Data Source: from March 2010 to December 2021
Last Update: 31 December 2021
The Golden Butterfly 2x Leveraged Portfolio is exposed for 40% on the Stock Market and for 20% on Commodities.
It's a High Risk portfolio and it can be replicated with 4 ETFs.
In the last 10 years, the portfolio obtained a 13.07% compound annual return, with a 12.73% 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 replicated 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 |
Portfolio and ETF Returns
The Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Golden Butterfly 2x Leveraged Portfolio | +4.77 | +8.96 | +6.39 | +16.84 | +22.76 | +14.85 | +13.07 |
| --- Inflation Adjusted return | +4.28 | +6.61 | +2.90 | +9.07 | +18.57 | +11.59 | +10.72 |
| Components | |||||||
|
SAA ProShares Ultra SmallCap600 |
+8.50 | +9.89 | +2.22 | +51.77 | +28.52 | +15.16 | +22.89 |
|
SSO ProShares Ultra S&P 500 |
+8.76 | +22.16 | +22.69 | +60.45 | +47.17 | +31.47 | +29.46 |
|
UST ProShares Ultra 7-10 Year Treasury |
-1.83 | -0.48 | -0.89 | -7.87 | +7.46 | +4.84 | +3.60 |
|
UGL ProShares Ultra Gold |
+6.33 | +7.59 | +4.53 | -12.30 | +16.93 | +12.49 | -2.75 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12%
In 2021, the 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.
Historical Returns
Historical returns and stats of Golden Butterfly 2x Leveraged Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+4.77%
|
+4.28%
|
0.00%
|
1 - 0
|
|
|
3M
|
+8.96%
|
+6.61%
|
-1.34%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+6.39%
|
+2.90%
|
-5.71%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+16.84%
|
+9.07%
|
10.68%
|
-5.71%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
1Y
|
+16.84%
|
+9.07%
|
10.68%
|
-5.71%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
3Y
|
+22.76%
annualized
|
+18.57%
annualized
|
14.49%
|
-12.82%
Feb 2020 - Mar 2020
|
26 - 10
72% pos
|
|
5Y
|
+14.85%
annualized
|
+11.59%
annualized
|
13.14%
|
-13.21%
Sep 2018 - Dec 2018
|
41 - 19
68% pos
|
|
10Y
|
+13.07%
annualized
|
+10.72%
annualized
|
12.73%
|
-13.21%
Sep 2018 - Dec 2018
|
75 - 45
63% pos
|
|
MAX
01 Mar 2010
|
+14.65%
annualized
|
+12.21%
annualized
|
13.16%
|
-13.21%
Sep 2018 - Dec 2018
|
91 - 51
64% pos
|
Portfolio efficiency
Is the Golden Butterfly 2x Leveraged Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios, ordered by 5 Years annualized return.
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.
5 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Golden Butterfly with Bitcoin |
+15.28% | -7.92% | 40 | 40 | 20 | Compare | |
| Golden Butterfly 2x Leveraged |
+14.85% | -13.21% | 40 | 40 | 20 | ||
| Golden Butterfly |
+9.38% | -7.15% | 40 | 40 | 20 | Compare | |
Best Classic Portfolios, with High Risk, ordered by 10 Years annualized return.
10 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Simple Path to Wealth JL Collins |
+13.01% | -15.47% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+11.01% | -12.29% | 60 | 40 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+10.45% | -15.15% | 66.67 | 33.33 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+10.43% | -14.28% | 69 | 31 | 0 | Compare | |
| Jane Bryant Quinn's Portfolio Jane Bryant Quinn |
+10.43% | -15.08% | 70 | 30 | 0 | Compare | |
Capital Growth
An investment of 1000$, since January 2012, now would be worth 3415.17$, with a total return of 241.52% (13.07% annualized).
The Inflation Adjusted Capital now would be 2769.55$, with a net total return of 176.95% (10.72% annualized).
Drawdowns
Worst drawdowns since January 2012 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -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 |
| -5.63% | 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 |
| -3.36% | Oct 2012 | Oct 2012 | 1 | Jan 2013 | 3 | 4 |
| -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 |
Rolling Returns ( more details)
Golden Butterfly 2x Leveraged Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+14.19% |
+40.49% Sep 2010 - Aug 2011 |
-9.75% Feb 2015 - Jan 2016 |
7.63% |
| 2 Years |
+12.75% |
+27.52% Mar 2010 - Feb 2012 |
+2.46% Feb 2014 - Jan 2016 |
0.00% |
| 3 Years |
+12.02% |
+22.76% Jan 2019 - Dec 2021 |
+6.44% Feb 2013 - Jan 2016 |
0.00% |
| 5 Years |
+11.37% |
+18.76% Mar 2010 - Feb 2015 |
+6.15% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+11.39% |
+15.22% Mar 2010 - Feb 2017 |
+8.37% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+12.67% |
+14.12% Sep 2010 - Aug 2020 |
+11.87% Nov 2010 - Oct 2020 |
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
Golden Butterfly 2x Leveraged Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
2.89 73% |
1.43 64% |
0.52 67% |
2.73 67% |
-0.41 50% |
1.07 42% |
2.46 83% |
1.32 75% |
-0.93 42% |
1.37 67% |
1.23 75% |
1.10 67% |
| Best Year |
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 Year |
-1.7 2011 |
-5.1 2018 |
-8.8 2020 |
-1.2 2015 |
-5.6 2012 |
-5.8 2013 |
-4.4 2014 |
-3.7 2015 |
-9.4 2011 |
-7.9 2018 |
-1.7 2015 |
-5.1 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Golden Butterfly 2x Leveraged Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+16.84 | +9.07 | -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 | +17.76 | 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 | +29.80 | 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 | -11.27 | 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 | +16.98 | 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 | +14.73 | -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 | -5.72 | 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 | +11.60 | 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 | +15.81 | 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 | +14.49 | 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 | +8.84 | -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 | ||