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Portfolio Analysis for Golden Butterfly Portfolio

May 21, 1998Jul 5, 2024

The Golden Butterfly Portfolio consists of the following asset allocation:

- 20% Total Stock Market

- 20% Small Cap Value

- 20% Long Term Bonds

- 20% Short Term Bonds

- 20% Gold

The backtesting period is limited by the inception date of Vanguard Small Capitalization Value Index Fund Investor Shares (VISVX): May 21, 1998.

Overview

A quick overview of the assets within the portfolio, its performance and main metrics.

Assets

The portfolio consists of 5 assets, which are all equally weighted.

Name / TickerTypeCurrencyInceptionWeight
Vanguard Total Stock Market Index Fund Investor Shares
VTSMX
Mutual FundUSDApr 27, 199220%
Vanguard Small Capitalization Value Index Fund Investor Shares
VISVX
Mutual FundUSDMay 21, 199820%
Long Term Treasury
LTTREASURY.X
Asset ClassUSDDec 30, 187020%
Short Term Treasury
STTREASURY.X
Asset ClassUSDDec 30, 187020%
Gold
GOLD.X
Asset ClassUSDDec 30, 179120%
Performance (May 21, 1998 - Jul 5, 2024)
Annual Return
7.08%
Sharpe Ratio
0.87
Min Holding Period
3.65years
Worst Downturn
-20.01%in 2009

Metrics

Portfolio ScoreGolden Butterfly Portfolio
Portfolio Score
ReturnsGolden Butterfly Portfolio
Month-to-Date0.97%
Year-to-Date5.12%
3M1.64%
6M6.59%
Annualized Return (3Y)2.16%
Annualized Return (5Y)6.29%
Annualized Return (10Y)5.76%
Annualized Return (20Y)7.39%
Annualized Return (All, 26.1Y)7.08%
RiskGolden Butterfly Portfolio
Annual Volatility8.32%
Max Drawdown-20.01%
Sharpe Ratio0.87
Sortino Ratio1.24
Adjusted Sortino Ratio0.88
Projected Capital Growth

With a projected annual return (CAGR) of 7.08% and an initial investment of $10,000, Golden Butterfly Portfolio would have the following projected capital growth over the next 50 years.

YearStarting CapitalEnding CapitalTotal GainAvg Monthly GainCumulative Return
$10,000$10,708$708$597.1%
5$14,078$15,075$997$8350.7%
10$19,819$21,222$1,403$117112%
15$27,901$29,877$1,975$165199%
20$39,280$42,061$2,781$232321%
50$305,786$327,436$21,650$1,8043,174%

Returns

A detailed look at the returns of the portfolio(s).

Annualized Returns
PortfolioAll (26.1Y)20Y10Y5Y3Y1Y
Golden Butterfly Portfolio7.08%7.39%5.76%6.29%2.16%11.77%
Yearly Returns
YearGolden Butterfly Portfolio
19981.84%
19994.13%
20007.03%
20013.37%
20022.84%
200317.88%
200410.09%
20058%
200612.36%
20079.34%

Summary

PortfolioPositive YearsNegative YearsPositive RatioBest Return YearsWorst Return Years
Golden Butterfly Portfolio23485.19%2727

Risk

Let's analyze how much risk the portfolio(s) have.

Drawdowns
StartValleyEndDaysMax drawdownChart
2008-05-212009-03-092009-09-15
482
-20.01%
2021-11-102022-10-202024-03-27
868
-18.8%
2020-02-242020-03-182020-07-14
141
-16.2%
2002-05-062002-07-232003-05-09
368
-9%
1998-07-171998-08-311998-12-31
167
-8.93%