Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
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 7.74% compound annual return, with a 15.21% standard deviation.
Asset Allocation and ETFs
The Golden Butterfly 2x Leveraged Portfolio has the following asset allocation:
The Golden Butterfly 2x Leveraged Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
20.00 % | SSO | ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap | |
20.00 % | SAA | ProShares Ultra SmallCap600 | 2x, Equity, U.S. | |
40.00 % | UST | ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term | |
20.00 % | UGL | ProShares Ultra Gold | 2x, Commodity, Gold |
Portfolio and ETF Returns as of Feb 28, 2023
The Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~13Y) |
|
Golden Butterfly 2x Leveraged Portfolio | 0.45 | 2.48 | -6.56 | -0.85 | -21.31 | 4.97 | 7.74 | 10.66 | |
US Inflation Adjusted return | -7.08 | -2.39 | -25.79 | 1.07 | 4.98 | 7.90 | |||
Components | |||||||||
SSO ProShares Ultra S&P 500 |
1.81 |
04:00PM Mar 20 2023 |
-1.06 | -5.63 | -2.87 | -22.88 | 11.47 | 19.20 | 11.52 |
SAA ProShares Ultra SmallCap600 |
2.75 |
03:24PM Mar 20 2023 |
-15.92 | -2.92 | 7.23 | -16.02 | 4.75 | 14.53 | 8.14 |
UST ProShares Ultra 7-10 Year Treasury |
-1.19 |
03:53PM Mar 20 2023 |
6.39 | -6.75 | -10.36 | -27.36 | -1.89 | -0.73 | 2.95 |
UGL ProShares Ultra Gold |
0.05 |
04:00PM Mar 20 2023 |
16.60 | -11.01 | 9.32 | -15.55 | 5.84 | -3.20 | 3.94 |
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63%
Portfolio Metrics as of Feb 28, 2023
Metrics of Golden Butterfly 2x Leveraged Portfolio, updated as of 28 February 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Feb 28, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~13Y) |
|
Portfolio Return (%) |
-6.56 | -1.50 | -0.85 | -21.31 | 1.69 | 4.97 | 7.74 | 10.66 |
US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.55 |
Infl. Adjusted Return (%) |
-7.08 | -2.52 | -2.39 | -25.79 | -3.30 | 1.07 | 4.98 | 7.90 |
Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 26.83 | 20.73 | 18.24 | 15.21 | 15.01 | |||
Sharpe Ratio | -0.87 | 0.05 | 0.21 | 0.47 | 0.44 | |||
Sortino Ratio | -1.34 | 0.06 | 0.28 | 0.63 | 0.60 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -30.35 | -34.50 | -34.50 | -34.50 | -34.50 | |||
Start (yyyy mm) | 2022 03 | 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) | 7 | 9 | 9 | 9 | 9 | |||
Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
> 14
|
|||
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 | 86% | 98% | 100% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 1 | 3 | 4 | 20 | 36 | 70 | 96 |
Negative | 1 | 2 | 3 | 8 | 16 | 24 | 50 | 60 |
% Positive | 0% | 33% | 50% | 33% | 56% | 60% | 58% | 62% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 37.05 | 23.75 | 15.18 | 16.60 | ||||
Perpetual WR (%) | 0.00 | 1.06 | 4.75 | 7.32 |
- 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.
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.
|
|
|
|
||
---|---|---|---|---|---|
Asset | SSO | SAA | UST | UGL | |
SSO |
1.00
|
0.96
|
0.67
|
0.36
|
|
SAA |
0.96
|
1.00
|
0.67
|
0.26
|
|
UST |
0.67
|
0.67
|
1.00
|
0.57
|
|
UGL |
0.36
|
0.26
|
0.57
|
1.00
|
|
|
|
|
||
---|---|---|---|---|---|
Asset | SSO | SAA | UST | UGL | |
SSO |
1.00
|
0.90
|
0.09
|
0.17
|
|
SAA |
0.90
|
1.00
|
-0.05
|
0.04
|
|
UST |
0.09
|
-0.05
|
1.00
|
0.41
|
|
UGL |
0.17
|
0.04
|
0.41
|
1.00
|
|
|
|
|
||
---|---|---|---|---|---|
Asset | SSO | SAA | UST | UGL | |
SSO |
1.00
|
0.86
|
0.00
|
0.06
|
|
SAA |
0.86
|
1.00
|
-0.15
|
-0.03
|
|
UST |
0.00
|
-0.15
|
1.00
|
0.42
|
|
UGL |
0.06
|
-0.03
|
0.42
|
1.00
|
|
|
|
|
||
---|---|---|---|---|---|
Asset | SSO | SAA | UST | UGL | |
SSO |
1.00
|
0.88
|
-0.16
|
0.08
|
|
SAA |
0.88
|
1.00
|
-0.27
|
0.03
|
|
UST |
-0.16
|
-0.27
|
1.00
|
0.35
|
|
UGL |
0.08
|
0.03
|
0.35
|
1.00
|
Portfolio Dividends
In 2022, the Golden Butterfly 2x Leveraged Portfolio granted a 0.25% 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 Feb 28, 2023
The Inflation Adjusted Capital now would be 1626.06$, with a net total return of 62.61% (4.98% annualized).
The Inflation Adjusted Capital now would be 2686.94$, with a net total return of 168.69% (7.90% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-34.50% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-34.50% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.45 |
40.49 Sep 2010 - Aug 2011 |
-29.16 Nov 2021 - Oct 2022 |
14.48% |
2 Years |
11.60 |
27.52 Mar 2010 - Feb 2012 |
-8.68 Jan 2021 - Dec 2022 |
5.26% |
3 Years |
11.38 |
22.76 Jan 2019 - Dec 2021 |
-0.85 Oct 2019 - Sep 2022 |
2.48% |
5 Years |
10.76 |
18.76 Mar 2010 - Feb 2015 |
2.81 Oct 2017 - Sep 2022 |
0.00% |
7 Years |
10.81 |
15.22 Mar 2010 - Feb 2017 |
6.22 Nov 2015 - Oct 2022 |
0.00% |
10 Years |
11.29 |
14.12 Sep 2010 - Aug 2020 |
6.48 Oct 2012 - Sep 2022 |
0.00% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
3.02
60% |
-1.35
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% |
3.32
80% |
0.97
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
103.02
|
101.63
|
99.89
|
100.86
|
101.95
|
102.56
|
106.63
|
106.96
|
101.48
|
101.97
|
105.35
|
106.38
|
Best |
10.9 2023 |
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 |
9.6 2022 |
6.9 2020 |
Worst |
-7.2 2022 |
-6.6 2023 |
-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 Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
2.42
70% |
0.57
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% |
2.15
70% |
0.67
70% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
102.42
|
103.00
|
102.74
|
103.57
|
103.92
|
104.57
|
107.59
|
107.52
|
104.66
|
105.87
|
108.14
|
108.86
|
Best |
10.9 2023 |
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 |
9.6 2022 |
6.9 2020 |
Worst |
-7.2 2022 |
-6.6 2023 |
-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 Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
2.73
69% |
0.81
62% |
0.35
62% |
1.71
62% |
-0.45
46% |
0.38
38% |
2.86
85% |
0.59
69% |
-1.80
38% |
1.62
69% |
1.87
77% |
0.63
62% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
102.73
|
103.56
|
103.92
|
105.70
|
105.22
|
105.62
|
108.64
|
109.28
|
107.31
|
109.06
|
111.10
|
111.79
|
Best |
10.9 2023 |
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 |
9.6 2022 |
6.9 2020 |
Worst |
-7.2 2022 |
-6.6 2023 |
-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/Yearly Returns
Golden Butterfly 2x Leveraged Portfolio data source starts from March 2010: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+3.67 | +2.27 | 10.9 | -6.6 | ||||||||||
2022 |
-28.62 | -32.95 | -7.2 | 1.4 | -1.6 | -10.5 | -1.0 | -7.9 | 7.7 | -8.2 | -12.2 | 4.6 | 9.6 | -5.0 |
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.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 60/40 with Bitcoin |
+18.42 | 37.70 | -22.56 | 59 | 39 | 2 | ||
Technology |
+16.97 | 17.77 | -32.58 | 100 | 0 | 0 | ||
Golden Butterfly with Bitcoin |
+16.87 | 39.27 | -23.09 | 40 | 40 | 20 | ||
Stocks/Bonds 40/60 with Bitcoin |
+16.52 | 38.36 | -22.55 | 39 | 59 | 2 | ||
All Weather Portfolio with Bitcoin Ray Dalio |
+15.87 | 40.03 | -23.45 | 30 | 55 | 15 | ||
Permanent Portfolio with Bitcoin Harry Browne |
+15.85 | 40.66 | -23.85 | 25 | 50 | 25 | ||
Desert Portfolio with Bitcoin Gyroscopic Investing |
+15.58 | 38.94 | -23.13 | 30 | 60 | 10 | ||
Cape US Sector Value Robert Shiller |
+14.33 | 15.52 | -21.00 | 100 | 0 | 0 | ||
US Stocks Momentum |
+12.55 | 15.14 | -30.16 | 100 | 0 | 0 | ||
US Stocks |
+11.82 | 15.19 | -24.81 | 100 | 0 | 0 | ||
US Stocks Equal Weight |
+11.68 | 16.01 | -26.65 | 100 | 0 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+11.01 | 13.39 | -23.08 | 90 | 10 | 0 | ||
US Stocks Minimum Volatility |
+10.61 | 12.10 | -19.06 | 100 | 0 | 0 | ||
US Stocks Value |
+10.43 | 15.17 | -26.06 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum |
+10.38 | 12.47 | -27.23 | 80 | 20 | 0 | ||
Stocks/Bonds 80/20 |
+9.78 | 12.43 | -22.75 | 80 | 20 | 0 | ||
US Stocks ESG |
+9.74 | 15.74 | -27.79 | 100 | 0 | 0 | ||
Simple Path to Wealth JL Collins |
+9.26 | 11.76 | -22.24 | 75 | 25 | 0 | ||
Sheltered Sam 100/0 Bill Bernstein |
+9.01 | 14.46 | -25.40 | 97 | 0 | 3 | ||
Second Grader's Starter Paul Farrell |
+8.58 | 13.26 | -24.21 | 90 | 10 | 0 | ||
Sheltered Sam 90/10 Bill Bernstein |
+8.24 | 13.04 | -22.65 | 87.3 | 10 | 2.7 | ||
Robo Advisor 100 Betterment |
+8.20 | 14.63 | -24.17 | 100 | 0 | 0 | ||
All Country World Stocks |
+8.19 | 14.61 | -25.52 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 Momentum |
+8.15 | 9.88 | -24.21 | 60 | 40 | 0 | ||
Edge Select Aggressive Merrill Lynch |
+8.11 | 12.56 | -23.81 | 84 | 16 | 0 | ||
Golden Butterfly 2x Leveraged |
+7.74 | 15.21 | -34.50 | 40 | 40 | 20 |
The following portfolios share asset allocation strategy and/or similar asset weights.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Golden Butterfly with Bitcoin |
+6.23 | 10.38 | -18.74 | 40 | 40 | 20 | ||
Golden Butterfly |
+5.07 | 9.56 | -17.79 | 40 | 40 | 20 | ||
Golden Butterfly 2x Leveraged |
+4.97 | 18.24 | -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.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Simple Path to Wealth JL Collins |
+9.26 | 11.76 | -22.24 | 75 | 25 | 0 | ||
Stocks/Bonds 60/40 Momentum |
+8.15 | 9.88 | -24.21 | 60 | 40 | 0 | ||
Stocks/Bonds 60/40 |
+7.69 | 9.79 | -20.69 | 60 | 40 | 0 | ||
No Brainer Portfolio Bill Bernstein |
+7.18 | 11.36 | -19.76 | 75 | 25 | 0 | ||
Edge Select Moderately Aggressive Merrill Lynch |
+7.05 | 10.80 | -22.31 | 69 | 31 | 0 |