Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FUND Sprott Focus Trust, Inc. | Financial Services | 4% |
IAU iShares Gold Trust | Gold, Precious Metals | 20% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | Inflation-Protected Bonds | 10% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 10% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 46% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 10% |
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.
Loading graphics...
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 1, 2026, the NEW DESERT BUTTERFLY 4 returned 3.45% Year-To-Date and 5.52% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio NEW DESERT BUTTERFLY 4 | 0.92% | -3.99% | 3.45% | 6.55% | 13.18% | 9.35% | 5.39% | 5.52% |
| Portfolio components: | ||||||||
LTPZ PIMCO 15+ Year US TIPS Index ETF | -0.10% | -4.79% | -1.39% | -2.84% | -2.68% | -2.37% | -4.68% | 0.59% |
TLT iShares 20+ Year Treasury Bond ETF | -0.10% | -4.23% | 0.17% | -0.87% | -0.49% | -2.78% | -5.85% | -1.38% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.08% | -0.47% | 0.27% | 1.34% | 3.61% | 3.88% | 1.70% | 1.65% |
SCHD Schwab U.S. Dividend Equity ETF | 0.66% | -2.61% | 12.79% | 14.49% | 13.97% | 12.05% | 8.44% | 12.31% |
IAU iShares Gold Trust | 3.80% | -11.01% | 8.61% | 21.15% | 49.53% | 33.12% | 21.78% | 14.08% |
FUND Sprott Focus Trust, Inc. | 1.38% | -3.56% | 11.44% | 18.95% | 37.81% | 13.40% | 11.61% | 12.70% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, NEW DESERT BUTTERFLY 4's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 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% | -3.99% | 3.45% | |||||||||
| 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 3.28%, beta of 0.09, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (20.22%) than losses (14.30%) — typical of diversified or defensive assets.
- Beta of 0.09 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
- 3.28%
- Beta
- 0.09
- R²
- 0.08
- Upside Capture
- 20.22%
- Downside Capture
- 14.30%
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.
Return for Risk
Risk / Return Rank
NEW DESERT BUTTERFLY 4 ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.90 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.39 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.40 | +0.98 |
Martin ratioReturn relative to average drawdown | 9.69 | 6.61 | +3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
LTPZ PIMCO 15+ Year US TIPS Index ETF | 8 | -0.24 | -0.24 | 0.97 | -0.21 | -0.43 |
TLT iShares 20+ Year Treasury Bond ETF | 12 | -0.04 | 0.02 | 1.00 | 0.05 | 0.11 |
SHY iShares 1-3 Year Treasury Bond ETF | 96 | 2.50 | 4.12 | 1.52 | 4.15 | 16.03 |
SCHD Schwab U.S. Dividend Equity ETF | 52 | 0.89 | 1.35 | 1.19 | 1.19 | 3.99 |
IAU iShares Gold Trust | 87 | 1.80 | 2.24 | 1.33 | 2.69 | 9.97 |
FUND Sprott Focus Trust, Inc. | 89 | 1.96 | 2.56 | 1.39 | 2.77 | 12.39 |
Loading graphics...
Dividends
Dividend yield
NEW DESERT BUTTERFLY 4 provided a 3.23% dividend yield over the last twelve months.
| 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: | ||||||||||||
LTPZ PIMCO 15+ Year US TIPS Index ETF | 4.64% | 4.64% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.05% | 2.25% | 2.32% | 0.71% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.75% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% |
FUND Sprott Focus Trust, Inc. | 6.08% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
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.
Loading graphics...
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 4.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.97% | Nov 10, 2021 | 238 | Oct 20, 2022 | 431 | Jul 11, 2024 | 669 |
| -8.86% | Mar 9, 2020 | 8 | Mar 18, 2020 | 18 | Apr 14, 2020 | 26 |
| -7.84% | Oct 5, 2012 | 186 | Jul 5, 2013 | 383 | Jan 12, 2015 | 569 |
| -6.72% | Feb 2, 2015 | 223 | Dec 17, 2015 | 91 | Apr 29, 2016 | 314 |
| -6% | Jul 11, 2016 | 113 | Dec 16, 2016 | 177 | Aug 31, 2017 | 290 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | IAU | FUND | SCHD | SHY | LTPZ | TLT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | 0.68 | 0.83 | -0.10 | -0.09 | -0.21 | 0.22 |
| IAU | 0.04 | 1.00 | 0.15 | 0.03 | 0.34 | 0.27 | 0.24 | 0.79 |
| FUND | 0.68 | 0.15 | 1.00 | 0.67 | -0.08 | -0.03 | -0.15 | 0.32 |
| SCHD | 0.83 | 0.03 | 0.67 | 1.00 | -0.08 | -0.10 | -0.21 | 0.24 |
| SHY | -0.10 | 0.34 | -0.08 | -0.08 | 1.00 | 0.51 | 0.59 | 0.54 |
| LTPZ | -0.09 | 0.27 | -0.03 | -0.10 | 0.51 | 1.00 | 0.83 | 0.65 |
| TLT | -0.21 | 0.24 | -0.15 | -0.21 | 0.59 | 0.83 | 1.00 | 0.59 |
| Portfolio | 0.22 | 0.79 | 0.32 | 0.24 | 0.54 | 0.65 | 0.59 | 1.00 |