Data Source: from March 2010 to October 2022 (~13 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.10%
1 Day
Nov 29 2022, 03:59PM Eastern Time
6.11%
Current Month
November 2022

The Golden Butterfly 2x Leveraged Portfolio is a High Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 40% on the Stock Market and for 20% on Commodities.

In the last 10 Years, the Golden Butterfly 2x Leveraged Portfolio obtained a 7.33% compound annual return, with a 14.32% standard deviation.

Asset Allocation and ETFs

The Golden Butterfly 2x Leveraged Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Golden Butterfly 2x Leveraged Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 %
SAA ProShares Ultra SmallCap600 2x, Equity, U.S.
20.00 %
SSO ProShares Ultra S&P 500 2x, Equity, U.S., Large Cap
40.00 %
UST ProShares Ultra 7-10 Year Treasury 2x, Bond, U.S., Intermediate-Term
20.00 %
UGL ProShares Ultra Gold 2x, Commodity, Gold
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y MAX
(~13Y)
Golden Butterfly 2x Leveraged Portfolio 0.10 6.11 4.62 -17.21 -29.16 3.64 7.33 10.28
US Inflation Adjusted return 4.20 -19.68 -34.25 -0.20 4.65 7.54
Components
SAA
ProShares Ultra SmallCap600
0.83 02:08PM
Nov 29 2022
1.86 24.86 -6.50 -28.84 4.08 16.21 7.89
SSO
ProShares Ultra S&P 500
-0.32 03:59PM
Nov 29 2022
3.75 15.74 -15.18 -32.81 13.14 20.65 11.58
UST
ProShares Ultra 7-10 Year Treasury
-0.50 10:48AM
Nov 29 2022
5.39 -2.80 -15.55 -32.06 -3.74 -1.01 2.86
UGL
ProShares Ultra Gold
1.02 03:59PM
Nov 29 2022
14.16 -4.16 -28.66 -21.43 2.97 -6.80 2.59
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57%

Portfolio Metrics as of Oct 31, 2022

Metrics of Golden Butterfly 2x Leveraged Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO
Portfolio Metrics
Data Source: 1 March 2010 - 31 October 2022 (~13 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio
Return (%)
4.62 -15.72 -17.21 -29.16 -0.16 3.64 7.33 10.28
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.55
Infl. Adjusted
Return (%)
4.20 -16.22 -19.68 -34.25 -4.93 -0.20 4.65 7.54
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 21.66 18.70 16.92 14.32 14.49
Sharpe Ratio -1.38 -0.03 0.16 0.48 0.43
Sortino Ratio -1.95 -0.04 0.21 0.63 0.58
MAXIMUM DRAWDOWN
Drawdown Depth (%) -34.50 -34.50 -34.50 -34.50 -34.50
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 9 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 40.49 22.76 18.76 14.12
Worst Return (%) -29.16 -0.85 2.81 6.48
% Positive Periods 88% 98% 100% 100%
MONTHS
Positive 1 1 2 4 21 37 70 94
Negative 0 2 4 8 15 23 50 58
% Positive 100% 33% 33% 33% 58% 62% 58% 62%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.64 23.66 14.68 17.70
Perpetual WR (%) 0.00 0.00 4.44 7.01
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
Asset SAA SSO UST UGL
SAA
1.00
0.95
0.57
0.19
SSO
0.95
1.00
0.54
0.15
UST
0.57
0.54
1.00
0.10
UGL
0.19
0.15
0.10
1.00
 
 
 
 
Asset SAA SSO UST UGL
SAA
1.00
0.89
-0.12
0.02
SSO
0.89
1.00
0.00
0.15
UST
-0.12
0.00
1.00
0.31
UGL
0.02
0.15
0.31
1.00
 
 
 
 
Asset SAA SSO UST UGL
SAA
1.00
0.86
-0.21
-0.06
SSO
0.86
1.00
-0.07
0.03
UST
-0.21
-0.07
1.00
0.38
UGL
-0.06
0.03
0.38
1.00
 
 
 
 
Asset SAA SSO UST UGL
SAA
1.00
0.88
-0.32
0.02
SSO
0.88
1.00
-0.21
0.06
UST
-0.32
-0.21
1.00
0.32
UGL
0.02
0.06
0.32
1.00

Portfolio Dividends

In 2021, the Golden Butterfly 2x Leveraged Portfolio granted a 0.11% dividend yield. If you are interested in getting periodic income, please refer to the Golden Butterfly 2x Leveraged Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 2012, now would be worth 2028.97$, with a total return of 102.90% (7.33% annualized).

The Inflation Adjusted Capital now would be 1574.89$, with a net total return of 57.49% (4.65% annualized).
An investment of 1000$, since March 2010, now would be worth 3453.96$, with a total return of 245.40% (10.28% annualized).

The Inflation Adjusted Capital now would be 2512.03$, with a net total return of 151.20% (7.54% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-34.50% Jan 2022 Sep 2022 9 in progress 1 10
-13.21% Sep 2018 Dec 2018 4 Jun 2019 6 10
-12.82% Feb 2020 Mar 2020 2 Jun 2020 3 5
-9.83% Feb 2015 Sep 2015 8 Mar 2016 6 14
-7.59% Apr 2013 Jun 2013 3 Sep 2013 3 6
-6.97% Aug 2016 Nov 2016 4 Feb 2017 3 7
-6.78% Sep 2020 Oct 2020 2 Dec 2020 2 4
-5.71% Sep 2021 Sep 2021 1 Dec 2021 3 4
-5.57% Jul 2014 Sep 2014 3 Dec 2014 3 6
-5.55% Feb 2018 Apr 2018 3 Aug 2018 4 7
-2.70% May 2016 May 2016 1 Jun 2016 1 2
-1.52% Mar 2014 Apr 2014 2 Jun 2014 2 4
-0.70% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.55% Mar 2017 Mar 2017 1 Apr 2017 1 2
-0.52% Sep 2019 Sep 2019 1 Oct 2019 1 2
-0.37% May 2017 Jun 2017 2 Jul 2017 1 3
-0.14% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.11% Feb 2013 Feb 2013 1 Mar 2013 1 2
-0.01% Dec 2012 Dec 2012 1 Jan 2013 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-34.50% Jan 2022 Sep 2022 9 in progress 1 10
-13.21% Sep 2018 Dec 2018 4 Jun 2019 6 10
-12.82% Feb 2020 Mar 2020 2 Jun 2020 3 5
-9.83% Feb 2015 Sep 2015 8 Mar 2016 6 14
-9.39% Sep 2011 Sep 2011 1 Jan 2012 4 5
-7.59% Apr 2013 Jun 2013 3 Sep 2013 3 6
-6.97% Aug 2016 Nov 2016 4 Feb 2017 3 7
-6.78% Sep 2020 Oct 2020 2 Dec 2020 2 4
-5.71% Sep 2021 Sep 2021 1 Dec 2021 3 4
-5.63% May 2012 May 2012 1 Aug 2012 3 4
-5.57% Jul 2014 Sep 2014 3 Dec 2014 3 6
-5.55% Feb 2018 Apr 2018 3 Aug 2018 4 7
-5.28% May 2010 Jun 2010 2 Sep 2010 3 5
-3.36% Oct 2012 Oct 2012 1 Jan 2013 3 4
-2.92% Jun 2011 Jun 2011 1 Jul 2011 1 2
-2.70% May 2016 May 2016 1 Jun 2016 1 2
-1.66% Jan 2011 Jan 2011 1 Feb 2011 1 2
-1.52% Mar 2014 Apr 2014 2 Jun 2014 2 4
-0.70% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.55% Mar 2017 Mar 2017 1 Apr 2017 1 2

Rolling Returns ( more details)

Golden Butterfly 2x Leveraged Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
12.38 40.49
Sep 2010 - Aug 2011
-29.16
Nov 2021 - Oct 2022
12.06%
2 Years
12.14 27.52
Mar 2010 - Feb 2012
-8.09
Oct 2020 - Sep 2022
2.33%
3 Years
11.71 22.76
Jan 2019 - Dec 2021
-0.85
Oct 2019 - Sep 2022
1.71%
5 Years
11.02 18.76
Mar 2010 - Feb 2015
2.81
Oct 2017 - Sep 2022
0.00%
7 Years
10.98 15.22
Mar 2010 - Feb 2017
6.22
Nov 2015 - Oct 2022
0.00%
10 Years
11.68 14.12
Sep 2010 - Aug 2020
6.48
Oct 2012 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Golden Butterfly 2x Leveraged Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Golden Butterfly 2x Leveraged Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.31
60%
-1.07
60%
-1.71
60%
0.97
60%
1.08
60%
0.60
40%
3.97
100%
0.31
80%
-5.12
0%
0.48
60%
1.80
80%
2.42
80%
 Capital Growth on monthly avg returns
100
101.31
100.23
98.52
99.48
100.55
101.15
105.16
105.49
100.09
100.56
102.37
104.85
Best 9.0
2019
2.5
2019
1.1
2021
8.8
2020
4.0
2021
9.9
2019
8.3
2020
3.6
2018
-0.5
2019
5.4
2021
5.7
2020
6.9
2020
Worst -7.2
2022
-5.1
2018
-8.8
2020
-10.5
2022
-4.4
2019
-7.9
2022
0.8
2019
-8.2
2022
-12.2
2022
-7.9
2018
-1.3
2021
-5.1
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.63
70%
1.22
60%
-0.26
50%
0.81
50%
0.34
50%
0.62
40%
2.89
80%
-0.07
60%
-2.66
30%
1.15
70%
1.29
70%
1.16
70%
 Capital Growth on monthly avg returns
100
101.63
102.86
102.60
103.43
103.78
104.43
107.45
107.38
104.52
105.73
107.09
108.33
Best 9.0
2019
7.4
2016
4.3
2016
8.8
2020
4.0
2021
9.9
2019
8.3
2020
4.6
2014
5.0
2013
6.0
2015
5.7
2020
6.9
2020
Worst -7.2
2022
-5.1
2018
-8.8
2020
-10.5
2022
-4.4
2019
-7.9
2022
-4.4
2014
-8.2
2022
-12.2
2022
-7.9
2018
-1.7
2015
-5.1
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.04
67%
1.42
67%
0.35
62%
1.71
62%
-0.45
46%
0.38
38%
2.86
85%
0.59
69%
-1.80
38%
1.62
69%
1.23
75%
1.10
67%
 Capital Growth on monthly avg returns
100
102.04
103.49
103.86
105.63
105.16
105.56
108.57
109.21
107.25
108.99
110.32
111.53
Best 9.9
2012
7.4
2016
4.5
2010
8.8
2020
4.0
2021
9.9
2019
8.3
2020
4.6
2014
9.1
2010
8.6
2011
5.7
2020
6.9
2020
Worst -7.2
2022
-5.1
2018
-8.8
2020
-10.5
2022
-5.6
2012
-7.9
2022
-4.4
2014
-8.2
2022
-12.2
2022
-7.9
2018
-1.7
2015
-5.1
2018
Monthly Seasonality over the period Mar 2010 - Oct 2022

Monthly/Yearly Returns

Golden Butterfly 2x Leveraged Portfolio data source starts from March 2010: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Mar 2010 - Oct 2022
94 Positive Months (62%) - 58 Negative Months (38%)
MONTHLY RETURNS TABLE
Mar 2010 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-31.47 -35.89 -7.2 1.4 -1.6 -10.5 -1.0 -7.9 7.7 -8.2 -12.2 4.6
2021
+16.84 +9.16 -0.1 0.3 1.1 5.1 4.0 -0.7 1.8 1.7 -5.7 5.4 -1.3 4.8
2020
+19.29 +17.69 2.6 -4.4 -8.8 8.8 3.3 2.4 8.3 1.6 -4.6 -2.3 5.7 6.9
2019
+32.73 +29.77 9.0 2.5 0.2 2.6 -4.4 9.9 0.8 2.8 -0.5 2.5 0.9 3.3
2018
-9.56 -11.26 2.4 -5.1 0.7 -1.1 3.5 -0.7 1.2 3.6 -2.5 -7.9 1.8 -5.1
2017
+19.44 +16.97 2.5 4.3 -0.5 2.5 -0.3 -0.1 2.2 1.5 1.3 0.5 2.0 2.3
2016
+17.09 +14.71 -0.8 7.4 4.3 3.2 -2.7 6.5 4.4 -1.8 0.4 -5.5 -0.1 1.4
2015
-5.12 -5.80 4.3 -0.2 -0.6 -1.2 0.9 -2.4 -1.0 -3.7 -2.0 6.0 -1.7 -3.2
2014
+12.32 +11.48 0.7 6.1 -1.3 -0.3 1.0 5.0 -4.4 4.6 -5.5 3.2 2.1 1.1
2013
+17.56 +15.82 3.1 -0.1 4.1 -0.9 -1.0 -5.8 7.9 -2.7 5.0 4.9 2.6 0.1
2012
+16.51 +14.51 9.9 0.3 0.9 0.5 -5.6 3.3 1.6 4.1 3.6 -3.4 1.0 0.0
2011
+12.18 +8.95 -1.7 4.6 1.7 7.0 0.0 -2.9 3.4 3.7 -9.4 8.6 0.6 -3.0
2010
- - 4.5 6.6 -3.7 -1.7 3.2 0.5 9.1 4.4 1.2 4.5

Portfolio efficiency

Compared to the Golden Butterfly 2x Leveraged Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 with Bitcoin
+18.98 37.61 -22.56 59 39 2
Stocks/Bonds 40/60 with Bitcoin
+16.86 38.29 -22.55 39 59 2
Golden Butterfly with Bitcoin
+16.85 39.17 -23.09 40 40 20
Technology
+16.75 17.17 -32.49 100 0 0
All Weather Portfolio with Bitcoin
Ray Dalio
+15.91 39.93 -23.45 30 55 15
Desert Portfolio with Bitcoin
Gyroscopic Investing
+15.87 38.89 -23.13 30 60 10
Permanent Portfolio with Bitcoin
Harry Browne
+15.53 40.60 -23.85 25 50 25
Cape US Sector Value
Robert Shiller
+14.69 14.97 -21.00 100 0 0
US Stocks Momentum
+14.05 15.00 -30.16 100 0 0
US Stocks
+12.41 14.88 -24.81 100 0 0
US Stocks Equal Weight
+12.29 15.72 -26.65 100 0 0
Warren Buffett Portfolio
Warren Buffett
+11.52 13.12 -23.08 90 10 0
Stocks/Bonds 80/20 Momentum
+11.47 12.32 -27.23 80 20 0
US Stocks Minimum Volatility
+11.43 11.93 -19.06 100 0 0
US Stocks Value
+10.86 14.93 -26.06 100 0 0
US Stocks ESG
+10.70 15.51 -27.79 100 0 0
Stocks/Bonds 80/20
+10.17 12.12 -22.75 80 20 0
Simple Path to Wealth
JL Collins
+9.60 11.44 -22.24 75 25 0
Sheltered Sam 100/0
Bill Bernstein
+9.26 14.10 -25.40 97 0 3
Stocks/Bonds 60/40 Momentum
+8.85 9.71 -24.21 60 40 0
Second Grader's Starter
Paul Farrell
+8.69 12.83 -24.21 90 10 0
Sheltered Sam 90/10
Bill Bernstein
+8.46 12.71 -22.65 87.3 10 2.7
Robo Advisor 100
Betterment
+8.27 14.17 -24.17 100 0 0
All Country World Stocks
+8.26 14.16 -25.52 100 0 0
Edge Select Aggressive
Merrill Lynch
+8.11 12.10 -23.81 84 16 0
Stocks/Bonds 60/40
+7.87 9.46 -20.69 60 40 0
Core Four
Rick Ferri
+7.69 11.42 -23.46 80 20 0
Robo Advisor 90
Betterment
+7.66 13.04 -23.36 90.1 9.9 0
Sheltered Sam 80/20
Bill Bernstein
+7.64 11.34 -19.89 77.6 20 2.4
Four Funds
Bogleheads
+7.58 11.59 -23.20 80 20 0
Three Funds
Bogleheads
+7.56 11.48 -23.18 80 20 0
Robust
Alpha Architect
+7.52 10.77 -19.09 70 20 10
LifeStrategy Growth Fund
Vanguard
+7.45 11.46 -23.11 80 20 0
Ultimate Buy and Hold Strategy
Paul Merriman
+7.45 14.51 -27.54 100 0 0
No Brainer Portfolio
Bill Bernstein
+7.34 11.04 -19.76 75 25 0
Golden Butterfly 2x Leveraged
+7.33 14.32 -34.50 40 40 20

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly with Bitcoin
+7.46 10.56 -18.74 40 40 20
Golden Butterfly
+4.12 8.84 -17.79 40 40 20
Golden Butterfly 2x Leveraged
+3.64 16.92 -34.50 40 40 20

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and High Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Simple Path to Wealth
JL Collins
+9.60 11.44 -22.24 75 25 0
Stocks/Bonds 60/40 Momentum
+8.85 9.71 -24.21 60 40 0
Stocks/Bonds 60/40
+7.87 9.46 -20.69 60 40 0
No Brainer Portfolio
Bill Bernstein
+7.34 11.04 -19.76 75 25 0
Seven Value
Scott Burns
+7.10 11.36 -20.44 71.5 28.5 0
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