Developed World ex-US Stocks Momentum vs Golden Butterfly with Bitcoin Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Golden Butterfly with Bitcoin Portfolio obtained a 8.72% compound annual return, with a 9.54% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Golden Butterfly with Bitcoin Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 40%
Fixed Income 0% 40%
Commodities 0% 20%
10 Years Stats Return +5.00% +8.72%
Std Dev 13.60% 9.54%
Max Drawdown -28.57% -18.74%
All time Stats
(Since Aug 2009)
Return +6.55% +18.06%
Std Dev 15.24% 35.41%
Max Drawdown -28.57% -39.02%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Golden Butterfly with Bitcoin Portfolio +1.96 +7.74 +10.77 +7.95 +8.72 +18.06
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Golden Butterfly with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.31$, with a total return of 130.71% (8.72% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Golden Butterfly with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 11.26$, with a total return of 1026.17% (18.06% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Golden Butterfly with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.74% Jan 2022 Sep 2022 (9) In progress (26) 10.00
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-7.91% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.44
-7.04% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.53
-5.94% Feb 2015 Sep 2015 (8) Mar 2016 (14) 2.96
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.49% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.72
-2.99% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.61
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-2.47% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.53
-2.43% Sep 2020 Sep 2020 (1) Nov 2020 (3) 1.70
-2.03% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.17
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54
-0.82% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.47

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Golden Butterfly with Bitcoin Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-39.02% Jul 2011 Nov 2011 (5) Oct 2013 (28) 24.97
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-23.09% Dec 2013 Dec 2013 (1) Aug 2017 (45) 15.39
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-18.74% Jan 2022 Sep 2022 (9) In progress (26) 10.00
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-7.91% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.44
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-7.04% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.53
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.43% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.98
-2.89% May 2010 Jun 2010 (2) Sep 2010 (5) 1.60
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-2.47% Feb 2018 Mar 2018 (2) Aug 2018 (7) 1.53

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.
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Year Return Drawdown Return Drawdown
2024
+8.63%
0.00%
+0.43%
-1.50%
2023
+13.91%
-8.35%
+14.80%
-7.42%
2022
-16.80%
-28.32%
-14.60%
-18.74%
2021
+6.60%
-4.63%
+10.61%
-2.56%
2020
+22.16%
-15.97%
+19.54%
-7.91%
2019
+24.51%
-2.38%
+19.56%
-0.45%
2018
-14.30%
-19.22%
-5.42%
-7.04%
2017
+25.46%
-0.73%
+36.14%
-0.60%
2016
+0.47%
-7.09%
+13.14%
-2.99%
2015
-1.60%
-12.26%
-2.76%
-5.94%
2014
-9.19%
-9.77%
+8.01%
-3.49%
2013
+22.20%
-6.52%
+130.58%
-23.09%
2012
+17.94%
-8.24%
+12.33%
-2.22%
2011
-14.36%
-26.91%
+38.12%
-39.02%
2010
+14.14%
-14.08%
+22.92%
-2.89%