Golden Butterfly 2x Leveraged vs Robert Shiller Cape US Sector Value Portfolio Comparison

Last Update: 29 February 2024

The Golden Butterfly 2x Leveraged Portfolio obtained a 6.75% compound annual return, with a 15.78% standard deviation, in the last 10 Years.

The Robert Shiller Cape US Sector Value Portfolio obtained a 14.01% compound annual return, with a 15.76% standard deviation, in the last 10 Years.

Summary

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Golden Butterfly 2x Leveraged Portfolio Robert Shiller Cape US Sector Value Portfolio
Portfolio Risk High Very High
Asset Allocation Stocks 40% 100%
Fixed Income 40% 0%
Commodities 20% 0%
10 Years Stats Return +6.75% +14.01%
Std Dev 15.78% 15.76%
Max Drawdown -34.50% -21.00%
All time Stats
(Since Nov 2012)
Return +8.17% +15.48%
Std Dev 15.41% 15.27%
Max Drawdown -34.50% -21.00%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from November 2012

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1M 6M 1Y 5Y 10Y MAX
Golden Butterfly 2x Leveraged Portfolio +0.65 +7.07 +11.28 +6.41 +6.75 +8.17
Robert Shiller Cape US Sector Value Portfolio +4.23 +10.71 +22.45 +14.78 +14.01 +15.48
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Golden Butterfly 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 1.92$, with a total return of 92.09% (6.75% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since March 2014, now would be worth 3.71$, with a total return of 270.95% (14.01% annualized).

Golden Butterfly 2x Leveraged Portfolio: an investment of 1$, since November 2012, now would be worth 2.43$, with a total return of 143.46% (8.17% annualized).

Robert Shiller Cape US Sector Value Portfolio: an investment of 1$, since November 2012, now would be worth 5.11$, with a total return of 410.98% (15.48% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Golden Butterfly 2x Leveraged Portfolio
Robert Shiller Cape US Sector Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-34.50% Jan 2022 Sep 2022 (9) In progress (26) 22.44
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-13.21% Sep 2018 Dec 2018 (4) Jun 2019 (10) 6.24
-12.82% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.97
-9.83% Feb 2015 Sep 2015 (8) Mar 2016 (14) 5.41
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-6.97% Aug 2016 Nov 2016 (4) Feb 2017 (7) 4.23
-6.78% Sep 2020 Oct 2020 (2) Dec 2020 (4) 3.73
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.71% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.71
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.57% Jul 2014 Sep 2014 (3) Dec 2014 (6) 2.86
-5.55% Feb 2018 Apr 2018 (3) Aug 2018 (7) 3.43
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25
-3.14% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.81

Drawdown comparison chart since November 2012.

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Golden Butterfly 2x Leveraged Portfolio
Robert Shiller Cape US Sector Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-34.50% Jan 2022 Sep 2022 (9) In progress (26) 22.44
-21.00% Feb 2020 Mar 2020 (2) Jul 2020 (6) 10.24
-20.07% Jan 2022 Sep 2022 (9) Jul 2023 (19) 9.80
-15.27% Oct 2018 Dec 2018 (3) Apr 2019 (7) 7.29
-13.21% Sep 2018 Dec 2018 (4) Jun 2019 (10) 6.24
-12.82% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.97
-9.83% Feb 2015 Sep 2015 (8) Mar 2016 (14) 5.41
-8.74% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.37
-8.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.42
-7.59% Apr 2013 Jun 2013 (3) Sep 2013 (6) 3.19
-6.97% Aug 2016 Nov 2016 (4) Feb 2017 (7) 4.23
-6.78% Sep 2020 Oct 2020 (2) Dec 2020 (4) 3.73
-5.96% May 2019 May 2019 (1) Jun 2019 (2) 3.44
-5.71% Sep 2021 Sep 2021 (1) Dec 2021 (4) 2.71
-5.62% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.44
-5.57% Jul 2014 Sep 2014 (3) Dec 2014 (6) 2.86
-5.55% Feb 2018 Apr 2018 (3) Aug 2018 (7) 3.43
-5.00% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.89
-4.58% Jan 2016 Jan 2016 (1) Mar 2016 (3) 2.58
-4.02% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.25

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-1.20%
-1.83%
+3.09%
-1.09%
2023
+16.76%
-14.97%
+27.65%
-8.27%
2022
-28.62%
-34.50%
-15.62%
-20.07%
2021
+16.84%
-5.71%
+27.80%
-5.00%
2020
+19.29%
-12.82%
+19.47%
-21.00%
2019
+32.73%
-4.42%
+32.61%
-5.96%
2018
-9.56%
-13.21%
-3.51%
-15.27%
2017
+19.44%
-0.55%
+21.38%
-0.24%
2016
+17.09%
-6.97%
+18.06%
-4.58%
2015
-5.12%
-9.83%
+4.57%
-8.74%
2014
+12.32%
-5.57%
+15.77%
-3.84%
2013
+17.56%
-7.59%
+33.36%
-2.99%