Tyler US Golden Butterfly To CAD Portfolio: ETF allocation and returns

Simulation Settings

Period: August 1953 - October 2024 (~71 years)
Consolidated Returns as of 31 October 2024

Rebalancing: at every Jan 1^st

Currency: CAD

1.00$
Initial Capital
November 1994
10.10$
Final Capital
October 2024
8.01%
Yearly Return
7.20
Std Deviation
-13.14%
Max Drawdown
21months
Recovery Period

1.00$
Initial Capital
August 1953
800.79$
Final Capital
October 2024
9.84%
Yearly Return
7.83
Std Deviation
-17.79%
Max Drawdown
31months
Recovery Period

The Tyler US Golden Butterfly To CAD Portfolio can be implemented with 5 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 40% on the Stock Market, 40% on Fixed Income, 20% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.

As of October 2024, in the previous 30 Years, the Tyler US Golden Butterfly To CAD Portfolio obtained a 8.01% compound annual return, with a 7.20% standard deviation. It suffered a maximum drawdown of -13.14% that required 21 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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Asset Allocation and ETFs

This asset allocation includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

To effectively implement the asset allocation of the Tyler US Golden Butterfly To CAD Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

          40% Stocks
        
          40% Fixed Income
        
          20% Commodities

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Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
20.00	IJS	→CAD	iShares S&P Small-Cap 600 Value	Equity, U.S., Small Cap, Value (USD)
20.00	VUN.TO	CAD	Vanguard US Total Market Index	Equity, U.S., Large Cap (USD)
20.00	XTLT.TO	CAD	iShares 20+ Year US Treasury Bond Index	Bond, U.S., Long-Term (USD)
20.00	ZTS.NE	CAD	BMO Short-Term US Treasury Bond	Bond, U.S., Short Term (USD)
20.00	ZGLD.TO	CAD	BMO Gold Bullion ETF CAD Units	Commodity, Gold (USD)
• Not denominated in CAD. Returns are hypotetical, retrieved from the original ETF, applying currency exchange rates or hedging costs when needed.

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

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Portfolio and ETF Returns as of Oct 31, 2024

The Tyler US Golden Butterfly To CAD Portfolio guaranteed the following returns.

Returns are calculated in CAD, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

TYLER US GOLDEN BUTTERFLY TO CAD PORTFOLIO

1 August 1953 - 31 October 2024 (~71 years)

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			Chg (%)		Return (%)	Return (%) as of Oct 31, 2024
			1 Day	*Time ET^()**	Nov 2024	YTD (10M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~71Y)
Investment Return			n.a.		n.a.	16.66	2.27	12.66	25.20	7.39	8.34	8.01	9.84
Canada Inflation Adjusted Return						14.63	2.27	12.31	23.26	3.90	5.70	5.76	6.12
*Components*
IJS	→CAD	iShares S&P Small-Cap 600 Value	n.a.	-	n.a.	8.89	1.01	12.66	28.09	9.47	10.18	10.56	14.57
VUN.TO	CAD	Vanguard US Total Market Index	n.a.	-	n.a.	25.43	2.27	14.98	38.06	15.41	14.33	10.55	11.63
XTLT.TO	CAD	iShares 20+ Year US Treasury Bond Index	n.a.	-	n.a.	1.31	-2.36	8.34	15.40	-4.60	2.17	5.54	6.12
ZTS.NE	CAD	BMO Short-Term US Treasury Bond	n.a.	-	n.a.	8.11	1.72	4.98	6.31	1.12	2.40	2.93	5.47
ZGLD.TO	CAD	BMO Gold Bullion ETF CAD Units	n.a.	-	n.a.	39.55	7.47	20.81	37.90	13.45	10.75	6.57	6.67
• Not denominated in CAD. Returns are hypotetical, retrieved from the original asset, applying currency exchange rates or hedging costs when needed.
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Canada Inflation is updated to Sep 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 1.58% , 5Y: 3.35% , 10Y: 2.50% , 30Y: 2.13%

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Capital Growth as of Oct 31, 2024

An investment of 1$, from November 1994 to October 2024, would be worth 10.10$, with a total return of 909.84% (8.01% annualized).

The Inflation Adjusted Capital would be 5.37$, with a net total return of 437.20% (5.76% annualized).

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An investment of 1$, from August 1953 to October 2024, would be worth 800.79$, with a total return of 79979.48% (9.84% annualized).

The Inflation Adjusted Capital would be 69.09$, with a net total return of 6809.40% (6.12% annualized).

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Portfolio Metrics as of Oct 31, 2024

Metrics of Tyler US Golden Butterfly To CAD Portfolio, updated as of 31 October 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
for non-CAD assets, the adjustment for actual currency exchange rates.
the actual Canada Inflation rates.

TYLER US GOLDEN BUTTERFLY TO CAD PORTFOLIO

Advanced Metrics

1 August 1953 - 31 October 2024 (~71 years)

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	Metrics as of Oct 31, 2024
	YTD (10M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~71Y)
Investment Return (%)	16.66	2.27	3.69	12.66	25.20	6.85	7.39	8.34	8.09	8.01	9.84
Growth of 1$	1.17	1.02	1.04	1.13	1.25	1.22	1.43	2.23	4.74	10.10	800.79
Infl. Adjusted Return (%)	14.63	2.27	4.33	12.31	23.26	2.90	3.90	5.70	5.81	5.76	6.12
Canada Inflation (%)	1.77	0.00	-0.62	0.31	1.58	3.84	3.35	2.50	2.15	2.13	3.50
Pending updates, the monthly inflation of Oct 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-1.46	-11.13	-11.13	-11.13	-13.14	-13.14	-17.79
Start to Recovery (# months)					2	24	24	24	21	21	31
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2007 03	2007 03	1969 06
Start to Bottom (# months)					1	6	6	6	8	8	13
Bottom (yyyy mm)					2024 04	2022 06	2022 06	2022 06	2007 10	2007 10	1970 06
Bottom to End (# months)					1	18	18	18	13	13	18
End (yyyy mm)					2024 05	2023 12	2023 12	2023 12	2008 11	2008 11	1971 12
Longest Drawdown Depth (%)					-0.18	same	same	same	-11.13	-11.13	same
Start to Recovery (# months)					2	same	same	same	24	24	same
Start (yyyy mm)					2024 01	2022 01	2022 01	2022 01	2022 01	2022 01	1969 06
Start to Bottom (# months)					1	6	6	6	6	6	13
Bottom (yyyy mm)					2024 01	2022 06	2022 06	2022 06	2022 06	2022 06	1970 06
Bottom to End (# months)					1	18	18	18	18	18	18
End (yyyy mm)					2024 02	2023 12	2023 12	2023 12	2023 12	2023 12	1971 12
Longest negative period (# months)					1	24	29	29	31	43	45
Start (yyyy mm)					2024 01	2021 11	2020 08	2020 08	2007 01	2002 04	1987 02
End (yyyy mm)					2024 01	2023 10	2022 12	2022 12	2009 07	2005 10	1990 10
Annualized Return (%)					-2.17	-1.29	-0.07	-0.07	-0.37	-0.29	0.00
Deepest Drawdown Depth (%)				0.00	-1.95	-16.30	-16.30	-16.30	-16.30	-16.30	-22.13
Start to Recovery (# months)					3	31	31	31	31	31	42
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2022 01	2022 01	1968 12
Start to Bottom (# months)					1	6	6	6	6	6	20
Bottom (yyyy mm)					2024 04	2022 06	2022 06	2022 06	2022 06	2022 06	1970 07
Bottom to End (# months)					2	25	25	25	25	25	22
End (yyyy mm)					2024 06	2024 07	2024 07	2024 07	2024 07	2024 07	1972 05
Longest Drawdown Depth (%)					same	same	same	same	same	-14.72	-14.72
Start to Recovery (# months)					same	same	same	same	same	56	56
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2022 01	2002 04	2002 04
Start to Bottom (# months)					1	6	6	6	6	12	12
Bottom (yyyy mm)					2024 04	2022 06	2022 06	2022 06	2022 06	2003 03	2003 03
Bottom to End (# months)					2	25	25	25	25	44	44
End (yyyy mm)					2024 06	2024 07	2024 07	2024 07	2024 07	2006 11	2006 11
Longest negative period (# months)					2	32	48	50	50	89	90
Start (yyyy mm)					2024 04	2021 11	2019 11	2019 09	2019 09	2002 01	1967 04
End (yyyy mm)					2024 05	2024 06	2023 10	2023 10	2023 10	2009 05	1974 09
Annualized Return (%)					-3.01	-0.27	-0.44	-0.37	-0.37	-0.24	-0.20
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					6.93	8.12	7.32	7.89	7.74	7.20	7.83
Sharpe Ratio					2.87	0.41	0.70	0.86	0.85	0.79	0.72
Sortino Ratio					3.89	0.58	1.03	1.31	1.25	1.14	1.04
Ulcer Index					0.51	5.04	3.99	3.25	3.59	3.47	3.72
Ratio: Return / Standard Deviation					3.64	0.84	1.01	1.06	1.05	1.11	1.26
Ratio: Return / Deepest Drawdown					17.24	0.62	0.66	0.75	0.62	0.61	0.55
Positive Months (%)					75.00	58.33	61.66	62.50	62.50	63.61	65.96
Positive Months					9	21	37	75	150	229	564
Negative Months					3	15	23	45	90	131	291
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								8.34	10.90	10.90	21.09
Worst 10 Years Return (%) - Annualized								8.34	7.32	3.62	3.62
Best 10 Years Return (%) - Annualized								5.70	9.13	9.13	12.38
Worst 10 Years Return (%) - Annualized								5.70	4.71	1.20	0.83
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Oct 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					26.42	16.44	14.40	10.90	8.53	8.01
Worst Rolling Return (%) - Annualized					-11.10	-0.97	1.78	3.62	6.45	8.01
Positive Periods (%)					88.8	99.6	100.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					25.20	14.93	12.65	9.13	6.59	5.76
Worst Rolling Return (%) - Annualized					-14.72	-3.68	-0.20	1.20	4.31	5.76
Positive Periods (%)					80.8	88.3	99.0	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		2.75	3.93	4.38	5.15	0.00	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		3.62	5.42	6.50	7.27	0.00	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		4.17	6.38	7.85	8.55	0.00	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		5.07	7.94	10.06	10.40	0.91	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					89.32	30.47	18.78	9.89	6.40	7.30
Perpetual Withdrawal Rate (%)					---	---	---	1.23	3.72	5.94
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Oct 2024)
Best Rolling Return (%) - Annualized					44.80	28.45	24.01	21.09	15.23	13.73
Worst Rolling Return (%) - Annualized					-17.00	-1.79	1.78	3.62	6.45	7.27
Positive Periods (%)					87.9	98.9	100.0	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					37.25	17.80	16.44	12.38	9.21	8.04
Worst Rolling Return (%) - Annualized					-19.86	-5.96	-1.80	0.83	3.65	5.09
Positive Periods (%)					78.1	87.9	96.4	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		2.91	4.01	4.25	5.00	0.00	0.00	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		3.85	5.63	6.54	8.31	0.00	0.00	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		4.45	6.68	8.02	10.23	0.92	0.00	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		5.43	8.38	10.42	13.33	2.57	0.00	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					88.83	29.45	17.83	9.89	6.40	5.75
Perpetual Withdrawal Rate (%)					---	---	---	0.90	3.72	4.54
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS

Monthly correlations as of 31 October 2024

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Terms and Definitions

Correlation values range between -1 and +1

A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.

Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

TYLER US GOLDEN BUTTERFLY TO CAD PORTFOLIO

Drawdown periods

Drawdown periods - Inflation Adjusted

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Tyler US Golden Butterfly To CAD Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TYLER US GOLDEN BUTTERFLY TO CAD PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Tyler US Golden Butterfly To CAD Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to October 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Tyler US Golden Butterfly To CAD Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TYLER US GOLDEN BUTTERFLY TO CAD PORTFOLIO

Monthly Returns Distribution

1 November 1994 - 31 October 2024 (30 Years)

1 August 1953 - 31 October 2024 (~71 years)

229 Positive Months (64%) - 131 Negative Months (36%)

564 Positive Months (66%) - 291 Negative Months (34%)

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Methodology

Returns, up to March 2024, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

For non-CAD assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

In particular, the series derived from equivalent datasets are:

iShares S&P Small-Cap 600 Value (IJS) to CAD, up to December 2000
Vanguard US Total Market Index (VUN.TO), up to September 2013
iShares 20+ Year US Treasury Bond Index (XTLT.TO), up to February 2023
BMO Short-Term US Treasury Bond (ZTS.NE), up to February 2017
BMO Gold Bullion ETF CAD Units (ZGLD.TO), up to March 2024

Portfolio efficiency

No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The following portfolios share asset allocation strategy and/or similar asset weights.

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Table of contents

Asset Allocation and ETFs

Portfolio and ETF Returns as of Oct 31, 2024

Capital Growth as of Oct 31, 2024

Portfolio Metrics as of Oct 31, 2024

Portfolio Components Correlation

Drawdowns

Rolling Returns

Seasonality

Monthly Returns

Portfolio efficiency