Performance

Golden Butterfly +5.04%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Golden Butterfly	-0.43%	+3.54%	+5.04%	+6.09%	-7.29%	0.10	2.26%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VBR	-0.50%	+13.73%	+16.29%	+7.61%	-8.85%	0.85	1.84%
TLT	-0.49%	-3.28%	-7.26%	-8.28%	-12.47%	-1.22	4.78%
SHY	-0.02%	+1.00%	+1.66%	+1.91%	-0.91%	-2.05	3.61%
GLD	-0.65%	-7.95%	-0.11%	+16.75%	-26.40%	-0.02	0.00%

Summary

Golden Butterfly at a glance

Golden Butterfly returned +5.04% over the past year and +6.09% a year over five years. Its worst drop in that year was -7.29%, smaller than 66% of portfolios on Redstone, and its Sharpe ratio of 0.10 beats 20% of portfolios on Redstone. It yields 2.26%.

Ranking

How Golden Butterfly ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-4.20%

Rolling Volatility

+0.50%

METRICS

Correlation Matrix

	GLD	SHY	TLT	VBR	VTI
GLD	1.00	0.29	0.13	0.31	0.39
SHY	0.29	1.00	0.64	0.41	0.32
TLT	0.13	0.64	1.00	0.42	0.31
VBR	0.31	0.41	0.42	1.00	0.73
VTI	0.39	0.32	0.31	0.73	1.00

Actions

Portfolio

Allocation

5 Assets

VTI

VBR

TLT

SHY

GLD

Metrics

Risk Indicators

Alpha-3.53%

Beta0.57x

Sharpe0.10

Sortino0.13

Omega1.02

Calmar0.69

Martin0.36

Portfolios

Golden Butterfly: returns, risk and holdings

Golden Butterfly at a glance

How Golden Butterfly ranks

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