NEW DESERT BUTTERFLY 4

Asset Allocation

Position	Category/Sector	Target Weight
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds, Short-Term Bond	46%
IAU iShares Gold Trust	Gold, Precious Metals	20%
LTPZ PIMCO 15+ Year US TIPS Index ETF	Inflation-Protected Bonds	10%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
FUND Sprott Focus Trust, Inc.	Financial Services	4%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NEW DESERT BUTTERFLY 4, 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.

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Returns By Period

As of Jun 13, 2026, the NEW DESERT BUTTERFLY 4 returned 2.64% Year-To-Date and 5.25% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio NEW DESERT BUTTERFLY 4	0.11%	-1.30%	2.64%	2.78%	11.14%	9.56%	4.41%	5.25%
Portfolio components:
FUND Sprott Focus Trust, Inc.	0.52%	-0.93%	19.89%	21.14%	45.55%	16.40%	10.39%	13.14%
IAU iShares Gold Trust	0.08%	-9.54%	-2.44%	-2.22%	22.32%	29.07%	17.23%	12.31%
LTPZ PIMCO 15+ Year US TIPS Index ETF	0.11%	1.30%	0.53%	0.57%	4.30%	-0.67%	-5.50%	0.75%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SHY iShares 1-3 Year Treasury Bond ETF	-0.02%	0.19%	0.55%	0.80%	3.29%	4.15%	1.74%	1.65%
TLT iShares 20+ Year Treasury Bond ETF	-0.24%	1.40%	0.27%	0.45%	3.88%	-1.38%	-6.53%	-1.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, NEW DESERT BUTTERFLY 4's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +4.3%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.

On a daily basis, NEW DESERT BUTTERFLY 4 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.3%, while the worst single day was Jan 30, 2026 at -2.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.73%	3.88%	-4.01%	0.51%	0.05%	-1.31%							2.64%
2025	2.13%	1.92%	1.84%	0.15%	-0.49%	1.25%	-0.27%	2.30%	3.18%	0.95%	1.65%	0.37%	15.97%
2024	-0.52%	-0.35%	2.72%	-1.42%	1.68%	0.33%	3.27%	1.33%	1.93%	-0.39%	0.43%	-2.36%	6.70%
2023	3.33%	-2.58%	2.90%	0.20%	-1.64%	0.26%	0.79%	-0.99%	-3.07%	0.01%	3.56%	3.18%	5.79%
2022	-2.13%	0.92%	-0.63%	-2.96%	-0.75%	-2.61%	1.52%	-2.34%	-4.64%	0.85%	4.31%	-0.47%	-8.86%
2021	-0.93%	-1.70%	0.29%	1.60%	2.37%	-0.88%	1.31%	0.24%	-1.59%	1.30%	0.25%	1.25%	3.47%

Benchmark Metrics

NEW DESERT BUTTERFLY 4 has an annualized alpha of 3.03%, beta of 0.10, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.35%) than losses (14.93%) - typical of diversified or defensive assets.
Beta of 0.10 may look defensive, but with R2 of 0.08 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.08 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 3.03%

Beta: 0.10

R²: 0.08

Upside Capture: 19.35%

Downside Capture: 14.93%

See how alpha, beta & R² have trended over time →

Expense Ratio

NEW DESERT BUTTERFLY 4 has an expense ratio of 0.16%, 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.

IAU

iShares Gold Trust

LTPZ

PIMCO 15+ Year US TIPS Index ETF

TLT

iShares 20+ Year Treasury Bond ETF

SHY

iShares 1-3 Year Treasury Bond ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

NEW DESERT BUTTERFLY 4 ranks 24 for risk / return — below 24% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for NEW DESERT BUTTERFLY 4 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.56	1.86	-0.30
Sortino ratioReturn per unit of downside risk	2.10	2.53	-0.44
Omega ratioGain probability vs. loss probability	1.29	1.34	-0.05
Calmar ratioReturn relative to maximum drawdown	1.90	2.53	-0.63
Martin ratioReturn relative to average drawdown	5.05	11.37	-6.32

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FUND Sprott Focus Trust, Inc.	94	2.88	3.64	1.48	4.41	20.19
IAU iShares Gold Trust	26	0.89	1.25	1.19	0.99	2.83
LTPZ PIMCO 15+ Year US TIPS Index ETF	15	0.40	0.63	1.07	0.52	1.11
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SHY iShares 1-3 Year Treasury Bond ETF	85	2.43	3.97	1.50	3.64	14.45
TLT iShares 20+ Year Treasury Bond ETF	13	0.30	0.50	1.06	0.38	0.92

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current NEW DESERT BUTTERFLY 4 Sharpe ratio is 1.56 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of NEW DESERT BUTTERFLY 4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

NEW DESERT BUTTERFLY 4 provided a 3.23% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.23%	3.31%	3.30%	2.68%	2.31%	1.26%	1.36%	1.92%	2.14%	1.45%	1.34%	1.18%
Portfolio components:
FUND Sprott Focus Trust, Inc.	5.87%	6.65%	8.27%	6.22%	6.72%	8.79%	7.93%	6.30%	11.92%	6.59%	5.76%	7.59%
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%
LTPZ PIMCO 15+ Year US TIPS Index ETF	5.22%	4.64%	3.71%	3.71%	8.38%	3.56%	1.42%	1.74%	3.05%	2.25%	2.32%	0.71%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SHY iShares 1-3 Year Treasury Bond ETF	3.68%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%
TLT iShares 20+ Year Treasury Bond ETF	4.56%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%

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 NEW DESERT BUTTERFLY 4. 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 NEW DESERT BUTTERFLY 4 was 13.97%, occurring on Oct 20, 2022. Recovery took 431 trading sessions.

The current NEW DESERT BUTTERFLY 4 drawdown is 4.87%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-13.97%Oct 2022	11mo 14d	1y 8mo	2y 8moNov 2021 - Jul 2024
COVID crash2020	-8.86%Mar 2020	9d	27d	1mo 6dMar 2020 - Apr 2020
2013 pullback2013	-7.84%Jul 2013	9mo 3d	1y 6mo	2y 3moOct 2012 - Jan 2015
2015 pullback2015	-6.72%Dec 2015	10mo 18d	4mo 14d	1y 2moFeb 2015 - Apr 2016
2016 pullback2016	-6.00%Dec 2016	5mo 8d	8mo 18d	1y 1moJul 2016 - Aug 2017

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 6 assets, with an effective number of assets of 3.53, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.40	1.49	1.51	1.60	1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

NEW DESERT BUTTERFLY 4 correlation to the S&P 500 Index

NEW DESERT BUTTERFLY 4 has a 0.38 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.23

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.82, while TLT has the lowest at -0.20.

-0.20

-0.09

-0.08

0.05

0.68

0.82

Portfolio Correlations

Correlation vs. NEW DESERT BUTTERFLY 4. IAU has the highest portfolio correlation at 0.79, while SCHD has the lowest at 0.25.

0.25

0.32

0.55

0.59

0.65

0.79

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	IAU	FUND	SCHD	SHY	LTPZ	TLT
IAU	1.00	0.16	0.04	0.35	0.27	0.24
FUND	0.16	1.00	0.66	-0.07	-0.03	-0.14
SCHD	0.04	0.66	1.00	-0.08	-0.10	-0.20
SHY	0.35	-0.07	-0.08	1.00	0.51	0.59
LTPZ	0.27	-0.03	-0.10	0.51	1.00	0.83
TLT	0.24	-0.14	-0.20	0.59	0.83	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what NEW DESERT BUTTERFLY 4 is missing

See which holdings overlap, where NEW DESERT BUTTERFLY 4 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification