Golden Butterfly
Asset Allocation
| Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of SHV
Returns By Period
As of Apr 27, 2025, the Golden Butterfly returned 2.16% Year-To-Date and 7.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -2.95% | -4.87% | 8.34% | 13.98% | 10.15% |
| Golden Butterfly | 2.16% | 0.35% | 1.43% | 14.13% | 8.21% | 7.15% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -5.76% | -2.90% | -4.30% | 9.72% | 15.64% | 12.04% |
IWM iShares Russell 2000 ETF | -11.95% | -5.13% | -10.85% | -1.02% | 10.22% | 6.01% |
TLT iShares 20+ Year Treasury Bond ETF | 2.84% | 0.34% | -1.48% | 4.94% | -9.56% | -0.90% |
SHV iShares Short Treasury Bond ETF | 1.33% | 0.35% | 2.19% | 4.87% | 2.45% | 1.82% |
IAU iShares Gold Trust | 25.91% | 8.08% | 20.35% | 40.85% | 13.71% | 10.38% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.25% | -0.50% | -0.98% | 0.43% | 2.16% | ||||||||
| 2024 | -0.94% | 2.84% | 3.97% | -2.96% | 3.57% | 1.17% | 4.39% | 1.20% | 2.38% | -0.14% | 3.86% | -3.77% | 16.24% |
| 2023 | 6.60% | -3.09% | 2.51% | 0.39% | -0.77% | 3.31% | 2.60% | -2.36% | -4.97% | -1.23% | 6.79% | 5.57% | 15.52% |
| 2022 | -4.94% | 0.27% | 0.72% | -6.99% | -0.99% | -4.95% | 4.83% | -3.07% | -6.96% | 3.58% | 5.09% | -3.01% | -16.13% |
| 2021 | -0.62% | -0.30% | 0.36% | 3.10% | 1.79% | 0.36% | 0.94% | 1.32% | -3.25% | 3.84% | -0.96% | 2.21% | 8.93% |
| 2020 | 1.86% | -2.59% | -5.73% | 7.08% | 2.45% | 1.79% | 5.62% | 1.37% | -2.41% | -1.12% | 5.34% | 4.09% | 18.32% |
| 2019 | 5.05% | 1.60% | 0.77% | 1.26% | -1.71% | 5.08% | 0.63% | 2.44% | -0.40% | 1.44% | 0.98% | 1.46% | 20.04% |
| 2018 | 1.95% | -2.82% | 0.31% | -0.25% | 2.18% | -0.29% | 0.57% | 1.75% | -1.10% | -4.71% | 1.32% | -2.90% | -4.17% |
| 2017 | 1.76% | 2.34% | -0.16% | 1.18% | 0.27% | 0.60% | 1.03% | 1.40% | 0.63% | 0.54% | 1.63% | 1.02% | 12.90% |
| 2016 | -0.38% | 3.21% | 2.55% | 1.40% | -0.49% | 3.75% | 2.86% | -0.64% | 0.02% | -3.01% | -0.93% | 0.59% | 9.07% |
| 2015 | 2.94% | -0.65% | -0.21% | -1.16% | 0.32% | -1.50% | -0.29% | -2.02% | -1.49% | 3.24% | -0.95% | -1.61% | -3.48% |
| 2014 | 0.79% | 3.62% | -0.70% | -0.09% | 0.45% | 2.97% | -2.30% | 2.83% | -3.45% | 1.67% | 1.13% | 1.57% | 8.57% |
Expense Ratio
Golden Butterfly has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, Golden Butterfly is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.51 | 0.86 | 1.13 | 0.55 | 2.26 |
IWM iShares Russell 2000 ETF | -0.05 | 0.10 | 1.01 | -0.04 | -0.13 |
TLT iShares 20+ Year Treasury Bond ETF | 0.28 | 0.48 | 1.06 | 0.09 | 0.53 |
SHV iShares Short Treasury Bond ETF | 21.19 | 283.43 | 133.51 | 540.19 | 4,608.89 |
IAU iShares Gold Trust | 2.51 | 3.33 | 1.43 | 5.16 | 14.13 |
Dividends
Dividend yield
Golden Butterfly provided a 2.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.34% | 2.17% | 1.44% | 0.73% | 0.96% | 1.49% | 1.55% | 1.24% | 1.27% | 1.25% | 1.16% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IWM iShares Russell 2000 ETF | 1.27% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
TLT iShares 20+ Year Treasury Bond ETF | 4.24% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
SHV iShares Short Treasury Bond ETF | 4.78% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 22.26%, occurring on Oct 14, 2022. Recovery took 359 trading sessions.
The current Golden Butterfly drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.26% | Nov 10, 2021 | 234 | Oct 14, 2022 | 359 | Mar 21, 2024 | 593 |
| -18.3% | Feb 24, 2020 | 18 | Mar 18, 2020 | 75 | Jul 6, 2020 | 93 |
| -18.07% | May 21, 2008 | 128 | Nov 19, 2008 | 226 | Oct 14, 2009 | 354 |
| -10.83% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.23% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
Volatility
Volatility Chart
The current Golden Butterfly volatility is 8.50%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SHV | IAU | TLT | IWM | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.07 | 0.06 | -0.28 | 0.86 | 0.99 | 0.69 |
| SHV | -0.07 | 1.00 | 0.08 | 0.15 | -0.08 | -0.07 | 0.02 |
| IAU | 0.06 | 0.08 | 1.00 | 0.19 | 0.07 | 0.06 | 0.56 |
| TLT | -0.28 | 0.15 | 0.19 | 1.00 | -0.27 | -0.28 | 0.17 |
| IWM | 0.86 | -0.08 | 0.07 | -0.27 | 1.00 | 0.86 | 0.71 |
| SPY | 0.99 | -0.07 | 0.06 | -0.28 | 0.86 | 1.00 | 0.69 |
| Portfolio | 0.69 | 0.02 | 0.56 | 0.17 | 0.71 | 0.69 | 1.00 |