Developed World ex-US 40/60 Momentum vs Golden Butterfly with Bitcoin Portfolio Comparison

Last Update: 31 March 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.79% compound annual return, with a 6.84% standard deviation, in the last 10 Years.

The Golden Butterfly with Bitcoin Portfolio obtained a 9.13% compound annual return, with a 9.57% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Golden Butterfly with Bitcoin Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
10 Years Stats Return +3.79% +9.13%
Std Dev 6.84% 9.57%
Max Drawdown -19.40% -18.74%
All time Stats
(Since Aug 2009)
Return +5.25% +18.22%
Std Dev 6.97% 35.31%
Max Drawdown -19.40% -39.02%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +2.89 +14.22 +12.73 +4.08 +3.79 +5.25
Golden Butterfly with Bitcoin Portfolio +3.44 +16.74 +11.86 +8.58 +9.13 +18.22
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 1.45$, with a total return of 45.07% (3.79% annualized).

Golden Butterfly with Bitcoin Portfolio: an investment of 1$, since April 2014, now would be worth 2.40$, with a total return of 139.51% (9.13% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.12$, with a total return of 111.67% (5.25% annualized).

Golden Butterfly with Bitcoin Portfolio: an investment of 1$, since August 2009, now would be worth 11.65$, with a total return of 1064.95% (18.22% annualized).

Drawdowns

Drawdown comparison chart since April 2014.

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Developed World ex-US 40/60 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
-19.40% Sep 2021 Sep 2022 (13) In progress (31) 10.23
-18.74% Jan 2022 Sep 2022 (9) Mar 2024 (27) 9.82
-7.91% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.44
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.04% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.53
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.94% Feb 2015 Sep 2015 (8) Mar 2016 (14) 2.96
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-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
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.82% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.47
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 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
-23.09% Dec 2013 Dec 2013 (1) Aug 2017 (45) 15.39
-19.40% Sep 2021 Sep 2022 (13) In progress (31) 10.23
-18.74% Jan 2022 Sep 2022 (9) Mar 2024 (27) 9.82
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.91% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.44
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.04% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.53
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-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
-2.43% Sep 2020 Sep 2020 (1) Nov 2020 (3) 1.70
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.66% Jan 2010 Jan 2010 (1) Mar 2010 (3) 0.99
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94

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
+5.75%
0.00%
+3.89%
-1.50%
2023
+10.84%
-4.47%
+14.80%
-7.42%
2022
-14.37%
-19.07%
-14.60%
-18.74%
2021
+1.27%
-2.17%
+10.61%
-2.56%
2020
+11.65%
-7.72%
+19.54%
-7.91%
2019
+14.52%
-0.27%
+19.56%
-0.45%
2018
-4.03%
-6.00%
-5.42%
-7.04%
2017
+11.62%
-0.20%
+36.14%
-0.60%
2016
+2.96%
-4.27%
+13.14%
-2.99%
2015
+0.07%
-5.38%
-2.76%
-5.94%
2014
+1.57%
-1.52%
+8.01%
-3.49%
2013
+8.39%
-5.17%
+130.58%
-23.09%
2012
+12.90%
-3.09%
+12.33%
-2.22%
2011
-0.59%
-8.94%
+38.12%
-39.02%
2010
+10.77%
-4.04%
+22.92%
-2.89%