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The Golden Butterfly Portfolio consists of the following asset allocation:
The backtesting period is limited by the inception date of Vanguard Small Capitalization Value Index Fund Investor Shares (VISVX): May 21, 1998.
A quick overview of the assets within the portfolio, its performance and main metrics.
The portfolio consists of 5 assets, which are all equally weighted.
| Name / Ticker | Type | Currency | Inception | Weight |
|---|---|---|---|---|
Vanguard Total Stock Market Index Fund Investor Shares VTSMX | Mutual Fund | USD | Apr 27, 1992 | 20% |
Vanguard Small Capitalization Value Index Fund Investor Shares VISVX | Mutual Fund | USD | May 21, 1998 | 20% |
Long Term Treasury LTTREASURY.X | Asset Class | USD | Dec 30, 1870 | 20% |
Short Term Treasury STTREASURY.X | Asset Class | USD | Dec 30, 1870 | 20% |
Gold GOLD.X | Asset Class | USD | Dec 30, 1791 | 20% |
The backtest spans over a period of 28 years. With an annual return of 7.51% for Golden Butterfly Portfolio, the cumulative return over that period amounts to 631%.
| Portfolio Score | Golden Butterfly Portfolio |
|---|---|
| Portfolio Score |
| Returns | Golden Butterfly Portfolio |
|---|---|
| Month-to-Date | -0.8% |
| Year-to-Date | 15.78% |
| 3M | 7.43% |
| 6M | 12.02% |
| Annualized Return (3Y) | 14.46% |
| Annualized Return (5Y) | 7.66% |
| Annualized Return (10Y) | 7.82% |
| Annualized Return (20Y) | 7.84% |
| Annualized Return (All, 27.5Y) | 7.51% |
| Risk | Golden Butterfly Portfolio |
|---|---|
| Annual Volatility | 8.37% |
| Max Drawdown | -20.01% |
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 1.3 |
| Adjusted Sortino Ratio | 0.92 |
With a projected annual return (CAGR) of 7.51% and an initial investment of $10,000, Golden Butterfly Portfolio would have the following projected capital growth over the next 50 years.
| Year | Starting Capital | Ending Capital | Total Gain | Avg Monthly Gain | Cumulative Return |
|---|---|---|---|---|---|
| $10,000 | $10,751 | $751 | $63 | 7.5% | |
| 5 | $14,363 | $15,442 | $1,079 | $90 | 54.4% |
| 10 | $20,629 | $22,179 | $1,549 | $129 | 122% |
| 15 | $29,630 | $31,855 | $2,225 | $185 | 219% |
| 20 | $42,558 | $45,754 | $3,196 | $266 | 358% |
| 50 | $373,631 | $401,691 | $28,060 | $2,338 | 3,917% |
A detailed look at the returns of the portfolio.
| Portfolio | All (27.5Y) | 20Y | 10Y | 5Y | 3Y | 1Y |
|---|---|---|---|---|---|---|
| Golden Butterfly Portfolio | 7.51% | 7.84% | 7.82% | 7.66% | 14.46% | 14.84% |
| Year | Golden Butterfly Portfolio |
|---|---|
| 1998 | 1.84% |
| 1999 | 4.13% |
| 2000 | 7.03% |
| 2001 | 3.37% |
| 2002 | 2.84% |
| 2003 | 17.88% |
| 2004 | 10.09% |
| 2005 | 8% |
| 2006 | 12.36% |
| 2007 | 9.34% |
| Portfolio | Positive Years | Negative Years | Positive Ratio | Best Return Years | Worst Return Years |
| Golden Butterfly Portfolio | 24 | 4 | 85.71% | 28 | 28 |
Let's analyze how much risk the portfoliohas.
A drawdown represents the period of decline an investor experiences between a portfolio's peak (new high) and its subsequent low, also known as the valley (before it begins to recover). The table below highlights the five largest drawdowns encountered by the portfolio.
| Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Max drawdown | Start | Valley | # Months | End | # Months | # Months | Chart |
| -20.01% | 2008-05-21 | 2009-03-09 | 10 | 2009-09-15 | 6 | 16 | |
| -18.8% | 2021-11-10 | 2022-10-20 | 11 | 2024-03-27 | 17 | 29 | |
| -16.2% | 2020-02-24 | 2020-03-18 | 1 | 2020-07-14 | 4 | 5 | |
| -9% | 2002-05-06 | 2002-07-23 | 3 | 2003-05-09 | 10 | 12 | |
| -8.93% | 1998-07-17 | 1998-08-31 | 1 | 1998-12-31 | 4 | 5 | |
| -8.56% | 2018-01-29 | 2018-12-24 | 11 | 2019-02-19 | 2 | 13 | |
| -8.55% | 2015-01-23 | 2016-01-19 | 12 | 2016-04-13 | 3 | 15 | |
| -8.18% | 2006-05-11 | 2006-06-14 | 1 | 2006-11-06 | 5 | 6 | |
| -7.82% | 2001-05-22 | 2001-09-21 | 4 | 2002-01-07 | 4 | 8 | |
| -7.46% | 2004-04-02 | 2004-05-10 | 1 | 2004-10-01 | 5 | 6 | |
Golden Butterfly Portfolio took approximately 16 months on average to recover from major drawdowns of 20% or more. The largest drawdown reached -20.01% and the longest drawdown period lasted 29 months.