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
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly Tweak, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -3.27% | -4.87% | 9.44% | 14.30% | 10.11% |
| Golden Butterfly Tweak | -2.89% | -1.76% | -1.91% | 11.79% | N/A | N/A |
| Portfolio components: | ||||||
SHY iShares 1-3 Year Treasury Bond ETF | 2.04% | 0.78% | 2.53% | 6.17% | 1.10% | 1.40% |
TLT iShares 20+ Year Treasury Bond ETF | 2.84% | 0.04% | -1.48% | 5.49% | -9.90% | -1.03% |
VTI Vanguard Total Stock Market ETF | -6.29% | -3.40% | -4.58% | 9.95% | 15.58% | 11.38% |
IJS iShares S&P SmallCap 600 Value ETF | -15.52% | -8.46% | -12.87% | -3.70% | 13.68% | 5.95% |
GLD SPDR Gold Trust | 25.85% | 9.52% | 20.29% | 41.13% | 13.41% | 10.13% |
SPY SPDR S&P 500 ETF | -5.76% | -3.16% | -4.30% | 10.76% | 15.96% | 11.99% |
QQQM Invesco NASDAQ 100 ETF | -7.40% | -2.44% | -4.26% | 12.09% | 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 | 3.02% | -1.94% | -3.01% | -0.90% | -2.89% | ||||||||
| 2024 | -1.25% | 3.26% | 3.76% | -3.63% | 4.19% | 1.22% | 4.62% | 1.01% | 2.27% | -0.27% | 5.43% | -3.34% | 18.11% |
| 2023 | 8.30% | -2.53% | 1.25% | -0.06% | -0.54% | 5.13% | 3.82% | -2.63% | -5.15% | -1.93% | 7.86% | 6.75% | 20.91% |
| 2022 | -4.78% | 0.14% | 1.77% | -7.19% | -0.03% | -6.92% | 6.67% | -3.83% | -8.35% | 7.20% | 5.19% | -4.59% | -15.22% |
| 2021 | 0.82% | 2.89% | 2.90% | 3.52% | 2.52% | 0.16% | 0.11% | 2.00% | -3.28% | 4.43% | -1.04% | 3.29% | 19.61% |
| 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 61, 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 | 3.71 | 6.55 | 1.84 | 6.25 | 17.97 |
TLT iShares 20+ Year Treasury Bond ETF | 0.28 | 0.48 | 1.06 | 0.10 | 0.53 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.80 | 1.12 | 0.49 | 1.99 |
IJS iShares S&P SmallCap 600 Value ETF | -0.21 | -0.14 | 0.98 | -0.18 | -0.58 |
GLD SPDR Gold Trust | 2.49 | 3.30 | 1.43 | 5.14 | 14.01 |
SPY SPDR S&P 500 ETF | 0.51 | 0.86 | 1.13 | 0.55 | 2.26 |
QQQM Invesco NASDAQ 100 ETF | 0.48 | 0.83 | 1.12 | 0.53 | 1.80 |
Dividends
Dividend yield
Golden Butterfly Tweak provided a 1.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 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 | 3.94% | 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 | 4.24% | 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 | 1.39% | 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 | 2.11% | 1.78% | 1.42% | 1.46% | 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 | 1.30% | 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 | 0.64% | 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.
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 22.32%, occurring on Sep 30, 2022. Recovery took 306 trading sessions.
The current Golden Butterfly Tweak drawdown is 7.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.32% | Nov 9, 2021 | 225 | Sep 30, 2022 | 306 | Dec 19, 2023 | 531 |
| -15.79% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -6.91% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
| -4.86% | Dec 12, 2024 | 19 | Jan 10, 2025 | 25 | Feb 18, 2025 | 44 |
| -4.58% | Oct 16, 2020 | 11 | Oct 30, 2020 | 4 | Nov 5, 2020 | 15 |
Volatility
Volatility Chart
The current Golden Butterfly Tweak volatility is 11.40%, 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
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 | 0.05 | 0.14 | 0.10 | 0.72 | 0.92 | 1.00 | 0.99 | 0.91 |
| TLT | 0.05 | 1.00 | 0.27 | 0.60 | 0.01 | 0.08 | 0.05 | 0.05 | 0.10 |
| GLD | 0.14 | 0.27 | 1.00 | 0.37 | 0.13 | 0.12 | 0.14 | 0.15 | 0.31 |
| SHY | 0.10 | 0.60 | 0.37 | 1.00 | 0.09 | 0.11 | 0.11 | 0.11 | 0.18 |
| IJS | 0.72 | 0.01 | 0.13 | 0.09 | 1.00 | 0.55 | 0.72 | 0.77 | 0.89 |
| QQQM | 0.92 | 0.08 | 0.12 | 0.11 | 0.55 | 1.00 | 0.92 | 0.91 | 0.80 |
| SPY | 1.00 | 0.05 | 0.14 | 0.11 | 0.72 | 0.92 | 1.00 | 0.99 | 0.92 |
| VTI | 0.99 | 0.05 | 0.15 | 0.11 | 0.77 | 0.91 | 0.99 | 1.00 | 0.94 |
| Portfolio | 0.91 | 0.10 | 0.31 | 0.18 | 0.89 | 0.80 | 0.92 | 0.94 | 1.00 |