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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

Dividend Yield

Rank 44 of 53

10Y Annualized Return

Rank 40 of 53

Sharpe Ratio

Rank 39 of 53

Maximum Drawdown

Rank 9 of 53


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 $27,121 for a total return of roughly 171.21%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Golden Butterfly Portfolio
Benchmark (S&P 500)
Portfolio components

Golden Butterfly PortfolioReturns

As of Jan 19, 2022, the Golden Butterfly Portfolio returned -2.36% Year-To-Date and 7.55% of annualized return in the last 10 years.

Golden Butterfly Portfolio-2.36%-1.10%1.21%6.27%9.51%7.55%
iShares 1-3 Year Treasury Bond ETF
iShares 20+ Year Treasury Bond ETF
Vanguard Total Stock Market ETF
iShares S&P SmallCap 600 Value ETF
SPDR Gold Trust

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 0.73. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

Golden Butterfly Portfolio
Benchmark (S&P 500)
Portfolio components

Golden Butterfly PortfolioDividends

Golden Butterfly Portfolio granted a 0.93% dividend yield in the last twelve months, as of Jan 19, 2022.


Dividend yield


Golden Butterfly PortfolioDrawdowns Chart

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

Golden Butterfly Portfolio
Benchmark (S&P 500)
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.



To Bottom


To Recover



-15.83%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-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
-4.37%Jan 20, 201014Feb 8, 201016Mar 3, 201030

Golden Butterfly PortfolioVolatility Chart

Current Golden Butterfly Portfolio volatility is 1.14%. 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 (S&P 500)
Portfolio components

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