Golden Butterfly 2x Leveraged vs Merrill Lynch Edge Select Aggressive Portfolio Comparison

Period: March 2010 - October 2024 (~15 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Golden Butterfly 2x Leveraged Portfolio
1.00$
Initial Capital
November 2014
2.27$
Final Capital
October 2024
8.56%
Yearly Return
15.96
Std Deviation
-34.50%
Max Drawdown
33months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
November 2014
2.34$
Final Capital
October 2024
8.88%
Yearly Return
12.91
Std Deviation
-23.81%
Max Drawdown
26months
Recovery Period
Golden Butterfly 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
5.00$
Final Capital
October 2024
11.59%
Yearly Return
15.35
Std Deviation
-34.50%
Max Drawdown
33months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
March 2010
3.91$
Final Capital
October 2024
9.74%
Yearly Return
12.77
Std Deviation
-23.81%
Max Drawdown
26months
Recovery Period

The Golden Butterfly 2x Leveraged Portfolio obtained a 8.56% compound annual return, with a 15.96% standard deviation, in the last 10 Years.

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.88% compound annual return, with a 12.91% standard deviation, in the last 10 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y MAX
(~15Y)
Golden Butterfly 2x Leveraged 18.98 -1.91 19.51 45.28 7.56 8.56 11.59
Edge Select Aggressive
Merrill Lynch
13.77 -2.00 10.58 29.35 10.27 8.88 9.74
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Golden Butterfly 2x Leveraged Portfolio: an investment of 1$, since November 2014, now would be worth 2.27$, with a total return of 127.38% (8.56% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since November 2014, now would be worth 2.34$, with a total return of 134.24% (8.88% annualized).


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Golden Butterfly 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 5.00$, with a total return of 399.74% (11.59% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since March 2010, now would be worth 3.91$, with a total return of 290.64% (9.74% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Golden Butterfly 2x Leveraged Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 40% 84%
Fixed Income 40% 16%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 45.28 29.35
Infl. Adjusted Return (%) 41.97 26.41
DRAWDOWN
Deepest Drawdown Depth (%) -5.37 -3.19
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -1.83 -0.21
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 16.90 10.24
Sharpe Ratio 2.36 2.35
Sortino Ratio 3.36 3.30
Ulcer Index 1.70 1.05
Ratio: Return / Standard Deviation 2.68 2.87
Ratio: Return / Deepest Drawdown 8.43 9.20
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Golden Butterfly 2x Leveraged Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 40% 84%
Fixed Income 40% 16%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.56 10.27
Infl. Adjusted Return (%) 3.31 5.91
DRAWDOWN
Deepest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Negative Period (months) 48 32
RISK INDICATORS
Standard Deviation (%) 19.31 15.21
Sharpe Ratio 0.28 0.53
Sortino Ratio 0.37 0.70
Ulcer Index 15.52 8.49
Ratio: Return / Standard Deviation 0.39 0.68
Ratio: Return / Deepest Drawdown 0.22 0.43
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Golden Butterfly 2x Leveraged Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 40% 84%
Fixed Income 40% 16%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.56 8.88
Infl. Adjusted Return (%) 5.55 5.86
DRAWDOWN
Deepest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Negative Period (months) 48 32
RISK INDICATORS
Standard Deviation (%) 15.96 12.91
Sharpe Ratio 0.44 0.57
Sortino Ratio 0.61 0.76
Ulcer Index 11.43 6.57
Ratio: Return / Standard Deviation 0.54 0.69
Ratio: Return / Deepest Drawdown 0.25 0.37
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Golden Butterfly 2x Leveraged Edge Select Aggressive
Author Merrill Lynch
ASSET ALLOCATION
Stocks 40% 84%
Fixed Income 40% 16%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 11.59 9.74
Infl. Adjusted Return (%) 8.81 7.00
DRAWDOWN
Deepest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Drawdown Depth (%) -34.50 -23.81
Start to Recovery (months) 33 26
Longest Negative Period (months) 48 32
RISK INDICATORS
Standard Deviation (%) 15.35 12.77
Sharpe Ratio 0.69 0.68
Sortino Ratio 0.94 0.92
Ulcer Index 9.56 5.94
Ratio: Return / Standard Deviation 0.76 0.76
Ratio: Return / Deepest Drawdown 0.34 0.41
Metrics calculated over the period 1 March 2010 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 March 2010 - 31 October 2024 (~15 years)

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Golden Butterfly 2x Leveraged Edge Select Aggressive
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.50 33 Jan 2022
Sep 2024
-23.81 26 Jan 2022
Feb 2024
-17.64 7 Jan 2020
Jul 2020
-13.21 10 Sep 2018
Jun 2019
-12.82 5 Feb 2020
Jun 2020
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-9.83 14 Feb 2015
Mar 2016
-6.97 7 Aug 2016
Feb 2017
-6.78 4 Sep 2020
Dec 2020
-5.71 4 Sep 2021
Dec 2021
-5.55 7 Feb 2018
Aug 2018
-5.32 2 May 2019
Jun 2019
-4.77 7 Feb 2018
Aug 2018
-4.19 3 Sep 2020
Nov 2020

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Golden Butterfly 2x Leveraged Edge Select Aggressive
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.50 33 Jan 2022
Sep 2024
-23.81 26 Jan 2022
Feb 2024
-17.64 7 Jan 2020
Jul 2020
-16.85 11 May 2011
Mar 2012
-13.21 10 Sep 2018
Jun 2019
-12.82 5 Feb 2020
Jun 2020
-11.27 7 Oct 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016
-10.43 5 May 2010
Sep 2010
-9.83 14 Feb 2015
Mar 2016
-9.39 5 Sep 2011
Jan 2012
-7.59 6 Apr 2013
Sep 2013
-7.41 6 Apr 2012
Sep 2012
-6.97 7 Aug 2016
Feb 2017
-6.78 4 Sep 2020
Dec 2020

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 March 2010 - 31 October 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Golden Butterfly 2x Leveraged Edge Select Aggressive
Year Return Drawdown Return Drawdown
2024
18.98% -5.37% 13.77% -3.19%
2023
16.75% -14.97% 21.47% -8.85%
2022
-28.62% -34.50% -17.87% -23.81%
2021
16.84% -5.71% 15.74% -3.70%
2020
19.29% -12.82% 17.62% -17.64%
2019
32.73% -4.42% 24.61% -5.32%
2018
-9.56% -13.21% -6.88% -11.27%
2017
19.44% -0.55% 21.70% 0.00%
2016
17.09% -6.97% 9.21% -4.97%
2015
-5.12% -9.83% -1.81% -9.34%
2014
12.32% -5.57% 6.27% -3.59%
2013
17.56% -7.59% 20.62% -2.29%
2012
16.51% -5.63% 15.28% -7.41%
2011
12.18% -9.39% -2.72% -16.85%