Rick's Golden Butterfly
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | Consumer Staples Equities | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 20% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's 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 Apr 7, 2010, corresponding to the inception date of PSCC
Returns By Period
As of Feb 5, 2025, the Rick's Golden Butterfly returned 1.91% Year-To-Date and 8.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Rick's Golden Butterfly | 1.72% | 0.83% | 12.17% | 15.34% | 10.63% | 10.13% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 2.59% | 1.14% | 19.69% | 23.14% | 18.74% | 18.65% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -2.16% | -2.47% | 4.41% | 1.69% | 10.23% | 9.36% |
IAU iShares Gold Trust | 8.44% | 7.83% | 19.05% | 40.18% | 12.44% | 8.45% |
UUP Invesco DB US Dollar Index Bullish Fund | -0.17% | -0.71% | 7.70% | 9.28% | 4.39% | 3.11% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 0.83% | 1.48% | -12.41% | -7.87% | -11.35% | -3.38% |
Monthly Returns
The table below presents the monthly returns of Rick's 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 | 1.43% | 1.72% | |||||||||||
| 2024 | -0.16% | 2.39% | 1.41% | -3.97% | 4.32% | 2.90% | 1.68% | 0.92% | 2.07% | -1.27% | 5.22% | -1.77% | 14.22% |
| 2023 | 7.75% | -0.73% | 5.41% | 0.75% | 1.39% | 3.60% | 2.43% | -1.34% | -5.59% | -2.36% | 7.82% | 6.81% | 28.02% |
| 2022 | -6.92% | -1.64% | 0.87% | -7.96% | -1.55% | -4.01% | 5.91% | -3.19% | -8.24% | 3.40% | 5.51% | -6.24% | -22.71% |
| 2021 | 1.56% | -1.95% | 0.27% | 2.98% | 2.20% | 3.01% | 1.05% | 1.91% | -3.65% | 4.92% | 1.62% | 2.15% | 16.98% |
| 2020 | 1.53% | -2.07% | -1.57% | 7.96% | 3.13% | 2.86% | 5.57% | 3.21% | -3.74% | -1.78% | 7.20% | 2.72% | 27.15% |
| 2019 | 6.04% | 1.43% | 1.95% | 1.86% | -2.80% | 3.99% | 1.79% | 2.71% | 0.13% | 0.57% | 1.91% | 2.22% | 23.81% |
| 2018 | 1.06% | -3.29% | 0.24% | 0.08% | 4.50% | 1.85% | 1.37% | 3.03% | -1.47% | -4.37% | -0.07% | -4.97% | -2.49% |
| 2017 | 0.56% | 2.60% | 1.25% | 1.88% | 0.34% | -1.33% | 1.73% | 1.88% | 0.61% | 1.71% | 1.89% | 1.15% | 15.18% |
| 2016 | 0.14% | 2.67% | 3.15% | -0.09% | 1.51% | 4.19% | 4.13% | -0.77% | -0.73% | -3.19% | -2.32% | 2.09% | 10.97% |
| 2015 | 3.84% | -1.06% | 0.05% | -2.20% | 1.61% | -2.21% | 1.79% | -2.59% | -0.21% | 4.77% | -0.14% | -2.28% | 1.04% |
| 2014 | 0.55% | 3.01% | 0.41% | 0.15% | 1.86% | 1.95% | -1.20% | 5.11% | -1.57% | 2.88% | 2.25% | 2.01% | 18.66% |
Expense Ratio
Rick's Golden Butterfly features an expense ratio of 0.33%, falling within the medium range. 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 Rick's Golden Butterfly is 38, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.37 | 1.87 | 1.25 | 1.85 | 6.39 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -0.04 | 0.06 | 1.01 | -0.06 | -0.12 |
IAU iShares Gold Trust | 2.51 | 3.23 | 1.43 | 4.68 | 12.79 |
UUP Invesco DB US Dollar Index Bullish Fund | 1.75 | 2.57 | 1.32 | 2.55 | 7.02 |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -0.62 | -0.75 | 0.91 | -0.22 | -1.33 |
Dividends
Dividend yield
Rick's Golden Butterfly provided a 2.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.30% | 2.41% | 1.15% | 0.65% | 0.76% | 1.35% | 1.17% | 0.94% | 1.11% | 1.06% | 1.00% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.54% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.92% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% |
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% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.48% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.54% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% |
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 Rick's 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 Rick's Golden Butterfly was 25.53%, occurring on Oct 14, 2022. Recovery took 326 trading sessions.
The current Rick's Golden Butterfly drawdown is 1.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.53% | Dec 28, 2021 | 202 | Oct 14, 2022 | 326 | Feb 2, 2024 | 528 |
| -14.24% | Feb 21, 2020 | 19 | Mar 18, 2020 | 26 | Apr 24, 2020 | 45 |
| -13.33% | Sep 4, 2018 | 78 | Dec 24, 2018 | 84 | Apr 26, 2019 | 162 |
| -7.78% | Sep 8, 2016 | 60 | Dec 1, 2016 | 93 | Apr 18, 2017 | 153 |
| -7.3% | Sep 3, 2020 | 41 | Oct 30, 2020 | 24 | Dec 4, 2020 | 65 |
Volatility
Volatility Chart
The current Rick's Golden Butterfly volatility is 3.33%, 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
| ZROZ | IAU | UUP | PSCC | QQQ | |
|---|---|---|---|---|---|
| ZROZ | 1.00 | 0.22 | -0.07 | -0.18 | -0.21 |
| IAU | 0.22 | 1.00 | -0.42 | 0.04 | 0.03 |
| UUP | -0.07 | -0.42 | 1.00 | -0.15 | -0.18 |
| PSCC | -0.18 | 0.04 | -0.15 | 1.00 | 0.49 |
| QQQ | -0.21 | 0.03 | -0.18 | 0.49 | 1.00 |