Data Source: from January 1871 to October 2022 (~152 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.09%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.26%
Current Month
November 2022

The Gyroscopic Investing Desert Portfolio is a Medium Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 30% on the Stock Market and for 10% on Commodities.

In the last 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 6.56% compound annual return, with a 5.29% 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 implemented 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
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.

Portfolio and ETF Returns as of Oct 31, 2022

The Gyroscopic Investing Desert Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
GYROSCOPIC INVESTING DESERT PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
Gyroscopic Investing Desert Portfolio -0.09 2.26 1.64 -5.79 -12.49 3.54 4.18 6.56 6.13
US Inflation Adjusted return 1.23 -8.60 -18.78 -0.30 1.58 3.96 3.94
Components
VTI
Vanguard Total Stock Market
-0.15 03:59PM
Nov 29 2022
2.04 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
IEI
iShares 3-7 Year Treasury Bond
-0.16 04:00PM
Nov 29 2022
1.56 -0.51 -4.41 -11.10 -0.20 0.48 4.38 6.31
GLD
SPDR Gold Trust
0.49 03:59PM
Nov 29 2022
7.12 -1.78 -14.13 -8.84 4.71 -0.93 5.10 7.23
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Gyroscopic Investing Desert Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
GYROSCOPIC INVESTING DESERT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 October 2022 (~152 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
1.64 -6.02 -5.79 -12.49 1.81 3.54 4.18 5.89 6.56 6.13
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.11
Infl. Adjusted
Return (%)
1.23 -6.56 -8.60 -18.78 -3.05 -0.30 1.58 3.29 3.96 3.94
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 8.16 7.28 6.34 5.18 5.22 5.29 5.96
Sharpe Ratio -1.62 0.19 0.40 0.71 0.92 0.83 0.36
Sortino Ratio -2.32 0.25 0.53 0.94 1.22 1.10 0.51
MAXIMUM DRAWDOWN
Drawdown Depth (%) -14.72 -14.72 -14.72 -14.72 -14.72 -14.72 -33.15
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01 1929 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Start to Bottom (# months) 9 9 9 9 9 9 33
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
> 10
48
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 47.72 19.93 18.45 13.57 11.72 10.84
Worst Return (%) -23.92 -10.95 -2.64 1.99 3.21 3.59
% Positive Periods 85% 98% 99% 100% 100% 100%
MONTHS
Positive 1 1 3 4 21 36 76 161 242 1171
Negative 0 2 3 8 15 24 44 79 118 651
% Positive 100% 33% 50% 33% 58% 60% 63% 67% 67% 64%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.33 22.00 11.74 7.64 6.55 5.67
Perpetual WR (%) 0.00 0.00 1.55 3.19 3.81 3.79
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
Asset VTI IEI GLD
VTI
1.00
0.51
0.16
IEI
0.51
1.00
0.02
GLD
0.16
0.02
1.00
 
 
 
Asset VTI IEI GLD
VTI
1.00
-0.01
0.15
IEI
-0.01
1.00
0.30
GLD
0.15
0.30
1.00
 
 
 
Asset VTI IEI GLD
VTI
1.00
-0.07
0.04
IEI
-0.07
1.00
0.37
GLD
0.04
0.37
1.00
 
 
 
Asset VTI IEI GLD
VTI
1.00
-0.16
0.04
IEI
-0.16
1.00
0.19
GLD
0.04
0.19
1.00
 
 
 
Asset VTI IEI GLD
VTI
1.00
0.09
0.02
IEI
0.09
1.00
0.06
GLD
0.02
0.06
1.00

Portfolio Dividends

In 2021, the Gyroscopic Investing Desert Portfolio granted a 0.88% dividend yield. If you are interested in getting periodic income, please refer to the Gyroscopic Investing Desert Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 6731.14$, with a total return of 573.11% (6.56% annualized).

The Inflation Adjusted Capital now would be 3202.81$, with a net total return of 220.28% (3.96% annualized).
An investment of 1000$, since January 1871, now would be worth 8434936.06$, with a total return of 843393.61% (6.13% annualized).

The Inflation Adjusted Capital now would be 353041.06$, with a net total return of 35204.11% (3.94% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.72% Jan 2022 Sep 2022 9 in progress 1 10
-10.15% Mar 2008 Feb 2009 12 Sep 2009 7 19
-5.63% Feb 1994 Jun 1994 5 Feb 1995 8 13
-4.42% Jul 1998 Aug 1998 2 Sep 1998 1 3
-3.94% Feb 2001 Mar 2001 2 Feb 2002 11 13
-3.56% Feb 2020 Mar 2020 2 Apr 2020 1 3
-3.44% Apr 2004 Apr 2004 1 Oct 2004 6 7
-3.24% Sep 2011 Sep 2011 1 Oct 2011 1 2
-2.91% Feb 1999 Feb 1999 1 Apr 1999 2 3
-2.78% Apr 2000 May 2000 2 Jun 2000 1 3
-2.77% Sep 2018 Dec 2018 4 Jan 2019 1 5
-2.70% May 1999 Aug 1999 4 Oct 1999 2 6
-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
-2.55% Sep 2000 Nov 2000 3 Jan 2001 2 5
-2.44% Mar 1997 Mar 1997 1 May 1997 2 3
-2.38% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.29% Sep 2021 Sep 2021 1 Dec 2021 3 4
-2.20% Jun 2002 Jul 2002 2 Oct 2002 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-33.15% Sep 1929 May 1932 33 Aug 1933 15 48
-16.03% Mar 1937 Mar 1938 13 Dec 1939 21 34
-14.72% Jan 2022 Sep 2022 9 in progress 1 10
-11.08% May 1969 May 1970 13 Nov 1970 6 19
-10.61% Mar 1974 Sep 1974 7 Jan 1975 4 11
-10.15% Mar 2008 Feb 2009 12 Sep 2009 7 19
-9.99% Feb 1980 Mar 1980 2 May 1980 2 4
-9.36% Aug 1895 Aug 1896 13 Mar 1897 7 20
-8.60% Oct 1906 Nov 1907 14 May 1908 6 20
-8.49% Sep 1987 Nov 1987 3 Oct 1988 11 14
-8.38% Feb 1893 Jul 1893 6 Aug 1894 13 19
-8.12% Apr 1940 May 1940 2 Jun 1941 13 15
-7.91% Aug 1941 Apr 1942 9 Dec 1942 8 17
-7.90% Jul 1876 Jun 1877 12 Apr 1878 10 22
-7.83% Jul 1873 Nov 1873 5 Feb 1874 3 8
-7.52% Dec 1980 Sep 1981 10 Nov 1981 2 12
-7.47% Oct 1902 Nov 1903 14 Sep 1904 10 24
-7.29% Dec 1916 Dec 1917 13 Oct 1918 10 23
-7.09% Jun 1946 Nov 1946 6 May 1948 18 24
-6.82% Sep 1933 Oct 1933 2 Jan 1934 3 5

Rolling Returns ( more details)

Gyroscopic Investing Desert Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.42 47.72
Jul 1932 - Jun 1933
-23.92
Jul 1931 - Jun 1932
15.24%
2 Years
6.34 24.26
Jul 1984 - Jun 1986
-16.68
Jun 1930 - May 1932
6.45%
3 Years
6.31 19.93
Aug 1984 - Jul 1987
-10.95
Jul 1929 - Jun 1932
2.07%
5 Years
6.28 18.45
Apr 1982 - Mar 1987
-2.64
Jun 1927 - May 1932
0.74%
7 Years
6.29 15.67
Apr 1980 - Mar 1987
0.61
Jul 1925 - Jun 1932
0.00%
10 Years
6.31 13.57
Sep 1977 - Aug 1987
1.99
Sep 1886 - Aug 1896
0.00%
15 Years
6.32 12.39
Oct 1974 - Sep 1989
2.35
Sep 1881 - Aug 1896
0.00%
20 Years
6.34 11.72
Jan 1979 - Dec 1998
3.21
Jul 1901 - Jun 1921
0.00%
30 Years
6.41 10.84
Jul 1970 - Jun 2000
3.59
Jun 1902 - May 1932
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Gyroscopic Investing Desert Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Gyroscopic Investing Desert Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.48
60%
-0.53
20%
-0.33
40%
0.58
60%
0.63
80%
0.30
60%
1.73
100%
0.44
80%
-1.80
0%
0.32
60%
1.02
80%
0.83
80%
 Capital Growth on monthly avg returns
100
100.48
99.95
99.62
100.20
100.83
101.13
102.89
103.34
101.49
101.81
102.85
103.71
Best 3.2
2019
0.9
2019
1.2
2019
4.0
2020
1.9
2020
3.5
2019
3.3
2022
1.8
2020
-0.1
2019
1.9
2021
2.9
2020
2.3
2020
Worst -2.8
2022
-1.6
2018
-2.3
2020
-4.1
2022
-0.9
2019
-2.9
2022
0.4
2019
-3.0
2022
-4.7
2022
-2.2
2018
-0.4
2021
-1.3
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.67
80%
0.30
60%
0.11
50%
0.51
80%
0.41
70%
0.18
50%
1.28
90%
0.16
60%
-0.90
20%
0.58
70%
0.57
70%
0.36
60%
 Capital Growth on monthly avg returns
100
100.67
100.98
101.10
101.61
102.03
102.21
103.52
103.68
102.75
103.34
103.94
104.31
Best 3.2
2019
2.1
2014
2.0
2016
4.0
2020
1.9
2020
3.5
2019
3.3
2022
1.8
2014
1.6
2013
2.2
2015
2.9
2020
2.3
2020
Worst -2.8
2022
-1.6
2018
-2.3
2020
-4.1
2022
-0.9
2019
-2.9
2022
-1.3
2014
-3.0
2022
-4.7
2022
-2.2
2018
-0.9
2016
-1.3
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.75
68%
0.39
63%
0.35
63%
0.60
66%
0.38
61%
0.44
61%
0.52
63%
0.56
67%
0.28
59%
0.39
61%
0.75
68%
0.75
70%
 Capital Growth on monthly avg returns
100
100.75
101.14
101.49
102.11
102.49
102.94
103.48
104.05
104.34
104.75
105.53
106.32
Best 7.0
1933
5.8
1970
4.3
1971
11.2
1933
6.2
1933
6.9
1938
8.7
1932
10.3
1932
4.8
1998
7.1
1982
6.5
1981
6.1
1873
Worst -2.8
2022
-5.3
1933
-7.9
1938
-5.3
1970
-7.9
1940
-4.8
1930
-3.0
1933
-3.6
1998
-8.5
1931
-6.4
1929
-3.1
1948
-4.5
1931
Monthly Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

Gyroscopic Investing Desert Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Oct 2022
1171 Positive Months (64%) - 651 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1871 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-13.33 -18.91 -2.8 -0.4 -0.9 -4.1 0.0 -2.9 3.3 -3.0 -4.7 1.6
2021
+5.76 -1.19 -0.6 -0.3 0.5 2.2 1.0 0.0 1.4 0.8 -2.3 1.9 -0.4 1.4
2020
+12.96 +11.44 1.5 -1.3 -2.3 4.0 1.9 1.0 3.0 1.8 -1.5 -0.9 2.9 2.3
2019
+14.41 +11.85 3.2 0.9 1.2 1.2 -0.9 3.5 0.4 1.3 -0.1 1.1 0.7 1.2
2018
-0.94 -2.80 1.2 -1.6 -0.2 -0.4 1.1 -0.1 0.6 1.3 -0.4 -2.2 1.1 -1.3
2017
+8.38 +6.14 1.3 1.6 0.0 0.9 0.6 -0.1 1.0 0.9 -0.1 0.5 0.8 0.6
2016
+5.39 +3.24 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 -0.70 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 +4.65 0.2 2.1 -0.6 0.4 0.8 1.3 -1.3 1.8 -1.6 1.1 1.1 -0.1
2013
+6.10 +4.53 1.3 0.3 1.4 0.1 -0.5 -2.1 2.6 -1.1 1.6 1.8 0.6 0.0
2012
+6.70 +4.88 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 +3.17 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 +10.30 -0.2 1.6 1.4 1.8 -1.2 -0.3 2.0 0.1 3.4 1.9 -0.2 1.1
2009
+10.05 +7.14 -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 -3.01 1.0 0.8 -0.4 -0.6 -0.1 -1.4 0.1 0.0 -1.5 -5.1 2.1 2.4
2007
+10.64 +6.31 0.7 0.9 0.2 1.7 0.2 -0.9 0.2 1.7 2.5 1.8 0.4 0.7
2006
+8.85 +6.15 1.8 0.0 0.4 1.4 -1.1 -0.5 1.1 1.5 0.7 1.6 2.1 -0.4
2005
+5.06 +1.59 -0.8 0.3 -1.0 0.5 1.5 1.0 0.3 0.8 0.3 -1.2 2.3 1.1
2004
+6.34 +2.99 0.9 1.1 1.0 -3.4 0.2 1.0 -0.7 1.7 0.8 1.3 1.2 1.2
2003
+12.64 +10.56 -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 +2.47 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 -0.23 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 +1.27 -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 +2.37 1.4 -2.9 1.3 1.9 -2.0 1.2 -1.5 -0.4 1.4 2.0 0.8 2.0
1998
+13.26 +11.46 1.7 1.7 1.8 1.0 -0.9 1.8 -0.8 -3.6 4.8 1.6 1.7 2.0
1997
+12.53 +10.65 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 +3.54 1.7 -1.0 -0.4 0.0 0.6 0.4 -1.6 0.8 2.6 1.9 3.2 -1.3
1995
+23.10 +20.05 1.6 2.8 1.5 1.6 3.8 1.5 0.8 1.1 1.7 0.6 2.5 1.3
1994
-2.86 -5.39 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 +8.82 1.9 1.6 1.3 0.2 1.4 1.5 0.6 1.6 -0.1 0.9 -1.1 1.5
1992
+6.83 +3.81 -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 +14.92 1.5 2.3 1.0 0.8 1.6 -1.4 2.1 1.9 1.1 1.4 -0.5 5.3
1990
+3.54 -2.42 -2.5 0.5 -0.4 -1.4 4.1 0.5 1.1 -2.8 -0.4 0.0 3.1 1.8
1989
+16.86 +11.67 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 +2.30 2.6 1.6 -0.4 -0.1 -0.4 2.4 -0.6 -1.1 1.8 1.8 -1.2 0.3
1987
+4.17 -0.25 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 +14.08 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 +18.82 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 +3.63 0.4 -1.0 -0.4 -0.3 -3.2 1.1 1.2 4.1 1.2 2.4 0.9 1.1
1983
+8.30 +4.35 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 +21.66 -0.9 -1.1 -1.2 4.2 -0.7 -2.1 3.0 8.1 3.0 7.1 2.8 2.1
1981
+1.14 -7.14 -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 +0.60 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 +8.69 3.1 -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 -1.92 -1.1 0.2 1.0 1.9 1.5 -0.5 3.3 2.3 0.5 -3.2 -0.9 2.0
1977
+1.88 -4.52 -2.7 0.3 0.6 0.5 -0.2 2.2 -0.8 0.3 0.6 -1.0 1.7 0.5
1976
+15.78 +10.41 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 +5.93 4.1 3.1 0.3 0.1 3.5 1.8 -2.5 -1.0 -2.5 4.3 0.7 1.0
1974
+1.69 -9.48 2.0 2.9 -1.0 -2.5 -1.5 -2.0 -0.7 -2.2 -1.2 5.8 1.9 0.5
1973
+4.52 -3.85 -0.8 1.3 0.7 -0.7 3.3 1.1 -1.7 -0.8 2.6 -0.2 -2.3 2.2
1972
+11.82 +8.14 1.3 1.7 -0.4 1.3 3.2 0.2 1.0 0.5 -0.4 0.6 1.8 0.6
1971
+12.65 +9.09 3.6 0.6 4.3 -0.8 -1.9 -1.1 -1.0 3.6 1.8 -0.3 0.3 3.1
1970
+12.37 +6.44 -1.4 5.8 -0.3 -5.3 -1.9 0.4 3.6 1.2 2.4 0.2 5.7 1.8
1969
-5.97 -11.46 0.3 -1.2 1.4 1.7 -1.2 -2.3 -0.8 0.8 -3.1 4.2 -3.0 -2.6
1968
+7.55 +2.70 2.0 -0.7 -0.4 3.7 0.9 1.3 0.3 1.9 -0.2 -0.2 1.1 -2.2
1967
+7.92 +4.74 3.5 -0.3 2.8 0.6 -1.4 -0.7 2.3 0.8 0.3 -1.8 0.2 1.6
1966
+0.34 -3.02 0.4 -1.7 1.1 0.5 -1.3 -0.9 -0.4 -3.3 1.8 1.9 -0.3 2.7
1965
+4.73 +2.76 1.5 0.1 0.0 1.3 0.0 -1.0 0.6 0.8 0.9 0.9 -0.3 -0.2
1964
+7.24 +6.20 1.1 0.5 0.5 0.5 0.8 1.0 0.7 -0.3 1.3 0.6 -0.1 0.4
1963
+7.30 +5.56 1.6 -1.0 1.3 1.8 0.7 -0.6 0.1 1.7 -0.4 0.9 0.2 0.8
1962
+0.50 -0.83 -1.1 1.2 0.8 -1.6 -2.3 -2.4 1.6 1.1 -0.9 0.5 2.8 1.0
1961
+8.58 +7.85 1.9 1.4 1.2 0.2 1.2 -1.5 1.1 0.3 -0.2 1.5 1.5 -0.2
1960
+8.43 +6.98 -1.5 1.8 1.2 -0.3 0.8 1.9 0.9 1.6 -1.3 -0.2 1.2 2.1
1959
+2.81 +1.06 0.4 0.6 0.1 0.8 0.0 0.0 1.1 -0.3 -2.3 1.4 0.7 0.4
1958
+11.74 +9.81 2.2 -0.2 1.5 1.7 0.5 0.8 0.5 -0.9 0.9 1.0 1.4 1.7
1957
+2.18 -0.70 -0.8 0.1 0.6 1.1 0.9 -0.6 0.2 -1.3 -1.4 -0.7 2.2 1.9
1956
+1.63 -1.32 -0.7 1.7 1.8 -0.8 -1.2 1.9 1.4 -1.9 -1.3 0.7 -0.7 1.0
1955
+7.22 +6.82 0.1 0.0 -0.1 0.9 0.0 2.6 1.6 -0.5 0.5 -0.5 2.7 -0.2
1954
+16.77 +17.65 2.3 0.3 1.7 2.2 0.9 0.2 2.5 -1.3 2.9 -0.8 2.9 2.0
1953
+1.55 +0.79 -1.2 -0.5 -0.6 -0.8 -0.8 -0.4 2.1 -1.4 0.9 3.0 0.5 0.9
1952
+5.05 +4.27 0.3 -1.2 1.6 -0.6 1.1 1.4 0.4 -0.8 -1.0 0.9 1.7 1.2
1951
+6.18 +0.17 2.3 0.1 -1.1 1.2 -1.6 -0.6 3.0 2.3 -0.7 -0.4 -0.1 1.7
1950
+8.93 +2.83 0.2 0.5 0.3 1.5 1.5 -1.9 0.6 1.4 2.0 0.2 0.2 2.0
1949
+8.23 +10.52 0.2 -0.9 1.4 -0.3 -0.8 0.7 2.3 1.0 0.8 1.2 0.3 1.9
1948
+2.04 -0.93 -1.2 -1.1 2.4 1.0 3.1 -0.2 -1.7 0.3 -0.6 2.1 -3.1 1.3
1947
+2.08 -6.20 2.4 -0.1 -0.3 -1.0 0.0 1.5 1.4 -0.5 -0.5 0.4 -1.2 0.0
1946
-1.19 -16.35 2.9 -1.8 1.7 0.6 0.9 -0.9 -0.8 -2.3 -3.0 0.2 -0.5 1.9
1945
+14.80 +12.28 1.7 2.4 -1.0 3.5 0.6 0.4 -0.6 2.2 1.7 1.5 1.6 -0.1
1944
+7.66 +5.24 0.7 0.4 0.8 -0.2 1.5 1.8 -0.4 0.7 0.1 0.2 0.4 1.4
1943
+10.14 +6.97 3.0 1.9 1.9 0.4 2.1 1.0 -1.7 0.6 1.1 -0.2 -2.4 2.2
1942
+5.79 -2.97 0.6 -1.2 -1.2 -1.4 2.1 0.7 0.9 0.4 0.9 2.3 -0.4 2.0
1941
-1.40 -10.31 -0.9 -0.6 1.2 -1.1 0.3 2.3 2.5 -0.4 -0.1 -1.4 -1.1 -2.0
1940
+0.28 -0.43 -1.0 0.4 1.1 -0.2 -7.9 3.0 1.4 1.0 1.0 1.6 -0.1 0.4
1939
+2.55 +2.55 -1.8 1.5 -3.2 0.5 2.7 -1.6 3.2 -2.4 2.1 1.1 -0.6 1.5
1938
+11.07 +14.24 0.7 2.3 -7.9 4.4 -0.9 6.9 2.5 -0.7 0.3 3.2 -1.2 1.6
1937
-9.33 -11.85 1.7 0.8 -1.4 -2.7 0.2 -1.4 3.7 -1.8 -3.7 -2.3 -1.8 -0.8
1936
+12.80 +11.19 2.3 1.0 1.2 -2.2 1.7 1.1 2.5 0.8 0.1 2.7 0.9 0.0
1935
+16.19 +12.82 -0.2 -0.7 -0.7 3.1 1.2 2.3 2.9 0.2 0.8 3.0 1.5 1.7
1934
+5.87 +4.29 4.6 0.1 1.0 -0.2 -1.8 1.2 -2.8 1.1 -0.7 0.4 2.6 0.5
1933
+24.58 +23.64 7.0 -5.3 0.7 11.2 6.2 5.5 -3.0 4.5 -4.0 -3.0 2.9 0.9
1932
+4.75 +16.74 -1.9 2.9 -2.2 -3.9 -5.3 0.4 8.7 10.3 -0.5 -3.7 -1.2 2.3
1931
-14.48 -5.69 1.9 3.4 -1.9 -2.7 -3.3 4.2 -2.0 0.4 -8.5 0.1 -2.0 -4.5
1930
-3.87 +2.69 1.9 1.1 3.5 -0.4 0.1 -4.8 1.4 0.5 -3.4 -1.9 -0.1 -1.6
1929
-0.87 -1.44 1.6 -0.5 -0.5 1.2 -1.2 3.4 2.0 3.2 -1.6 -6.4 -2.5 0.8
1928
+11.04 +12.34 -0.2 -0.5 3.4 0.9 0.3 -1.5 -0.2 2.2 1.0 0.5 4.8 -0.1
1927
+13.17 +15.79 -0.2 1.7 0.9 0.8 2.0 -0.3 2.1 1.8 1.3 -1.4 2.8 1.1
1926
+6.25 +7.45 0.4 -0.8 -1.5 0.9 0.7 1.5 0.8 1.5 1.0 -0.6 1.2 1.1
1925
+9.62 +5.95 0.7 0.4 -2.0 1.2 2.0 0.7 1.3 -0.1 1.0 2.2 0.2 1.7
1924
+12.81 +12.81 1.5 -0.1 -0.4 0.4 1.0 2.3 1.9 0.7 0.4 0.3 2.4 1.8
1923
+3.83 +1.43 0.4 2.3 -0.3 -0.5 -0.8 -1.8 0.9 0.8 -0.6 0.1 2.1 1.3
1922
+12.02 +14.67 0.7 1.1 1.8 2.8 2.1 -1.0 1.3 2.8 -0.4 0.7 -1.5 1.0
1921
+10.91 +24.37 2.4 -0.2 -0.3 1.1 -0.3 -2.0 1.2 -0.1 1.6 2.4 3.1 1.6
1920
-4.08 -6.56 -0.5 -2.3 3.1 -2.6 -2.0 0.4 -0.3 0.5 1.5 2.5 -2.4 -1.9
1919
+7.21 -6.40 -0.2 1.0 0.4 2.0 3.2 -0.7 2.2 -2.6 1.2 3.0 -2.2 -0.2
1918
+8.21 -10.15 2.5 1.2 -0.9 0.7 0.8 1.5 0.1 1.0 -0.5 1.7 0.0 -0.2
1917
-6.61 -20.93 -0.5 -0.8 0.1 -0.1 -1.6 0.6 -0.2 -0.4 -0.2 -1.2 -1.6 -1.0
1916
+4.61 -7.11 -0.3 0.5 0.5 -0.2 1.1 0.1 -0.5 0.7 1.7 1.2 0.7 -0.7
1915
+13.09 +10.89 1.0 -0.1 1.6 2.8 -0.6 0.5 -0.5 2.3 1.1 2.0 1.7 0.8
1914
+2.24 +1.23 2.3 1.1 -0.4 -0.7 0.6 0.1 -1.5 -2.1 0.5 -1.0 1.5 1.9
1913
+0.88 -2.15 0.3 -0.4 -0.1 0.3 0.1 -1.0 -0.6 1.0 0.5 -0.8 0.5 1.0
1912
+3.08 -3.95 0.3 0.0 1.2 1.3 0.0 0.1 0.2 0.6 0.5 0.1 -0.2 -1.1
1911
+3.48 +5.66 1.1 1.5 0.0 0.0 0.1 1.2 0.2 -1.5 -1.4 0.5 1.4 0.4
1910
+1.46 +9.82 -0.6 -0.6 0.9 -0.2 -0.1 -0.8 -0.9 1.2 0.9 1.7 0.4 -0.4
1909
+5.68 -4.37 0.4 -0.5 0.7 1.7 1.3 0.9 0.4 0.3 -0.1 0.5 -0.5 0.5
1908
+18.68 +14.86 1.8 -0.4 2.9 3.0 2.3 -0.2 1.6 1.6 -0.2 0.9 2.7 1.3
1907
-7.48 -5.47 -0.7 -0.3 -1.6 0.9 -0.6 -0.5 1.7 -2.1 -0.3 -2.3 -2.2 0.3
1906
+0.61 -4.67 1.1 -0.6 -0.7 0.2 -1.5 0.1 -0.8 2.5 1.2 -0.3 -0.2 -0.4
1905
+6.76 +6.77 0.9 1.5 2.0 -0.2 -1.7 0.9 1.1 1.5 0.8 0.6 -0.6 -0.1
1904
+13.11 +8.05 0.9 -0.8 0.6 1.2 -0.3 0.8 1.7 1.1 2.1 2.4 1.9 0.9
1903
-3.84 +1.75 1.7 0.2 -0.5 -1.9 0.0 -1.8 -1.1 -1.1 0.0 -0.6 -0.1 1.3
1902
+3.02 -3.83 1.1 0.6 0.4 1.4 0.2 -1.5 -0.4 1.3 2.5 -0.4 -1.4 -0.8
1901
+6.91 +1.83 3.0 0.7 0.9 3.2 -2.1 3.6 -2.7 -0.1 0.2 0.1 0.7 -0.6
1900
+8.52 +12.64 0.8 1.1 1.2 -0.2 -0.6 -0.6 0.1 0.3 0.7 -0.3 2.5 3.3
1899
+0.85 -13.69 2.4 0.5 0.4 0.6 -1.8 -0.6 0.5 0.7 -0.7 -0.5 0.7 -1.2
1898
+11.56 +9.91 1.3 -0.9 -2.9 -0.9 3.3 2.6 2.1 1.9 0.4 -0.1 1.3 3.0
1897
+9.58 +9.58 1.3 0.1 0.5 -0.5 -0.4 2.3 2.0 1.9 1.7 -0.2 -0.6 1.2
1896
+3.39 +4.93 -2.1 1.3 0.5 1.2 -0.2 -0.1 -2.9 -2.5 3.6 1.7 3.7 -0.6
1895
+1.49 -1.35 -1.6 2.5 0.4 1.8 2.1 1.4 0.0 -0.5 0.3 -2.9 0.4 -2.3
1894
+4.71 +12.20 -0.9 1.4 1.5 0.9 -1.0 0.3 -0.3 1.6 1.1 -0.7 0.8 0.1
1893
-2.82 +5.05 0.4 -0.6 -0.5 0.1 -2.6 -2.0 -3.0 0.0 2.9 0.8 1.8 0.1
1892
+3.08 +1.86 0.5 0.4 0.9 -0.4 0.9 0.6 -0.3 0.6 -1.0 0.9 0.3 -0.2
1891
+8.89 +14.40 1.2 0.9 0.1 1.8 0.3 -0.2 -2.4 1.4 3.6 -0.1 0.0 1.9
1890
-1.12 -2.36 0.1 -1.0 -0.2 0.8 1.8 0.3 0.4 0.2 0.6 -1.8 -1.7 -0.7
1889
+3.60 +9.99 0.4 1.2 0.2 -0.2 1.2 0.9 -0.9 0.5 1.0 -0.8 -0.1 0.1
1888
+4.28 +4.29 0.7 0.8 -1.6 0.3 1.5 -0.1 0.9 1.2 1.5 -0.4 -0.4 -0.1
1887
+0.66 -5.17 -0.5 0.5 1.2 1.1 0.9 -0.5 -1.1 -0.8 -0.9 -0.4 1.5 -0.3
1886
+4.03 +9.10 -0.3 1.6 -0.3 -0.7 -0.8 1.6 0.3 0.1 1.3 1.2 0.6 -0.6
1885
+12.18 +13.55 -0.8 1.6 0.7 0.1 0.2 0.7 1.5 2.3 0.2 2.3 2.5 0.5
1884
-1.36 +9.96 -0.6 1.2 0.5 -1.1 -3.4 -1.3 0.4 2.4 -0.3 -0.4 0.6 0.8
1883
+0.92 +9.22 -0.6 -0.6 0.7 0.8 -0.6 0.6 -0.8 -1.1 1.2 -0.4 1.2 0.5
1882
+2.90 +4.85 -0.4 -0.4 0.6 0.8 0.3 -0.2 1.4 1.2 0.5 -1.1 -1.0 1.0
1881
+2.14 -4.58 2.0 -0.1 0.4 0.3 2.5 0.6 -2.0 -1.3 0.6 -1.1 0.5 -0.3
1880
+11.10 +13.33 1.3 1.9 1.0 -0.6 -1.9 0.8 1.1 1.9 -0.3 0.3 3.3 2.0
1879
+16.53 -1.73 0.8 1.4 -0.6 1.5 3.0 0.1 0.2 0.3 1.8 4.0 2.6 0.4
1878
+8.46 +26.10 0.4 0.1 0.7 1.1 1.8 0.7 0.7 0.4 1.3 -0.1 0.6 0.5
1877
+1.37 +14.59 -1.3 -1.3 -1.2 -0.8 1.6 -2.0 1.8 1.9 0.8 1.1 0.5 0.3
1876
-0.48 +1.27 0.0 1.8 0.5 -0.6 -0.3 1.2 -0.8 -1.6 -2.0 0.2 0.5 0.5
1875
+5.68 +11.19 -0.1 0.9 1.0 1.7 0.2 0.5 -1.8 0.7 0.1 0.3 1.2 0.9
1874
+9.77 +16.17 1.6 2.7 0.6 0.1 -0.1 0.7 -1.4 0.8 0.9 0.6 1.5 1.4
1873
+1.59 +7.93 -0.5 0.9 0.7 0.5 1.4 0.8 -1.1 0.4 -3.2 -3.4 -0.6 6.1
1872
+4.67 +2.33 -0.7 0.0 1.3 2.3 1.3 0.5 -1.4 -0.3 -1.1 1.0 0.4 1.3
1871
+6.19 +4.60 -0.4 1.7 1.3 1.7 1.6 0.3 -1.4 0.7 1.0 -1.9 0.6 1.1

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

Portfolio efficiency

Compared to the Gyroscopic Investing Desert Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

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

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Desert Portfolio with Bitcoin
Gyroscopic Investing
+6.97 8.29 -15.73 30 60 10
Desert Portfolio
Gyroscopic Investing
+3.54 6.34 -14.72 30 60 10
Desert Portfolio 2x Leveraged
Gyroscopic Investing
+2.93 13.96 -34.04 30 60 10

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
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