Dynamic 40/60 Income vs Tyler Golden Butterfly Portfolio Comparison

Period: January 1992 - September 2024 (~33 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
October 1994
8.39$
Final Capital
September 2024
7.35%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
October 1994
10.09$
Final Capital
September 2024
8.01%
Yearly Return
7.79
Std Deviation
-17.79%
Max Drawdown
30 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.62$
Final Capital
September 2024
7.48%
Yearly Return
7.86
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
January 1992
12.48$
Final Capital
September 2024
8.01%
Yearly Return
7.58
Std Deviation
-17.79%
Max Drawdown
30 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.35% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 8.01% compound annual return, with a 7.79% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 30 September 2024 (~33 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 10.58 2.05 6.79 18.95 4.84 5.05 7.35 7.48
Golden Butterfly
Tyler 		11.90 2.25 8.81 24.13 6.88 6.62 8.01 8.01
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since October 1994, now would be worth 8.39$, with a total return of 739.29% (7.35% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since October 1994, now would be worth 10.09$, with a total return of 909.25% (8.01% annualized).


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Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.62$, with a total return of 961.65% (7.48% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1992, now would be worth 12.48$, with a total return of 1148.37% (8.01% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1992 - 30 September 2024 (~33 years)
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Dynamic 40/60 Income Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 18.95 24.13
Infl. Adjusted Return (%) 16.16 21.22
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.86
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.87 -1.54
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.32 9.59
Sharpe Ratio 1.86 1.96
Sortino Ratio 2.58 2.76
Ulcer Index 0.85 0.98
Ratio: Return / Standard Deviation 2.59 2.52
Ratio: Return / Deepest Drawdown 7.75 8.43
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Dynamic 40/60 Income Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.84 6.88
Infl. Adjusted Return (%) 0.64 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 39
RISK INDICATORS
Standard Deviation (%) 10.11 10.36
Sharpe Ratio 0.26 0.45
Sortino Ratio 0.34 0.62
Ulcer Index 7.24 6.47
Ratio: Return / Standard Deviation 0.48 0.66
Ratio: Return / Deepest Drawdown 0.28 0.39
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Dynamic 40/60 Income Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.05 6.62
Infl. Adjusted Return (%) 2.13 3.66
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 38 39
RISK INDICATORS
Standard Deviation (%) 7.86 8.46
Sharpe Ratio 0.45 0.61
Sortino Ratio 0.60 0.85
Ulcer Index 5.24 4.89
Ratio: Return / Standard Deviation 0.64 0.78
Ratio: Return / Deepest Drawdown 0.29 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Dynamic 40/60 Income Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.35 8.01
Infl. Adjusted Return (%) 4.71 5.36
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -17.79
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 69 39
RISK INDICATORS
Standard Deviation (%) 8.12 7.79
Sharpe Ratio 0.62 0.73
Sortino Ratio 0.81 0.98
Ulcer Index 4.85 3.58
Ratio: Return / Standard Deviation 0.90 1.03
Ratio: Return / Deepest Drawdown 0.25 0.45
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Dynamic 40/60 Income Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.48 8.01
Infl. Adjusted Return (%) 4.81 5.33
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -17.79
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 69 39
RISK INDICATORS
Standard Deviation (%) 7.86 7.58
Sharpe Ratio 0.65 0.74
Sortino Ratio 0.85 0.99
Ulcer Index 4.70 3.47
Ratio: Return / Standard Deviation 0.95 1.06
Ratio: Return / Deepest Drawdown 0.25 0.45
Metrics calculated over the period 1 January 1992 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1992 - 30 September 2024 (~33 years)

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Dynamic 40/60 Income Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-17.79 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-12.42 6 Feb 2020
Jul 2020
-9.44 8 May 1998
Dec 1998
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.73 9 May 2002
Jan 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-5.09 5 Oct 2018
Feb 2019
-4.99 11 Feb 2001
Dec 2001

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Dynamic 40/60 Income Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-17.79 30 Jan 2022
Jun 2024
-17.33 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-12.42 6 Feb 2020
Jul 2020
-9.44 8 May 1998
Dec 1998
-9.38 8 May 1998
Dec 1998
-7.19 8 Jun 2011
Jan 2012
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.73 9 May 2002
Jan 2003
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 September 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Dynamic 40/60 Income Golden Butterfly
Year Return Drawdown Return Drawdown
2024
 10.58% -2.45% 11.90% -2.86%
2023
 11.97% -5.00% 11.98% -8.08%
2022
 -14.37% -17.33% -13.35% -17.79%
2021
 6.72% -1.83% 9.35% -2.45%
2020
 8.28% -12.42% 13.93% -7.16%
2019
 15.91% -1.51% 18.03% -1.83%
2018
 -3.18% -5.09% -4.03% -6.37%
2017
 9.18% 0.00% 10.96% -0.32%
2016
 7.53% -1.95% 10.82% -3.36%
2015
 0.21% -4.06% -3.71% -6.25%
2014
 7.01% -1.44% 9.13% -3.27%
2013
 6.13% -3.06% 6.26% -3.84%
2012
 12.70% -2.72% 8.84% -2.43%
2011
 2.96% -7.19% 8.86% -3.00%
2010
 11.25% -3.72% 16.54% -2.77%
2009
 22.37% -15.04% 10.77% -10.16%
2008
 -14.80% -23.51% -4.18% -13.53%
2007
 0.88% -3.23% 9.58% -2.06%
2006
 9.18% -1.29% 12.44% -2.71%
2005
 5.23% -1.76% 8.04% -1.76%
2004
 8.41% -3.31% 9.88% -4.36%
2003
 21.64% -1.30% 18.85% -2.72%
2002
 1.03% -6.73% 3.15% -6.86%
2001
 8.71% -3.24% 2.71% -4.99%
2000
 3.43% -4.13% 6.88% -3.64%
1999
 11.02% -2.15% 4.24% -3.38%
1998
 6.04% -9.38% 8.03% -9.44%
1997
 16.36% -2.49% 13.09% -2.50%
1996
 16.81% -1.12% 8.18% -2.60%
1995
 23.17% 0.00% 21.86% -0.40%
1994
 -3.19% -5.36% -1.98% -4.64%
1993
 14.73% -0.57% 14.50% -1.37%
1992
 12.95% -0.70% 9.15% -1.58%