The Golden Butterfly 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 5 ETFs.

In the last 10 years, the portfolio obtained a 8.21% compound annual return, with a 6.40% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The Golden Butterfly Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Golden Butterfly Portfolio can be replicated 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

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Golden Butterfly Portfolio - Historical returns and stats:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.18%
0.00%
1 - 0
YTD
+15.82%
-1.83%
May 2019 - May 2019
9 - 1
1Y
+14.36%
7.17%
-2.25%
Dec 2018 - Dec 2018
10 - 2
3Y
+7.49%
annualized
5.75%
-6.37%
Sep 2018 - Dec 2018
28 - 8
5Y
+6.20%
annualized
5.95%
-6.37%
Sep 2018 - Dec 2018
40 - 20
10Y
+8.21%
annualized
6.40%
-6.37%
Sep 2018 - Dec 2018
81 - 39
MAX
Dec 1977
+10.02%
annualized
8.23%
-14.80%
Mar 2008 - Feb 2009
335 - 167

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.25% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.47% 3 66.67 33.33 0
Yale Endowment
David Swensen
+9.84% 6 70 30 0
Stocks/Bonds 60/40
+9.77% 2 60 40 0
Family Taxable Portfolio
Ted Aronson
+9.04% 11 70 30 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Golden Butterfly Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+10.26% +49.49%
Jul 1982 - Jun 1983
-14.81%
Mar 2008 - Feb 2009
10.18%
2 Years
+9.99% +29.93%
Dec 1978 - Nov 1980
-3.82%
Mar 2007 - Feb 2009
1.88%
3 Years
+9.76% +22.31%
Aug 1984 - Jul 1987
+0.58%
Mar 2006 - Feb 2009
0.00%
5 Years
+9.74% +20.44%
Jul 1982 - Jun 1987
+3.16%
Apr 1998 - Mar 2003
0.00%
7 Years
+9.66% +17.47%
Apr 1979 - Mar 1986
+5.29%
Jan 2012 - Dec 2018
0.00%
10 Years
+9.49% +15.57%
Mar 1978 - Feb 1988
+6.15%
Mar 1999 - Feb 2009
0.00%
15 Years
+9.37% +13.54%
Dec 1978 - Nov 1993
+7.09%
Mar 1994 - Feb 2009
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+15.82% 4.9 1.3 0.3 1.3 -1.8 4.8 0.6 2.4 0.1 1.2
2018
-4.03% 1.3 -2.6 0.6 -0.2 2.0 -0.3 0.5 1.3 -1.3 -3.9 1.0 -2.3
2017
+10.96% 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% 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% 2.2 -0.5 -0.2 -1.0 0.1 -1.4 -0.6 -1.7 -1.2 3.1 -0.9 -1.6
2014
+9.13% 0.7 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% 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% 4.8 0.1 0.2 0.3 -2.4 1.8 1.0 2.1 1.6 -1.5 0.7 0.1
2011
+8.86% -1.5 3.1 0.8 3.1 -0.2 -1.7 1.6 2.0 -3.0 4.7 0.9 -1.0
2010
+16.54% -0.8 2.2 2.3 3.7 -1.8 -1.0 1.3 0.6 4.2 1.4 0.7 2.9
2009
+10.77% -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% 0.9 0.2 -0.9 -0.2 0.7 -1.7 0.1 -0.2 -1.4 -10.3 2.9 6.6
2007
+9.58% 1.2 0.8 -0.1 1.8 0.8 -1.3 -0.8 1.4 3.1 2.5 -1.3 1.2
2006
+12.44% 4.2 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% -1.2 1.2 -1.3 -0.3 1.9 2.3 0.9 0.5 0.8 -1.8 3.3 1.5
2004
+9.88% 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% -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% 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% 1.9 -2.1 -2.9 2.8 1.3 0.6 0.3 -0.2 -2.7 1.6 1.2 1.4
2000
+6.88% -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% 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% 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% 0.3 0.8 -2.5 1.4 3.9 2.1 3.8 -0.9 3.9 -1.8 0.5 1.2
1996
+8.18% 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% 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% 1.2 -1.4 -2.4 -0.7 0.6 -0.9 1.6 1.7 -0.7 -0.4 -1.6 1.1
1993
+14.50% 1.8 1.1 1.9 0.2 2.5 1.4 1.8 0.9 -0.4 1.5 -1.4 2.5
1992
+9.15% 0.7 1.4 -1.6 0.0 1.3 -0.1 3.5 -1.4 1.6 -0.5 1.9 2.0
1991
+19.14% 1.8 3.4 1.6 1.1 2.0 -1.6 2.1 1.7 0.8 1.2 -1.4 5.1
1990
-2.51% -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% 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% 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% 5.6 2.7 1.5 -0.6 -0.2 2.0 2.5 1.0 -1.2 -9.2 -0.7 2.4
1986
+17.75% 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% 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% -0.0 -0.9 -0.1 -0.9 -2.9 0.9 -0.8 5.5 1.1 1.4 0.3 0.4
1983
+11.13% 3.0 -0.7 2.1 5.0 0.8 0.9 -1.4 -0.5 2.2 -2.5 3.1 -1.2
1982
+28.31% -1.7 -2.1 -1.7 5.3 -2.1 -1.9 2.6 10.1 2.6 8.4 4.2 2.4
1981
-1.23% -3.5 -0.7 4.6 -2.0 2.1 -1.8 -2.1 -2.6 -2.4 5.1 5.1 -2.6
1980
+15.59% 6.7 -3.4 -10.7 7.6 5.4 7.1 0.2 0.8 1.7 -1.1 2.7 -0.9
1979
+38.92% 4.1 0.2 2.6 1.1 2.7 3.5 2.5 4.2 5.5 -6.5 5.8 8.4
1978
+13.30% -0.4 1.0 1.9 1.8 3.1 -0.2 4.6 4.1 0.5 -4.2 -3.4 4.2

* Note:
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

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