Golden Butterfly Tweak
The Golden Butterfly Portfolio is a variation of the Permanent Portfolio designed to provide a steady stream of returns in any market environment. Its assets are similar to the ones of the permanent portfolio but with the inclusion of small-cap value stocks.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Golden Butterfly Tweak | 3.14% | 8.39% | 3.25% | 13.18% | N/A | N/A |
| Portfolio components: | ||||||
SHY iShares 1-3 Year Treasury Bond ETF | 1.82% | -0.08% | 2.45% | 5.23% | 1.03% | 1.39% |
TLT iShares 20+ Year Treasury Bond ETF | 0.21% | -1.92% | -2.13% | -2.28% | -9.95% | -0.59% |
VTI Vanguard Total Stock Market ETF | 1.31% | 13.31% | 1.46% | 13.20% | 17.04% | 12.18% |
IJS iShares S&P SmallCap 600 Value ETF | -8.44% | 13.91% | -10.83% | -1.07% | 15.83% | 6.89% |
GLD SPDR Gold Trust | 21.52% | -4.30% | 24.37% | 33.73% | 12.44% | 9.79% |
SPY SPDR S&P 500 ETF | 1.69% | 13.04% | 2.09% | 13.82% | 17.47% | 12.77% |
QQQM Invesco NASDAQ 100 ETF | 2.18% | 17.39% | 5.39% | 16.15% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly Tweak, 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 | 3.06% | -1.47% | -2.30% | -0.51% | 4.50% | 3.14% | |||||||
| 2024 | -1.09% | 2.96% | 3.88% | -3.27% | 3.94% | 1.22% | 4.68% | 1.06% | 2.37% | -0.26% | 4.88% | -3.27% | 17.98% |
| 2023 | 7.95% | -2.67% | 2.23% | 0.10% | -0.39% | 4.62% | 3.46% | -2.45% | -5.09% | -1.45% | 7.54% | 6.31% | 20.95% |
| 2022 | -4.53% | 0.39% | 1.61% | -6.97% | -0.35% | -6.39% | 6.26% | -3.79% | -8.05% | 6.17% | 5.40% | -4.22% | -14.86% |
| 2021 | 0.55% | 2.43% | 2.75% | 3.65% | 2.57% | -0.02% | 0.60% | 1.86% | -3.36% | 4.28% | -0.86% | 3.13% | 18.78% |
| 2020 | -4.57% | 8.73% | 5.25% | 9.21% |
Expense Ratio
Golden Butterfly Tweak has an expense ratio of 0.19%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Golden Butterfly Tweak is 63, 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 | |
|---|---|---|---|---|---|
SHY iShares 1-3 Year Treasury Bond ETF | 3.16 | 5.38 | 1.69 | 5.52 | 15.13 |
TLT iShares 20+ Year Treasury Bond ETF | -0.16 | -0.00 | 1.00 | -0.03 | -0.13 |
VTI Vanguard Total Stock Market ETF | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
IJS iShares S&P SmallCap 600 Value ETF | -0.04 | 0.11 | 1.01 | -0.04 | -0.11 |
GLD SPDR Gold Trust | 1.90 | 2.66 | 1.34 | 4.30 | 11.04 |
SPY SPDR S&P 500 ETF | 0.69 | 1.17 | 1.18 | 0.80 | 3.08 |
QQQM Invesco NASDAQ 100 ETF | 0.65 | 1.13 | 1.16 | 0.78 | 2.54 |
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Dividends
Dividend yield
Golden Butterfly Tweak provided a 1.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.35% | 1.24% | 1.23% | 0.93% | 0.90% | 1.25% | 1.37% | 1.13% | 1.16% | 1.26% | 1.14% |
| Portfolio components: | ||||||||||||
SHY iShares 1-3 Year Treasury Bond ETF | 3.96% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
IJS iShares S&P SmallCap 600 Value ETF | 1.95% | 1.78% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% |
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% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
QQQM Invesco NASDAQ 100 ETF | 0.58% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 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 Tweak. 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 Tweak was 21.40%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.
The current Golden Butterfly Tweak drawdown is 1.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.4% | Nov 9, 2021 | 225 | Sep 30, 2022 | 303 | Dec 14, 2023 | 528 |
| -14.45% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -6.31% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
| -4.7% | Dec 12, 2024 | 20 | Jan 13, 2025 | 22 | Feb 13, 2025 | 42 |
| -4.58% | Oct 16, 2020 | 11 | Oct 30, 2020 | 4 | Nov 5, 2020 | 15 |
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 7 assets, with an effective number of assets of 5.56, 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
| ^GSPC | TLT | GLD | SHY | IJS | QQQM | SPY | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.12 | 0.10 | 0.72 | 0.92 | 1.00 | 0.99 | 0.91 |
| TLT | 0.04 | 1.00 | 0.27 | 0.60 | 0.01 | 0.07 | 0.05 | 0.05 | 0.14 |
| GLD | 0.12 | 0.27 | 1.00 | 0.37 | 0.13 | 0.11 | 0.13 | 0.14 | 0.35 |
| SHY | 0.10 | 0.60 | 0.37 | 1.00 | 0.09 | 0.10 | 0.10 | 0.10 | 0.20 |
| IJS | 0.72 | 0.01 | 0.13 | 0.09 | 1.00 | 0.55 | 0.72 | 0.77 | 0.87 |
| QQQM | 0.92 | 0.07 | 0.11 | 0.10 | 0.55 | 1.00 | 0.92 | 0.91 | 0.80 |
| SPY | 1.00 | 0.05 | 0.13 | 0.10 | 0.72 | 0.92 | 1.00 | 0.99 | 0.91 |
| VTI | 0.99 | 0.05 | 0.14 | 0.10 | 0.77 | 0.91 | 0.99 | 1.00 | 0.93 |
| Portfolio | 0.91 | 0.14 | 0.35 | 0.20 | 0.87 | 0.80 | 0.91 | 0.93 | 1.00 |