Golden Butterfly
https://portfoliocharts.com/portfolios/golden-butterfly-portfolio/
Asset Allocation
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 Jun 30, 2021, corresponding to the inception date of IAUM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Golden Butterfly | 15.96% | 2.92% | 10.80% | 20.84% | N/A | N/A |
| Portfolio components: | ||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 27.94% | 6.50% | 16.12% | 34.19% | 15.43% | 12.94% |
VBR Vanguard Small-Cap Value ETF | 21.53% | 8.36% | 18.17% | 28.91% | 12.44% | 9.67% |
SCHQ Schwab Long-Term U.S. Treasury ETF | -0.61% | 3.49% | 3.52% | 6.22% | -4.62% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.54% | 0.04% | 2.94% | 5.92% | 2.22% | 2.08% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 27.72% | -3.56% | 13.26% | 29.99% | N/A | N/A |
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 | -0.80% | 1.36% | 3.84% | -2.64% | 2.82% | 0.57% | 4.20% | 1.43% | 2.34% | -0.62% | 2.85% | 15.96% | |
| 2023 | 5.96% | -3.09% | 2.22% | 0.35% | -1.48% | 2.72% | 1.94% | -1.74% | -4.31% | -0.97% | 6.08% | 5.30% | 13.03% |
| 2022 | -3.32% | 0.70% | -0.04% | -5.37% | -0.60% | -4.36% | 3.88% | -2.95% | -6.33% | 2.60% | 5.32% | -2.15% | -12.59% |
| 2021 | 1.30% | 0.94% | -2.67% | 2.87% | -0.51% | 1.99% | 3.88% |
Expense Ratio
Golden Butterfly has an expense ratio of 0.07%, 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 risk-adjusted rank of Golden Butterfly is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 2.77 | 3.67 | 1.51 | 4.10 | 17.71 |
VBR Vanguard Small-Cap Value ETF | 2.00 | 2.84 | 1.35 | 4.27 | 11.22 |
SCHQ Schwab Long-Term U.S. Treasury ETF | 0.56 | 0.88 | 1.10 | 0.21 | 1.33 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.14 | 5.38 | 1.74 | 6.64 | 17.88 |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 1.95 | 2.60 | 1.34 | 3.64 | 11.20 |
Dividends
Dividend yield
Golden Butterfly provided a 2.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.59% | 2.67% | 1.65% | 1.07% | 1.33% | 1.58% | 1.46% | 1.07% | 0.99% | 1.02% | 0.94% | 0.87% |
| Portfolio components: | ||||||||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.19% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
VBR Vanguard Small-Cap Value ETF | 1.85% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.29% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 5.65% | 5.95% | 1.69% | 0.74% | 2.02% | 3.54% | 2.81% | 1.85% | 1.37% | 1.12% | 0.71% | 0.44% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 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 18.50%, occurring on Oct 20, 2022. Recovery took 344 trading sessions.
The current Golden Butterfly drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.5% | Nov 10, 2021 | 238 | Oct 20, 2022 | 344 | Mar 6, 2024 | 582 |
| -3.16% | Jul 17, 2024 | 16 | Aug 7, 2024 | 7 | Aug 16, 2024 | 23 |
| -3% | Apr 10, 2024 | 15 | Apr 30, 2024 | 10 | May 14, 2024 | 25 |
| -2.96% | Sep 3, 2021 | 19 | Sep 30, 2021 | 22 | Nov 1, 2021 | 41 |
| -2.26% | Nov 11, 2024 | 5 | Nov 15, 2024 | 6 | Nov 25, 2024 | 11 |
Volatility
Volatility Chart
The current Golden Butterfly volatility is 1.99%, 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
| IAUM | SCHQ | VBR | ITOT | SCHO | |
|---|---|---|---|---|---|
| IAUM | 1.00 | 0.31 | 0.14 | 0.13 | 0.41 |
| SCHQ | 0.31 | 1.00 | 0.02 | 0.05 | 0.62 |
| VBR | 0.14 | 0.02 | 1.00 | 0.85 | 0.05 |
| ITOT | 0.13 | 0.05 | 0.85 | 1.00 | 0.07 |
| SCHO | 0.41 | 0.62 | 0.05 | 0.07 | 1.00 |