Gyroscopic Investing Desert Portfolio: ETF allocation and returns

Last Update: 31 January 2020

The Gyroscopic Investing Desert Portfolio is exposed for 30% on the Stock Market and for 10% on Commodities.

It's a Medium Risk portfolio and it can be replicated with 3 ETFs.

In the last 10 years, the portfolio obtained a 6.46% compound annual return, with a 4.28% standard deviation.

Asset Allocation and ETFs

The Gyroscopic Investing Desert Portfolio has the following asset allocation:

        30% Stocks
      
        60% Fixed Income
      
        10% Commodities

The Gyroscopic Investing Desert Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
30.00 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
60.00 %	IEI	iShares 3-7 Year Treasury Bond	Bond, U.S., Intermediate-Term
10.00 %	GLD	SPDR Gold Trust	Commodity, Gold

Historical Returns

Gyroscopic Investing Desert Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

GYROSCOPIC INVESTING DESERT PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.53%		0.00%	1 - 0
3M	+3.49%		0.00%	3 - 0
6M	+5.87%		-0.13% Sep 2019 - Sep 2019	5 - 1
YTD	+1.53%		0.00%	1 - 0
1Y	+12.60%	3.52%	-0.95% May 2019 - May 2019	10 - 2
3Y	+7.18% annualized	3.85%	-2.76% Sep 2018 - Dec 2018	25 - 11
5Y	+5.32% annualized	3.84%	-2.76% Sep 2018 - Dec 2018	39 - 21
10Y	+6.46% annualized	4.28%	-3.24% Sep 2011 - Sep 2011	83 - 37
MAX 01 Jan 1972	+8.69% annualized	6.34%	-10.61% Mar 1974 - Sep 1974	388 - 189

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds	Comm.
Couch Potato Scott Burns	+8.76%	2	50	50	0
All Weather Portfolio Ray Dalio	+7.92%	5	30	55	15
Stocks/Bonds 40/60	+7.87%	2	40	60	0
Robo Advisor 50 Betterment	+7.33%	10	49.9	50.1	0
Edge Select Moderately Conservative Merrill Lynch	+6.98%	12	37	63	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-3.24%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-2.76%	Sep 2018	Dec 2018	4	Jan 2019	1	5
-2.64%	May 2013	Jun 2013	2	Sep 2013	3	5
-2.63%	Aug 2016	Nov 2016	4	Feb 2017	3	7
-2.57%	Jun 2015	Sep 2015	4	Mar 2016	6	10
-2.18%	Feb 2018	Apr 2018	3	Aug 2018	4	7
-2.16%	May 2012	May 2012	1	Aug 2012	3	4
-1.59%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.57%	May 2010	Jun 2010	2	Jul 2010	1	3
-1.27%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.08%	Oct 2012	Oct 2012	1	Jan 2013	3	4
-0.95%	May 2019	May 2019	1	Jun 2019	1	2
-0.89%	Jun 2011	Jun 2011	1	Jul 2011	1	2
-0.59%	Mar 2014	Mar 2014	1	May 2014	2	3
-0.52%	Dec 2011	Dec 2011	1	Jan 2012	1	2
-0.34%	May 2016	May 2016	1	Jun 2016	1	2
-0.18%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.13%	Sep 2019	Sep 2019	1	Oct 2019	1	2
-0.12%	Jun 2017	Jun 2017	1	Jul 2017	1	2
-0.11%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-10.61%	Mar 1974	Sep 1974	7	Jan 1975	4	11
-10.14%	Mar 2008	Feb 2009	12	Sep 2009	7	19
-9.99%	Feb 1980	Mar 1980	2	May 1980	2	4
-8.49%	Sep 1987	Nov 1987	3	Oct 1988	11	14
-7.52%	Dec 1980	Sep 1981	10	Nov 1981	2	12
-6.23%	Dec 1981	Mar 1982	4	Aug 1982	5	9
-5.91%	Jul 1975	Sep 1975	3	Jan 1976	4	7
-5.87%	Oct 1979	Oct 1979	1	Dec 1979	2	3
-5.62%	Feb 1994	Jun 1994	5	Feb 1995	8	13
-5.10%	Dec 1983	May 1984	6	Aug 1984	3	9
-4.42%	Jul 1998	Aug 1998	2	Sep 1998	1	3
-4.01%	Oct 1978	Nov 1978	2	Jan 1979	2	4
-3.93%	Feb 2001	Mar 2001	2	Feb 2002	11	13
-3.71%	Jan 1990	Apr 1990	4	May 1990	1	5
-3.44%	Apr 2004	Apr 2004	1	Oct 2004	6	7
-3.24%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-3.21%	Aug 1990	Oct 1990	3	Dec 1990	2	5
-2.91%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-2.78%	Apr 2000	May 2000	2	Jun 2000	1	3
-2.76%	Sep 2018	Dec 2018	4	Jan 2019	1	5

Rolling Returns

Gyroscopic Investing Desert Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.82%	+39.49% Jul 1982 - Jun 1983	-10.15% Mar 2008 - Feb 2009	6.18%
2 Years	+8.71%	+24.26% Jul 1984 - Jun 1986	-0.16% Mar 2007 - Feb 2009	0.18%
3 Years	+8.77%	+19.94% Aug 1984 - Jul 1987	+2.60% Apr 2000 - Mar 2003	0.00%
5 Years	+8.86%	+18.45% Apr 1982 - Mar 1987	+3.60% Jan 2014 - Dec 2018	0.00%
7 Years	+8.98%	+15.67% Apr 1980 - Mar 1987	+4.38% Nov 2011 - Oct 2018	0.00%
10 Years	+9.07%	+13.57% Sep 1977 - Aug 1987	+5.12% Mar 1999 - Feb 2009	0.00%
15 Years	+9.06%	+12.39% Oct 1974 - Sep 1989	+5.74% Jan 2004 - Dec 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+1.53%	1.5
2019	+14.41%	3.2	0.9	1.2	1.2	-1.0	3.5	0.4	1.3	-0.1	1.1	0.7	1.2
2018	-0.94%	1.2	-1.6	-0.2	-0.4	1.1	-0.2	0.7	1.3	-0.4	-2.2	1.2	-1.3
2017	+8.38%	1.3	1.6	0.0	0.9	0.6	-0.1	1.1	0.9	-0.1	0.5	0.8	0.6
2016	+5.39%	0.1	1.5	2.0	0.7	-0.3	2.1	1.4	-0.7	0.3	-1.4	-0.9	0.4
2015	+0.02%	1.4	0.2	-0.1	0.1	0.4	-0.9	0.3	-1.6	-0.4	2.2	-0.7	-0.9
2014	+5.45%	0.2	2.2	-0.6	0.4	0.8	1.3	-1.3	1.8	-1.6	1.1	1.1	-0.1
2013	+6.10%	1.3	0.3	1.4	0.2	-0.5	-2.1	2.6	-1.1	1.7	1.8	0.6	0.0
2012	+6.70%	3.0	0.6	0.5	0.5	-2.2	1.4	0.8	1.4	1.3	-1.1	0.5	-0.1
2011	+6.23%	0.3	1.4	0.1	2.7	0.4	-0.9	1.4	0.6	-3.2	3.6	0.2	-0.5
2010	+11.95%	-0.2	1.6	1.4	1.8	-1.3	-0.3	2.0	0.1	3.4	1.9	-0.2	1.2
2009	+10.05%	-2.6	-3.2	3.0	1.8	2.1	-0.8	3.0	1.7	2.4	-0.4	4.3	-1.3
2008	-2.92%	1.0	0.8	-0.5	-0.6	-0.1	-1.4	0.1	0.0	-1.5	-5.1	2.1	2.4
2007	+10.64%	0.7	0.9	0.2	1.8	0.2	-0.9	0.2	1.7	2.5	1.8	0.5	0.7
2006	+8.85%	1.8	0.0	0.4	1.4	-1.2	-0.5	1.1	1.5	0.7	1.6	2.1	-0.4
2005	+5.06%	-0.8	0.3	-1.0	0.5	1.5	1.0	0.3	0.8	0.3	-1.3	2.3	1.1
2004	+6.34%	0.9	1.1	1.0	-3.4	0.3	1.0	-0.7	1.7	0.8	1.3	1.2	1.2
2003	+12.64%	-0.5	0.0	-0.3	2.7	4.1	-0.2	-1.3	1.5	1.7	1.1	0.8	2.3
2002	+4.90%	0.2	0.8	-0.2	0.5	0.9	-1.2	-1.0	2.0	-0.1	0.9	0.6	1.4
2001	+1.31%	1.6	-2.1	-1.9	1.7	0.6	-0.2	1.0	-0.7	-0.1	1.5	0.2	-0.3
2000	+4.70%	-1.8	1.7	2.3	-1.8	-1.0	3.2	-0.6	3.1	-1.0	-0.3	-1.3	2.2
1999	+5.12%	1.4	-2.9	1.3	1.9	-2.0	1.2	-1.5	-0.4	1.4	2.1	0.8	2.0
1998	+13.26%	1.7	1.7	1.8	1.0	-0.9	1.8	-0.9	-3.6	4.8	1.6	1.7	2.0
1997	+12.53%	1.0	0.4	-2.4	2.1	2.9	1.7	4.0	-1.9	3.0	-0.7	1.0	1.1
1996	+6.98%	1.7	-1.1	-0.4	0.0	0.6	0.4	-1.6	0.8	2.6	1.9	3.2	-1.3
1995	+23.10%	1.6	2.8	1.5	1.7	3.8	1.5	0.8	1.1	1.7	0.6	2.5	1.3
1994	-2.86%	1.5	-2.1	-2.7	-0.6	0.7	-1.0	1.8	1.6	-1.4	0.0	-1.4	0.9
1993	+11.81%	1.9	1.6	1.3	0.2	1.5	1.5	0.6	1.6	-0.1	0.9	-1.1	1.5
1992	+6.83%	-1.3	0.7	-1.6	0.6	1.5	0.7	3.4	-0.4	1.6	-1.0	0.8	1.6
1991	+18.44%	1.5	2.3	1.0	0.8	1.6	-1.4	2.1	1.9	1.2	1.4	-0.5	5.3
1990	+3.54%	-2.5	0.5	-0.4	-1.4	4.1	0.5	1.1	-2.8	-0.4	0.0	3.1	1.9
1989	+16.86%	2.2	-1.1	0.8	3.0	2.3	2.1	3.9	-0.8	0.3	0.8	1.9	0.5
1988	+6.82%	2.6	1.6	-0.4	-0.1	-0.4	2.4	-0.6	-1.1	1.8	1.9	-1.2	0.3
1987	+4.17%	4.8	2.0	0.7	-1.2	-0.3	2.0	1.9	0.8	-1.7	-5.7	-1.3	2.5
1986	+15.33%	1.3	3.7	4.1	0.2	0.2	2.3	-0.7	4.6	-2.6	1.7	0.7	-1.0
1985	+23.33%	3.9	-1.2	2.3	1.1	4.9	1.2	0.0	1.0	-1.0	2.4	3.5	3.2
1984	+7.73%	0.4	-1.0	-0.4	-0.3	-3.3	1.1	1.2	4.1	1.2	2.4	0.9	1.1
1983	+8.30%	2.2	0.6	0.7	4.1	-0.4	0.9	-2.2	0.1	2.2	-1.3	2.1	-0.7
1982	+26.32%	-0.9	-1.2	-1.2	4.2	-0.7	-2.1	3.0	8.1	3.0	7.1	2.8	2.1
1981	+1.14%	-2.5	-1.3	3.3	-2.5	2.1	-1.1	-1.8	-2.4	-1.4	5.8	6.5	-3.1
1980	+13.20%	3.6	-4.5	-5.7	8.3	4.9	4.7	0.4	-1.9	1.7	-1.2	3.2	-0.2
1979	+23.14%	3.2	-0.4	2.2	0.6	2.0	2.7	1.1	2.3	3.4	-5.9	5.4	5.1
1978	+6.93%	-1.1	0.2	1.1	1.9	1.5	-0.5	3.3	2.3	0.5	-3.2	-0.9	2.0
1977	+1.88%	-2.7	0.3	0.6	0.5	-0.2	2.3	-0.8	0.3	0.6	-1.0	1.7	0.5
1976	+15.78%	3.5	0.8	1.2	0.1	-1.2	2.2	-0.3	0.5	2.3	0.8	2.8	2.3
1975	+13.28%	4.1	3.1	0.3	0.1	3.6	1.8	-2.5	-1.0	-2.5	4.3	0.7	1.0
1974	+1.69%	2.0	2.9	-1.0	-2.5	-1.5	-2.0	-0.8	-2.2	-1.2	5.8	1.9	0.5
1973	+4.52%	-0.8	1.3	0.7	-0.8	3.3	1.1	-1.7	-0.8	2.6	-0.2	-2.3	2.2
1972	+11.82%	1.3	1.7	-0.5	1.3	3.2	0.3	1.0	0.5	-0.4	0.6	1.8	0.6

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007

GLD - SPDR Gold Trust: simulated historical serie, up to December 2004