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Golden Butterfly Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SHY 20%TLT 20%GLD 20%VTI 20%IJS 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold
20%
IJS
iShares S&P SmallCap 600 Value ETF
Small Cap Value Equities
20%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds
20%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds
20%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Golden Butterfly Portfolio, 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


280.00%300.00%320.00%340.00%360.00%380.00%MayJuneJulyAugustSeptemberOctober
324.50%
385.92%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD

Returns By Period

As of Oct 4, 2024, the Golden Butterfly Portfolio returned 10.83% Year-To-Date and 7.02% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.57%4.18%10.51%35.06%14.29%11.53%
Golden Butterfly Portfolio10.77%1.52%8.39%24.95%7.41%6.95%
SHY
iShares 1-3 Year Treasury Bond ETF
3.55%-0.02%3.42%6.09%1.21%1.21%
TLT
iShares 20+ Year Treasury Bond ETF
-0.47%-3.73%6.65%17.22%-5.71%0.25%
VTI
Vanguard Total Stock Market ETF
19.25%3.68%9.61%33.41%15.26%12.72%
IJS
iShares S&P SmallCap 600 Value ETF
4.41%2.29%8.16%24.91%9.45%8.77%
GLD
SPDR Gold Trust
28.16%5.44%13.88%44.37%11.76%7.65%

Monthly Returns

The table below presents the monthly returns of Golden Butterfly Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.53%1.11%3.29%-2.94%2.86%0.53%4.79%1.12%2.17%10.77%
20236.60%-3.04%2.00%0.02%-1.58%2.54%1.94%-2.21%-4.74%-1.36%6.25%5.91%12.16%
2022-3.35%0.81%-0.36%-5.49%-0.58%-4.08%3.62%-3.27%-6.49%2.92%4.99%-2.55%-13.64%
2021-0.18%0.59%0.92%2.57%2.44%-0.36%0.75%0.83%-2.45%2.62%-0.41%1.77%9.36%
20201.26%-2.03%-5.20%7.15%1.84%1.82%4.73%1.38%-2.56%-0.44%5.61%3.78%17.96%
20194.87%1.26%0.28%1.16%-1.58%4.76%0.59%2.45%0.09%1.17%0.59%1.27%18.06%
20181.25%-2.61%0.60%-0.21%1.98%-0.23%0.44%1.25%-1.30%-3.60%1.00%-1.68%-3.23%
20171.39%1.99%-0.32%1.01%0.12%0.48%0.89%1.05%0.93%0.38%1.55%0.94%10.90%
20160.04%3.38%2.82%1.44%-0.71%3.50%2.63%-0.61%0.06%-2.66%0.22%0.74%11.19%
20152.22%-0.46%-0.19%-0.96%0.07%-1.35%-0.60%-1.62%-1.13%3.27%-0.89%-1.69%-3.40%
20140.64%3.24%-0.16%0.08%0.57%2.44%-2.03%2.78%-3.25%1.97%1.13%1.37%8.93%
20131.46%-0.15%1.81%-0.21%-1.22%-2.81%3.54%-0.48%1.17%1.78%-0.17%-0.24%4.41%

Expense Ratio

Golden Butterfly Portfolio has an expense ratio of 0.20%, 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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Golden Butterfly Portfolio is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Golden Butterfly Portfolio is 6666
Golden Butterfly Portfolio
The Sharpe Ratio Rank of Golden Butterfly Portfolio is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of Golden Butterfly Portfolio is 8080Sortino Ratio Rank
The Omega Ratio Rank of Golden Butterfly Portfolio is 7676Omega Ratio Rank
The Calmar Ratio Rank of Golden Butterfly Portfolio is 2626Calmar Ratio Rank
The Martin Ratio Rank of Golden Butterfly Portfolio is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Golden Butterfly Portfolio
Sharpe ratio
The chart of Sharpe ratio for Golden Butterfly Portfolio, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for Golden Butterfly Portfolio, currently valued at 3.92, compared to the broader market-2.000.002.004.006.003.92
Omega ratio
The chart of Omega ratio for Golden Butterfly Portfolio, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for Golden Butterfly Portfolio, currently valued at 1.61, compared to the broader market0.002.004.006.008.0010.0012.001.61
Martin ratio
The chart of Martin ratio for Golden Butterfly Portfolio, currently valued at 17.93, compared to the broader market0.0010.0020.0030.0040.0050.0017.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market-2.000.002.004.006.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0010.0020.0030.0040.0050.0017.01

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SHY
iShares 1-3 Year Treasury Bond ETF
3.085.041.661.9322.45
TLT
iShares 20+ Year Treasury Bond ETF
0.941.421.160.312.74
VTI
Vanguard Total Stock Market ETF
2.743.651.502.4816.52
IJS
iShares S&P SmallCap 600 Value ETF
1.151.761.211.065.29
GLD
SPDR Gold Trust
3.104.201.543.4720.45

Sharpe Ratio

The current Golden Butterfly Portfolio Sharpe ratio is 2.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.21 to 2.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Golden Butterfly Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.67
2.80
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Golden Butterfly Portfolio granted a 2.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Golden Butterfly Portfolio2.09%1.85%1.42%0.90%0.97%1.56%1.63%1.31%1.29%1.34%1.24%1.29%
SHY
iShares 1-3 Year Treasury Bond ETF
3.78%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%0.36%0.26%
TLT
iShares 20+ Year Treasury Bond ETF
3.82%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
IJS
iShares S&P SmallCap 600 Value ETF
1.52%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
GLD
SPDR Gold 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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.08%
-0.20%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Golden Butterfly Portfolio. 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 was 20.32%, occurring on Nov 20, 2008. Recovery took 205 trading sessions.

The current Golden Butterfly Portfolio drawdown is 1.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.32%May 21, 2008129Nov 20, 2008205Sep 16, 2009334
-19.59%Nov 10, 2021238Oct 20, 2022431Jul 11, 2024669
-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

Volatility

Volatility Chart

The current Golden Butterfly Portfolio volatility is 2.10%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.10%
3.37%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDSHYTLTIJSVTI
GLD1.000.240.180.060.07
SHY0.241.000.60-0.19-0.20
TLT0.180.601.00-0.28-0.27
IJS0.06-0.19-0.281.000.85
VTI0.07-0.20-0.270.851.00
The correlation results are calculated based on daily price changes starting from Nov 19, 2004