Stocks/Bonds 20/80 Momentum vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% 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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Stocks/Bonds 20/80 Momentum Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Low High
Asset Allocation Stocks 20% 40%
Fixed Income 80% 40%
Commodities 0% 20%
30 Years Stats Return +6.34% +7.76%
Std Dev 4.92% 7.72%
Max Drawdown -17.91% -17.79%
All time Stats
(Since Jan 1982)		 Return +8.17% +9.01%
Std Dev 5.49% 7.87%
Max Drawdown -17.91% -17.79%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio +1.32 +11.39 +8.01 +2.78 +3.95 +6.34 +8.17
Tyler Golden Butterfly Portfolio +3.22 +13.99 +9.26 +6.61 +5.77 +7.76 +9.01
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1982, now would be worth 38.22$, with a total return of 3721.66% (9.01% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-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
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-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
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66
-3.84% Apr 2013 Jun 2013 (3) Sep 2013 (6) 1.60
-3.64% Sep 2000 Nov 2000 (3) Dec 2000 (4) 1.86
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.38% Feb 1999 Feb 1999 (1) Apr 1999 (3) 2.30
-3.36% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.01
-3.27% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.58
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-3.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.91

Drawdown comparison chart since January 1982.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (29) 12.31
-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
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-7.94% Jan 1990 Oct 1990 (10) Feb 1991 (14) 3.88
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-5.77% Dec 1983 Jul 1984 (8) Sep 1984 (10) 3.20
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.34% Jan 1982 Mar 1982 (3) Aug 1982 (8) 2.85
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.64% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.01
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66
-3.84% Apr 2013 Jun 2013 (3) Sep 2013 (6) 1.60

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
+3.35%
 0.00%
+2.76%
 -1.54%
2023
+6.16%
 -5.43%
+11.98%
 -8.07%
2022
-14.14%
 -17.00%
-13.35%
 -17.79%
2021
+1.18%
 -2.95%
+9.35%
 -2.45%
2020
+12.14%
 -3.46%
+13.93%
 -7.16%
2019
+12.52%
 -0.69%
+18.03%
 -1.83%
2018
-0.42%
 -3.12%
-4.03%
 -6.37%
2017
+10.35%
 0.00%
+10.96%
 -0.32%
2016
+3.02%
 -3.64%
+10.82%
 -3.36%
2015
+2.23%
 -1.48%
-3.71%
 -6.25%
2014
+7.58%
 -0.83%
+9.13%
 -3.27%
2013
+5.23%
 -2.48%
+6.26%
 -3.84%
2012
+5.51%
 -0.69%
+8.84%
 -2.43%
2011
+7.52%
 -0.70%
+8.86%
 -3.00%
2010
+8.56%
 -0.70%
+16.54%
 -2.77%
2009
+6.40%
 -6.03%
+10.77%
 -10.16%
2008
-2.70%
 -9.00%
-4.18%
 -13.53%
2007
+9.07%
 -0.41%
+9.58%
 -2.06%
2006
+5.53%
 -1.33%
+12.44%
 -2.71%
2005
+5.74%
 -1.35%
+8.04%
 -1.76%
2004
+6.73%
 -2.37%
+9.88%
 -4.36%
2003
+8.38%
 -2.29%
+18.85%
 -2.72%
2002
+4.15%
 -1.79%
+3.15%
 -6.86%
2001
+3.27%
 -2.01%
+2.71%
 -4.99%
2000
+7.19%
 -1.52%
+6.88%
 -3.64%
1999
+7.48%
 -1.73%
+4.24%
 -3.38%
1998
+16.62%
 -1.24%
+8.03%
 -9.44%
1997
+14.93%
 -1.81%
+13.09%
 -2.50%
1996
+8.83%
 -1.37%
+8.18%
 -2.60%
1995
+23.01%
 0.00%
+21.86%
 -0.40%
1994
-2.34%
 -5.46%
-1.98%
 -4.64%
1993
+10.39%
 -0.92%
+14.50%
 -1.37%
1992
+6.58%
 -1.69%
+9.15%
 -1.58%
1991
+19.58%
 -0.95%
+19.14%
 -1.63%
1990
+7.22%
 -2.90%
-2.51%
 -7.94%
1989
+19.47%
 -0.82%
+14.78%
 -0.89%
1988
+7.30%
 -2.80%
+9.18%
 -1.64%
1987
+1.70%
 -6.53%
+5.10%
 -10.93%
1986
+16.62%
 -3.15%
+17.75%
 -2.42%
1985
+24.27%
 -1.28%
+25.09%
 -1.93%
1984
+11.85%
 -5.47%
+3.75%
 -4.68%
1983
+7.57%
 -3.28%
+11.13%
 -2.46%
1982
+31.00%
 -1.71%
+28.31%
 -5.34%