Golden Butterfly
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 20% |
SHV iShares Short Treasury Bond ETF | Government Bonds | 20% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly, 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
The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of SHV
Returns By Period
As of Jul 25, 2024, the Golden Butterfly returned 7.35% Year-To-Date and 6.40% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Golden Butterfly | 7.35% | 1.76% | 8.72% | 10.62% | 6.97% | 6.42% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 14.59% | -0.66% | 11.60% | 20.48% | 14.21% | 12.61% |
IWM iShares Russell 2000 ETF | 9.12% | 8.62% | 11.76% | 12.41% | 8.17% | 8.23% |
TLT iShares 20+ Year Treasury Bond ETF | -5.59% | -2.85% | -0.65% | -6.08% | -4.78% | 0.13% |
SHV iShares Short Treasury Bond ETF | 2.86% | 0.43% | 2.50% | 5.34% | 2.08% | 1.46% |
IAU iShares Gold Trust | 16.09% | 3.33% | 18.52% | 21.08% | 10.96% | 6.06% |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.10% | 1.88% | 3.33% | -2.76% | 2.95% | 0.89% | 7.35% | ||||||
| 2023 | 5.97% | -2.87% | 2.35% | 0.27% | -0.88% | 2.64% | 1.89% | -2.14% | -4.55% | -1.35% | 6.11% | 5.40% | 12.84% |
| 2022 | -4.09% | 0.54% | 0.16% | -6.04% | -1.02% | -3.82% | 3.94% | -2.71% | -6.11% | 2.34% | 4.65% | -2.44% | -14.30% |
| 2021 | -0.61% | -0.49% | 0.06% | 2.64% | 1.74% | 0.18% | 1.01% | 0.93% | -2.76% | 3.04% | -0.64% | 1.65% | 6.83% |
| 2020 | 1.85% | -1.95% | -4.55% | 6.92% | 2.59% | 1.73% | 4.85% | 1.41% | -2.21% | -0.84% | 5.20% | 3.85% | 19.81% |
| 2019 | 4.57% | 1.45% | 0.68% | 1.00% | -1.21% | 4.55% | 0.55% | 2.43% | -0.44% | 1.32% | 0.83% | 1.30% | 18.26% |
| 2018 | 1.66% | -2.51% | 0.38% | -0.27% | 1.92% | -0.27% | 0.34% | 1.42% | -1.00% | -3.71% | 1.15% | -1.64% | -2.65% |
| 2017 | 1.65% | 2.15% | -0.15% | 1.08% | 0.26% | 0.54% | 0.94% | 1.32% | 0.51% | 0.46% | 1.44% | 0.97% | 11.72% |
| 2016 | -0.47% | 3.00% | 2.42% | 1.29% | -0.32% | 3.21% | 2.75% | -0.44% | 0.06% | -2.72% | -0.33% | 0.67% | 9.29% |
| 2015 | 2.45% | -0.36% | -0.18% | -1.02% | 0.36% | -1.34% | -0.20% | -1.95% | -1.33% | 3.22% | -0.73% | -1.57% | -2.76% |
| 2014 | 0.66% | 3.25% | -0.49% | -0.11% | 0.63% | 2.59% | -2.07% | 2.76% | -3.08% | 1.75% | 1.08% | 1.45% | 8.53% |
| 2013 | 1.58% | -0.30% | 1.89% | -0.25% | -1.29% | -2.88% | 3.51% | -0.40% | 0.98% | 1.62% | -0.22% | -0.07% | 4.10% |
Expense Ratio
Golden Butterfly has an expense ratio of 0.17%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Golden Butterfly is 27, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.81 | 2.53 | 1.32 | 1.79 | 7.16 |
IWM iShares Russell 2000 ETF | 0.67 | 1.12 | 1.13 | 0.43 | 1.91 |
TLT iShares 20+ Year Treasury Bond ETF | -0.36 | -0.40 | 0.96 | -0.13 | -0.75 |
SHV iShares Short Treasury Bond ETF | 20.49 | 146.34 | 73.04 | 197.03 | 2,125.75 |
IAU iShares Gold Trust | 1.64 | 2.33 | 1.30 | 1.81 | 7.96 |
Dividends
Dividend yield
Golden Butterfly granted a 2.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Golden Butterfly | 2.30% | 2.17% | 1.44% | 0.73% | 0.96% | 1.49% | 1.55% | 1.24% | 1.27% | 1.25% | 1.16% | 1.26% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.26% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IWM iShares Russell 2000 ETF | 1.22% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
TLT iShares 20+ Year Treasury Bond ETF | 3.88% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SHV iShares Short Treasury Bond ETF | 5.12% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
IAU iShares 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Golden Butterfly. 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 was 21.03%, occurring on Nov 20, 2008. Recovery took 224 trading sessions.
The current Golden Butterfly drawdown is 2.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.03% | May 21, 2008 | 129 | Nov 20, 2008 | 224 | Oct 13, 2009 | 353 |
| -19.9% | Nov 10, 2021 | 238 | Oct 20, 2022 | 393 | May 15, 2024 | 631 |
| -15.65% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -8.08% | Apr 16, 2015 | 192 | Jan 19, 2016 | 59 | Apr 13, 2016 | 251 |
| -7.61% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
Volatility
Volatility Chart
The current Golden Butterfly volatility is 3.02%, 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.
Diversification
Asset Correlations Table
| SHV | IAU | TLT | SPY | IWM | |
|---|---|---|---|---|---|
| SHV | 1.00 | 0.08 | 0.14 | -0.07 | -0.07 |
| IAU | 0.08 | 1.00 | 0.19 | 0.05 | 0.06 |
| TLT | 0.14 | 0.19 | 1.00 | -0.30 | -0.29 |
| SPY | -0.07 | 0.05 | -0.30 | 1.00 | 0.86 |
| IWM | -0.07 | 0.06 | -0.29 | 0.86 | 1.00 |