Last Update: 31 March 2024
The All Country World 60/40 Portfolio obtained a 6.58% compound annual return, with a 10.04% standard deviation, in the last 30 Years.
The Gyroscopic Investing Desert Portfolio obtained a 6.77% compound annual return, with a 5.47% standard deviation, in the last 30 Years.
Summary
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| All Country World 60/40 Portfolio | Gyroscopic Investing Desert Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 30% |
| Fixed Income | 40% | 60% | |
| Commodities | 0% | 10% | |
| 30 Years Stats | Return | +6.58% | +6.77% |
| Std Dev | 10.04% | 5.47% | |
| Max Drawdown | -36.70% | -14.72% | |
| All time Stats (Since Jan 1985) |
Return | +8.19% | +7.75% |
| Std Dev | 10.39% | 5.71% | |
| Max Drawdown | -36.70% | -14.72% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| All Country World 60/40 Portfolio | +2.39 | +14.79 | +15.16 | +6.79 | +6.13 | +6.58 | +8.19 |
| Gyroscopic Investing Desert Portfolio | +2.01 | +11.16 | +10.30 | +5.73 | +5.03 | +6.77 | +7.75 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
All Country World 60/40 Portfolio: an investment of 1$, since April 1994,
now would be worth 6.77$, with a total return of 576.60%
(6.58% annualized).
Gyroscopic Investing Desert Portfolio: an investment of 1$, since April 1994, now would be worth 7.14$, with a total return of 614.36% (6.77% annualized).
Gyroscopic Investing Desert Portfolio: an investment of 1$, since April 1994, now would be worth 7.14$, with a total return of 614.36% (6.77% annualized).
All Country World 60/40 Portfolio: an investment of 1$, since January 1985,
now would be worth 22.00$, with a total return of 2100.42%
(8.19% annualized).
Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1985, now would be worth 18.71$, with a total return of 1770.94% (7.75% annualized).
Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1985, now would be worth 18.71$, with a total return of 1770.94% (7.75% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
All Country World 60/40 Portfolio
|
Gyroscopic Investing Desert Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.70% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 16.68 | |||||
| -23.34% | Apr 2000 | Sep 2002 (30) | Jan 2004 (46) | 12.33 | |||||
| -21.52% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 11.26 | |||||
| -14.72% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.77 | |||||
| -13.80% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 6.11 | |||||
| -12.04% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.34 | |||||
| -10.15% | Mar 2008 | Feb 2009 (12) | Sep 2009 (19) | 4.82 | |||||
| -9.85% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.41 | |||||
| -8.49% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.64 | |||||
| -7.73% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.20 | |||||
| -5.70% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.61 | |||||
| -4.76% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 3.03 | |||||
| -4.42% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.25 | |||||
| -3.94% | Feb 2001 | Mar 2001 (2) | Feb 2002 (13) | 1.66 | |||||
| -3.73% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 1.90 | |||||
| -3.69% | Sep 1994 | Jan 1995 (5) | Apr 1995 (8) | 2.18 | |||||
| -3.56% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.89 | |||||
| -3.53% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 2.20 | |||||
| -3.44% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 2.16 | |||||
| -3.24% | Sep 2011 | Sep 2011 (1) | Oct 2011 (2) | 1.87 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
All Country World 60/40 Portfolio
|
Gyroscopic Investing Desert Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.70% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 16.68 | |||||
| -23.34% | Apr 2000 | Sep 2002 (30) | Jan 2004 (46) | 12.33 | |||||
| -21.52% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 11.26 | |||||
| -17.68% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 8.37 | |||||
| -14.72% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.77 | |||||
| -14.70% | Jan 1990 | Sep 1990 (9) | May 1991 (17) | 7.12 | |||||
| -13.80% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 6.11 | |||||
| -12.04% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.34 | |||||
| -10.15% | Mar 2008 | Feb 2009 (12) | Sep 2009 (19) | 4.82 | |||||
| -9.85% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.41 | |||||
| -8.49% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.64 | |||||
| -8.49% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 3.82 | |||||
| -7.73% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.20 | |||||
| -5.70% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.61 | |||||
| -5.63% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.55% | Feb 1994 | Mar 1994 (2) | Apr 1995 (15) | 3.68 | |||||
| -5.40% | Jan 1992 | Mar 1992 (3) | Jan 1993 (13) | 2.58 | |||||
| -4.76% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 3.03 | |||||
| -4.45% | Sep 1986 | Sep 1986 (1) | Oct 1986 (2) | 2.57 | |||||
| -4.42% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.25 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.65%
|
-0.19% |
+3.24%
|
0.00% |
| 2023 |
+16.14%
|
-7.53% |
+11.64%
|
-4.01% |
| 2022 |
-16.34%
|
-21.52% |
-11.64%
|
-14.72% |
| 2021 |
+10.14%
|
-3.08% |
+5.76%
|
-2.29% |
| 2020 |
+12.48%
|
-13.80% |
+12.96%
|
-3.56% |
| 2019 |
+19.89%
|
-3.21% |
+14.41%
|
-0.95% |
| 2018 |
-5.81%
|
-8.49% |
-0.94%
|
-2.77% |
| 2017 |
+16.36%
|
0.00% |
+8.38%
|
-0.12% |
| 2016 |
+6.82%
|
-3.26% |
+5.39%
|
-2.63% |
| 2015 |
-0.78%
|
-7.28% |
+0.02%
|
-2.57% |
| 2014 |
+4.95%
|
-2.27% |
+5.45%
|
-1.59% |
| 2013 |
+12.77%
|
-3.73% |
+6.10%
|
-2.64% |
| 2012 |
+13.25%
|
-5.70% |
+6.70%
|
-2.16% |
| 2011 |
-1.26%
|
-12.04% |
+6.23%
|
-3.24% |
| 2010 |
+10.93%
|
-6.54% |
+11.95%
|
-1.56% |
| 2009 |
+23.38%
|
-12.81% |
+10.05%
|
-5.76% |
| 2008 |
-25.21%
|
-28.83% |
-2.92%
|
-8.78% |
| 2007 |
+8.21%
|
-2.94% |
+10.64%
|
-0.86% |
| 2006 |
+13.12%
|
-2.85% |
+8.85%
|
-1.61% |
| 2005 |
+7.18%
|
-2.50% |
+5.06%
|
-1.48% |
| 2004 |
+10.41%
|
-2.77% |
+6.34%
|
-3.44% |
| 2003 |
+22.27%
|
-2.14% |
+12.64%
|
-1.46% |
| 2002 |
-8.59%
|
-14.20% |
+4.90%
|
-2.20% |
| 2001 |
-5.46%
|
-12.83% |
+1.31%
|
-3.94% |
| 2000 |
-4.61%
|
-7.73% |
+4.70%
|
-2.78% |
| 1999 |
+16.48%
|
-3.00% |
+5.12%
|
-2.91% |
| 1998 |
+15.37%
|
-9.85% |
+13.26%
|
-4.42% |
| 1997 |
+9.98%
|
-4.76% |
+12.53%
|
-2.44% |
| 1996 |
+10.14%
|
-1.85% |
+6.98%
|
-2.04% |
| 1995 |
+18.30%
|
-0.82% |
+23.10%
|
0.00% |
| 1994 |
-0.34%
|
-5.55% |
-2.86%
|
-5.63% |
| 1993 |
+18.90%
|
-3.47% |
+11.81%
|
-1.14% |
| 1992 |
-0.34%
|
-5.40% |
+6.83%
|
-2.19% |
| 1991 |
+17.68%
|
-4.03% |
+18.44%
|
-1.44% |
| 1990 |
-8.25%
|
-14.70% |
+3.54%
|
-3.71% |
| 1989 |
+14.23%
|
-2.13% |
+16.86%
|
-1.08% |
| 1988 |
+15.88%
|
-3.42% |
+6.82%
|
-1.71% |
| 1987 |
+10.47%
|
-17.68% |
+4.17%
|
-8.49% |
| 1986 |
+31.62%
|
-4.45% |
+15.33%
|
-2.55% |
| 1985 |
+34.19%
|
-1.07% |
+23.33%
|
-1.21% |
