Consolidated Returns as of 31 October 2024
Managing the Tyler Golden Butterfly 2x Leveraged Portfolio with a yearly rebalancing, you would have obtained a 12.04% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 9.54%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Oct 31, 2024
Implementing different rebalancing strategies, the Tyler Golden Butterfly 2x Leveraged Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Oct 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~15Y) |
||||
| No Rebalancing | 60.98 | (0) | 12.35 | (0) | 12.04 | (0) | 13.91 | (0) |
| Yearly Rebalancing | 45.28 | (1) | 7.56 | (5) | 8.56 | (10) | 11.59 | (14) |
| Half Yearly Rebalancing | 43.60 | (2) | 8.69 | (10) | 9.54 | (20) | 12.06 | (29) |
| Quarterly Rebalancing | 42.77 | (4) | 9.50 | (20) | 10.07 | (40) | 12.67 | (59) |
| 5% Tolerance per asset | 43.74 | (2) | 8.68 | (11) | 9.76 | (18) | 12.32 | (27) |
| 10% Tolerance per asset | 45.64 | (0) | 10.26 | (4) | 10.14 | (6) | 12.87 | (8) |
In order to have complete information about the portfolio, please refer to the Tyler Golden Butterfly 2x Leveraged Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Tyler Golden Butterfly 2x Leveraged Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 13.91 | (0) | 22.24 | 0.63 | -42.41 | 0.33 |
| Yearly Rebalancing | 11.59 | (14) | 15.35 | 0.76 | -34.50 | 0.34 |
| Half Yearly Rebalancing | 12.06 | (29) | 15.61 | 0.77 | -34.29 | 0.35 |
| Quarterly Rebalancing | 12.67 | (59) | 15.80 | 0.80 | -34.39 | 0.37 |
| 5% Tolerance per asset | 12.32 | (27) | 15.97 | 0.77 | -34.36 | 0.36 |
| 10% Tolerance per asset | 12.87 | (8) | 16.04 | 0.80 | -36.54 | 0.35 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Tyler Golden Butterfly 2x Leveraged Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-42.41
Jan 2022 - Jul 2024
|
-34.50
Jan 2022 - Sep 2024
|
-34.29
Jan 2022 - Sep 2024
|
-34.39
Jan 2022 - Sep 2024
|
-34.36
Jan 2022 - Sep 2024
|
-36.54
Jan 2022 - Sep 2024
|
|
-33.38
Jan 2020 - Nov 2020
|
-13.21
Sep 2018 - Jun 2019
|
-12.82
Feb 2020 - Jun 2020
|
-12.82
Feb 2020 - May 2020
|
-16.19
Feb 2020 - Jun 2020
|
-12.57
Sep 2018 - Jun 2019
|
|
-26.79
Sep 2018 - Nov 2019
|
-12.82
Feb 2020 - Jun 2020
|
-11.35
Sep 2018 - Apr 2019
|
-9.74
Sep 2018 - Feb 2019
|
-9.71
Mar 2015 - Mar 2016
|
-12.47
Feb 2020 - May 2020
|
|
-13.12
Mar 2015 - Apr 2016
|
-9.83
Feb 2015 - Mar 2016
|
-9.74
Feb 2015 - Mar 2016
|
-9.61
Feb 2015 - Mar 2016
|
-9.59
Sep 2018 - Feb 2019
|
-10.15
Feb 2015 - Mar 2016
|
|
-10.97
Sep 2011 - Jan 2012
|
-9.39
Sep 2011 - Jan 2012
|
-9.20
Sep 2011 - Jan 2012
|
-9.47
Apr 2013 - Oct 2013
|
-9.57
Sep 2011 - Oct 2011
|
-9.57
Sep 2011 - Jan 2012
|
| 5 Worst Drawdowns - Average | |||||
| -25.33 | -15.95 | -15.48 | -15.21 | -15.88 | -16.26 |
| 10 Worst Drawdowns - Average | |||||
| -16.04 | -11.24 | -10.98 | -10.97 | -11.35 | -11.47 |
For a deeper insight, please refer to the Tyler Golden Butterfly 2x Leveraged Portfolio: ETF allocation and returns page.
