Golden Butterfly with Bitcoin Portfolio: ETF allocation and returns

Data Source: from January 2009 to May 2023 (~14 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023, 09:57PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.71%
1 Day
Jun 02 2023, 09:57PM Eastern Time
1.33%
Current Month
June 2023

The Golden Butterfly with Bitcoin Portfolio is a High Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 40% on the Stock Market and for 20% on Commodities.

In the last 10 Years, the Golden Butterfly with Bitcoin Portfolio obtained a 15.38% compound annual return, with a 39.15% standard deviation.

Asset Allocation and ETFs

The Golden Butterfly with Bitcoin Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Golden Butterfly with Bitcoin Portfolio can be implemented with the following ETFs:

Weight (%) Ticker ETF Name Investment Themes
20.00
IJS
iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
20.00
VTI
Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
SHY
iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
20.00
TLT
iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
18.00
GLD
SPDR Gold Trust Commodity, Gold
2.00
^BTC
Bitcoin Commodities

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.

Portfolio and ETF Returns as of May 31, 2023

The Golden Butterfly with Bitcoin Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
GOLDEN BUTTERFLY WITH BITCOIN PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023, 09:57PM Eastern Time
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Golden Butterfly with Bitcoin Portfolio 0.71 1.33 -1.78 2.32 -1.32 5.99 15.38 17.72
US Inflation Adjusted return -1.78 0.41 -4.92 2.10 12.37 14.76
Components
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 12.72
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.04
SHY
iShares 1-3 Year Treasury Bond -0.28 Jun 02 2023 -0.13 -0.38 1.41 -0.24 0.88 0.65 4.43
TLT
iShares 20+ Year Treasury Bond -1.10 Jun 02 2023 -0.71 -3.01 1.50 -9.43 -1.20 1.31 4.84
GLD
SPDR Gold Trust -1.47 Jun 02 2023 -0.70 -1.34 10.62 6.53 8.17 3.13 2.91
^BTC
Bitcoin 1.25 09:57PM, Jun 02 2023 1.25 -7.65 58.21 -13.80 29.91 73.29 147.10
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68%
Live update: World Markets and Indexes

In 2022, the Golden Butterfly with Bitcoin Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Golden Butterfly with Bitcoin Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Golden Butterfly with Bitcoin Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
GOLDEN BUTTERFLY WITH BITCOIN PORTFOLIO
Portfolio Metrics
Data Source: 1 January 2009 - 31 May 2023 (~14 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Portfolio Return (%) -1.78 0.72 2.32 -1.32 5.26 5.99 15.38 17.72
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.58
Infl. Adjusted Return (%) -1.78 -0.12 0.41 -4.92 -0.48 2.10 12.37 14.76
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 13.82 11.12 10.45 39.15 35.62
Sharpe Ratio -0.32 0.38 0.45 0.37 0.39
Sortino Ratio -0.48 0.53 0.63 1.28 1.08
MAXIMUM DRAWDOWN
Drawdown Depth (%) -10.43 -18.74 -18.74 -23.09 -39.02
Start (yyyy mm) 2022 06 2022 01 2022 01 2013 12 2011 07
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2013 12 2011 11
Start to Bottom (# months) 4 9 9 1 5
Start to Recovery (# months) in progress
8
> 17
> 17
45
28
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 201.14 69.74 41.04 24.27
Worst Return (%) -30.25 -3.48 3.82 14.86
% Positive Periods 83% 99% 100% 100%
MONTHS
Positive 0 2 3 6 22 37 76 112
Negative 1 1 3 6 14 23 44 61
% Positive 0% 67% 50% 50% 61% 62% 63% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.11 22.73 26.26 22.96
Perpetual WR (%) 0.00 2.06 11.01 12.86
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
IJS
VTI
SHY
TLT
GLD
^BTC
IJS
-
0.88
0.34
0.36
0.13
0.55
VTI
0.88
-
0.64
0.58
0.34
0.65
SHY
0.34
0.64
-
0.85
0.85
0.56
TLT
0.36
0.58
0.85
-
0.82
0.41
GLD
0.13
0.34
0.85
0.82
-
0.28
^BTC
0.55
0.65
0.56
0.41
0.28
-
Asset
IJS
VTI
SHY
TLT
GLD
^BTC
IJS
-
0.87
-0.12
-0.20
0.02
0.38
VTI
0.87
-
0.06
0.06
0.18
0.43
SHY
-0.12
0.06
-
0.73
0.40
0.17
TLT
-0.20
0.06
0.73
-
0.44
0.14
GLD
0.02
0.18
0.40
0.44
-
0.19
^BTC
0.38
0.43
0.17
0.14
0.19
-
Asset
IJS
VTI
SHY
TLT
GLD
^BTC
IJS
-
0.86
-0.15
-0.22
-0.05
0.15
VTI
0.86
-
0.00
-0.02
0.08
0.17
SHY
-0.15
0.00
-
0.70
0.38
0.04
TLT
-0.22
-0.02
0.70
-
0.44
-0.02
GLD
-0.05
0.08
0.38
0.44
-
-0.05
^BTC
0.15
0.17
0.04
-0.02
-0.05
-
Asset
IJS
VTI
SHY
TLT
GLD
^BTC
IJS
-
0.89
-0.14
-0.29
-0.02
0.12
VTI
0.89
-
-0.01
-0.16
0.09
0.15
SHY
-0.14
-0.01
-
0.63
0.35
0.09
TLT
-0.29
-0.16
0.63
-
0.24
-0.03
GLD
-0.02
0.09
0.35
0.24
-
0.00
^BTC
0.12
0.15
0.09
-0.03
0.00
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 2013, now would be worth 4182.15$, with a total return of 318.22% (15.38% annualized).

The Inflation Adjusted Capital now would be 3211.37$, with a net total return of 221.14% (12.37% annualized).
An investment of 1000$, since January 2009, now would be worth 10501.87$, with a total return of 950.19% (17.72% annualized).

The Inflation Adjusted Capital now would be 7277.70$, with a net total return of 627.77% (14.76% annualized).

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 WITH BITCOIN PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.09% Dec 2013 Dec 2013 1 Aug 2017 44 45
-18.74% Jan 2022 Sep 2022 9 in progress 8 17
-7.91% Feb 2020 Mar 2020 2 Jun 2020 3 5
-7.04% Sep 2018 Dec 2018 4 Apr 2019 4 8
-6.10% Jun 2013 Jun 2013 1 Aug 2013 2 3
-2.56% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.47% Feb 2018 Mar 2018 2 Aug 2018 5 7
-2.43% Sep 2020 Sep 2020 1 Nov 2020 2 3
-0.82% Nov 2021 Nov 2021 1 Dec 2021 1 2
-0.45% Sep 2019 Sep 2019 1 Oct 2019 1 2
-0.29% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.23% May 2019 May 2019 1 Jun 2019 1 2
-0.07% Nov 2019 Nov 2019 1 Dec 2019 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-39.02% Jul 2011 Nov 2011 5 Oct 2013 23 28
-23.09% Dec 2013 Dec 2013 1 Aug 2017 44 45
-18.74% Jan 2022 Sep 2022 9 in progress 8 17
-10.30% Jan 2009 Feb 2009 2 Jul 2009 5 7
-7.91% Feb 2020 Mar 2020 2 Jun 2020 3 5
-7.04% Sep 2018 Dec 2018 4 Apr 2019 4 8
-2.89% May 2010 Jun 2010 2 Sep 2010 3 5
-2.56% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.47% Feb 2018 Mar 2018 2 Aug 2018 5 7
-2.43% Sep 2020 Sep 2020 1 Nov 2020 2 3
-1.60% Oct 2009 Oct 2009 1 Nov 2009 1 2
-1.12% Dec 2009 Jan 2010 2 Feb 2010 1 3
-0.82% Nov 2021 Nov 2021 1 Dec 2021 1 2
-0.45% Sep 2019 Sep 2019 1 Oct 2019 1 2
-0.29% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.23% May 2019 May 2019 1 Jun 2019 1 2
-0.07% Nov 2019 Nov 2019 1 Dec 2019 1 2

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 WITH BITCOIN PORTFOLIO
Annualized Rolling Returns
Data Source: from January 2009 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 22.53 -1.32 201.14
Dec 2012 - Nov 2013 		-30.25
Jul 2011 - Jun 2012 		16.67%
2 Years
 21.56 -3.78 91.13
Dec 2011 - Nov 2013 		-9.53
Dec 2013 - Nov 2015 		5.33%
3 Years
 20.80 5.26 69.74
Dec 2010 - Nov 2013 		-3.48
Dec 2013 - Nov 2016 		0.72%
5 Years
 21.07 5.99 41.04
Mar 2009 - Feb 2014 		3.82
Dec 2013 - Nov 2018 		0.00%
7 Years
 19.75 9.78 28.72
Mar 2009 - Feb 2016 		6.87
Dec 2013 - Nov 2020 		0.00%
10 Years
 20.61 15.38 24.27
Mar 2009 - Feb 2019 		14.86
Jul 2011 - Jun 2021 		0.00%
Annualized rolling and average returns over full calendar month periods

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

Seasonality

In which months is it better to invest in Golden Butterfly with Bitcoin Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.05
80%
-0.25
60%
-0.28
60%
1.05
80%
-0.07
40%
0.38
40%
2.14
100%
0.43
80%
-2.61
0%
0.88
80%
2.03
60%
0.62
60%
 Capital Growth on monthly avg returns
100
102.05
101.79
101.51
102.57
102.50
102.90
105.10
105.55
102.80
103.71
105.81
106.47
Best 7.3
2023 		1.5
2021 		2.4
2023 		6.6
2020 		1.6
2020 		5.8
2019 		5.3
2020 		2.0
2019 		-0.4
2019 		3.9
2021 		5.8
2020 		5.7
2020
Worst -3.6
2022 		-3.0
2023 		-5.9
2020 		-5.6
2022 		-1.8
2023 		-4.7
2022 		0.2
2019 		-3.3
2022 		-6.2
2022 		-4.0
2018 		-0.8
2021 		-2.4
2018
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.42
80%
0.44
60%
0.02
40%
0.75
80%
0.41
60%
0.21
50%
1.63
80%
1.00
70%
-1.57
30%
2.33
80%
13.91
70%
-1.36
60%
 Capital Growth on monthly avg returns
100
101.42
101.87
101.89
102.65
103.07
103.28
104.96
106.01
104.34
106.78
121.63
119.98
Best 7.3
2023 		3.4
2016 		2.8
2016 		6.6
2020 		1.9
2017 		5.8
2019 		5.3
2020 		4.7
2017 		1.7
2013 		11.6
2013 		118.5
2013 		5.7
2020
Worst -3.6
2022 		-3.0
2023 		-5.9
2020 		-5.6
2022 		-1.8
2023 		-6.1
2013 		-2.0
2014 		-3.3
2022 		-6.2
2022 		-4.0
2018 		-0.8
2021 		-23.1
2013
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.99
73%
0.60
60%
1.09
60%
2.71
87%
1.87
53%
2.30
50%
1.15
79%
-0.16
71%
-1.47
43%
1.38
64%
10.35
71%
0.01
64%
 Capital Growth on monthly avg returns
100
100.99
101.59
102.69
105.48
107.45
109.92
111.18
111.00
109.37
110.87
122.35
122.36
Best 7.3
2023 		5.2
2011 		10.2
2013 		20.0
2011 		27.4
2011 		29.3
2011 		5.3
2020 		4.7
2017 		4.1
2010 		11.6
2013 		118.5
2013 		8.5
2011
Worst -6.1
2009 		-4.5
2009 		-5.9
2020 		-5.6
2022 		-2.2
2012 		-6.1
2013 		-8.1
2011 		-17.0
2011 		-14.6
2011 		-5.7
2011 		-0.8
2021 		-23.1
2013
Monthly Seasonality over the period Jan 2009 - May 2023

Monthly/Yearly Returns

Golden Butterfly with Bitcoin Portfolio data source starts from January 2009: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2009 - May 2023
112 Positive Months (65%) - 61 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 2009 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +4.83 +2.56 7.3 -3.0 2.4 0.1 -1.8
2022
 -14.60 -19.78 -3.6 0.9 -0.3 -5.6 -0.8 -4.7 3.6 -3.3 -6.2 3.0 4.6 -2.4
2021
 +10.61 +3.34 0.2 1.5 1.8 2.3 0.9 -0.3 0.8 1.3 -2.6 3.9 -0.8 1.2
2020
 +19.54 +17.94 1.8 -2.2 -5.9 6.6 1.6 1.5 5.3 0.9 -2.4 0.1 5.8 5.7
2019
 +19.56 +16.89 4.7 1.5 0.5 1.9 -0.2 5.8 0.2 2.0 -0.4 1.5 -0.1 1.0
2018
 -5.42 -7.20 0.7 -2.4 0.0 0.2 1.7 -0.4 0.8 1.3 -1.4 -4.0 0.6 -2.4
2017
 +36.14 +33.32 1.2 2.5 -0.6 1.5 1.9 1.2 1.2 4.7 0.0 3.9 9.2 4.8
2016
 +13.14 +10.84 -0.3 3.4 2.8 1.6 -0.3 3.9 2.6 -0.9 0.2 -2.3 0.4 1.6
2015
 -2.76 -3.46 1.5 -0.2 -0.2 -1.1 0.1 -1.2 -0.3 -2.1 -1.1 3.7 -0.5 -1.3
2014
 +8.01 +7.20 0.8 2.4 -0.4 0.0 1.1 2.3 -2.0 2.7 -3.5 2.0 1.3 1.2
2013
 +130.58 +127.17 2.4 1.8 10.2 6.0 -2.0 -6.1 4.2 3.5 1.7 11.6 118.5 -23.1
2012
 +12.33 +10.41 4.9 -0.1 0.2 0.3 -2.2 2.4 2.0 2.3 2.3 -1.8 1.2 0.4
2011
 +38.12 +34.15 0.1 5.2 0.3 20.0 27.4 29.3 -8.1 -17.0 -14.6 -5.7 -0.7 8.5
2010
 +22.92 +21.11 -0.7 2.2 2.3 3.6 -1.8 -1.1 1.4 0.4 4.1 5.1 0.6 5.1
2009
 +10.29 +7.36 -6.1 -4.5 3.1 3.4 2.6 -0.6 4.5 2.0 3.4 -1.6 4.8 -0.4

Portfolio efficiency

Compared to the Golden Butterfly with Bitcoin Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 with Bitcoin +16.93 37.56 -22.56 59 39 2
Golden Butterfly with Bitcoin +15.38 39.15 -23.09 40 40 20

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

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly with Bitcoin +5.99 10.45 -18.74 40 40 20
Golden Butterfly Tyler +4.68 9.60 -17.79 40 40 20
Golden Butterfly 2x Leveraged +4.66 18.31 -34.50 40 40 20

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and High Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Simple Path to Wealth JL Collins +9.02 11.75 -22.24 75 25 0
Stocks/Bonds 60/40 Momentum +7.58 9.94 -24.21 60 40 0
Stocks/Bonds 60/40 +7.55 9.80 -20.69 60 40 0
Edge Select Moderately Aggressive Merrill Lynch +7.10 10.82 -22.31 69 31 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +6.75 10.82 -22.74 70 30 0