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Golden Butterfly
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Golden Butterfly

Currency in USD · Last updated May 16, 2025

https://portfoliocharts.com/portfolios/golden-butterfly-portfolio/

Asset Allocation

SCHQ 20%SCHO 20%IAUM 20%ITOT 20%VBR 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
20%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		Large Cap Growth Equities
20%
SCHO
Schwab Short-Term U.S. Treasury ETF		Government Bonds
20%
SCHQ
Schwab Long-Term U.S. Treasury ETF		Government Bonds
20%
VBR
Vanguard Small-Cap Value ETF		Small Cap Blend Equities
20%

Performance

Performance Chart

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The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.60%9.64%-0.54%11.47%15.67%10.79%
Golden Butterfly 4.94%3.90%3.80%10.86%N/AN/A
Portfolio components:
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.62%10.28%-0.52%12.16%16.90%12.15%
VBR
Vanguard Small-Cap Value ETF		-2.07%11.30%-6.40%3.14%18.30%7.96%
SCHQ
Schwab Long-Term U.S. Treasury ETF		0.60%-1.32%-1.65%-1.16%-9.02%N/A
SCHO
Schwab Short-Term U.S. Treasury ETF		2.22%0.05%2.56%5.31%1.12%1.46%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		23.12%0.00%25.81%35.26%N/AN/A
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.99%0.44%-0.30%0.07%1.68%4.94%
2024-0.80%1.36%3.76%-2.71%2.82%0.57%4.13%1.43%2.34%-0.62%2.85%-3.64%11.74%
20235.96%-3.13%2.22%0.35%-1.48%2.72%1.87%-1.81%-4.31%-0.97%6.08%5.17%12.67%
2022-3.32%0.70%-0.05%-5.37%-0.60%-4.36%3.88%-2.95%-6.36%2.57%5.29%-2.23%-12.74%
20211.30%0.93%-2.67%2.87%-0.52%1.98%3.85%

Expense Ratio

Golden Butterfly has an expense ratio of 0.07%, 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.

IAUM
iShares Gold Trust Micro ETF of Benef Interest
VBR
Vanguard Small-Cap Value ETF
SCHQ
Schwab Long-Term U.S. Treasury ETF
SCHO
Schwab Short-Term U.S. Treasury ETF
ITOT
iShares Core S&P Total U.S. Stock Market ETF

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.

The Risk-Adjusted Performance Rank of Golden Butterfly is 8585
Overall Rank
The Sharpe Ratio Rank of Golden Butterfly is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of Golden Butterfly is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Golden Butterfly is 8383
Omega Ratio Rank
The Calmar Ratio Rank of Golden Butterfly is 8888
Calmar Ratio Rank
The Martin Ratio Rank of Golden Butterfly is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.611.121.160.732.75
VBR
Vanguard Small-Cap Value ETF		0.150.461.060.190.57
SCHQ
Schwab Long-Term U.S. Treasury ETF		-0.090.161.020.020.09
SCHO
Schwab Short-Term U.S. Treasury ETF		2.985.011.675.6716.18
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.012.891.374.7212.24

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Golden Butterfly Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 1.13
  • All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.01, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Golden Butterfly compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Golden Butterfly provided a 2.45% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.45%2.42%2.23%1.58%1.01%1.18%1.33%1.25%0.92%0.88%0.94%0.89%
Portfolio components:
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.26%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%
VBR
Vanguard Small-Cap Value ETF		2.19%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
SCHQ
Schwab Long-Term U.S. Treasury ETF		4.54%4.58%3.79%2.88%1.69%1.52%0.44%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF		4.23%4.29%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%
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.

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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 18.56%, occurring on Oct 20, 2022. Recovery took 345 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.56%Nov 10, 2021238Oct 20, 2022345Mar 7, 2024583
-7.21%Feb 19, 202535Apr 8, 202523May 12, 202558
-4.06%Dec 5, 202425Jan 13, 202516Feb 5, 202541
-3.16%Jul 17, 202416Aug 7, 20247Aug 16, 202423
-3%Apr 10, 202415Apr 30, 202410May 14, 202425

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSCHOIAUMSCHQVBRITOTPortfolio
^GSPC1.000.030.100.050.810.990.76
SCHO0.031.000.380.630.030.040.38
IAUM0.100.381.000.280.120.110.52
SCHQ0.050.630.281.000.040.060.46
VBR0.810.030.120.041.000.850.79
ITOT0.990.040.110.060.851.000.78
Portfolio0.760.380.520.460.790.781.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021