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:

40% Stocks
40% Fixed Income
20% Commodities

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
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

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

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
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
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
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
(*)Annualized St.Dev. of monthly returns

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

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Capital Growth

Time Range:

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

Time Range:

Worst drawdowns since January 2012 - Chart and Data

Swipe left to see all 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

Swipe left to see all data
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.

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
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
Statistics calculated for the period Mar 2010 - Dec 2021

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?

MONTHLY RETURNS HISTOGRAM
91 Positive Months (64%) - 51 Negative Months (36%)
Mar 2010 - Dec 2021
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
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
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