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 9.00% compound annual return, with a 13.33% 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
The Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- 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 Jun 30, 2022 |
||||||
---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | |
Golden Butterfly 2x Leveraged Portfolio | -1.30 | 0.37 | -7.87 | -24.46 | -19.63 | 6.82 | 9.00 | |
US Inflation Adjusted return | -7.87 | -27.40 | -25.29 | 3.10 | 6.38 | |||
Components | ||||||||
SSO ProShares Ultra S&P 500 |
-1.99 |
01:59PM Jul 05 2022 |
0.07 | -16.73 | -38.61 | -24.68 | 15.42 | 21.28 |
SAA ProShares Ultra SmallCap600 |
-2.20 |
01:36PM Jul 05 2022 |
-0.15 | -17.51 | -37.27 | -35.88 | 4.21 | 15.80 |
UST ProShares Ultra 7-10 Year Treasury |
1.20 |
01:39PM Jul 05 2022 |
3.38 | -1.93 | -20.45 | -21.16 | -0.63 | 0.66 |
UGL ProShares Ultra Gold |
-4.73 |
01:43PM Jul 05 2022 |
-4.81 | -3.55 | -5.53 | -1.26 | 8.44 | -3.39 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%
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.
Historical Returns as of Jun 30, 2022
Historical returns and stats of Golden Butterfly 2x Leveraged Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-7.87
|
-7.87
|
-7.87
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-18.34
|
-19.39
|
-18.34
Apr 2022 - Jun 2022
|
0 - 3
|
|
6M
|
-24.46
|
-27.40
|
-24.46
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-24.46
|
-27.40
|
-24.46
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-19.63
|
-25.29
|
17.01
|
-24.46
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
5.04
|
0.51
|
15.90
|
-24.46
Jan 2022 - Jun 2022
|
22 - 14
61% pos
|
5Y(*)
|
6.82
|
3.10
|
15.03
|
-24.46
Jan 2022 - Jun 2022
|
39 - 21
65% pos
|
10Y(*)
|
9.00
|
6.38
|
13.33
|
-24.46
Jan 2022 - Jun 2022
|
71 - 49
59% pos
|
MAX(*)
01 Mar 2010
|
11.45
|
8.83
|
13.79
|
-24.46
Jan 2022 - Jun 2022
|
92 - 56
62% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 1856.20$, with a net total return of 85.62% (6.38% annualized).
The Inflation Adjusted Capital now would be 2837.97$, with a net total return of 183.80% (8.83% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-24.46% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-24.46% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
13.45 |
40.49 Sep 2010 - Aug 2011 |
-19.63 Jul 2021 - Jun 2022 |
9.49% |
2 Years |
12.66 |
27.52 Mar 2010 - Feb 2012 |
1.13 Jul 2020 - Jun 2022 |
0.00% |
3 Years |
12.04 |
22.76 Jan 2019 - Dec 2021 |
5.04 Jul 2019 - Jun 2022 |
0.00% |
5 Years |
11.28 |
18.76 Mar 2010 - Feb 2015 |
6.15 Jan 2014 - Dec 2018 |
0.00% |
7 Years |
11.20 |
15.22 Mar 2010 - Feb 2017 |
7.56 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
12.20 |
14.12 Sep 2010 - Aug 2020 |
9.00 Jul 2012 - Jun 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
Golden Butterfly 2x Leveraged Portfolio: in which months is it better to invest?
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 Win % |
2.04 67% |
1.42 67% |
0.35 62% |
1.71 62% |
-0.45 46% |
0.38 38% |
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 |
-7.2 2022 |
-5.1 2018 |
-8.8 2020 |
-10.5 2022 |
-5.6 2012 |
-7.9 2022 |
-4.4 2014 |
-3.7 2015 |
-9.4 2011 |
-7.9 2018 |
-1.7 2015 |
-5.1 2018 |
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 |
2022 |
-24.46 | -27.40 | -7.2 | 1.4 | -1.6 | -10.5 | -1.0 | -7.9 | ||||||
2021 |
+16.84 | +9.09 | -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 | +17.79 | 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 | +29.79 | 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 | +16.95 | 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 |
Portfolio efficiency
Is the Golden Butterfly 2x Leveraged Portfolio actually efficient, compared to other Lazy Portfolios?
Similar portfolios
These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns (click on ), you can get an idea of the risk you are facing implementing one of them.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Golden Butterfly with Bitcoin |
+0.13 | +10.27 | -13.54 | 40 | 40 | 20 | ||
Golden Butterfly 2x Leveraged |
+0.37 | +6.82 | -24.46 | 40 | 40 | 20 | ||
Golden Butterfly |
+0.04 | +5.54 | -12.39 | 40 | 40 | 20 |
Last update: Jul 05 2022, 02:00PM Eastern Time.
Best Classic Portfolios, with High Risk
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Simple Path to Wealth JL Collins |
+0.42 | +9.90 | -18.58 | 75 | 25 | 0 | ||
Stocks/Bonds 60/40 |
+0.55 | +8.28 | -16.93 | 60 | 40 | 0 | ||
No Brainer Portfolio Bill Bernstein |
-0.61 | +7.76 | -18.24 | 75 | 25 | 0 | ||
Edge Select Moderately Aggressive Merrill Lynch |
-0.16 | +7.74 | -17.18 | 69 | 31 | 0 | ||
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
-0.11 | +7.64 | -17.34 | 70 | 30 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.