Last Update: 30 April 2022
Implementing the Golden Butterfly Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all 3 years rolling periods, you would have obtained a positive returns 100.00% of times
Considering all 1 year rolling periods, you would have obtained a positive returns 90.43% of times
All the returns are calculated over the available historical serie, starting from January 1977 until April 2022.
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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
10.42 |
49.49 Jul 1982 - Jun 1983 |
-14.81 Mar 2008 - Feb 2009 |
9.57% |
2 Years |
10.17 |
29.93 Dec 1978 - Nov 1980 |
-3.82 Mar 2007 - Feb 2009 |
1.73% |
3 Years |
9.99 |
23.04 Oct 1977 - Sep 1980 |
0.58 Mar 2006 - Feb 2009 |
0.00% |
4 Years |
9.80 |
22.68 Jul 1982 - Jun 1986 |
3.25 Jan 2015 - Dec 2018 |
0.00% |
5 Years |
9.74 |
20.44 Jul 1982 - Jun 1987 |
3.16 Apr 1998 - Mar 2003 |
0.00% |
6 Years |
9.72 |
18.22 Jun 1977 - May 1983 |
4.71 Jan 2013 - Dec 2018 |
0.00% |
7 Years |
9.63 |
17.47 Apr 1979 - Mar 1986 |
5.12 Apr 2013 - Mar 2020 |
0.00% |
8 Years |
9.63 |
17.57 Apr 1978 - Mar 1986 |
5.33 Apr 2012 - Mar 2020 |
0.00% |
9 Years |
9.60 |
17.34 Mar 1978 - Feb 1987 |
5.96 Mar 2000 - Feb 2009 |
0.00% |
10 Years |
9.55 |
16.77 Sep 1977 - Aug 1987 |
6.16 Mar 1999 - Feb 2009 |
0.00% |
11 Years |
9.49 |
15.19 Dec 1978 - Nov 1989 |
5.70 Mar 1998 - Feb 2009 |
0.00% |
12 Years |
9.45 |
14.86 Aug 1977 - Jul 1989 |
6.45 Jan 2007 - Dec 2018 |
0.00% |
13 Years |
9.40 |
14.11 Jan 1977 - Dec 1989 |
6.64 Apr 2007 - Mar 2020 |
0.00% |
14 Years |
9.37 |
13.76 Mar 1978 - Feb 1992 |
6.76 Apr 2006 - Mar 2020 |
0.00% |
15 Years |
9.37 |
13.54 Dec 1978 - Nov 1993 |
6.99 May 2007 - Apr 2022 |
0.00% |
16 Years |
9.36 |
13.57 Nov 1977 - Oct 1993 |
7.05 May 2006 - Apr 2022 |
0.00% |
17 Years |
9.34 |
13.26 Feb 1977 - Jan 1994 |
7.35 Feb 1999 - Jan 2016 |
0.00% |
18 Years |
9.32 |
13.07 Feb 1978 - Jan 1996 |
7.30 Jan 2001 - Dec 2018 |
0.00% |
19 Years |
9.31 |
12.86 Feb 1977 - Jan 1996 |
7.28 Jan 2000 - Dec 2018 |
0.00% |
20 Years |
9.27 |
12.90 Apr 1978 - Mar 1998 |
7.13 Jan 1999 - Dec 2018 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+10.42% |
+49.49% Jul 1982 - Jun 1983 |
-14.81% Mar 2008 - Feb 2009 |
9.57% 51 out of 533 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+10.17% |
+29.93% Dec 1978 - Nov 1980 |
-3.82% Mar 2007 - Feb 2009 |
1.73% 9 out of 521 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.99% |
+23.04% Oct 1977 - Sep 1980 |
+0.58% Mar 2006 - Feb 2009 |
0.00% 0 out of 509 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.80% |
+22.68% Jul 1982 - Jun 1986 |
+3.25% Jan 2015 - Dec 2018 |
0.00% 0 out of 497 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.74% |
+20.44% Jul 1982 - Jun 1987 |
+3.16% Apr 1998 - Mar 2003 |
0.00% 0 out of 485 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.72% |
+18.22% Jun 1977 - May 1983 |
+4.71% Jan 2013 - Dec 2018 |
0.00% 0 out of 473 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.63% |
+17.47% Apr 1979 - Mar 1986 |
+5.12% Apr 2013 - Mar 2020 |
0.00% 0 out of 461 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.63% |
+17.57% Apr 1978 - Mar 1986 |
+5.33% Apr 2012 - Mar 2020 |
0.00% 0 out of 449 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.60% |
+17.34% Mar 1978 - Feb 1987 |
+5.96% Mar 2000 - Feb 2009 |
0.00% 0 out of 437 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.55% |
+16.77% Sep 1977 - Aug 1987 |
+6.16% Mar 1999 - Feb 2009 |
0.00% 0 out of 425 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.49% |
+15.19% Dec 1978 - Nov 1989 |
+5.70% Mar 1998 - Feb 2009 |
0.00% 0 out of 413 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.45% |
+14.86% Aug 1977 - Jul 1989 |
+6.45% Jan 2007 - Dec 2018 |
0.00% 0 out of 401 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.40% |
+14.11% Jan 1977 - Dec 1989 |
+6.64% Apr 2007 - Mar 2020 |
0.00% 0 out of 389 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.37% |
+13.76% Mar 1978 - Feb 1992 |
+6.76% Apr 2006 - Mar 2020 |
0.00% 0 out of 377 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.37% |
+13.54% Dec 1978 - Nov 1993 |
+6.99% May 2007 - Apr 2022 |
0.00% 0 out of 365 |
Annualized Rolling Returns - 16 Years (192 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.36% |
+13.57% Nov 1977 - Oct 1993 |
+7.05% May 2006 - Apr 2022 |
0.00% 0 out of 353 |
Annualized Rolling Returns - 17 Years (204 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.34% |
+13.26% Feb 1977 - Jan 1994 |
+7.35% Feb 1999 - Jan 2016 |
0.00% 0 out of 341 |
Annualized Rolling Returns - 18 Years (216 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.32% |
+13.07% Feb 1978 - Jan 1996 |
+7.30% Jan 2001 - Dec 2018 |
0.00% 0 out of 329 |
Annualized Rolling Returns - 19 Years (228 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.31% |
+12.86% Feb 1977 - Jan 1996 |
+7.28% Jan 2000 - Dec 2018 |
0.00% 0 out of 317 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.27% |
+12.90% Apr 1978 - Mar 1998 |
+7.13% Jan 1999 - Dec 2018 |
0.00% 0 out of 305 |
In order to have complete information about the portfolio, please refer to the Golden Butterfly Portfolio: ETF allocation and returns page.