Data Source: from March 2010 to July 2022
Consolidated Returns as of 31 July 2022

Managing the Gyroscopic Investing Desert Portfolio 2x Leveraged with a yearly rebalancing, you would have obtained a 8.27% compound annual return in the last 10 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.53%.

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.

Rebalancing can be performed in several ways.

At fixed time intervals:
  • Yearly: Jan 1st
  • Half Yearly: Jan 1st, Jul 1st
  • Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
When a component (at least one) diverges from its original weight beyond a certain threshold (e.g. 5% or 10%).

Portfolio Returns as of Jul 31, 2022

Implementing different rebalancing strategies, the Gyroscopic Investing Desert Portfolio 2x Leveraged guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on March 2010.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
GYROSCOPIC INVESTING DESERT PORTFOLIO 2X LEVERAGED RETURNS
Period: March 2010 - July 2022
Swipe left to see all data
 
Return (%) and number of rebalances as of Jul 31, 2022
Rebalancing Strategy 1Y 5Y(*) 10Y(*) (**)Since
Inception
Yearly Rebalancing -15.47 (1) 7.53 (5) 8.27 (10) 10.84 (12)
Half Yearly Rebalancing -16.06 (2) 7.90 (10) 8.22 (20) 11.00 (25)
Quarterly Rebalancing -16.02 (4) 8.85 (20) 8.53 (40) 11.58 (50)
5% Tolerance per asset -15.94 (2) 8.78 (11) 8.75 (17) 11.59 (22)
10% Tolerance per asset -17.27 (0) 8.89 (4) 8.74 (6) 11.10 (6)
(*) Returns over 1 year are annualized
(**) Since Mar 2010 (~12 yrs) | Annualized Returns

In order to have complete information about the portfolio, please refer to the Gyroscopic Investing Desert Portfolio 2x Leveraged: ETF allocation and returns page.

Performances as of Jul 31, 2022

Historical returns and stats of Gyroscopic Investing Desert Portfolio 2x Leveraged, after implementing different rebalancing strategies.

GYROSCOPIC INVESTING DESERT PORTFOLIO 2X LEVERAGED PERFORMANCES
Period: March 2010 - July 2022
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy (*)Return (%) StDev(%) Ret/StDev MaxDD(%) Ret/MaxDD
Yearly Rebalancing 10.84 (12) 10.47 1.04 -24.41 0.44
Half Yearly Rebalancing 11.00 (25) 10.54 1.04 -24.41 0.45
Quarterly Rebalancing 11.58 (50) 10.68 1.08 -24.34 0.48
5% Tolerance per asset 11.59 (22) 10.65 1.09 -24.41 0.47
10% Tolerance per asset 11.10 (6) 10.79 1.03 -25.73 0.43
(*) Since Mar 2010 (~12 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jul 31, 2022

Historical Drawdowns of Gyroscopic Investing Desert Portfolio 2x Leveraged, after implementing different rebalancing strategies.

GYROSCOPIC INVESTING DESERT PORTFOLIO 2X LEVERAGED DRAWDOWNS
Period: March 2010 - July 2022
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-24.41
Jan 2022 - In progress
-24.41
Jan 2022 - In progress
-24.34
Jan 2022 - In progress
-24.41
Jan 2022 - In progress
-25.73
Jan 2022 - In progress
-10.03
Aug 2016 - Jul 2017
-9.17
Aug 2016 - May 2017
-9.47
Aug 2016 - May 2017
-8.80
Aug 2016 - May 2017
-8.24
May 2013 - Feb 2014
-8.09
May 2013 - Oct 2013
-8.09
May 2013 - Jan 2014
-8.88
May 2013 - Feb 2014
-8.47
May 2013 - Feb 2014
-7.89
Aug 2016 - Apr 2017
-7.55
Feb 2018 - Mar 2019
-7.60
Feb 2018 - Feb 2019
-7.02
Feb 2018 - Jan 2019
-7.29
Feb 2018 - Feb 2019
-7.29
Feb 2018 - Mar 2019
-6.85
Feb 2015 - Mar 2016
-6.83
Feb 2015 - Mar 2016
-6.79
Feb 2015 - Feb 2016
-6.19
Sep 2020 - Dec 2020
-6.51
Sep 2020 - Dec 2020
5 Worst Drawdowns - Average
-11.38 -11.22 -11.30 -11.03 -11.13
10 Worst Drawdowns - Average
-8.11 -8.05 -8.08 -7.91 -8.08

For a deeper insight, please refer to the Gyroscopic Investing Desert Portfolio 2x Leveraged: ETF allocation and returns page.

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