Golden Butterfly MOD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly MOD, 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 Oct 10, 2019, corresponding to the inception date of SCHQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Golden Butterfly MOD | 14.75% | 1.45% | 11.70% | 27.36% | 8.82% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 18.08% | 2.17% | 12.11% | 30.78% | 13.03% | 11.72% |
VGT Vanguard Information Technology ETF | 29.17% | 3.58% | 20.23% | 40.51% | 22.93% | 20.94% |
VBR Vanguard Small-Cap Value ETF | 20.64% | 6.49% | 14.61% | 39.82% | 12.30% | 9.71% |
SCHQ Schwab Long-Term U.S. Treasury ETF | -2.66% | -1.44% | 4.08% | 9.43% | -4.54% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.46% | -0.32% | 3.30% | 7.24% | 2.24% | 2.06% |
SCHH Schwab US REIT ETF | 11.09% | 0.04% | 16.70% | 30.82% | 2.32% | 4.68% |
IAU iShares Gold Trust | 26.85% | -1.30% | 12.01% | 35.13% | 12.21% | 8.01% |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly MOD, 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 | -1.39% | 1.34% | 3.58% | -3.79% | 3.34% | 1.02% | 4.85% | 1.96% | 2.32% | -1.01% | 14.75% | ||
| 2023 | 6.54% | -3.23% | 1.64% | -0.02% | -1.54% | 3.43% | 2.17% | -2.06% | -4.87% | -1.57% | 7.26% | 6.15% | 13.82% |
| 2022 | -4.06% | -0.20% | 1.15% | -5.15% | -0.79% | -5.36% | 5.01% | -3.53% | -7.68% | 3.70% | 5.62% | -2.95% | -14.24% |
| 2021 | -0.77% | 1.24% | 2.26% | 3.65% | 1.93% | 0.30% | 1.67% | 1.25% | -3.30% | 3.70% | -0.37% | 3.60% | 15.99% |
| 2020 | 1.48% | -3.75% | -8.43% | 7.68% | 2.31% | 1.73% | 4.66% | 1.82% | -2.51% | -0.79% | 7.00% | 3.67% | 14.61% |
| 2019 | 2.00% | 0.57% | 1.25% | 3.87% |
Expense Ratio
Golden Butterfly MOD has an expense ratio of 0.09%, 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 MOD is 67, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.85 | 4.10 | 1.51 | 3.16 | 15.75 |
VGT Vanguard Information Technology ETF | 2.10 | 2.68 | 1.37 | 2.90 | 10.47 |
VBR Vanguard Small-Cap Value ETF | 2.41 | 3.39 | 1.43 | 3.37 | 13.99 |
SCHQ Schwab Long-Term U.S. Treasury ETF | 0.73 | 1.11 | 1.13 | 0.23 | 1.87 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.50 | 6.21 | 1.85 | 8.11 | 23.07 |
SCHH Schwab US REIT ETF | 1.91 | 2.74 | 1.34 | 1.08 | 7.53 |
IAU iShares Gold Trust | 2.28 | 3.03 | 1.40 | 4.93 | 15.09 |
Dividends
Dividend yield
Golden Butterfly MOD provided a 2.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.67% | 2.65% | 1.97% | 1.26% | 1.71% | 1.83% | 1.89% | 1.29% | 1.38% | 1.34% | 1.14% | 1.18% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VBR Vanguard Small-Cap Value ETF | 1.86% | 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 | 4.39% | 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 | 5.36% | 5.03% | 2.12% | 0.57% | 2.14% | 3.40% | 2.89% | 1.55% | 1.23% | 0.97% | 0.59% | 0.44% |
SCHH Schwab US REIT ETF | 2.94% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
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 MOD. 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 MOD was 20.70%, occurring on Mar 18, 2020. Recovery took 92 trading sessions.
The current Golden Butterfly MOD drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.7% | Feb 21, 2020 | 19 | Mar 18, 2020 | 92 | Jul 29, 2020 | 111 |
| -20.03% | Jan 3, 2022 | 198 | Oct 14, 2022 | 359 | Mar 21, 2024 | 557 |
| -5.97% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -3.83% | Sep 7, 2021 | 18 | Sep 30, 2021 | 20 | Oct 28, 2021 | 38 |
| -3.79% | Apr 1, 2024 | 22 | Apr 30, 2024 | 11 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Golden Butterfly MOD volatility is 2.25%, 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
| IAU | SCHO | SCHQ | VGT | SCHH | SCHD | VBR | |
|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.37 | 0.30 | 0.11 | 0.16 | 0.10 | 0.10 |
| SCHO | 0.37 | 1.00 | 0.58 | 0.00 | 0.12 | -0.03 | -0.03 |
| SCHQ | 0.30 | 0.58 | 1.00 | -0.03 | 0.10 | -0.14 | -0.13 |
| VGT | 0.11 | 0.00 | -0.03 | 1.00 | 0.50 | 0.59 | 0.61 |
| SCHH | 0.16 | 0.12 | 0.10 | 0.50 | 1.00 | 0.68 | 0.70 |
| SCHD | 0.10 | -0.03 | -0.14 | 0.59 | 0.68 | 1.00 | 0.88 |
| VBR | 0.10 | -0.03 | -0.13 | 0.61 | 0.70 | 0.88 | 1.00 |