Golden Butterfly 2x Leveraged Portfolio: ETF allocation and returns

Data Source: from March 2010 to June 2024 (~14 years)
Consolidated Returns as of 30 June 2024
Live Update: Jul 26 2024
Currency: USD

PORTFOLIO • LIVE PERFORMANCE (USD currency)

1.66%

1 Day

Jul 26 2024

6.10%

Current Month

July 2024

The Golden Butterfly 2x Leveraged Portfolio can be implemented with 4 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The asset allocation is the following: 40% on the Stock Market, 40% on Fixed Income, 20% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.

As of June 2024, over the analyzed timeframe, the Golden Butterfly 2x Leveraged Portfolio obtained a 10.98% compound annual return, with a 15.37% standard deviation. It suffered a maximum drawdown of -34.50% that required 30 months to be recovered.

Table of contents

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Asset Allocation and ETFs

The Golden Butterfly 2x Leveraged Portfolio has the following asset allocation:

          40% Stocks
        
          40% Fixed Income
        
          20% Commodities

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The Golden Butterfly 2x Leveraged Portfolio can be implemented with the following ETFs:

Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
20.00	SAA	USD	ProShares Ultra SmallCap600	2x, Equity, U.S. (USD)
20.00	SSO	USD	ProShares Ultra S&P 500	2x, Equity, U.S., Large Cap (USD)
40.00	UST	USD	ProShares Ultra 7-10 Year Treasury	2x, Bond, U.S., Intermediate-Term (USD)
20.00	UGL	USD	ProShares Ultra Gold	2x, Commodity, Gold (USD)

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

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Portfolio and ETF Returns as of Jun 30, 2024

The Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
the reinvestment of dividends.

the actual US Inflation rates.

July 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO

Data Source: 1 March 2010 - 30 June 2024 (~14 years)

Live Update: Jul 26 2024

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			Chg (%)		Return (%)	Return (%) as of Jun 30, 2024
			1 Day	*Time ET^()**	Jul 2024	1M	6M	1Y	5Y	10Y	MAX (~14Y)
Golden Butterfly 2x Leveraged Portfolio			1.66		6.10	1.18	5.97	13.99	6.27	7.03	10.98
US Inflation Adjusted return						1.24	4.52	10.69	2.01	4.11	8.19
*Components*
SAA	USD	ProShares Ultra SmallCap600	2.12	Jul 26 2024	20.85	-5.09	-6.66	6.20	4.09	7.96	15.22
SSO	USD	ProShares Ultra S&P 500	2.17	Jul 26 2024	-0.61	6.59	27.53	42.97	21.69	19.58	22.78
UST	USD	ProShares Ultra 7-10 Year Treasury	0.93	Jul 26 2024	2.97	2.43	-5.81	-5.66	-6.10	-0.93	2.32
UGL	USD	ProShares Ultra Gold	2.15	Jul 26 2024	4.32	-0.95	20.62	32.28	11.96	4.54	3.68
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81%

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In 2023, the Golden Butterfly 2x Leveraged Portfolio granted a 1.63% dividend yield. If you are interested in getting periodic income, please refer to the Golden Butterfly 2x Leveraged Portfolio: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, from July 2014 to June 2024, would be worth 1.97$, with a total return of 97.32% (7.03% annualized).

The Inflation Adjusted Capital would be 1.50$, with a net total return of 49.53% (4.11% annualized).

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An investment of 1$, from March 2010 to June 2024, would be worth 4.45$, with a total return of 345.12% (10.98% annualized).

The Inflation Adjusted Capital would be 3.09$, with a net total return of 208.95% (8.19% annualized).

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Portfolio Metrics as of Jun 30, 2024

Metrics of Golden Butterfly 2x Leveraged Portfolio, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
the reinvestment of dividends.

the actual US Inflation rates.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO

Advanced Metrics

Data Source: 1 March 2010 - 30 June 2024 (~14 years)

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	Metrics as of Jun 30, 2024
	1M	3M	6M	1Y	3Y	5Y	10Y	MAX (~14Y)
Investment Return (%)	1.18	0.73	5.97	13.99	-2.05	6.27	7.03	10.98
Infl. Adjusted Return (%)	1.24	0.46	4.52	10.69	-6.69	2.01	4.11	8.19
US Inflation (%)	-0.06	0.26	1.40	2.98	4.97	4.17	2.81	2.58
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:			Current	1Y	3Y	5Y	10Y	MAX
Deepest Drawdown Depth (%)			-11.68	-14.97	-34.50	-34.50	-34.50	-34.50
Start to Recovery (# months)			30*	5	30*	30*	30*	30*
Start (yyyy mm)				2023 08	2022 01	2022 01	2022 01	2022 01
Start to Bottom (# months)				3	9	9	9	9
Bottom (yyyy mm)				2023 10	2022 09	2022 09	2022 09	2022 09
Bottom to End (# months)				2	21	21	21	21
End (yyyy mm)				2023 12	-	-	-	-
Longest Drawdown Depth (%)				same	same	same	same	same
Start to Recovery (# months)				same	same	same	same	same
Start (yyyy mm)				2023 08	2022 01	2022 01	2022 01	2022 01
Start to Bottom (# months)				3	9	9	9	9
Bottom (yyyy mm)				2023 10	2022 09	2022 09	2022 09	2022 09
Bottom to End (# months)				2	21	21	21	21
End (yyyy mm)				2023 12	-	-	-	-
Longest negative period (# months)				5	36*	48	48	48
Period Start (yyyy mm)				2023 07	2021 07	2019 11	2019 11	2019 11
Period End (yyyy mm)				2023 11	2024 06	2023 10	2023 10	2023 10
Annualized Return (%)				-5.09	-2.05	-0.22	-0.22	-0.22
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)			-20.93	-15.78	-38.05	-38.05	-38.05	-38.05
Start to Recovery (# months)			34*	5	34*	34*	34*	34*
Start (yyyy mm)				2023 08	2021 09	2021 09	2021 09	2021 09
Start to Bottom (# months)				3	13	13	13	13
Bottom (yyyy mm)				2023 10	2022 09	2022 09	2022 09	2022 09
Bottom to End (# months)				2	21	21	21	21
End (yyyy mm)				2023 12	-	-	-	-
Longest Drawdown Depth (%)				same	same	same	same	same
Start to Recovery (# months)				same	same	same	same	same
Start (yyyy mm)				2023 08	2021 09	2021 09	2021 09	2021 09
Start to Bottom (# months)				3	13	13	13	13
Bottom (yyyy mm)				2023 10	2022 09	2022 09	2022 09	2022 09
Bottom to End (# months)				2	21	21	21	21
End (yyyy mm)				2023 12	-	-	-	-
Longest negative period (# months)				5	36*	54	78	78
Period Start (yyyy mm)				2023 07	2021 07	2019 11	2017 05	2017 05
Period End (yyyy mm)				2023 11	2024 06	2024 04	2023 10	2023 10
Annualized Return (%)				-8.04	-6.69	-0.24	-0.09	-0.09
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS				1Y	3Y	5Y	10Y	MAX
Standard Deviation (%)				20.61	21.45	18.97	15.99	15.37
Sharpe Ratio				0.42	-0.23	0.22	0.36	0.45
Sortino Ratio				0.61	-0.33	0.30	0.49	0.62
Ulcer Index				6.04	19.71	15.50	11.44	9.66
Ratio: Return / Standard Deviation				0.68	-0.10	0.33	0.44	0.71
Ratio: Return / Deepest Drawdown				0.93	-0.06	0.18	0.20	0.32
Positive Months (%)				58.33	52.77	60.00	58.33	61.62
Positive Months				7	19	36	70	106
Negative Months				5	17	24	50	66
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:				1Y	3Y	5Y	10Y	MAX
Best 10 Years Return (%) - Annualized							7.03	14.12
Worst 10 Years Return (%) - Annualized							7.03	5.74
Best 10 Years Return (%) - Annualized							4.11	12.15
Worst 10 Years Return (%) - Annualized							4.11	2.88
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:	1M	3M	6M	1Y	3Y	5Y	10Y	MAX
··· As of Jun 2024 - Over the previous 10Y
Best Rolling Return (%) - Annualized				35.01	22.76	15.05	7.03
Worst Rolling Return (%) - Annualized				-29.16	-3.43	2.81	7.03
Positive Periods (%)				76.1	84.7	100.0	100.0
Best Rolling Return (%) - Annualized				31.57	18.53	12.78	4.11
Worst Rolling Return (%) - Annualized				-34.26	-8.66	-1.14	4.11
Positive Periods (%)				72.4	74.1	93.4	100.0
95% VaR - Value at Risk (%) - Cumulative	6.92	11.13	14.55
95% CVaR - Conditional Value at Risk (%)	8.84	14.45	19.25
99% VaR - Value at Risk (%) - Cumulative	10.07	16.58	22.26
99% CVaR - Conditional Value at Risk (%)	12.07	20.05	27.16
Short term VaRs: analytical
Safe Withdrawal Rate (%)				77.76	26.15	21.89	12.71
Perpetual Withdrawal Rate (%)				---	---	---	4.21
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Mar 2010 - Jun 2024)
Best Rolling Return (%) - Annualized				40.49	22.76	18.76	14.12
Worst Rolling Return (%) - Annualized				-29.16	-3.43	2.81	5.74
Positive Periods (%)				83.8	90.5	100.0	100.0
Best Rolling Return (%) - Annualized				35.40	18.53	16.88	12.15
Worst Rolling Return (%) - Annualized				-34.26	-8.66	-1.14	2.88
Positive Periods (%)				81.3	83.9	96.4	100.0
95% VaR - Value at Risk (%) - Cumulative	6.33	9.73	12.05	16.56	5.53
95% CVaR - Conditional Value at Risk (%)	8.17	12.92	16.56	24.57	8.45
99% VaR - Value at Risk (%) - Cumulative	9.35	14.96	19.45	28.63	10.65
99% CVaR - Conditional Value at Risk (%)	11.27	18.29	24.17	29.16	10.65
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)				77.76	26.15	21.89	12.71
Perpetual Withdrawal Rate (%)				---	---	---	3.44
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.

Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.

Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.

Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.

Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS

Monthly correlations as of 30 June 2024

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Terms and Definitions

Correlation values range between -1 and +1

A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.

A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.

Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO

Drawdown periods

Drawdown periods - Inflation Adjusted

Data Source: 1 July 2014 - 30 June 2024 (10 Years)

Data Source: 1 March 2010 - 30 June 2024 (~14 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Data Source: 1 July 2014 - 30 June 2024 (10 Years)

Data Source: 1 March 2010 - 30 June 2024 (~14 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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If you need a deeper detail about rolling returns, please refer to the Golden Butterfly 2x Leveraged Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Golden Butterfly 2x Leveraged Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the data source from March 2010 to June 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Golden Butterfly 2x Leveraged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

GOLDEN BUTTERFLY 2X LEVERAGED PORTFOLIO

Monthly Returns Distribution

Data Source: 1 July 2014 - 30 June 2024 (10 Years)

Data Source: 1 March 2010 - 30 June 2024 (~14 years)

70 Positive Months (58%) - 50 Negative Months (42%)

106 Positive Months (62%) - 66 Negative Months (38%)

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Portfolio efficiency

The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 10 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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Mastering ETF Investing

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