Last Update: 30 April 2022
The Golden Butterfly Portfolio obtained a 8.16% compound annual return, with a 7.17% standard deviation, in the last 30 Years.
The David Swensen Lazy Portfolio obtained a 8.59% compound annual return, with a 10.38% standard deviation, in the last 30 Years.
Summary
| Golden Butterfly Portfolio | David Swensen Lazy Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 40% | 70% |
| Fixed Income | 40% | 30% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +8.16% | +8.59% |
| Std Dev | 7.17% | 10.38% | |
| Max Drawdown | -14.81% | -40.89% | |
Last Update: 30 April 2022
Historical Returns as of Apr 30, 2022
Comparison period starts from June 1991
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Golden Butterfly Portfolio | -5.36 | -6.86 | -3.29 | +6.68 | +6.28 | +8.16 | +8.18 |
| David Swensen Lazy Portfolio | -5.44 | -8.36 | -2.72 | +7.58 | +7.46 | +8.59 | +8.59 |
Capital Growth as of Apr 30, 2022
Golden Butterfly Portfolio: an investment of 1000$, since May 1992, now would be worth 10509.38$, with a total return of 950.94% (8.16% annualized).
David Swensen Lazy Portfolio: an investment of 1000$, since May 1992, now would be worth 11841.57$, with a total return of 1084.16% (8.59% annualized).
Golden Butterfly Portfolio: an investment of 1000$, since June 1991, now would be worth 11369.03$, with a total return of 1036.90% (8.18% annualized).
David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12788.19$, with a total return of 1178.82% (8.59% annualized).
Drawdowns
Drawdown comparison chart since April 1992.
Golden Butterfly Portfolio |
David Swensen Lazy Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.89% | Nov 2007 | Feb 2009 | |||
| -14.81% | Mar 2008 | Feb 2009 | |||
| -14.66% | Feb 2020 | Mar 2020 | |||
| -12.40% | May 2011 | Sep 2011 | |||
| -11.28% | Apr 1998 | Aug 1998 | |||
| -10.67% | Sep 2000 | Sep 2002 | |||
| -10.46% | Jan 2022 | Apr 2022 | |||
| -9.44% | May 1998 | Aug 1998 | |||
| -8.21% | Feb 1994 | Nov 1994 | |||
| -8.18% | Sep 2018 | Dec 2018 | |||
| -8.12% | Jan 2022 | Apr 2022 | |||
| -7.16% | Feb 2020 | Mar 2020 | |||
| -6.86% | Jun 2002 | Jul 2002 | |||
| -6.84% | Mar 2015 | Sep 2015 | |||
| -6.37% | Sep 2018 | Dec 2018 | |||
| -6.25% | Feb 2015 | Sep 2015 | |||
| -5.90% | Apr 2004 | Apr 2004 | |||
| -4.99% | Feb 2001 | Mar 2001 | |||
| -4.74% | May 2012 | May 2012 | |||
| -4.64% | Feb 1994 | Jun 1994 | |||
Drawdown comparison chart since June 1991.
Golden Butterfly Portfolio |
David Swensen Lazy Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.89% | Nov 2007 | Feb 2009 | |||
| -14.81% | Mar 2008 | Feb 2009 | |||
| -14.66% | Feb 2020 | Mar 2020 | |||
| -12.40% | May 2011 | Sep 2011 | |||
| -11.28% | Apr 1998 | Aug 1998 | |||
| -10.67% | Sep 2000 | Sep 2002 | |||
| -10.46% | Jan 2022 | Apr 2022 | |||
| -9.44% | May 1998 | Aug 1998 | |||
| -8.21% | Feb 1994 | Nov 1994 | |||
| -8.18% | Sep 2018 | Dec 2018 | |||
| -8.12% | Jan 2022 | Apr 2022 | |||
| -7.16% | Feb 2020 | Mar 2020 | |||
| -6.86% | Jun 2002 | Jul 2002 | |||
| -6.84% | Mar 2015 | Sep 2015 | |||
| -6.37% | Sep 2018 | Dec 2018 | |||
| -6.25% | Feb 2015 | Sep 2015 | |||
| -5.90% | Apr 2004 | Apr 2004 | |||
| -4.99% | Feb 2001 | Mar 2001 | |||
| -4.74% | May 2012 | May 2012 | |||
| -4.64% | Feb 1994 | Jun 1994 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from June 1991.
| Year | Golden Butterfly Portfolio | David Swensen Lazy Portfolio |
|---|---|---|
| 2022 |
-8.12% | -10.46% |
| 2021 |
+9.35% | +17.34% |
| 2020 |
+13.93% | +10.56% |
| 2019 |
+18.03% | +21.27% |
| 2018 |
-4.03% | -5.67% |
| 2017 |
+10.96% | +13.94% |
| 2016 |
+10.82% | +7.74% |
| 2015 |
-3.71% | -0.95% |
| 2014 |
+9.13% | +9.97% |
| 2013 |
+6.26% | +10.89% |
| 2012 |
+8.84% | +13.49% |
| 2011 |
+8.86% | +2.21% |
| 2010 |
+16.54% | +15.37% |
| 2009 |
+10.77% | +24.86% |
| 2008 |
-4.18% | -25.53% |
| 2007 |
+9.58% | +5.59% |
| 2006 |
+12.44% | +17.84% |
| 2005 |
+8.04% | +8.97% |
| 2004 |
+9.88% | +16.10% |
| 2003 |
+18.85% | +26.85% |
| 2002 |
+3.15% | -3.41% |
| 2001 |
+2.71% | -1.71% |
| 2000 |
+6.88% | +3.13% |
| 1999 |
+4.24% | +12.70% |
| 1998 |
+8.03% | +8.13% |
| 1997 |
+13.09% | +15.35% |
| 1996 |
+8.18% | +15.04% |
| 1995 |
+21.86% | +20.31% |
| 1994 |
-1.98% | -2.86% |
| 1993 |
+14.50% | +20.71% |
| 1992 |
+9.15% | +5.36% |