Portfolio Marco Golden Butterfly
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | Government Bonds | 20% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | European Government Bonds | 20% |
SGLP.L Invesco Physical Gold A | Precious Metals | 20% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 20% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | Small Cap Blend Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio Marco 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 Quarterly
The earliest data available for this chart is Mar 29, 2018, corresponding to the inception date of WLDS.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Portfolio Marco Golden Butterfly | 10.54% | -1.34% | 5.01% | 17.91% | 6.40% | N/A |
| Portfolio components: | ||||||
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 19.89% | 0.69% | 8.62% | 28.13% | 12.04% | 12.50% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | -3.47% | -3.82% | -0.66% | 3.81% | -3.18% | 0.65% |
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 3.25% | -0.43% | 2.50% | 5.05% | 1.16% | 3.33% |
SGLP.L Invesco Physical Gold A | 24.13% | -3.48% | 7.75% | 30.88% | 11.46% | 10.10% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 9.98% | 0.30% | 6.56% | 22.84% | 7.82% | N/A |
Monthly Returns
The table below presents the monthly returns of Portfolio Marco 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.03% | 0.77% | 3.47% | -1.52% | 2.13% | 0.38% | 3.41% | 1.56% | 2.47% | -0.47% | 10.54% | ||
| 2023 | 4.92% | -3.39% | 3.29% | 1.14% | -1.34% | 1.97% | 2.24% | -1.38% | -3.87% | -0.17% | 5.23% | 4.93% | 13.83% |
| 2022 | -3.83% | 0.61% | 0.18% | -4.92% | -1.33% | -4.72% | 3.02% | -3.41% | -5.41% | 1.93% | 5.82% | -0.92% | -12.85% |
| 2021 | -0.46% | -0.54% | 0.52% | 2.78% | 2.32% | -1.69% | 1.20% | 0.51% | -2.44% | 1.59% | -1.02% | 1.58% | 4.28% |
| 2020 | 0.18% | -3.37% | -5.65% | 5.53% | 2.93% | 2.36% | 4.63% | 2.97% | -1.88% | -0.93% | 4.83% | 4.68% | 16.72% |
| 2019 | 4.14% | 1.35% | 0.17% | 1.11% | -1.77% | 4.71% | 0.31% | 0.43% | 0.00% | 1.95% | 0.24% | 2.49% | 15.99% |
| 2018 | 0.16% | -0.32% | -0.65% | 0.14% | -0.05% | -0.21% | -3.44% | 0.35% | -1.19% | -5.15% |
Expense Ratio
Portfolio Marco Golden Butterfly 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 Portfolio Marco Golden Butterfly is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.52 | 3.49 | 1.47 | 3.63 | 15.70 |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 0.27 | 0.44 | 1.05 | 0.08 | 0.56 |
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.10 | 0.52 | 1.25 | 0.21 | 0.27 |
SGLP.L Invesco Physical Gold A | 1.98 | 2.60 | 1.35 | 3.67 | 11.75 |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 1.57 | 2.25 | 1.29 | 1.23 | 8.47 |
Dividends
Dividend yield
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 Portfolio Marco 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 Portfolio Marco Golden Butterfly was 21.33%, occurring on Oct 11, 2022. Recovery took 346 trading sessions.
The current Portfolio Marco Golden Butterfly drawdown is 2.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.33% | Nov 9, 2021 | 239 | Oct 11, 2022 | 346 | Feb 16, 2024 | 585 |
| -17.49% | Feb 24, 2020 | 19 | Mar 19, 2020 | 54 | Jun 5, 2020 | 73 |
| -8.18% | Apr 19, 2018 | 178 | Dec 24, 2018 | 114 | Jun 7, 2019 | 292 |
| -5.22% | Feb 19, 2024 | 2 | Feb 20, 2024 | 2 | Feb 22, 2024 | 4 |
| -5.09% | Feb 28, 2024 | 2 | Feb 29, 2024 | 52 | May 15, 2024 | 54 |
Volatility
Volatility Chart
The current Portfolio Marco Golden Butterfly volatility is 2.02%, 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
| CU31.L | SGLP.L | LYXD.DE | WLDS.L | SWDA.L | |
|---|---|---|---|---|---|
| CU31.L | 1.00 | 0.36 | 0.27 | 0.03 | 0.07 |
| SGLP.L | 0.36 | 1.00 | 0.45 | 0.16 | 0.15 |
| LYXD.DE | 0.27 | 0.45 | 1.00 | 0.26 | 0.25 |
| WLDS.L | 0.03 | 0.16 | 0.26 | 1.00 | 0.89 |
| SWDA.L | 0.07 | 0.15 | 0.25 | 0.89 | 1.00 |