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 Yale Endowment Portfolio obtained a 9.00% compound annual return, with a 10.35% standard deviation, in the last 30 Years.

Summary

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Golden Butterfly Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
30 Years Stats Return +8.16% +9.00%
Std Dev 7.17% 10.35%
Max Drawdown -14.81% -39.48%

Last Update: 30 April 2022

Historical Returns as of Apr 30, 2022

Comparison period starts from June 1991

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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 Yale Endowment Portfolio -6.59 -10.14 -3.33 +7.72 +7.88 +9.00 +8.99
(*) Returns over 1 year are annualized

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 Yale Endowment Portfolio: an investment of 1000$, since May 1992, now would be worth 13262.89$, with a total return of 1226.29% (9.00% 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 Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14315.30$, with a total return of 1331.53% (8.99% annualized).

Drawdowns

Drawdown comparison chart since April 1992.

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Golden Butterfly Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-14.81% Mar 2008 Feb 2009
-13.19% Feb 2020 Mar 2020
-12.32% Jan 2022 Apr 2022
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.44% May 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.12% Jan 2022 Apr 2022
-7.23% Mar 2015 Sep 2015
-7.16% Feb 2020 Mar 2020
-6.86% Jun 2002 Jul 2002
-6.37% Sep 2018 Dec 2018
-6.27% Apr 2004 Apr 2004
-6.25% Feb 2015 Sep 2015
-5.66% May 2013 Aug 2013
-4.99% Feb 2001 Mar 2001
-4.89% Aug 2016 Nov 2016

Drawdown comparison chart since June 1991.

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Golden Butterfly Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-14.81% Mar 2008 Feb 2009
-13.19% Feb 2020 Mar 2020
-12.32% Jan 2022 Apr 2022
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.44% May 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.12% Jan 2022 Apr 2022
-7.23% Mar 2015 Sep 2015
-7.16% Feb 2020 Mar 2020
-6.86% Jun 2002 Jul 2002
-6.37% Sep 2018 Dec 2018
-6.27% Apr 2004 Apr 2004
-6.25% Feb 2015 Sep 2015
-5.66% May 2013 Aug 2013
-4.99% Feb 2001 Mar 2001
-4.89% Aug 2016 Nov 2016

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Golden Butterfly Portfolio David Swensen Yale Endowment Portfolio
2022
-8.12% -12.32%
2021
+9.35% +17.53%
2020
+13.93% +12.03%
2019
+18.03% +22.65%
2018
-4.03% -6.20%
2017
+10.96% +14.99%
2016
+10.82% +7.39%
2015
-3.71% -0.81%
2014
+9.13% +13.38%
2013
+6.26% +10.31%
2012
+8.84% +13.55%
2011
+8.86% +6.31%
2010
+16.54% +15.25%
2009
+10.77% +20.32%
2008
-4.18% -21.94%
2007
+9.58% +4.98%
2006
+12.44% +17.42%
2005
+8.04% +9.62%
2004
+9.88% +16.80%
2003
+18.85% +26.48%
2002
+3.15% -3.11%
2001
+2.71% -2.47%
2000
+6.88% +4.18%
1999
+4.24% +13.14%
1998
+8.03% +8.63%
1997
+13.09% +16.00%
1996
+8.18% +14.56%
1995
+21.86% +21.75%
1994
-1.98% -3.27%
1993
+14.50% +21.51%
1992
+9.15% +5.31%
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