Consolidated Returns as of 31 October 2024
Managing the Tyler Golden Butterfly Portfolio with a yearly rebalancing, you would have obtained a 10.47% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.94%.
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 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 | 30Y |
MAX (~98Y) |
|||||
| No Rebalancing | 29.42 | (0) | 8.88 | (0) | 8.28 | (0) | 10.47 | (0) | 11.04 | (0) |
| Yearly Rebalancing | 24.95 | (1) | 6.50 | (5) | 6.35 | (10) | 8.00 | (30) | 8.42 | (98) |
| Half Yearly Rebalancing | 24.53 | (2) | 6.77 | (10) | 6.58 | (20) | 7.94 | (60) | 8.35 | (196) |
| Quarterly Rebalancing | 24.60 | (4) | 7.08 | (20) | 6.76 | (40) | 8.09 | (120) | 8.35 | (392) |
| 5% Tolerance per asset | 25.14 | (0) | 6.87 | (3) | 6.69 | (5) | 8.16 | (16) | 8.39 | (57) |
| 10% Tolerance per asset | 25.86 | (0) | 7.25 | (1) | 6.70 | (2) | 8.37 | (7) | 8.77 | (23) |
In order to have complete information about the portfolio, please refer to the Tyler Golden Butterfly Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Tyler Golden Butterfly Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 11.04 | (0) | 15.26 | 0.72 | -53.59 | 0.21 |
| Yearly Rebalancing | 8.42 | (98) | 8.81 | 0.96 | -48.31 | 0.17 |
| Half Yearly Rebalancing | 8.35 | (196) | 8.95 | 0.93 | -48.38 | 0.17 |
| Quarterly Rebalancing | 8.35 | (392) | 9.00 | 0.93 | -49.13 | 0.17 |
| 5% Tolerance per asset | 8.39 | (57) | 8.94 | 0.94 | -48.19 | 0.17 |
| 10% Tolerance per asset | 8.77 | (23) | 9.04 | 0.97 | -43.39 | 0.20 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Tyler Golden Butterfly Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-53.59
Jun 2007 - Apr 2011
|
-48.31
Sep 1929 - Jun 1935
|
-48.38
Sep 1929 - Jan 1934
|
-49.13
Sep 1929 - Aug 1933
|
-48.19
Sep 1929 - May 1935
|
-43.39
Sep 1929 - Jun 1933
|
|
-48.28
Sep 1929 - Jun 1936
|
-23.45
Mar 1937 - Jan 1943
|
-24.20
Mar 1937 - Jan 1943
|
-24.69
Mar 1937 - Dec 1942
|
-23.65
Mar 1937 - Jan 1943
|
-22.86
Mar 1937 - Feb 1943
|
|
-38.93
Dec 1972 - Jan 1976
|
-17.79
Jan 2022 - Jun 2024
|
-17.88
Jan 2022 - Jul 2024
|
-18.00
Jan 2022 - Jul 2024
|
-18.20
Jan 2022 - Jun 2024
|
-19.64
Dec 1968 - Mar 1971
|
|
-38.30
Sep 2018 - Dec 2020
|
-17.05
May 1969 - Feb 1971
|
-17.18
May 1969 - Jan 1971
|
-17.37
May 1969 - Feb 1971
|
-17.87
May 1969 - Mar 1971
|
-17.81
Jan 2022 - Mar 2024
|
|
-34.98
Dec 1968 - Jan 1972
|
-14.87
Apr 1974 - Jan 1975
|
-15.92
Apr 1974 - Feb 1975
|
-16.07
Mar 2008 - Sep 2009
|
-15.87
Mar 2008 - Sep 2009
|
-15.27
Mar 1974 - Feb 1975
|
| 5 Worst Drawdowns - Average | |||||
| -42.82 | -24.29 | -24.71 | -25.05 | -24.76 | -23.79 |
| 10 Worst Drawdowns - Average | |||||
| -35.29 | -17.97 | -18.09 | -18.14 | -18.25 | -18.24 |
For a deeper insight, please refer to the Tyler Golden Butterfly Portfolio: ETF allocation and returns page.
