Golden Butterfly Portfolio Backtest
Over this window, Golden Butterfly (VTI/VBR/TLT/SHY/GLD) returned 7.9% annualized with a maximum drawdown of 20.0%.
Assumptions
- Golden Butterfly (VTI/VBR/TLT/SHY/GLD): 20% GLD, 20% SHY, 20% TLT, 20% VBR, 20% VTI, rebalanced annually.
- Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.
Results
| Portfolio | CAGR | Max drawdown | Volatility | Sharpe | Sortino | Calmar |
|---|---|---|---|---|---|---|
| Golden Butterfly (VTI/VBR/TLT/SHY/GLD) | 7.9% | -20.0% | 8.8% | 0.71 | 1.01 | 0.40 |
Growth of $10,000
Run it yourself
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Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.