of 55

1.70%
0.00%4.38%
10Y Annualized Return

Rank 36 of 55

5.76%
2.63%52.74%
Sharpe Ratio

Rank 37 of 55

-0.54
-0.920.71
Maximum Drawdown

Rank 4 of 55

-20.32%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Golden Butterfly Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,447 for a total return of roughly 254.47%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%210.00%220.00%230.00%240.00%250.00%260.00%270.00%NovemberDecember2023FebruaryMarch
254.47%
236.07%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 25, 2023, the Golden Butterfly Portfolio returned 4.31% Year-To-Date and 5.76% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.19%3.59%7.70%-12.45%8.78%9.76%
Golden Butterfly Portfolio0.74%3.74%7.79%-7.70%5.97%5.67%
SHY
iShares 1-3 Year Treasury Bond ETF
1.72%1.62%2.31%0.22%0.99%0.68%
TLT
iShares 20+ Year Treasury Bond ETF
3.59%5.33%0.17%-16.80%-0.87%1.17%
VTI
Vanguard Total Stock Market ETF
-0.63%3.68%8.10%-11.95%9.89%11.33%
IJS
iShares S&P SmallCap 600 Value ETF
-9.05%-0.17%8.70%-10.84%5.66%8.91%
GLD
SPDR Gold Trust
8.08%7.26%18.91%-0.24%7.39%1.65%

Sharpe 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 -0.54. 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.


-1.60-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.62
-0.52
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Golden Butterfly Portfolio granted a 1.71% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.71%1.43%0.92%1.01%1.64%1.74%1.43%1.45%1.53%1.45%1.55%1.71%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-11.69%
-17.08%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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 20.32%, recorded on Nov 20, 2008. It took 205 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.32%May 21, 2008129Nov 20, 2008205Sep 16, 2009334
-19.59%Nov 10, 2021238Oct 20, 2022
-15.83%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-8.35%May 11, 200624Jun 14, 2006102Nov 7, 2006126
-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

Volatility Chart

Current Golden Butterfly Portfolio volatility is 23.92%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
4.40%
17.88%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components