Golden Butterfly Portfolio
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.
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.19% | 3.59% | 7.70% | -12.45% | 8.78% | 9.76% |
| Golden Butterfly Portfolio | 0.74% | 3.74% | 7.79% | -7.70% | 5.97% | 5.67% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Dividends
Golden Butterfly Portfolio granted a 1.71% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2008 | 129 | Nov 20, 2008 | 205 | Sep 16, 2009 | 334 |
| -19.59% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -15.83% | Feb 24, 2020 | 18 | Mar 18, 2020 | 53 | Jun 3, 2020 | 71 |
| -8.35% | May 11, 2006 | 24 | Jun 14, 2006 | 102 | Nov 7, 2006 | 126 |
| -8.27% | Jan 23, 2015 | 249 | Jan 19, 2016 | 48 | Mar 29, 2016 | 297 |
| -7.97% | Aug 28, 2018 | 82 | Dec 24, 2018 | 36 | Feb 15, 2019 | 118 |
| -5.49% | May 9, 2013 | 34 | Jun 26, 2013 | 58 | Sep 18, 2013 | 92 |
| -5.26% | Aug 11, 2020 | 31 | Sep 23, 2020 | 34 | Nov 10, 2020 | 65 |
| -5.01% | Jan 29, 2018 | 9 | Feb 8, 2018 | 135 | Aug 22, 2018 | 144 |
| -4.97% | May 13, 2010 | 37 | Jul 6, 2010 | 48 | Sep 13, 2010 | 85 |
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.