PortfoliosLab logo

Golden Butterfly Portfolio

Last updated Aug 13, 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

1.11%
0.00%4.34%
10Y Annualized Return

Rank 41 of 54

7.16%
4.13%64.70%
Sharpe Ratio

Rank 30 of 54

-0.39
-0.980.14
Maximum Drawdown

Rank 8 of 54

-22.11%
-91.88%-17.74%

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 $25,620 for a total return of roughly 156.20%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-4.14%
-2.76%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioReturns

As of Aug 13, 2022, the Golden Butterfly Portfolio returned -8.51% Year-To-Date and 7.16% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Golden Butterfly Portfolio6.22%-4.02%-7.77%-5.27%7.42%6.60%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.00%-1.56%-3.09%-3.70%0.69%0.62%
TLT
iShares 20+ Year Treasury Bond ETF
0.56%-14.32%-21.12%-19.71%0.24%1.55%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
IJS
iShares S&P SmallCap 600 Value ETF
13.51%0.64%-3.34%-1.31%9.84%11.98%
GLD
SPDR Gold Trust
4.38%-1.58%-1.81%2.36%6.46%0.74%

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 -0.39. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.55
-0.20
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

Golden Butterfly PortfolioDividends

Golden Butterfly Portfolio granted a 1.11% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.11%0.91%0.99%1.62%1.72%1.41%1.42%1.51%1.43%1.52%1.69%1.80%2.05%

Golden Butterfly PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-9.08%
-10.77%
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
-14.91%Nov 10, 2021169Jul 14, 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 13.56%. 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%MarchAprilMayJuneJulyAugust
11.72%
16.68%
Golden Butterfly Portfolio
Benchmark (^GSPC)
Portfolio components

More Tools for Golden Butterfly Portfolio