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

Simulation Settings
Period: August 2009 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
December 2014
1.47$
Final Capital
November 2024
3.93%
Yearly Return
6.96
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
December 2014
1.89$
Final Capital
November 2024
6.55%
Yearly Return
8.49
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
November 2024
5.22%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
August 2009
3.21$
Final Capital
November 2024
7.90%
Yearly Return
7.94
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.93% compound annual return, with a 6.96% standard deviation, in the last 10 Years.

The Tyler Golden Butterfly Portfolio obtained a 6.55% compound annual return, with a 8.49% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 40/60 Momentum
-- Market Benchmark 		8.99 1.48 3.47 12.64 3.42 3.93 5.22
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		14.65 3.11 11.56 21.28 7.02 6.55 7.90
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since December 2014, now would be worth 1.47$, with a total return of 47.03% (3.93% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since December 2014, now would be worth 1.89$, with a total return of 88.53% (6.55% annualized).


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Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.18$, with a total return of 118.15% (5.22% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since August 2009, now would be worth 3.21$, with a total return of 220.98% (7.90% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)
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Developed World ex-US 40/60 Momentum Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 12.64 21.28
Infl. Adjusted Return (%) 9.64 18.05
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -2.86
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -2.55 -1.54
Start to Recovery (months) 4 3
Longest Negative Period (months) 3 4
RISK INDICATORS
Standard Deviation (%) 6.04 8.38
Sharpe Ratio 1.23 1.92
Sortino Ratio 1.53 2.63
Ulcer Index 0.96 0.93
Ratio: Return / Standard Deviation 2.09 2.54
Ratio: Return / Deepest Drawdown 4.96 7.43
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Developed World ex-US 40/60 Momentum Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.42 7.02
Infl. Adjusted Return (%) -0.73 2.73
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Negative Period (months) 47 39
RISK INDICATORS
Standard Deviation (%) 8.70 10.43
Sharpe Ratio 0.13 0.45
Sortino Ratio 0.17 0.63
Ulcer Index 7.52 6.47
Ratio: Return / Standard Deviation 0.39 0.67
Ratio: Return / Deepest Drawdown 0.18 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 40/60 Momentum Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.93 6.55
Infl. Adjusted Return (%) 0.97 3.51
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Negative Period (months) 56 39
RISK INDICATORS
Standard Deviation (%) 6.96 8.49
Sharpe Ratio 0.34 0.59
Sortino Ratio 0.45 0.82
Ulcer Index 5.55 4.89
Ratio: Return / Standard Deviation 0.56 0.77
Ratio: Return / Deepest Drawdown 0.20 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Developed World ex-US 40/60 Momentum Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.22 7.90
Infl. Adjusted Return (%) 2.59 5.21
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Drawdown Depth (%) -19.40 -17.79
Start to Recovery (months) 35 30
Longest Negative Period (months) 56 39
RISK INDICATORS
Standard Deviation (%) 6.93 7.94
Sharpe Ratio 0.61 0.87
Sortino Ratio 0.80 1.21
Ulcer Index 4.70 4.01
Ratio: Return / Standard Deviation 0.75 1.00
Ratio: Return / Deepest Drawdown 0.27 0.44
Metrics calculated over the period 1 August 2009 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)

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Developed World ex-US 40/60 Momentum Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-17.79 30 Jan 2022
Jun 2024
-7.72 5 Feb 2020
Jun 2020
-7.16 5 Feb 2020
Jun 2020
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-4.27 8 Aug 2016
Mar 2017
-3.36 7 Aug 2016
Feb 2017
-3.05 3 Sep 2020
Nov 2020
-2.61 7 Feb 2018
Aug 2018
-2.45 2 Sep 2021
Oct 2021
-2.15 2* Oct 2024
In progress
-1.83 2 May 2019
Jun 2019

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Developed World ex-US 40/60 Momentum Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-17.79 30 Jan 2022
Jun 2024
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-7.16 5 Feb 2020
Jun 2020
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.27 8 Aug 2016
Mar 2017
-4.04 3 May 2010
Jul 2010
-3.84 6 Apr 2013
Sep 2013
-3.36 7 Aug 2016
Feb 2017
-3.27 4 Sep 2014
Dec 2014

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 2009 - 30 November 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Developed World ex-US 40/60 Momentum Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 8.99 -2.55 14.65 -2.86
2023
 10.83 -4.47 11.98 -8.08
2022
 -14.37 -19.07 -13.35 -17.79
2021
 1.27 -2.17 9.35 -2.45
2020
 11.65 -7.72 13.93 -7.16
2019
 14.52 -0.27 18.03 -1.83
2018
 -4.03 -6.00 -4.03 -6.37
2017
 11.62 -0.20 10.96 -0.32
2016
 2.96 -4.27 10.82 -3.36
2015
 0.07 -5.38 -3.71 -6.25
2014
 1.57 -1.52 9.13 -3.27
2013
 8.39 -5.17 6.26 -3.84
2012
 12.90 -3.09 8.84 -2.43
2011
 -0.59 -8.94 8.86 -3.00
2010
 10.77 -4.04 16.54 -2.77