Golden Butterfly Portfolio: Rolling Returns

Last Update: 28 February 2023

Implementing the Golden Butterfly Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 7 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 91.87% of times

All the returns are calculated over the available historical serie, starting from January 1927 until February 2023.

In order to have complete information about the portfolio, please refer to the Golden Butterfly Portfolio: ETF allocation and returns page.

Rolling Returns

Golden Butterfly Portfolio: annualized rolling and average returns

Swipe left to see all data

Rolling Period	*Return ()**			Negative Periods
Rolling Period	Average (%)	Best (%)	Worst (%)	Negative Periods
1 Year	8.89	72.34 Jul 1932 - Jun 1933	-32.17 Jul 1931 - Jun 1932	17.06%
2 Years	8.68	35.24 Jul 1932 - Jun 1934	-24.76 Jun 1930 - May 1932	8.13%
3 Years	8.58	24.69 Jul 1932 - Jun 1935	-17.91 Jul 1929 - Jun 1932	4.47%
4 Years	8.57	24.33 Jul 1932 - Jun 1936	-10.94 Jun 1928 - May 1932	3.70%
5 Years	8.62	20.88 Jun 1932 - May 1937	-6.33 Jun 1927 - May 1932	2.92%
6 Years	8.72	20.45 Oct 1974 - Sep 1980	-1.38 Jan 1927 - Dec 1932	0.37%
7 Years	8.76	17.54 Jun 1976 - May 1983	1.97 Apr 1928 - Mar 1935	0.00%
8 Years	8.79	17.57 Apr 1978 - Mar 1986	1.93 Apr 1930 - Mar 1938	0.00%
9 Years	8.82	17.76 Oct 1974 - Sep 1983	1.96 Apr 1929 - Mar 1938	0.00%
10 Years	8.83	17.05 Sep 1976 - Aug 1986	2.31 Sep 1929 - Aug 1939	0.00%
11 Years	8.85	16.70 Sep 1976 - Aug 1987	2.18 Sep 1929 - Aug 1940	0.00%
12 Years	8.88	17.08 Oct 1974 - Sep 1986	2.49 May 1930 - Apr 1942	0.00%
13 Years	8.91	16.80 Oct 1974 - Sep 1987	2.08 Sep 1929 - Aug 1942	0.00%
14 Years	8.93	15.43 Oct 1974 - Sep 1988	2.96 May 1928 - Apr 1942	0.00%
15 Years	8.96	15.38 Oct 1974 - Sep 1989	3.74 Oct 1927 - Sep 1942	0.00%
20 Years	9.08	13.89 Jul 1970 - Jun 1990	4.53 Sep 1929 - Aug 1949	0.00%
30 Years	9.31	12.46 Jul 1970 - Jun 2000	5.91 Oct 1929 - Sep 1959	0.00%

(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.89%	+72.34% Jul 1932 - Jun 1933	-32.17% Jul 1931 - Jun 1932	17.06% 195 out of 1143

1 Year Annualized Rolling Returns over time

1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.68%	+35.24% Jul 1932 - Jun 1934	-24.76% Jun 1930 - May 1932	8.13% 92 out of 1131

2 Years Annualized Rolling Returns over time

2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.58%	+24.69% Jul 1932 - Jun 1935	-17.91% Jul 1929 - Jun 1932	4.47% 50 out of 1119

3 Years Annualized Rolling Returns over time

3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.57%	+24.33% Jul 1932 - Jun 1936	-10.94% Jun 1928 - May 1932	3.70% 41 out of 1107

4 Years Annualized Rolling Returns over time

4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.62%	+20.88% Jun 1932 - May 1937	-6.33% Jun 1927 - May 1932	2.92% 32 out of 1095

5 Years Annualized Rolling Returns over time

5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.72%	+20.45% Oct 1974 - Sep 1980	-1.38% Jan 1927 - Dec 1932	0.37% 4 out of 1083

6 Years Annualized Rolling Returns over time

6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.76%	+17.54% Jun 1976 - May 1983	+1.97% Apr 1928 - Mar 1935	0.00% 0 out of 1071

7 Years Annualized Rolling Returns over time

7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.79%	+17.57% Apr 1978 - Mar 1986	+1.93% Apr 1930 - Mar 1938	0.00% 0 out of 1059

8 Years Annualized Rolling Returns over time

8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.82%	+17.76% Oct 1974 - Sep 1983	+1.96% Apr 1929 - Mar 1938	0.00% 0 out of 1047

9 Years Annualized Rolling Returns over time

9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.83%	+17.05% Sep 1976 - Aug 1986	+2.31% Sep 1929 - Aug 1939	0.00% 0 out of 1035

10 Years Annualized Rolling Returns over time

10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.85%	+16.70% Sep 1976 - Aug 1987	+2.18% Sep 1929 - Aug 1940	0.00% 0 out of 1023

11 Years Annualized Rolling Returns over time

11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.88%	+17.08% Oct 1974 - Sep 1986	+2.49% May 1930 - Apr 1942	0.00% 0 out of 1011

12 Years Annualized Rolling Returns over time

12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.91%	+16.80% Oct 1974 - Sep 1987	+2.08% Sep 1929 - Aug 1942	0.00% 0 out of 999

13 Years Annualized Rolling Returns over time

13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.93%	+15.43% Oct 1974 - Sep 1988	+2.96% May 1928 - Apr 1942	0.00% 0 out of 987

14 Years Annualized Rolling Returns over time

14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+8.96%	+15.38% Oct 1974 - Sep 1989	+3.74% Oct 1927 - Sep 1942	0.00% 0 out of 975

15 Years Annualized Rolling Returns over time

15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+9.08%	+13.89% Jul 1970 - Jun 1990	+4.53% Sep 1929 - Aug 1949	0.00% 0 out of 915

20 Years Annualized Rolling Returns over time

20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

Swipe left to see all data

Average Return	Best Return	Worst Return	Negative Periods
+9.31%	+12.46% Jul 1970 - Jun 2000	+5.91% Oct 1929 - Sep 1959	0.00% 0 out of 795

30 Years Annualized Rolling Returns over time

30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the Golden Butterfly Portfolio: ETF allocation and returns page.