Last Update: 30 September 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 6.23% compound annual return, with a 4.50% standard deviation.
In 2019, the portfolio granted a 1.95% dividend yield. If you are interested in getting periodic income, please refer to the Gyroscopic Investing Desert Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Gyroscopic Investing Desert Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns
The Gyroscopic Investing Desert Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Gyroscopic Investing Desert Portfolio | -1.50 | +3.32 | +10.63 | +11.64 | +7.76 | +7.12 | +6.23 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | -3.54 | +9.24 | +33.25 | +14.90 | +11.63 | +13.68 | +13.48 |
| IEI - iShares 3-7 Year Treasury Bond | +0.08 | +0.19 | +0.75 | +6.89 | +4.51 | +3.06 | +2.68 |
| GLD - SPDR Gold Trust | -4.17 | +5.83 | +19.64 | +27.54 | +13.36 | +10.63 | +3.31 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Gyroscopic Investing Desert Portfolio: Dividend Yield page.
Historical Returns
Gyroscopic Investing Desert Portfolio - Historical returns and stats.
| Period | Returns Sep 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-1.50%
|
-1.50%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+3.32%
|
-1.50%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+10.63%
|
-1.50%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+8.32%
|
-3.56%
Feb 2020 - Mar 2020
|
6 - 3 | |
|
1Y
|
+11.64%
|
6.13%
|
-3.56%
Feb 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+7.76%
annualized
|
5.14%
|
-3.56%
Feb 2020 - Mar 2020
|
24 - 12 |
|
5Y
|
+7.12%
annualized
|
4.55%
|
-3.56%
Feb 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+6.23%
annualized
|
4.50%
|
-3.56%
Feb 2020 - Mar 2020
|
82 - 38 |
|
MAX
01 Jan 1972
|
+8.72%
annualized
|
6.36%
|
-10.61%
Mar 1974 - Sep 1974
|
393 - 192 |
* Annualized St.Dev. of monthly returns
Best Medium Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Couch Potato Scott Burns |
+8.67% | 50 | 50 | 0 | Compare | |
| Stocks/Bonds 40/60 |
+7.64% | 40 | 60 | 0 | Compare | |
| All Weather Portfolio Ray Dalio |
+7.44% | 30 | 55 | 15 | Compare | |
| Permanent Portfolio Harry Browne |
+6.62% | 25 | 50 | 25 | Compare | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.58% | 37 | 63 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Gyroscopic Investing Desert Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.85% |
+39.49% Jul 1982 - Jun 1983 |
-10.15% Mar 2008 - Feb 2009 |
6.10% |
| 2 Years |
+8.70% |
+24.26% Jul 1984 - Jun 1986 |
-0.16% Mar 2007 - Feb 2009 |
0.18% |
| 3 Years |
+8.74% |
+19.94% Aug 1984 - Jul 1987 |
+2.60% Apr 2000 - Mar 2003 |
0.00% |
| 5 Years |
+8.82% |
+18.45% Apr 1982 - Mar 1987 |
+3.60% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+8.92% |
+15.67% Apr 1980 - Mar 1987 |
+4.38% Nov 2011 - Oct 2018 |
0.00% |
| 10 Years |
+9.02% |
+13.57% Sep 1977 - Aug 1987 |
+5.12% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+9.01% |
+12.39% Oct 1974 - Sep 1989 |
+5.74% Jan 2004 - Dec 2018 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
Gyroscopic Investing Desert Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 1.0 | 0.4 | 0.3 | 0.8 | 0.8 | 0.7 | 0.6 | 0.6 | 0.6 | 0.6 | 1.2 | 0.9 |
| Best |
4.8 1987 |
3.7 1986 |
4.1 1986 |
8.3 1980 |
4.9 1980 |
4.7 1980 |
4.0 1997 |
8.1 1982 |
4.8 1998 |
7.1 1982 |
6.5 1981 |
5.3 1991 |
| Worst |
-2.7 1977 |
-4.5 1980 |
-5.7 1980 |
-3.4 2004 |
-3.3 1984 |
-2.1 2013 |
-2.5 1975 |
-3.6 1998 |
-3.2 2011 |
-5.9 1979 |
-2.3 1973 |
-3.1 1981 |
| Gain Frequency |
76 | 71 | 59 | 76 | 63 | 61 | 63 | 65 | 57 | 65 | 77 | 73 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+8.32% | 1.5 | -1.3 | -2.3 | 4.0 | 1.9 | 1.0 | 3.0 | 1.8 | -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