Golden ButterFly mod
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 2% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 16% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 16% |
IJS iShares S&P SmallCap 600 Value ETF | Small Cap Value Equities | 25% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 25% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 16% |
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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Oct 18, 2024, the Golden ButterFly mod returned 13.68% Year-To-Date and 10.02% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| Golden ButterFly mod | 13.23% | 0.14% | 12.25% | 29.94% | 9.78% | 9.90% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 24.05% | 2.77% | 17.63% | 40.60% | 16.09% | 13.55% |
TLT iShares 20+ Year Treasury Bond ETF | -2.22% | -4.76% | 7.59% | 17.30% | -5.33% | 0.05% |
IEF iShares 7-10 Year Treasury Bond ETF | 1.36% | -2.99% | 5.63% | 10.13% | -1.27% | 0.93% |
GLD SPDR Gold Trust | 31.41% | 3.72% | 16.54% | 36.84% | 12.32% | 7.82% |
IJS iShares S&P SmallCap 600 Value ETF | 5.40% | -0.07% | 12.24% | 28.83% | 8.73% | 8.60% |
BTC-USD Bitcoin | 59.39% | 6.27% | 0.79% | 124.61% | 55.06% | 68.82% |
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 | -1.53% | 2.18% | 3.74% | -4.00% | 3.60% | 0.56% | 5.19% | 0.92% | 2.27% | 13.23% | |||
| 2023 | 8.07% | -3.19% | 2.38% | 0.17% | -1.86% | 3.47% | 2.09% | -2.72% | -5.21% | -1.57% | 7.36% | 6.87% | 15.83% |
| 2022 | -3.99% | 0.76% | -0.16% | -6.65% | -0.42% | -5.51% | 5.24% | -4.21% | -7.60% | 4.26% | 5.01% | -3.45% | -16.45% |
| 2021 | 0.32% | 2.15% | 2.44% | 2.84% | 1.78% | -0.09% | 1.20% | 1.37% | -2.98% | 3.85% | -0.53% | 1.76% | 14.85% |
| 2020 | 1.50% | -3.15% | -7.10% | 8.74% | 2.33% | 1.79% | 5.16% | 2.10% | -3.03% | 0.00% | 8.20% | 5.44% | 22.87% |
| 2019 | 5.54% | 1.74% | 0.53% | 2.18% | -0.82% | 6.50% | 0.63% | 1.86% | 0.36% | 1.52% | 0.52% | 1.30% | 23.89% |
| 2018 | 0.80% | -2.93% | -0.11% | 0.50% | 1.86% | -0.37% | 1.36% | 1.42% | -1.51% | -4.46% | 0.44% | -2.93% | -5.98% |
| 2017 | 1.18% | 2.66% | -0.51% | 1.61% | 2.00% | 1.00% | 1.34% | 2.26% | 1.06% | 1.60% | 3.62% | 2.26% | 21.97% |
| 2016 | -0.68% | 3.45% | 3.46% | 1.46% | 0.01% | 3.91% | 2.75% | -0.65% | 0.22% | -2.49% | 1.12% | 1.82% | 15.11% |
| 2015 | 0.94% | 0.46% | -0.25% | -0.96% | 0.12% | -1.27% | -0.05% | -2.68% | -1.11% | 4.65% | 0.01% | -1.53% | -1.83% |
| 2014 | 0.49% | 2.66% | -0.19% | 0.10% | 1.78% | 2.39% | -2.30% | 2.86% | -3.58% | 2.32% | 1.63% | 1.03% | 9.33% |
| 2013 | 2.79% | 1.95% | 10.60% | 1.34% | -1.08% | -3.60% | 3.96% | -0.61% | 1.96% | 3.36% | 13.48% | -4.79% | 31.77% |
Expense Ratio
Golden ButterFly mod has an expense ratio of 0.18%, 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 33, 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.10 | 2.83 | 1.38 | 0.97 | 12.52 |
TLT iShares 20+ Year Treasury Bond ETF | 0.28 | 0.47 | 1.05 | 0.01 | 1.02 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.67 | 0.96 | 1.11 | 0.03 | 2.77 |
GLD SPDR Gold Trust | 3.55 | 4.56 | 1.61 | 3.67 | 24.61 |
IJS iShares S&P SmallCap 600 Value ETF | 0.58 | 0.95 | 1.11 | 0.22 | 3.01 |
BTC-USD Bitcoin | 1.00 | 1.68 | 1.17 | 0.82 | 4.13 |
Dividends
Dividend yield
Golden ButterFly mod granted a 1.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Golden ButterFly mod | 1.86% | 1.72% | 1.52% | 1.05% | 1.06% | 1.61% | 1.77% | 1.47% | 1.51% | 1.68% | 1.56% | 1.55% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
TLT iShares 20+ Year Treasury Bond ETF | 3.89% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.40% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
GLD SPDR 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.51% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
BTC-USD Bitcoin | 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 22.80%, occurring on Sep 27, 2022. Recovery took 652 trading sessions.
The current Golden ButterFly mod drawdown is 0.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.8% | Nov 10, 2021 | 322 | Sep 27, 2022 | 652 | Jul 10, 2024 | 974 |
| -22.1% | Jun 10, 2011 | 3 | Jun 12, 2011 | 586 | Jan 18, 2013 | 589 |
| -19.5% | Feb 24, 2020 | 24 | Mar 18, 2020 | 79 | Jun 5, 2020 | 103 |
| -11.16% | Aug 30, 2018 | 118 | Dec 25, 2018 | 101 | Apr 5, 2019 | 219 |
| -8.35% | Nov 30, 2013 | 19 | Dec 18, 2013 | 169 | Jun 5, 2014 | 188 |
Volatility
Volatility Chart
The current Golden ButterFly mod volatility is 2.05%, 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
| BTC-USD | GLD | IJS | IVV | TLT | IEF | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.05 | 0.08 | 0.10 | -0.01 | -0.00 |
| GLD | 0.05 | 1.00 | 0.03 | 0.04 | 0.23 | 0.29 |
| IJS | 0.08 | 0.03 | 1.00 | 0.74 | -0.25 | -0.24 |
| IVV | 0.10 | 0.04 | 0.74 | 1.00 | -0.25 | -0.24 |
| TLT | -0.01 | 0.23 | -0.25 | -0.25 | 1.00 | 0.90 |
| IEF | -0.00 | 0.29 | -0.24 | -0.24 | 0.90 | 1.00 |