Stocks/Bonds 60/40 ESG vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.74% compound annual return, with a 10.38% standard deviation, in the last 10 Years.

The Tyler Golden Butterfly Portfolio obtained a 5.42% compound annual return, with a 8.37% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 40%
Fixed Income 40% 40%
Commodities 0% 20%
10 Years Stats Return +6.74% +5.42%
Std Dev 10.38% 8.37%
Max Drawdown -22.44% -17.79%
All time Stats
(Since Sep 2005)
Return +7.41% +7.03%
Std Dev 10.89% 8.27%
Max Drawdown -32.78% -17.79%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from September 2005

Swipe left to see all data
1M 6M 1Y 5Y 10Y MAX
Stocks/Bonds 60/40 ESG Portfolio +2.79 +10.14 +20.61 +9.30 +6.74 +7.41
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.03
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since March 2014, now would be worth 1.92$, with a total return of 92.06% (6.74% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 2014, now would be worth 1.70$, with a total return of 69.55% (5.42% annualized).

Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005, now would be worth 3.75$, with a total return of 275.19% (7.41% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since September 2005, now would be worth 3.52$, with a total return of 251.68% (7.03% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27
-3.74% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.16
-3.36% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.01
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-3.27% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.58
-3.12% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.70
-3.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.91
-2.61% Feb 2018 Feb 2018 (1) Aug 2018 (7) 1.44
-2.45% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.41
-2.38% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.37
-2.01% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.16
-1.83% May 2019 May 2019 (1) Jun 2019 (2) 1.05

Drawdown comparison chart since September 2005.

Swipe left to see all data
Stocks/Bonds 60/40 ESG Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.78% Nov 2007 Feb 2009 (16) Mar 2010 (29) 15.24
-22.44% Jan 2022 Sep 2022 (9) Feb 2024 (26) 13.00
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-14.77% May 2011 Sep 2011 (5) Sep 2012 (17) 5.93
-10.57% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.82
-10.20% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.48
-8.11% Jun 2015 Jan 2016 (8) Jul 2016 (14) 3.96
-7.23% May 2010 Jun 2010 (2) Sep 2010 (5) 4.34
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-3.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.27
-3.84% Apr 2013 Jun 2013 (3) Sep 2013 (6) 1.60
-3.74% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.16
-3.36% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.01
-3.32% May 2019 May 2019 (1) Jun 2019 (2) 1.92
-3.27% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.58
-3.12% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.70
-3.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.91

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.48%
0.00%
-0.45%
-1.54%
2023
+20.65%
-7.66%
+11.98%
-8.07%
2022
-19.58%
-22.44%
-13.35%
-17.79%
2021
+14.84%
-3.74%
+9.35%
-2.45%
2020
+18.27%
-10.57%
+13.93%
-7.16%
2019
+23.31%
-3.32%
+18.03%
-1.83%
2018
-9.29%
-10.20%
-4.03%
-6.37%
2017
+9.32%
-0.42%
+10.96%
-0.32%
2016
+8.09%
-3.49%
+10.82%
-3.36%
2015
+1.04%
-6.91%
-3.71%
-6.25%
2014
+7.55%
-3.12%
+9.13%
-3.27%
2013
+22.59%
-2.36%
+6.26%
-3.84%
2012
+13.87%
-5.06%
+8.84%
-2.43%
2011
-1.55%
-14.77%
+8.86%
-3.00%
2010
+15.13%
-7.23%
+16.54%
-2.77%
2009
+30.34%
-9.85%
+10.77%
-10.16%
2008
-23.95%
-28.06%
-4.18%
-13.53%
2007
+7.02%
-2.09%
+9.58%
-2.06%
2006
+12.43%
-1.73%
+12.44%
-2.71%