Golden Butterfly with Bitcoin vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

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

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 8.28% compound annual return, with a 10.33% standard deviation, in the last 10 Years.

Summary

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Golden Butterfly with Bitcoin Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
10 Years Stats Return +8.72% +8.28%
Std Dev 9.54% 10.33%
Max Drawdown -18.74% -24.21%
All time Stats
(Since Jan 2009)
Return +17.51% +9.75%
Std Dev 34.83% 10.02%
Max Drawdown -39.02% -24.21%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 2009

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1M 6M 1Y 5Y 10Y MAX
Golden Butterfly with Bitcoin Portfolio +1.96 +7.74 +10.77 +7.95 +8.72 +17.51
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.75
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 2.22$, with a total return of 121.65% (8.28% annualized).

Golden Butterfly with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 11.55$, with a total return of 1054.99% (17.51% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 2009, now would be worth 4.10$, with a total return of 309.77% (9.75% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Golden Butterfly with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-18.74% Jan 2022 Sep 2022 (9) In progress (26) 10.00
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-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
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-3.57% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.87
-3.49% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.72
-3.18% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.83
-2.99% Aug 2016 Oct 2016 (3) Jan 2017 (6) 1.61
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-2.56% 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
-2.40% Mar 2014 Apr 2014 (2) May 2014 (3) 1.61
-2.18% Feb 2021 Mar 2021 (2) Apr 2021 (3) 1.19
-2.03% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.17

Drawdown comparison chart since January 2009.

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Golden Butterfly with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum 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
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.09% Dec 2013 Dec 2013 (1) Aug 2017 (45) 15.39
-18.74% Jan 2022 Sep 2022 (9) In progress (26) 10.00
-12.79% Jan 2009 Feb 2009 (2) Jul 2009 (7) 6.04
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.30% Jan 2009 Feb 2009 (2) Jul 2009 (7) 5.35
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-7.91% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.44
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-7.04% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.53
-6.43% May 2010 Jun 2010 (2) Sep 2010 (5) 3.69
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-3.57% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.87
-3.51% Apr 2012 May 2012 (2) Aug 2012 (5) 1.51
-3.18% Feb 2018 Apr 2018 (3) Jul 2018 (6) 1.83
-2.89% May 2010 Jun 2010 (2) Sep 2010 (5) 1.60
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48
-2.56% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.48

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
+0.43%
-1.50%
+9.07%
0.00%
2023
+14.80%
-7.42%
+7.66%
-5.48%
2022
-14.60%
-18.74%
-16.20%
-21.97%
2021
+10.61%
-2.56%
+7.27%
-2.88%
2020
+19.54%
-7.91%
+20.99%
-10.73%
2019
+19.56%
-0.45%
+19.89%
-0.92%
2018
-5.42%
-7.04%
-1.04%
-9.29%
2017
+36.14%
-0.60%
+23.93%
0.00%
2016
+13.14%
-2.99%
+4.01%
-3.57%
2015
-2.76%
-5.94%
+5.58%
-4.61%
2014
+8.01%
-3.49%
+11.10%
-2.40%
2013
+130.58%
-23.09%
+19.91%
-2.13%
2012
+12.33%
-2.22%
+10.22%
-3.51%
2011
+38.12%
-39.02%
+6.73%
-7.14%
2010
+22.92%
-2.89%
+13.29%
-6.43%
2009
+10.29%
-10.30%
+11.92%
-12.79%