Data Source: from January 1927 to March 2023 (~96 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.98%
March 2023
The Golden Butterfly Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 40% on the Stock Market and for 20% on Commodities.
In the last 30 Years, the Golden Butterfly Portfolio obtained a 7.67% compound annual return, with a 7.52% standard deviation.
Asset Allocation and ETFs
The Golden Butterfly Portfolio has the following asset allocation:
The Golden Butterfly Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 20.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 20.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 20.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 20.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
| 20.00 % | GLD | SPDR Gold Trust | 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 as of Mar 31, 2023
The Golden Butterfly 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
GOLDEN BUTTERFLY PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~96Y) |
|
| Golden Butterfly Portfolio | n.a. | n.a. | 1.98 | 11.01 | -5.99 | 5.36 | 5.54 | 7.67 | 8.38 | |
| US Inflation Adjusted return | 1.98 | 9.52 | -10.16 | 1.50 | 2.87 | 5.04 | 5.24 | |||
| Components | ||||||||||
|
IJS iShares S&P Small-Cap 600 Value |
n.a. | - | n.a. | -6.48 | 14.24 | -7.17 | 6.05 | 9.23 | 10.37 | 12.82 |
|
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
|
SHY iShares 1-3 Year Treasury Bond |
n.a. | - | n.a. | 1.65 | 2.12 | -0.01 | 0.93 | 0.66 | 3.05 | 4.43 |
|
TLT iShares 20+ Year Treasury Bond |
n.a. | - | n.a. | 4.84 | 5.08 | -17.60 | -0.69 | 1.34 | 5.68 | 4.87 |
|
GLD SPDR Gold Trust |
n.a. | - | n.a. | 7.92 | 18.46 | 1.42 | 7.81 | 1.72 | 5.78 | 2.92 |
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Golden Butterfly Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, 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
GOLDEN BUTTERFLY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1927 - 31 March 2023 (~96 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) |
1.98 | 5.32 | 11.01 | -5.99 | 6.54 | 5.36 | 5.54 | 7.97 | 7.67 | 8.38 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.99 |
| Infl. Adjusted Return (%) |
1.98 | 3.90 | 9.52 | -10.16 | 1.23 | 1.50 | 2.87 | 5.35 | 5.04 | 5.24 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 14.03 | 10.58 | 9.59 | 7.89 | 7.95 | 7.52 | 8.79 | |||
| Sharpe Ratio | -0.60 | 0.55 | 0.43 | 0.61 | 0.86 | 0.73 | 0.50 | |||
| Sortino Ratio | -0.89 | 0.75 | 0.59 | 0.85 | 1.15 | 0.97 | 0.70 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -15.31 | -17.79 | -17.79 | -17.79 | -17.79 | -17.79 | -48.31 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
70
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 72.34 | 24.69 | 20.88 | 17.05 | 13.89 | 12.46 | ||||
| Worst Return (%) | -32.17 | -17.91 | -6.33 | 2.31 | 4.53 | 5.91 | ||||
| % Positive Periods | 83% | 96% | 97% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 5 | 21 | 37 | 76 | 159 | 238 | 752 |
| Negative | 0 | 1 | 2 | 7 | 15 | 23 | 44 | 81 | 122 | 403 |
| % Positive | 100% | 67% | 67% | 42% | 58% | 62% | 63% | 66% | 66% | 65% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 38.09 | 22.40 | 12.34 | 9.77 | 7.24 | 5.31 | ||||
| Perpetual WR (%) | 1.22 | 1.47 | 2.79 | 5.08 | 4.80 | 4.98 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Talking about withdrawal rates, how would you manage your early retirement with the Golden Butterfly Portfolio? Read more here
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | IJS | VTI | SHY | TLT | GLD | |
| IJS |
1.00
|
0.89
|
0.37
|
0.40
|
0.13
|
|
| VTI |
0.89
|
1.00
|
0.64
|
0.65
|
0.37
|
|
| SHY |
0.37
|
0.64
|
1.00
|
0.79
|
0.76
|
|
| TLT |
0.40
|
0.65
|
0.79
|
1.00
|
0.78
|
|
| GLD |
0.13
|
0.37
|
0.76
|
0.78
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | IJS | VTI | SHY | TLT | GLD | |
| IJS |
1.00
|
0.88
|
-0.13
|
-0.20
|
0.01
|
|
| VTI |
0.88
|
1.00
|
0.06
|
0.06
|
0.18
|
|
| SHY |
-0.13
|
0.06
|
1.00
|
0.73
|
0.39
|
|
| TLT |
-0.20
|
0.06
|
0.73
|
1.00
|
0.43
|
|
| GLD |
0.01
|
0.18
|
0.39
|
0.43
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | IJS | VTI | SHY | TLT | GLD | |
| IJS |
1.00
|
0.86
|
-0.16
|
-0.23
|
-0.05
|
|
| VTI |
0.86
|
1.00
|
0.00
|
-0.02
|
0.08
|
|
| SHY |
-0.16
|
0.00
|
1.00
|
0.69
|
0.37
|
|
| TLT |
-0.23
|
-0.02
|
0.69
|
1.00
|
0.42
|
|
| GLD |
-0.05
|
0.08
|
0.37
|
0.42
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | IJS | VTI | SHY | TLT | GLD | |
| IJS |
1.00
|
0.86
|
-0.18
|
-0.23
|
0.02
|
|
| VTI |
0.86
|
1.00
|
-0.14
|
-0.15
|
0.05
|
|
| SHY |
-0.18
|
-0.14
|
1.00
|
0.60
|
0.17
|
|
| TLT |
-0.23
|
-0.15
|
0.60
|
1.00
|
0.19
|
|
| GLD |
0.02
|
0.05
|
0.17
|
0.19
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | IJS | VTI | SHY | TLT | GLD | |
| IJS |
1.00
|
0.94
|
0.06
|
0.00
|
0.02
|
|
| VTI |
0.94
|
1.00
|
0.07
|
0.05
|
0.02
|
|
| SHY |
0.06
|
0.07
|
1.00
|
0.63
|
0.05
|
|
| TLT |
0.00
|
0.05
|
0.63
|
1.00
|
0.07
|
|
| GLD |
0.02
|
0.02
|
0.05
|
0.07
|
1.00
|
Portfolio Dividends
In 2022, the Golden Butterfly Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Golden Butterfly Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 9170.72$, with a total return of 817.07% (7.67% annualized).
The Inflation Adjusted Capital now would be 4377.46$, with a net total return of 337.75% (5.04% annualized).
The Inflation Adjusted Capital now would be 4377.46$, with a net total return of 337.75% (5.04% annualized).
An investment of 1000$, since January 1927,
now would be worth 2311880.97$, with a total return of 231088.10% (8.38% annualized).
The Inflation Adjusted Capital now would be 136020.12$, with a net total return of 13502.01% (5.24% annualized).
The Inflation Adjusted Capital now would be 136020.12$, with a net total return of 13502.01% (5.24% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -17.79% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -14.81% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 |
| -9.44% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -7.16% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -6.86% | Jun 2002 | Jul 2002 | 2 | May 2003 | 10 | 12 |
| -6.37% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -6.25% | Feb 2015 | Sep 2015 | 8 | Mar 2016 | 6 | 14 |
| -4.99% | Feb 2001 | Mar 2001 | 2 | Dec 2001 | 9 | 11 |
| -4.64% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -4.36% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.84% | Apr 2013 | Jun 2013 | 3 | Sep 2013 | 3 | 6 |
| -3.64% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 |
| -3.38% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -3.36% | Aug 2016 | Oct 2016 | 3 | Feb 2017 | 4 | 7 |
| -3.27% | Sep 2014 | Sep 2014 | 1 | Dec 2014 | 3 | 4 |
| -3.05% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.00% | Sep 2011 | Sep 2011 | 1 | Oct 2011 | 1 | 2 |
| -2.77% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -2.71% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 |
| -2.70% | Jul 1999 | Aug 1999 | 2 | Oct 1999 | 2 | 4 |
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -48.31% | Sep 1929 | May 1932 | 33 | Jun 1935 | 37 | 70 |
| -23.45% | Mar 1937 | Mar 1938 | 13 | Jan 1943 | 58 | 71 |
| -17.79% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -17.05% | May 1969 | Jun 1970 | 14 | Feb 1971 | 8 | 22 |
| -14.87% | Apr 1974 | Sep 1974 | 6 | Jan 1975 | 4 | 10 |
| -14.81% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 |
| -13.73% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
| -10.93% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -9.44% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -9.34% | Jun 1946 | Nov 1946 | 6 | May 1948 | 18 | 24 |
| -9.09% | Dec 1980 | Sep 1981 | 10 | Nov 1981 | 2 | 12 |
| -8.68% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -8.47% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 |
| -7.94% | Jan 1990 | Oct 1990 | 10 | Feb 1991 | 4 | 14 |
| -7.77% | Dec 1981 | Mar 1982 | 4 | Aug 1982 | 5 | 9 |
| -7.41% | Oct 1978 | Nov 1978 | 2 | Jan 1979 | 2 | 4 |
| -7.16% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -6.86% | Jun 2002 | Jul 2002 | 2 | May 2003 | 10 | 12 |
| -6.81% | Feb 1966 | Aug 1966 | 7 | Jan 1967 | 5 | 12 |
| -6.53% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
Rolling Returns ( more details)
Golden Butterfly Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.88 |
72.34 Jul 1932 - Jun 1933 |
-32.17 Jul 1931 - Jun 1932 |
17.13% |
| 2 Years |
8.68 |
35.24 Jul 1932 - Jun 1934 |
-24.76 Jun 1930 - May 1932 |
8.22% |
| 3 Years |
8.58 |
24.69 Jul 1932 - Jun 1935 |
-17.91 Jul 1929 - Jun 1932 |
4.46% |
| 5 Years |
8.62 |
20.88 Jun 1932 - May 1937 |
-6.33 Jun 1927 - May 1932 |
2.92% |
| 7 Years |
8.76 |
17.54 Jun 1976 - May 1983 |
1.97 Apr 1928 - Mar 1935 |
0.00% |
| 10 Years |
8.83 |
17.05 Sep 1976 - Aug 1986 |
2.31 Sep 1929 - Aug 1939 |
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 |
9.30 |
12.46 Jul 1970 - Jun 2000 |
5.91 Oct 1929 - Sep 1959 |
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 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Golden Butterfly Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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 Gain Frequency |
1.84
60% |
-0.50
60% |
-0.49
60% |
0.86
60% |
0.68
60% |
0.37
40% |
1.97
100% |
0.46
80% |
-2.42
20% |
0.43
60% |
2.05
80% |
0.45
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.84
|
101.34
|
100.84
|
101.70
|
102.40
|
102.77
|
104.79
|
105.28
|
102.73
|
103.16
|
105.28
|
105.75
|
| Best |
6.6 2023 |
1.3 2019 |
2.0 2023 |
6.0 2020 |
2.4 2021 |
4.8 2019 |
5.0 2020 |
2.4 2019 |
0.1 2019 |
2.8 2022 |
4.9 2022 |
3.5 2020 |
| Worst |
-3.3 2022 |
-3.1 2023 |
-5.3 2020 |
-5.4 2022 |
-1.8 2019 |
-4.1 2022 |
0.4 2021 |
-3.2 2022 |
-6.2 2022 |
-3.9 2018 |
-0.6 2021 |
-2.3 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.47
80% |
0.30
60% |
0.03
50% |
0.58
60% |
0.24
60% |
0.42
50% |
1.43
80% |
0.29
60% |
-1.38
40% |
0.70
70% |
1.25
80% |
0.38
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.47
|
101.78
|
101.81
|
102.41
|
102.65
|
103.09
|
104.56
|
104.86
|
103.41
|
104.13
|
105.44
|
105.84
|
| Best |
6.6 2023 |
3.4 2016 |
2.9 2016 |
6.0 2020 |
2.4 2021 |
4.8 2019 |
5.0 2020 |
2.8 2014 |
1.8 2013 |
3.1 2015 |
4.9 2022 |
3.5 2020 |
| Worst |
-3.3 2022 |
-3.1 2023 |
-5.3 2020 |
-5.4 2022 |
-1.8 2019 |
-4.1 2022 |
-2.0 2014 |
-3.2 2022 |
-6.2 2022 |
-3.9 2018 |
-0.9 2015 |
-2.3 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.27
69% |
0.50
61% |
0.47
68% |
0.81
66% |
0.49
60% |
0.70
57% |
0.93
67% |
0.75
66% |
0.01
56% |
0.33
64% |
1.02
69% |
1.18
79% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.27
|
101.78
|
102.26
|
103.09
|
103.60
|
104.32
|
105.29
|
106.07
|
106.08
|
106.43
|
107.51
|
108.79
|
| Best |
13.3 1933 |
5.5 1974 |
5.3 1986 |
14.6 1933 |
7.7 1933 |
9.4 1938 |
11.4 1932 |
13.5 1932 |
5.5 1979 |
8.4 1982 |
5.9 1928 |
8.4 1979 |
| Worst |
-6.0 2009 |
-5.7 1933 |
-10.7 1980 |
-6.3 1932 |
-9.8 1940 |
-7.0 1930 |
-4.7 2002 |
-6.4 1998 |
-11.8 1931 |
-10.3 2008 |
-4.5 1929 |
-5.6 1931 |
Monthly Seasonality over the period Jan 1927 - Mar 2023
Monthly/Yearly Returns
Golden Butterfly Portfolio data source starts from January 1927: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1927 - Mar 2023
752 Positive Months (65%) - 403 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1927 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+5.32 | +3.90 | 6.6 | -3.1 | 2.0 | |||||||||
| 2022 |
-13.35 | -18.60 | -3.3 | 0.8 | -0.4 | -5.4 | -0.6 | -4.1 | 3.3 | -3.2 | -6.2 | 2.8 | 4.9 | -2.3 |
| 2021 |
+9.35 | +2.16 | -0.2 | 0.6 | 0.9 | 2.5 | 2.4 | -0.3 | 0.4 | 1.0 | -2.4 | 2.8 | -0.6 | 2.0 |
| 2020 |
+13.93 | +12.40 | 1.3 | -2.0 | -5.3 | 6.0 | 1.5 | 1.6 | 5.0 | 0.8 | -2.3 | -0.8 | 4.3 | 3.5 |
| 2019 |
+18.03 | +15.39 | 4.9 | 1.3 | 0.3 | 1.3 | -1.8 | 4.8 | 0.6 | 2.4 | 0.1 | 1.2 | 0.6 | 1.3 |
| 2018 |
-4.03 | -5.83 | 1.3 | -2.6 | 0.6 | -0.2 | 1.9 | -0.3 | 0.5 | 1.3 | -1.3 | -3.9 | 1.0 | -2.3 |
| 2017 |
+10.96 | +8.67 | 1.4 | 2.0 | -0.3 | 1.0 | 0.1 | 0.4 | 0.9 | 1.1 | 0.9 | 0.4 | 1.6 | 1.0 |
| 2016 |
+10.82 | +8.57 | 0.0 | 3.4 | 2.9 | 1.5 | -0.8 | 3.7 | 2.6 | -0.7 | 0.1 | -2.7 | 0.0 | 0.7 |
| 2015 |
-3.71 | -4.41 | 2.2 | -0.5 | -0.2 | -1.0 | 0.1 | -1.4 | -0.6 | -1.6 | -1.2 | 3.1 | -0.9 | -1.6 |
| 2014 |
+9.13 | +8.31 | 0.6 | 3.2 | -0.2 | 0.1 | 0.6 | 2.5 | -2.0 | 2.8 | -3.3 | 2.0 | 1.2 | 1.4 |
| 2013 |
+6.26 | +4.69 | 1.4 | -0.1 | 1.8 | -0.1 | -1.0 | -2.8 | 3.6 | -1.0 | 1.8 | 2.1 | 0.4 | 0.1 |
| 2012 |
+8.84 | +6.98 | 4.8 | 0.0 | 0.2 | 0.3 | -2.4 | 1.8 | 1.0 | 2.1 | 1.6 | -1.5 | 0.7 | 0.1 |
| 2011 |
+8.86 | +5.72 | -1.5 | 3.1 | 0.8 | 3.1 | -0.2 | -1.6 | 1.6 | 1.9 | -3.0 | 4.7 | 0.9 | -1.0 |
| 2010 |
+16.54 | +14.82 | -0.8 | 2.2 | 2.3 | 3.7 | -1.8 | -1.0 | 1.3 | 0.5 | 4.1 | 1.4 | 0.7 | 2.9 |
| 2009 |
+10.77 | +7.83 | -6.0 | -4.4 | 3.1 | 3.3 | 2.8 | -0.7 | 4.5 | 2.0 | 3.5 | -1.5 | 5.0 | -0.5 |
| 2008 |
-4.18 | -4.27 | 0.9 | 0.2 | -0.9 | -0.2 | 0.7 | -1.7 | 0.1 | -0.2 | -1.3 | -10.3 | 2.9 | 6.6 |
| 2007 |
+9.58 | +5.28 | 1.1 | 0.8 | -0.1 | 1.8 | 0.7 | -1.3 | -0.8 | 1.3 | 3.1 | 2.5 | -1.3 | 1.2 |
| 2006 |
+12.44 | +9.66 | 4.1 | 0.1 | 1.3 | 2.3 | -1.9 | -0.8 | 0.6 | 1.4 | 0.1 | 2.4 | 3.0 | -0.6 |
| 2005 |
+8.04 | +4.47 | -1.2 | 1.2 | -1.3 | -0.3 | 1.9 | 2.2 | 0.9 | 0.5 | 0.8 | -1.8 | 3.3 | 1.5 |
| 2004 |
+9.88 | +6.42 | 0.6 | 1.2 | 1.8 | -4.4 | 0.8 | 1.9 | -1.6 | 1.8 | 1.9 | 1.4 | 3.5 | 0.8 |
| 2003 |
+18.85 | +16.65 | -0.3 | -1.5 | -0.9 | 3.7 | 5.8 | -0.2 | -0.1 | 3.0 | 0.9 | 2.5 | 2.0 | 2.8 |
| 2002 |
+3.15 | +0.76 | 1.0 | 1.0 | 1.8 | 1.5 | 0.4 | -2.2 | -4.7 | 1.8 | -1.1 | 0.4 | 1.7 | 1.9 |
| 2001 |
+2.71 | +1.14 | 1.9 | -2.1 | -2.9 | 2.7 | 1.3 | 0.6 | 0.3 | -0.2 | -2.7 | 1.5 | 1.2 | 1.4 |
| 2000 |
+6.88 | +3.38 | -2.2 | 2.9 | 1.5 | -1.1 | -1.2 | 3.3 | -0.3 | 3.3 | -1.2 | -0.4 | -2.1 | 4.5 |
| 1999 |
+4.24 | +1.52 | 0.6 | -3.4 | 0.3 | 3.2 | -1.3 | 1.7 | -1.5 | -1.2 | 2.6 | 0.9 | 0.6 | 1.9 |
| 1998 |
+8.03 | +6.32 | 1.4 | 2.3 | 2.4 | 1.2 | -2.1 | 1.4 | -2.5 | -6.4 | 4.8 | 1.7 | 2.4 | 1.7 |
| 1997 |
+13.09 | +11.19 | 0.3 | 0.8 | -2.5 | 1.4 | 3.8 | 2.0 | 3.8 | -0.9 | 3.9 | -1.8 | 0.5 | 1.2 |
| 1996 |
+8.18 | +4.71 | 1.7 | -0.6 | 0.1 | 0.5 | 1.2 | -0.4 | -2.2 | 1.6 | 2.1 | 1.4 | 3.0 | -0.4 |
| 1995 |
+21.86 | +18.84 | 0.9 | 2.7 | 1.9 | 1.5 | 2.8 | 1.9 | 1.4 | 1.3 | 1.7 | -0.4 | 2.7 | 1.6 |
| 1994 |
-1.98 | -4.54 | 1.2 | -1.4 | -2.4 | -0.6 | 0.6 | -0.9 | 1.6 | 1.7 | -0.7 | -0.4 | -1.6 | 1.1 |
| 1993 |
+14.50 | +11.44 | 1.8 | 1.1 | 1.9 | 0.2 | 2.4 | 1.4 | 1.8 | 0.9 | -0.4 | 1.5 | -1.4 | 2.5 |
| 1992 |
+9.15 | +6.07 | 0.7 | 1.4 | -1.6 | 0.0 | 1.3 | 0.0 | 3.5 | -1.4 | 1.6 | -0.5 | 1.9 | 2.0 |
| 1991 |
+19.14 | +15.60 | 1.8 | 3.4 | 1.6 | 1.1 | 2.0 | -1.6 | 2.1 | 1.7 | 0.7 | 1.2 | -1.4 | 5.1 |
| 1990 |
-2.51 | -8.12 | -2.9 | 0.4 | -1.1 | -2.0 | 3.8 | -0.2 | 0.4 | -3.9 | -0.9 | -1.8 | 3.8 | 2.0 |
| 1989 |
+14.78 | +9.68 | 2.0 | -0.9 | 1.1 | 2.5 | 1.8 | 2.0 | 3.0 | 0.0 | 0.3 | -0.4 | 2.3 | 0.1 |
| 1988 |
+9.18 | +4.56 | 2.2 | 1.7 | 1.0 | 0.1 | -0.3 | 2.7 | -0.5 | -1.1 | 1.2 | 1.8 | -0.9 | 1.0 |
| 1987 |
+5.10 | +0.64 | 5.5 | 2.7 | 1.5 | -0.5 | -0.2 | 2.0 | 2.5 | 0.9 | -1.2 | -9.2 | -0.7 | 2.4 |
| 1986 |
+17.75 | +16.47 | 2.1 | 4.8 | 5.3 | 0.2 | 1.2 | 2.6 | -2.4 | 4.8 | -1.5 | 0.4 | 0.4 | -1.1 |
| 1985 |
+25.09 | +20.51 | 4.6 | -1.4 | 3.4 | 0.4 | 3.8 | 1.8 | 0.8 | 1.0 | -1.9 | 2.7 | 4.2 | 3.5 |
| 1984 |
+3.75 | -0.19 | 0.0 | -0.9 | -0.1 | -0.8 | -2.9 | 0.8 | -0.8 | 5.5 | 1.1 | 1.4 | 0.3 | 0.4 |
| 1983 |
+11.13 | +7.07 | 3.0 | -0.7 | 2.1 | 5.0 | 0.8 | 0.9 | -1.4 | -0.5 | 2.2 | -2.5 | 3.1 | -1.1 |
| 1982 |
+28.31 | +23.57 | -1.7 | -2.1 | -1.6 | 5.3 | -2.1 | -1.9 | 2.6 | 10.1 | 2.6 | 8.4 | 4.2 | 2.4 |
| 1981 |
-1.23 | -9.32 | -3.5 | -0.7 | 4.6 | -2.0 | 2.1 | -1.8 | -2.0 | -2.6 | -2.4 | 5.1 | 5.1 | -2.6 |
| 1980 |
+15.59 | +2.73 | 6.7 | -3.4 | -10.7 | 7.6 | 5.4 | 7.1 | 0.2 | 0.8 | 1.7 | -1.0 | 2.7 | -0.9 |
| 1979 |
+38.92 | +22.62 | 4.1 | 0.2 | 2.6 | 1.1 | 2.7 | 3.5 | 2.4 | 4.2 | 5.5 | -6.5 | 5.7 | 8.4 |
| 1978 |
+13.30 | +3.93 | -0.4 | 1.0 | 1.9 | 1.8 | 3.1 | -0.2 | 4.6 | 4.0 | 0.4 | -4.2 | -3.4 | 4.2 |
| 1977 |
+7.87 | +1.10 | -1.5 | 1.2 | 1.0 | 0.6 | -0.5 | 2.7 | -0.3 | 0.2 | 1.3 | -0.3 | 2.4 | 1.0 |
| 1976 |
+20.55 | +14.96 | 5.1 | 2.9 | 1.1 | -0.5 | -1.8 | 2.5 | -1.2 | -0.8 | 3.3 | 0.4 | 3.2 | 5.0 |
| 1975 |
+16.99 | +9.40 | 7.3 | 3.3 | 0.7 | 0.5 | 3.7 | 3.5 | -2.7 | -2.4 | -3.9 | 4.1 | 1.1 | 1.1 |
| 1974 |
+5.51 | -6.07 | 5.7 | 5.5 | 0.0 | -2.7 | -3.7 | -3.1 | 0.0 | -3.2 | -3.0 | 8.3 | 2.7 | -0.1 |
| 1973 |
+7.22 | -1.36 | -1.3 | 4.0 | 1.0 | -1.2 | 5.7 | 1.9 | -1.5 | -3.7 | 2.6 | 0.0 | -3.5 | 3.2 |
| 1972 |
+17.32 | +13.45 | 3.2 | 1.9 | 0.4 | 1.1 | 4.9 | 1.1 | 1.3 | 0.2 | -1.7 | 1.0 | 2.6 | 0.3 |
| 1971 |
+14.13 | +10.52 | 3.6 | 1.0 | 3.7 | 0.6 | -1.7 | -0.8 | -0.6 | 2.7 | 1.6 | -1.0 | 0.6 | 3.8 |
| 1970 |
+8.32 | +2.60 | -2.6 | 4.9 | -0.1 | -5.2 | -2.6 | -0.7 | 3.6 | 1.7 | 2.4 | 0.3 | 4.8 | 2.1 |
| 1969 |
-9.95 | -15.21 | 0.1 | -1.8 | 1.6 | 1.6 | -1.1 | -3.4 | -1.8 | 1.0 | -2.9 | 3.3 | -4.3 | -2.4 |
| 1968 |
+14.16 | +9.01 | 0.8 | -0.7 | 0.3 | 5.9 | 2.2 | 1.0 | -0.5 | 3.0 | 0.2 | 0.2 | 2.2 | -1.2 |
| 1967 |
+15.73 | +12.32 | 4.4 | 0.3 | 3.1 | 1.8 | -1.5 | 0.4 | 2.9 | 1.5 | 0.6 | -1.3 | 0.6 | 2.0 |
| 1966 |
-1.43 | -4.73 | 0.4 | -1.4 | 0.4 | 0.9 | -1.9 | -0.8 | -0.4 | -3.6 | 1.2 | 2.2 | 0.0 | 1.9 |
| 1965 |
+9.98 | +7.90 | 2.1 | 0.5 | 0.1 | 2.0 | 0.2 | -1.3 | 1.1 | 1.3 | 1.6 | 1.5 | 0.0 | 0.4 |
| 1964 |
+9.63 | +8.57 | 1.5 | 0.7 | 0.8 | 0.6 | 0.9 | 1.2 | 1.0 | -0.4 | 1.7 | 0.8 | 0.0 | 0.5 |
| 1963 |
+9.52 | +7.75 | 2.1 | -1.2 | 1.6 | 2.2 | 0.8 | -0.8 | 0.1 | 2.2 | -0.4 | 1.4 | 0.0 | 1.1 |
| 1962 |
-2.25 | -3.54 | -1.6 | 1.1 | 0.4 | -2.3 | -3.2 | -3.1 | 2.2 | 1.0 | -1.5 | 0.4 | 3.7 | 0.9 |
| 1961 |
+11.32 | +10.58 | 2.2 | 1.6 | 1.5 | 0.3 | 1.3 | -1.5 | 1.5 | 0.7 | -0.4 | 1.7 | 1.9 | 0.0 |
| 1960 |
+4.68 | +3.28 | -2.1 | 1.3 | 0.5 | -0.6 | 0.9 | 1.6 | 0.1 | 1.5 | -2.1 | -0.2 | 1.5 | 2.2 |
| 1959 |
+5.78 | +3.98 | 0.5 | 0.5 | 0.3 | 1.5 | 0.5 | 0.1 | 1.6 | -0.4 | -2.3 | 1.3 | 0.9 | 1.0 |
| 1958 |
+21.04 | +18.94 | 2.7 | -0.1 | 2.1 | 2.2 | 1.1 | 1.5 | 1.7 | 0.1 | 2.1 | 1.6 | 1.8 | 2.6 |
| 1957 |
-1.90 | -4.66 | -1.4 | -0.6 | 0.8 | 1.4 | 1.3 | -0.5 | 0.3 | -2.1 | -2.2 | -1.1 | 1.7 | 0.5 |
| 1956 |
+2.40 | -0.57 | -1.1 | 1.9 | 2.6 | -0.5 | -2.1 | 2.1 | 2.0 | -2.0 | -1.8 | 0.7 | -0.6 | 1.4 |
| 1955 |
+9.05 | +8.64 | 0.3 | 0.0 | -0.3 | 1.2 | -0.1 | 3.4 | 2.3 | -0.6 | 0.5 | -1.1 | 3.4 | -0.3 |
| 1954 |
+24.09 | +25.01 | 2.7 | 0.6 | 2.0 | 2.7 | 1.6 | 0.4 | 3.2 | -1.3 | 4.0 | -0.7 | 3.9 | 2.7 |
| 1953 |
-1.25 | -1.98 | -2.1 | -0.7 | -0.9 | -1.0 | -0.6 | -0.6 | 2.0 | -2.1 | 0.6 | 3.1 | 0.6 | 0.7 |
| 1952 |
+5.01 | +4.23 | 0.1 | -1.6 | 2.0 | -1.3 | 1.1 | 1.8 | 0.6 | -0.8 | -1.1 | 0.5 | 2.1 | 1.6 |
| 1951 |
+5.62 | -0.36 | 2.5 | 0.1 | -1.3 | 1.7 | -2.1 | -1.1 | 3.3 | 2.4 | -0.7 | -0.7 | -0.3 | 1.9 |
| 1950 |
+15.80 | +9.31 | 0.9 | 1.0 | 0.7 | 2.3 | 2.3 | -2.1 | 1.0 | 2.0 | 2.9 | 0.6 | 0.5 | 2.7 |
| 1949 |
+8.87 | +11.18 | -0.2 | -1.2 | 1.7 | -0.5 | -1.1 | 0.5 | 2.9 | 1.1 | 1.2 | 1.6 | 0.4 | 2.4 |
| 1948 |
+0.60 | -2.32 | -2.0 | -1.7 | 3.1 | 1.2 | 3.6 | -0.1 | -2.3 | 0.4 | -1.1 | 2.8 | -4.4 | 1.5 |
| 1947 |
+3.73 | -4.69 | 3.7 | -0.3 | -0.5 | -1.4 | -0.1 | 2.1 | 1.7 | -0.9 | -0.5 | 0.7 | -1.3 | 0.5 |
| 1946 |
-2.14 | -17.16 | 3.8 | -2.6 | 2.1 | 1.2 | 1.1 | -1.3 | -1.0 | -3.0 | -3.9 | 0.0 | -0.5 | 2.2 |
| 1945 |
+23.40 | +20.69 | 2.4 | 3.4 | -1.0 | 4.6 | 1.1 | 0.7 | -0.3 | 3.1 | 2.5 | 2.1 | 2.2 | 0.7 |
| 1944 |
+13.20 | +10.66 | 1.1 | 0.7 | 1.3 | 0.1 | 2.2 | 2.7 | -0.3 | 1.0 | 0.4 | 0.6 | 0.7 | 2.0 |
| 1943 |
+18.24 | +14.84 | 4.4 | 2.8 | 2.9 | 0.8 | 2.8 | 1.6 | -1.8 | 1.1 | 1.7 | 0.1 | -2.6 | 3.1 |
| 1942 |
+8.95 | -0.07 | 0.9 | -1.2 | -1.8 | -1.6 | 2.8 | 1.0 | 1.4 | 0.6 | 1.4 | 3.0 | -0.4 | 2.6 |
| 1941 |
-1.87 | -10.73 | -1.0 | -0.5 | 1.0 | -1.8 | 0.5 | 2.8 | 2.9 | -0.2 | 0.0 | -2.1 | -1.3 | -2.0 |
| 1940 |
-0.80 | -1.50 | -1.4 | 0.6 | 1.1 | -0.1 | -9.8 | 3.6 | 1.7 | 1.4 | 1.1 | 2.0 | -0.6 | 0.4 |
| 1939 |
-0.30 | -0.30 | -2.7 | 1.5 | -4.9 | 0.2 | 2.8 | -2.4 | 4.1 | -3.1 | 4.4 | 0.3 | -1.5 | 1.4 |
| 1938 |
+14.14 | +17.40 | 0.9 | 2.9 | -10.3 | 5.6 | -1.3 | 9.4 | 3.3 | -1.0 | 0.6 | 3.9 | -1.5 | 2.0 |
| 1937 |
-15.74 | -18.08 | 1.7 | 0.7 | -1.2 | -3.6 | -0.2 | -2.1 | 4.3 | -2.5 | -5.5 | -3.6 | -3.1 | -1.5 |
| 1936 |
+19.77 | +18.06 | 3.3 | 1.5 | 1.8 | -2.6 | 2.5 | 1.8 | 3.5 | 1.1 | 0.5 | 3.8 | 1.1 | 0.2 |
| 1935 |
+19.44 | +15.98 | -1.0 | -1.2 | -1.1 | 3.9 | 1.4 | 2.9 | 3.7 | 0.6 | 1.1 | 3.7 | 1.9 | 2.0 |
| 1934 |
+5.81 | +4.23 | 6.5 | -0.5 | 0.8 | -0.5 | -2.6 | 1.3 | -3.9 | 1.9 | -0.4 | -0.2 | 3.4 | 0.4 |
| 1933 |
+45.52 | +44.42 | 13.3 | -5.7 | 1.9 | 14.6 | 7.7 | 6.8 | -3.1 | 5.8 | -4.2 | -2.9 | 4.5 | 1.7 |
| 1932 |
+2.29 | +14.01 | -1.7 | 3.2 | -3.7 | -6.3 | -7.3 | 0.4 | 11.4 | 13.5 | -0.9 | -5.1 | -1.7 | 2.7 |
| 1931 |
-20.79 | -12.65 | 2.2 | 4.5 | -2.9 | -3.9 | -5.1 | 5.3 | -3.0 | 0.4 | -11.8 | 1.2 | -3.2 | -5.6 |
| 1930 |
-10.68 | -4.58 | 2.3 | 1.0 | 3.8 | -0.6 | -0.5 | -7.0 | 1.5 | 0.3 | -5.2 | -3.2 | -0.6 | -2.7 |
| 1929 |
-3.62 | -4.18 | 2.1 | -0.5 | -0.4 | 1.1 | -1.7 | 4.5 | 2.2 | 4.3 | -2.2 | -8.9 | -4.5 | 1.0 |
| 1928 |
+13.65 | +14.98 | -0.3 | -0.8 | 4.3 | 1.2 | 0.3 | -2.0 | 0.0 | 3.0 | 1.1 | 0.6 | 5.9 | -0.1 |
| 1927 |
+16.03 | +18.71 | -0.5 | 2.1 | 0.8 | 0.9 | 2.4 | -0.3 | 2.9 | 2.3 | 1.7 | -1.8 | 3.4 | 1.2 |
Portofolio Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
- TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
- GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
Portfolio efficiency
Compared to the Golden Butterfly Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Golden Butterfly with Bitcoin |
+6.75 | 10.41 | -18.74 | 40 | 40 | 20 | ||
|
Golden Butterfly 2x Leveraged |
+5.72 | 18.32 | -34.50 | 40 | 40 | 20 | ||
|
Golden Butterfly |
+5.36 | 9.59 | -17.79 | 40 | 40 | 20 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.24 | 11.57 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.14 | 10.82 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.03 | 11.24 | -41.22 | 71.5 | 28.5 | 0 | ||
