Data Source: from January 1927 to November 2023 (~97 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.61%
1 Day
Dec 01 2023
1.61%
Current Month
December 2023
The Tyler Golden Butterfly Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 40% on the Stock Market and for 20% on Commodities.
In the last 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.46% compound annual return, with a 7.68% standard deviation.
Table of contents
Asset Allocation and ETFs
The Tyler Golden Butterfly Portfolio has the following asset allocation:
40% Stocks
40% Fixed Income
20% Commodities
The Tyler Golden Butterfly Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 20.00 |
IJS
|
USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 20.00 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 20.00 |
SHY
|
USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
| 20.00 |
TLT
|
USD | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term |
| 20.00 |
GLD
|
USD | SPDR Gold Trust | Commodity, Gold |
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 Nov 30, 2023
The Tyler Golden Butterfly 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.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~97Y) |
|||
| Tyler Golden Butterfly Portfolio | 1.61 | 1.61 | 6.23 | 2.08 | 3.46 | 5.69 | 5.29 | 7.46 | 8.33 | |||
| US Inflation Adjusted return | 6.23 | 0.91 | 0.11 | 1.55 | 2.41 | 4.81 | 5.18 | |||||
| Components | ||||||||||||
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | 3.28 | Dec 01 2023 | 3.28 | 9.07 | 4.59 | -5.38 | 5.50 | 6.78 | 10.07 | 12.70 |
|
VTI
|
USD | Vanguard Total Stock Market | 0.84 | Dec 01 2023 | 0.84 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 10.02 |
|
SHY
|
USD | iShares 1-3 Year Treasury Bond | 0.29 | Dec 01 2023 | 0.29 | 1.05 | 1.53 | 2.96 | 1.04 | 0.77 | 3.00 | 4.25 |
|
TLT
|
USD | iShares 20+ Year Treasury Bond | 1.88 | Dec 01 2023 | 1.88 | 9.92 | -9.50 | -8.15 | -2.46 | 1.07 | 4.92 | 4.95 |
|
GLD
|
USD | SPDR Gold Trust | 1.73 | Dec 01 2023 | 1.73 | 2.53 | 3.53 | 14.53 | 10.31 | 4.57 | 5.55 | 4.76 |
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Tyler Golden Butterfly Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Tyler Golden Butterfly Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 8.65$, with a total return of 764.68% (7.46% annualized).
The Inflation Adjusted Capital now would be 4.10$, with a net total return of 309.76% (4.81% annualized).
The Inflation Adjusted Capital now would be 4.10$, with a net total return of 309.76% (4.81% annualized).
An investment of 1$, since January 1927,
now would be worth 2323.92$, with a total return of 232292.43% (8.33% annualized).
The Inflation Adjusted Capital now would be 133.69$, with a net total return of 13269.30% (5.18% annualized).
The Inflation Adjusted Capital now would be 133.69$, with a net total return of 13269.30% (5.18% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Tyler Golden Butterfly Portfolio, updated as of 30 November 2023.
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.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~97Y) |
|
| Investment Return (%) | 6.23 | -0.12 | 2.08 | 3.46 | 1.26 | 5.69 | 5.29 | 7.07 | 7.46 | 8.33 |
| Infl. Adjusted Return (%) details | 6.23 | -0.33 | 0.91 | 0.11 | -4.24 | 1.55 | 2.41 | 4.36 | 4.81 | 5.18 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.99 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.07 | -17.79 | -17.79 | -17.79 | -17.79 | -17.79 | -48.31 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 23* | 23* | 70 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 37 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1935 06 | |||
| Longest Drawdown Depth (%) | -3.13 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-23.45 | |||
| Start to Recovery (# months) details | 6 | 71 | ||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1937 03 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 9 | 9 | 13 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1938 03 | |||
| Bottom to End (# months) | 5 | 14 | 14 | 14 | 14 | 14 | 58 | |||
| End (yyyy mm) | 2023 07 | - | - | - | - | - | 1943 01 | |||
| Longest negative period (# months) details | 11 | 35 | 39 | 39 | 39 | 39 | 74 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1927 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1933 02 | |||
| Annualized Return (%) | -2.84 | -0.78 | -0.10 | -0.10 | -0.10 | -0.10 | -0.28 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.10 | -23.38 | -23.38 | -23.38 | -23.38 | -23.38 | -34.73 | |||
| Start to Recovery (# months) details | 10* | 30* | 30* | 30* | 30* | 30* | 44 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1929 09 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 11 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1933 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-27.19 | |||
| Start to Recovery (# months) details | 96 | |||||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1946 06 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 16 | 16 | 16 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1948 11 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 66 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1954 05 | |||
| Longest negative period (# months) details | 11 | 36* | 57 | 71 | 71 | 71 | 151 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 02 | 2017 12 | 2017 12 | 2017 12 | 1936 12 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1949 06 | |||
| Annualized Return (%) | -6.26 | -4.24 | -0.20 | -0.23 | -0.23 | -0.23 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 11.91 | 10.58 | 10.15 | 8.22 | 8.05 | 7.68 | 8.81 | |||
| Sharpe Ratio | -0.12 | -0.06 | 0.40 | 0.52 | 0.72 | 0.68 | 0.49 | |||
| Sortino Ratio | -0.19 | -0.09 | 0.55 | 0.72 | 0.96 | 0.91 | 0.69 | |||
| Ulcer Index | 3.38 | 8.11 | 6.42 | 4.86 | 4.10 | 3.61 | 6.95 | |||
| Ratio: Return / Standard Deviation | 0.29 | 0.12 | 0.56 | 0.64 | 0.88 | 0.97 | 0.94 | |||
| Ratio: Return / Deepest Drawdown | 0.43 | 0.07 | 0.32 | 0.30 | 0.40 | 0.42 | 0.17 | |||
| % Positive Months details | 50% | 52% | 61% | 63% | 65% | 65% | 65% | |||
| Positive Months | 6 | 19 | 37 | 76 | 157 | 236 | 756 | |||
| Negative Months | 6 | 17 | 23 | 44 | 83 | 124 | 407 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 5.29 | 9.19 | 10.44 | 17.05 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.68 | 4.68 | 2.31 | |||||||
| Best 10 Years Return (%) - Annualized | 2.41 | 7.18 | 7.89 | 9.91 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.86 | 1.86 | 0.36 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 26.55 | 17.94 | 13.45 | 10.44 | 9.09 | 7.46 | ||||
| Worst Rolling Return (%) - Annualized | -14.81 | 0.58 | 3.16 | 4.68 | 6.85 | |||||
| % Positive Periods | 87% | 100% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 24.39 | 15.20 | 11.18 | 7.89 | 6.70 | 4.81 | ||||
| Worst Rolling Return (%) - Annualized | -20.84 | -4.79 | -0.14 | 1.86 | 4.17 | |||||
| % Positive Periods | 83% | 94% | 99% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1927 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 72.34 | 24.69 | 20.88 | 17.05 | 13.89 | 12.46 | ||||
| Worst Rolling Return (%) - Annualized | -32.17 | -17.91 | -6.33 | 2.31 | 4.53 | 5.91 | ||||
| % Positive Periods | 82% | 95% | 97% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 84.55 | 24.38 | 19.68 | 9.91 | 7.72 | 7.35 | ||||
| Worst Rolling Return (%) - Annualized | -24.69 | -11.40 | -4.33 | 0.36 | 2.37 | 3.18 | ||||
| % Positive Periods | 73% | 88% | 95% | 100% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 32.54 | 22.63 | 11.99 | 8.22 | 6.79 | 5.31 | ||||
| Perpetual WR (%) | 0.00 | 1.53 | 2.35 | 4.18 | 4.59 | 4.93 | ||||
- 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.
- 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).
Talking about withdrawal rates, how would you manage your early retirement with the Tyler Golden Butterfly Portfolio? Read more here
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
IJS
|
VTI
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.87
|
0.08
|
0.64
|
0.06
|
|
VTI
|
0.87
|
-
|
0.39
|
0.83
|
0.27
|
|
SHY
|
0.08
|
0.39
|
-
|
0.67
|
0.79
|
|
TLT
|
0.64
|
0.83
|
0.67
|
-
|
0.51
|
|
GLD
|
0.06
|
0.27
|
0.79
|
0.51
|
-
|
| Asset |
IJS
|
VTI
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.88
|
-0.11
|
-0.11
|
0.04
|
|
VTI
|
0.88
|
-
|
0.08
|
0.13
|
0.20
|
|
SHY
|
-0.11
|
0.08
|
-
|
0.69
|
0.42
|
|
TLT
|
-0.11
|
0.13
|
0.69
|
-
|
0.42
|
|
GLD
|
0.04
|
0.20
|
0.42
|
0.42
|
-
|
| Asset |
IJS
|
VTI
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.86
|
-0.14
|
-0.14
|
-0.04
|
|
VTI
|
0.86
|
-
|
0.01
|
0.06
|
0.09
|
|
SHY
|
-0.14
|
0.01
|
-
|
0.67
|
0.41
|
|
TLT
|
-0.14
|
0.06
|
0.67
|
-
|
0.43
|
|
GLD
|
-0.04
|
0.09
|
0.41
|
0.43
|
-
|
| Asset |
IJS
|
VTI
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.86
|
-0.17
|
-0.20
|
0.02
|
|
VTI
|
0.86
|
-
|
-0.14
|
-0.12
|
0.06
|
|
SHY
|
-0.17
|
-0.14
|
-
|
0.59
|
0.19
|
|
TLT
|
-0.20
|
-0.12
|
0.59
|
-
|
0.20
|
|
GLD
|
0.02
|
0.06
|
0.19
|
0.20
|
-
|
| Asset |
IJS
|
VTI
|
SHY
|
TLT
|
GLD
|
|---|---|---|---|---|---|
|
IJS
|
-
|
0.94
|
0.06
|
0.01
|
0.02
|
|
VTI
|
0.94
|
-
|
0.07
|
0.06
|
0.02
|
|
SHY
|
0.06
|
0.07
|
-
|
0.62
|
0.05
|
|
TLT
|
0.01
|
0.06
|
0.62
|
-
|
0.08
|
|
GLD
|
0.02
|
0.02
|
0.05
|
0.08
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -17.79% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 10.06 |
| -14.81% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 | 7.24 |
| -9.44% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 3.99 |
| -7.16% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 | 3.10 |
| -6.86% | Jun 2002 | Jul 2002 | 2 | May 2003 | 10 | 12 | 4.25 |
| -6.37% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 | 3.17 |
| -6.25% | Feb 2015 | Sep 2015 | 8 | Mar 2016 | 6 | 14 | 3.60 |
| -4.99% | Feb 2001 | Mar 2001 | 2 | Dec 2001 | 9 | 11 | 2.05 |
| -4.64% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 3.01 |
| -4.36% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 2.66 |
| -3.84% | Apr 2013 | Jun 2013 | 3 | Sep 2013 | 3 | 6 | 1.60 |
| -3.64% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 | 1.86 |
| -3.38% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 2.30 |
| -3.36% | Aug 2016 | Oct 2016 | 3 | Feb 2017 | 4 | 7 | 2.01 |
| -3.27% | Sep 2014 | Sep 2014 | 1 | Dec 2014 | 3 | 4 | 1.58 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.38% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.48 |
| -15.79% | Nov 2007 | Oct 2008 | 12 | Nov 2009 | 13 | 25 | 7.38 |
| -9.94% | May 1998 | Aug 1998 | 4 | Jan 1999 | 5 | 9 | 4.17 |
| -7.92% | Feb 2015 | Sep 2015 | 8 | Jun 2016 | 9 | 17 | 4.51 |
| -7.43% | Jun 2002 | Mar 2003 | 10 | May 2003 | 2 | 12 | 5.08 |
| -7.21% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 3.41 |
| -6.48% | Feb 2018 | Dec 2018 | 11 | Jun 2019 | 6 | 17 | 2.97 |
| -6.40% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.07 |
| -5.58% | Feb 2001 | Mar 2001 | 2 | Jan 2002 | 10 | 12 | 2.84 |
| -4.67% | Apr 2004 | Apr 2004 | 1 | Nov 2004 | 7 | 8 | 2.96 |
| -4.36% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 | 2.33 |
| -4.14% | Apr 2013 | Jun 2013 | 3 | Oct 2013 | 4 | 7 | 1.68 |
| -3.97% | Feb 1999 | Aug 1999 | 7 | Dec 1999 | 4 | 11 | 2.24 |
| -3.80% | Aug 2016 | Oct 2016 | 3 | Jun 2017 | 8 | 11 | 1.93 |
| -3.68% | Jan 2005 | Apr 2005 | 4 | Jun 2005 | 2 | 6 | 1.95 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.31% | Sep 1929 | May 1932 | 33 | Jun 1935 | 37 | 70 | 23.15 |
| -23.45% | Mar 1937 | Mar 1938 | 13 | Jan 1943 | 58 | 71 | 9.73 |
| -17.79% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 10.06 |
| -17.05% | May 1969 | Jun 1970 | 14 | Feb 1971 | 8 | 22 | 9.63 |
| -14.87% | Apr 1974 | Sep 1974 | 6 | Jan 1975 | 4 | 10 | 8.03 |
| -14.81% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 | 7.24 |
| -13.73% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 6.54 |
| -10.93% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 5.04 |
| -9.44% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 3.99 |
| -9.34% | Jun 1946 | Nov 1946 | 6 | May 1948 | 18 | 24 | 5.21 |
| -9.09% | Dec 1980 | Sep 1981 | 10 | Nov 1981 | 2 | 12 | 4.19 |
| -8.68% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 | 4.40 |
| -8.47% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 | 4.27 |
| -7.94% | Jan 1990 | Oct 1990 | 10 | Feb 1991 | 4 | 14 | 3.88 |
| -7.77% | Dec 1981 | Mar 1982 | 4 | Aug 1982 | 5 | 9 | 4.70 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -34.73% | Sep 1929 | May 1932 | 33 | Apr 1933 | 11 | 44 | 17.76 |
| -27.19% | Jun 1946 | Nov 1948 | 30 | May 1954 | 66 | 96 | 16.70 |
| -24.09% | Dec 1968 | Jun 1970 | 19 | Apr 1972 | 22 | 41 | 12.36 |
| -23.45% | Mar 1937 | Mar 1938 | 13 | Jun 1944 | 75 | 88 | 11.94 |
| -23.38% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.48 |
| -20.57% | Mar 1974 | Sep 1974 | 7 | Jun 1975 | 9 | 16 | 10.58 |
| -17.86% | Feb 1980 | Jun 1982 | 29 | Oct 1982 | 4 | 33 | 10.13 |
| -15.79% | Nov 2007 | Oct 2008 | 12 | Nov 2009 | 13 | 25 | 7.38 |
| -13.11% | Dec 1989 | Oct 1990 | 11 | May 1991 | 7 | 18 | 6.55 |
| -11.70% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 | 6.14 |
| -10.35% | Jul 1975 | Sep 1975 | 3 | Feb 1976 | 5 | 8 | 5.76 |
| -10.00% | Apr 1956 | Oct 1957 | 19 | Jul 1958 | 9 | 28 | 5.19 |
| -9.94% | May 1998 | Aug 1998 | 4 | Jan 1999 | 5 | 9 | 4.17 |
| -9.43% | Jul 1973 | Nov 1973 | 5 | Feb 1974 | 3 | 8 | 5.28 |
| -9.37% | Feb 1966 | Aug 1966 | 7 | Mar 1967 | 7 | 14 | 4.85 |
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.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -14.81 |
03/2008 02/2009 |
0.85$ | 1.28 | 1.01$ | 7.95 | 1.07$ | 14.71 | 1.14$ | 26.55 |
04/2003 03/2004 |
1.26$ | 3.46 | 12.03% |
| 2Y | -6.44 |
11/2021 10/2023 |
0.87$ | 3.42 | 1.06$ | 7.58 | 1.15$ | 12.64 | 1.26$ | 20.77 |
03/2009 02/2011 |
1.45$ | -3.27 | 6.23% |
| 3Y | 0.58 |
03/2006 02/2009 |
1.01$ | 4.71 | 1.14$ | 7.72 | 1.24$ | 11.30 | 1.37$ | 17.94 |
03/2009 02/2012 |
1.64$ | 1.26 | 0.00% |
| 5Y | 3.16 |
04/1998 03/2003 |
1.16$ | 5.64 | 1.31$ | 7.98 | 1.46$ | 9.99 | 1.61$ | 13.45 |
03/2009 02/2014 |
1.87$ | 5.69 | 0.00% |
| 7Y | 4.29 |
10/2016 09/2023 |
1.34$ | 6.33 | 1.53$ | 7.93 | 1.70$ | 9.10 | 1.83$ | 10.15 |
04/2003 03/2010 |
1.96$ | 5.41 | 0.00% |
| 10Y | 4.68 |
10/2012 09/2022 |
1.58$ | 6.98 | 1.96$ | 8.15 | 2.18$ | 9.04 | 2.37$ | 10.44 |
04/2003 03/2013 |
2.70$ | 5.29 | 0.00% |
| 15Y | 5.98 |
10/2007 09/2022 |
2.39$ | 7.47 | 2.94$ | 8.12 | 3.22$ | 8.57 | 3.43$ | 8.91 |
04/1997 03/2012 |
3.59$ | 7.35 | 0.00% |
| 20Y | 6.85 |
11/2003 10/2023 |
3.76$ | 7.52 | 4.26$ | 7.91 | 4.58$ | 8.48 | 5.09$ | 9.09 |
02/1995 01/2015 |
5.69$ | 7.07 | 0.00% |
| 30Y | 7.46 |
12/1993 11/2023 |
8.64$ | 7.46 | 8.64$ | 7.46 | 8.64$ | 7.46 | 8.64$ | 7.46 |
12/1993 11/2023 |
8.64$ | 7.46 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -20.84 |
10/2021 09/2022 |
0.79$ | -0.99 | 0.99$ | 5.34 | 1.05$ | 12.37 | 1.12$ | 24.39 |
04/2003 03/2004 |
1.24$ | 0.11 | 16.91% |
| 2Y | -11.29 |
11/2021 10/2023 |
0.78$ | 1.54 | 1.03$ | 5.75 | 1.11$ | 9.72 | 1.20$ | 18.26 |
03/2009 02/2011 |
1.39$ | -8.07 | 9.20% |
| 3Y | -4.79 |
11/2020 10/2023 |
0.86$ | 2.36 | 1.07$ | 5.70 | 1.18$ | 8.31 | 1.27$ | 15.20 |
03/2009 02/2012 |
1.52$ | -4.24 | 5.54% |
| 5Y | -0.14 |
10/2017 09/2022 |
0.99$ | 3.41 | 1.18$ | 5.46 | 1.30$ | 7.40 | 1.42$ | 11.18 |
03/2009 02/2014 |
1.69$ | 1.55 | 0.33% |
| 7Y | 0.73 |
10/2016 09/2023 |
1.05$ | 4.06 | 1.32$ | 5.74 | 1.47$ | 6.50 | 1.55$ | 8.40 |
03/2009 02/2016 |
1.75$ | 1.82 | 0.00% |
| 10Y | 1.86 |
11/2013 10/2023 |
1.20$ | 4.63 | 1.57$ | 5.82 | 1.76$ | 6.58 | 1.89$ | 7.89 |
04/2003 03/2013 |
2.13$ | 2.41 | 0.00% |
| 15Y | 3.52 |
10/2007 09/2022 |
1.67$ | 5.13 | 2.11$ | 5.79 | 2.32$ | 6.10 | 2.43$ | 6.67 |
04/2003 03/2018 |
2.63$ | 4.73 | 0.00% |
| 20Y | 4.17 |
11/2003 10/2023 |
2.26$ | 5.11 | 2.70$ | 5.63 | 2.98$ | 6.16 | 3.30$ | 6.70 |
02/1995 01/2015 |
3.66$ | 4.36 | 0.00% |
| 30Y | 4.81 |
12/1993 11/2023 |
4.09$ | 4.81 | 4.09$ | 4.81 | 4.09$ | 4.81 | 4.09$ | 4.81 |
12/1993 11/2023 |
4.09$ | 4.81 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -32.17 |
07/1931 06/1932 |
0.67$ | -0.80 | 0.99$ | 8.95 | 1.08$ | 17.68 | 1.17$ | 72.34 |
07/1932 06/1933 |
1.72$ | 3.46 | 17.19% |
| 2Y | -24.76 |
06/1930 05/1932 |
0.56$ | 2.39 | 1.04$ | 8.38 | 1.17$ | 15.14 | 1.32$ | 35.24 |
07/1932 06/1934 |
1.82$ | -3.27 | 8.86% |
| 3Y | -17.91 |
07/1929 06/1932 |
0.55$ | 4.12 | 1.12$ | 8.52 | 1.27$ | 13.65 | 1.46$ | 24.69 |
07/1932 06/1935 |
1.93$ | 1.26 | 4.43% |
| 5Y | -6.33 |
06/1927 05/1932 |
0.72$ | 5.49 | 1.30$ | 8.15 | 1.47$ | 12.34 | 1.78$ | 20.88 |
06/1932 05/1937 |
2.58$ | 5.69 | 2.90% |
| 7Y | 1.97 |
04/1928 03/1935 |
1.14$ | 5.90 | 1.49$ | 8.31 | 1.74$ | 12.04 | 2.21$ | 17.54 |
06/1976 05/1983 |
3.09$ | 5.41 | 0.00% |
| 10Y | 2.31 |
09/1929 08/1939 |
1.25$ | 6.53 | 1.88$ | 8.19 | 2.19$ | 11.36 | 2.93$ | 17.05 |
09/1976 08/1986 |
4.82$ | 5.29 | 0.00% |
| 15Y | 3.74 |
10/1927 09/1942 |
1.73$ | 6.72 | 2.65$ | 8.30 | 3.30$ | 12.03 | 5.49$ | 15.38 |
10/1974 09/1989 |
8.54$ | 7.35 | 0.00% |
| 20Y | 4.53 |
09/1929 08/1949 |
2.42$ | 7.03 | 3.89$ | 8.45 | 5.06$ | 12.40 | 10.35$ | 13.89 |
07/1970 06/1990 |
13.48$ | 7.07 | 0.00% |
| 30Y | 5.91 |
10/1929 09/1959 |
5.59$ | 7.27 | 8.20$ | 9.34 | 14.55$ | 11.36 | 25.20$ | 12.46 |
07/1970 06/2000 |
33.91$ | 7.46 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -24.69 |
07/1931 06/1932 |
0.75$ | -4.27 | 0.95$ | 5.68 | 1.05$ | 14.82 | 1.14$ | 84.55 |
07/1932 06/1933 |
1.84$ | 0.11 | 26.22% |
| 2Y | -16.43 |
06/1930 05/1932 |
0.69$ | -0.95 | 0.98$ | 5.42 | 1.11$ | 11.55 | 1.24$ | 36.60 |
06/1932 05/1934 |
1.86$ | -8.07 | 18.16% |
| 3Y | -11.40 |
07/1929 06/1932 |
0.69$ | 0.97 | 1.02$ | 5.27 | 1.16$ | 10.02 | 1.33$ | 24.38 |
07/1932 06/1935 |
1.92$ | -4.24 | 11.26% |
| 5Y | -4.33 |
04/1937 03/1942 |
0.80$ | 2.29 | 1.11$ | 5.39 | 1.29$ | 7.80 | 1.45$ | 19.68 |
06/1932 05/1937 |
2.45$ | 1.55 | 4.17% |
| 7Y | -1.69 |
06/1946 05/1953 |
0.88$ | 2.87 | 1.21$ | 5.57 | 1.46$ | 7.44 | 1.65$ | 13.66 |
06/1932 05/1939 |
2.45$ | 1.82 | 1.85% |
| 10Y | 0.36 |
01/1939 12/1948 |
1.03$ | 3.17 | 1.36$ | 5.56 | 1.71$ | 6.86 | 1.94$ | 9.91 |
02/1927 01/1937 |
2.57$ | 2.41 | 0.00% |
| 15Y | 1.09 |
03/1937 02/1952 |
1.17$ | 3.80 | 1.75$ | 5.39 | 2.19$ | 6.84 | 2.69$ | 9.03 |
08/1982 07/1997 |
3.65$ | 4.73 | 0.00% |
| 20Y | 2.37 |
03/1937 02/1957 |
1.59$ | 3.93 | 2.16$ | 5.30 | 2.81$ | 6.54 | 3.54$ | 7.72 |
05/1978 04/1998 |
4.42$ | 4.36 | 0.00% |
| 30Y | 3.18 |
12/1936 11/1966 |
2.56$ | 4.23 | 3.46$ | 5.54 | 5.04$ | 6.39 | 6.40$ | 7.35 |
07/1982 06/2012 |
8.40$ | 4.81 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Tyler Golden Butterfly Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Tyler Golden Butterfly 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.84
60% |
-0.50
60% |
-0.49
60% |
0.91
80% |
-0.02
40% |
0.92
60% |
2.26
100% |
-0.25
60% |
-3.11
20% |
0.95
60% |
3.09
80% |
0.45
60% |
| Best |
6.6 2023 |
1.3 2019 |
2.0 2023 |
6.0 2020 |
2.4 2021 |
4.8 2019 |
5.0 2020 |
2.4 2019 |
0.1 2019 |
2.8 2022 |
6.2 2023 |
3.5 2020 |
| Worst |
-3.3 2022 |
-3.1 2023 |
-5.3 2020 |
-5.4 2022 |
-1.8 2019 |
-4.1 2022 |
0.4 2021 |
-3.2 2022 |
-6.2 2022 |
-1.3 2023 |
-0.6 2021 |
-2.3 2022 |
Monthly Seasonality over the period Feb 1927 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.47
80% |
0.30
60% |
0.03
50% |
0.60
70% |
0.18
60% |
0.95
60% |
1.27
80% |
0.16
60% |
-2.04
30% |
0.36
60% |
1.83
80% |
0.38
70% |
| Best |
6.6 2023 |
3.4 2016 |
2.9 2016 |
6.0 2020 |
2.4 2021 |
4.8 2019 |
5.0 2020 |
2.8 2014 |
0.9 2017 |
3.1 2015 |
6.2 2023 |
3.5 2020 |
| Worst |
-3.3 2022 |
-3.1 2023 |
-5.3 2020 |
-5.4 2022 |
-1.8 2019 |
-4.1 2022 |
-2.0 2014 |
-3.2 2022 |
-6.2 2022 |
-3.9 2018 |
-0.9 2015 |
-2.3 2022 |
Monthly Seasonality over the period Feb 1927 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.27
69% |
0.50
61% |
0.47
68% |
0.80
66% |
0.47
60% |
0.71
58% |
0.94
67% |
0.72
65% |
-0.04
56% |
0.31
63% |
1.07
69% |
1.18
79% |
| Best |
13.3 1933 |
5.5 1974 |
5.3 1986 |
14.6 1933 |
7.7 1933 |
9.4 1938 |
11.4 1932 |
13.5 1932 |
5.5 1979 |
8.4 1982 |
6.2 2023 |
8.4 1979 |
| Worst |
-6.0 2009 |
-5.7 1933 |
-10.7 1980 |
-6.3 1932 |
-9.8 1940 |
-7.0 1930 |
-4.7 2002 |
-6.4 1998 |
-11.8 1931 |
-10.3 2008 |
-4.5 1929 |
-5.6 1931 |
Monthly Seasonality over the period Feb 1927 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Tyler Golden Butterfly Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
236 Positive Months (66%) - 124 Negative Months (34%)
756 Positive Months (65%) - 407 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- IJS - iShares S&P Small-Cap 600 Value, up to December 2000
- VTI - Vanguard Total Stock Market, up to December 2001
- SHY - iShares 1-3 Year Treasury Bond, up to December 2002
- TLT - iShares 20+ Year Treasury Bond, up to December 2002
- GLD - SPDR Gold Trust, up to December 2004
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Golden Butterfly with Bitcoin | +7.34 | 10.93 | -18.74 | 40 | 40 | 20 | ||
| Golden Butterfly 2x Leveraged | +5.89 | 19.16 | -34.50 | 40 | 40 | 20 | ||
| Golden Butterfly | +5.69 | 10.15 | -17.79 | 40 | 40 | 20 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
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