Rob Arnott vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 31 March 2024

The Rob Arnott Portfolio obtained a 6.68% compound annual return, with a 7.19% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 7.76% compound annual return, with a 7.72% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 30% 40%
Fixed Income 60% 40%
Commodities 10% 20%
30 Years Stats Return +6.68% +7.76%
Std Dev 7.19% 7.72%
Max Drawdown -24.27% -17.79%
All time Stats
(Since Jan 1985)		 Return +8.20% +8.64%
Std Dev 7.17% 7.64%
Max Drawdown -24.27% -17.79%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +1.84 +9.51 +6.14 +4.06 +4.01 +6.68 +8.20
Tyler Golden Butterfly Portfolio +3.22 +13.99 +9.26 +6.61 +5.77 +7.76 +8.64
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Rob Arnott Portfolio: an investment of 1$, since April 1994, now would be worth 6.95$, with a total return of 595.19% (6.68% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since April 1994, now would be worth 9.42$, with a total return of 841.59% (7.76% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.09$, with a total return of 2108.85% (8.20% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 25.83$, with a total return of 2483.31% (8.64% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Rob Arnott Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-17.79% Jan 2022 Sep 2022 (9) In progress (27) 9.39
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.84% Apr 2013 Jun 2013 (3) Sep 2013 (6) 1.60
-3.64% Sep 2000 Nov 2000 (3) Dec 2000 (4) 1.86

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-17.79% Jan 2022 Sep 2022 (9) In progress (27) 9.39
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-7.94% Jan 1990 Oct 1990 (10) Feb 1991 (14) 3.88
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74

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
+1.13%
 -0.76%
+2.76%
 -1.54%
2023
+9.08%
 -7.06%
+11.98%
 -8.07%
2022
-14.81%
 -17.86%
-13.35%
 -17.79%
2021
+11.04%
 -1.71%
+9.35%
 -2.45%
2020
+7.98%
 -8.72%
+13.93%
 -7.16%
2019
+16.67%
 -0.49%
+18.03%
 -1.83%
2018
-4.12%
 -4.84%
-4.03%
 -6.37%
2017
+9.02%
 -0.37%
+10.96%
 -0.32%
2016
+7.14%
 -3.86%
+10.82%
 -3.36%
2015
-3.26%
 -5.73%
-3.71%
 -6.25%
2014
+7.59%
 -2.79%
+9.13%
 -3.27%
2013
+1.41%
 -5.66%
+6.26%
 -3.84%
2012
+10.55%
 -2.17%
+8.84%
 -2.43%
2011
+7.73%
 -3.51%
+8.86%
 -3.00%
2010
+11.89%
 -2.99%
+16.54%
 -2.77%
2009
+14.59%
 -11.26%
+10.77%
 -10.16%
2008
-11.48%
 -21.15%
-4.18%
 -13.53%
2007
+7.64%
 -1.84%
+9.58%
 -2.06%
2006
+8.97%
 -1.26%
+12.44%
 -2.71%
2005
+7.74%
 -2.50%
+8.04%
 -1.76%
2004
+11.93%
 -4.70%
+9.88%
 -4.36%
2003
+17.00%
 -2.42%
+18.85%
 -2.72%
2002
+8.16%
 -0.99%
+3.15%
 -6.86%
2001
+0.06%
 -2.47%
+2.71%
 -4.99%
2000
+12.87%
 -0.83%
+6.88%
 -3.64%
1999
+7.22%
 -2.71%
+4.24%
 -3.38%
1998
+6.53%
 -4.10%
+8.03%
 -9.44%
1997
+7.20%
 -2.36%
+13.09%
 -2.50%
1996
+11.02%
 -0.75%
+8.18%
 -2.60%
1995
+21.23%
 0.00%
+21.86%
 -0.40%
1994
-2.84%
 -7.37%
-1.98%
 -4.64%
1993
+13.77%
 -2.73%
+14.50%
 -1.37%
1992
+6.56%
 -2.87%
+9.15%
 -1.58%
1991
+18.67%
 -1.99%
+19.14%
 -1.63%
1990
+2.80%
 -6.11%
-2.51%
 -7.94%
1989
+17.53%
 -1.16%
+14.78%
 -0.89%
1988
+13.48%
 -1.21%
+9.18%
 -1.64%
1987
+6.41%
 -5.21%
+5.10%
 -10.93%
1986
+21.76%
 -3.06%
+17.75%
 -2.42%
1985
+27.17%
 -1.73%
+25.09%
 -1.93%