Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.78%
1 Day
Dec 01 2023
0.78%
Current Month
December 2023
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 6.48% compound annual return, with a 5.50% standard deviation.
Table of contents
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 | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 30.00 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 60.00 |
IEI
|
USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term |
| 10.00 |
GLD
|
USD | 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 Nov 30, 2023
The Gyroscopic Investing Desert Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~153Y) |
|||
| Gyroscopic Investing Desert Portfolio | 0.78 | 0.78 | 4.82 | 3.29 | 6.35 | 5.21 | 4.54 | 6.48 | 6.16 | |||
| US Inflation Adjusted return | 4.82 | 2.10 | 2.91 | 1.10 | 1.68 | 3.86 | 3.96 | |||||
| Components | ||||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | 0.84 | Dec 01 2023 | 0.84 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 9.08 |
|
IEI
|
USD | iShares 3-7 Year Treasury Bond | 0.60 | Dec 01 2023 | 0.60 | 2.70 | -0.34 | 1.33 | 0.67 | 0.89 | 4.10 | 4.47 |
|
GLD
|
USD | SPDR Gold Trust | 1.73 | Dec 01 2023 | 1.73 | 2.53 | 3.53 | 14.53 | 10.31 | 4.57 | 5.55 | 2.93 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Gyroscopic Investing Desert Portfolio granted a 1.14% 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 Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 6.58$, with a total return of 557.64% (6.48% annualized).
The Inflation Adjusted Capital now would be 3.12$, with a net total return of 211.64% (3.86% annualized).
The Inflation Adjusted Capital now would be 3.12$, with a net total return of 211.64% (3.86% annualized).
An investment of 1$, since January 1871,
now would be worth 9303.18$, with a total return of 930218.13% (6.16% annualized).
The Inflation Adjusted Capital now would be 377.16$, with a net total return of 37615.69% (3.96% annualized).
The Inflation Adjusted Capital now would be 377.16$, with a net total return of 37615.69% (3.96% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Gyroscopic Investing Desert Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~153Y) |
|
| Investment Return (%) | 4.82 | 1.42 | 3.29 | 6.35 | 1.12 | 5.21 | 4.54 | 5.80 | 6.48 | 6.16 |
| Infl. Adjusted Return (%) details | 4.82 | 1.21 | 2.10 | 2.91 | -4.37 | 1.10 | 1.68 | 3.13 | 3.86 | 3.96 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.12 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -4.01 | -14.72 | -14.72 | -14.72 | -14.72 | -14.72 | -33.15 | |||
| Start to Recovery (# months) details | 4 | 23* | 23* | 23* | 23* | 23* | 48 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 15 | |||
| End (yyyy mm) | 2023 11 | - | - | - | - | - | 1933 08 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 15 | |||
| End (yyyy mm) | 2023 11 | - | - | - | - | - | 1933 08 | |||
| Longest negative period (# months) details | 9 | 35 | 38 | 38 | 38 | 38 | 80 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 12 | 2020 09 | 2020 09 | 2020 09 | 2020 09 | 1925 11 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1932 06 | |||
| Annualized Return (%) | -0.90 | -0.47 | -0.29 | -0.29 | -0.29 | -0.29 | 0.00 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -4.63 | -20.97 | -20.97 | -20.97 | -20.97 | -20.97 | -46.37 | |||
| Start to Recovery (# months) details | 4* | 27* | 27* | 27* | 27* | 27* | 121 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 1916 01 | |||
| Start to Bottom (# months) | 3 | 13 | 13 | 13 | 13 | 13 | 54 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1920 06 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | 14 | 67 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1926 01 | |||
| Longest Drawdown Depth (%) | -3.24 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-4.69 |
same as deepest |
|||
| Start to Recovery (# months) details | 6 | 28 | ||||||||
| Start (yyyy mm) | 2023 02 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2000 09 | 1916 01 | |||
| Start to Bottom (# months) | 1 | 13 | 13 | 13 | 13 | 7 | 54 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2001 03 | 1920 06 | |||
| Bottom to End (# months) | 5 | 14 | 14 | 14 | 14 | 21 | 67 | |||
| End (yyyy mm) | 2023 07 | - | - | - | - | 2002 12 | 1926 01 | |||
| Longest negative period (# months) details | 11 | 36* | 57 | 74 | 74 | 74 | 338 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 02 | 2016 08 | 2016 08 | 2016 08 | 1892 06 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 1920 07 | |||
| Annualized Return (%) | -1.99 | -4.37 | -0.24 | -0.13 | -0.13 | -0.13 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 8.33 | 7.96 | 7.30 | 5.74 | 5.47 | 5.50 | 5.98 | |||
| Sharpe Ratio | 0.18 | -0.10 | 0.48 | 0.61 | 0.83 | 0.77 | 0.36 | |||
| Sortino Ratio | 0.27 | -0.14 | 0.66 | 0.84 | 1.11 | 1.04 | 0.52 | |||
| Ulcer Index | 1.75 | 6.77 | 5.31 | 3.85 | 3.12 | 2.73 | 3.72 | |||
| Ratio: Return / Standard Deviation | 0.76 | 0.14 | 0.71 | 0.79 | 1.06 | 1.18 | 1.03 | |||
| Ratio: Return / Deepest Drawdown | 1.58 | 0.08 | 0.35 | 0.31 | 0.39 | 0.44 | 0.19 | |||
| % Positive Months details | 50% | 52% | 60% | 61% | 66% | 66% | 64% | |||
| Positive Months | 6 | 19 | 36 | 74 | 159 | 238 | 1178 | |||
| Negative Months | 6 | 17 | 24 | 46 | 81 | 122 | 657 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 4.54 | 7.20 | 8.93 | 13.57 | ||||||
| Worst 10 Years Return (%) - Annualized | 3.90 | 3.90 | 1.99 | |||||||
| Best 10 Years Return (%) - Annualized | 1.68 | 5.07 | 6.34 | 10.63 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.28 | 1.28 | -4.37 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 23.20 | 14.04 | 12.03 | 8.93 | 7.88 | 6.48 | ||||
| Worst Rolling Return (%) - Annualized | -12.49 | 0.35 | 3.31 | 3.90 | 5.59 | |||||
| % Positive Periods | 91% | 100% | 100% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 20.05 | 11.31 | 9.43 | 6.34 | 5.46 | 3.86 | ||||
| Worst Rolling Return (%) - Annualized | -18.90 | -5.11 | -0.43 | 1.28 | 2.94 | |||||
| % Positive Periods | 85% | 94% | 99% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1871 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 47.72 | 19.93 | 18.45 | 13.57 | 11.72 | 10.84 | ||||
| Worst Rolling Return (%) - Annualized | -23.92 | -10.95 | -2.64 | 1.99 | 3.21 | 3.59 | ||||
| % Positive Periods | 84% | 97% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 58.19 | 16.90 | 14.59 | 10.63 | 8.00 | 6.62 | ||||
| Worst Rolling Return (%) - Annualized | -21.33 | -13.19 | -10.77 | -4.37 | -1.09 | 0.54 | ||||
| % Positive Periods | 71% | 85% | 87% | 91% | 97% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 31.65 | 21.99 | 11.39 | 7.18 | 6.23 | 5.66 | ||||
| Perpetual WR (%) | 0.00 | 1.08 | 1.65 | 3.03 | 3.72 | 3.81 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
VTI
|
IEI
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.62
|
0.27
|
|
IEI
|
0.62
|
-
|
0.72
|
|
GLD
|
0.27
|
0.72
|
-
|
| Asset |
VTI
|
IEI
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.14
|
0.20
|
|
IEI
|
0.14
|
-
|
0.46
|
|
GLD
|
0.20
|
0.46
|
-
|
| Asset |
VTI
|
IEI
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.04
|
0.09
|
|
IEI
|
0.04
|
-
|
0.46
|
|
GLD
|
0.09
|
0.46
|
-
|
| Asset |
VTI
|
IEI
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
-0.12
|
0.06
|
|
IEI
|
-0.12
|
-
|
0.23
|
|
GLD
|
0.06
|
0.23
|
-
|
| Asset |
VTI
|
IEI
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.09
|
0.02
|
|
IEI
|
0.09
|
-
|
0.06
|
|
GLD
|
0.02
|
0.06
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
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.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -14.72% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 8.39 |
| -10.15% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 | 4.82 |
| -5.63% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 3.86 |
| -4.42% | Jul 1998 | Aug 1998 | 2 | Sep 1998 | 1 | 3 | 2.25 |
| -3.94% | Feb 2001 | Mar 2001 | 2 | Feb 2002 | 11 | 13 | 1.66 |
| -3.56% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 1.89 |
| -3.44% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 2.16 |
| -3.24% | Sep 2011 | Sep 2011 | 1 | Oct 2011 | 1 | 2 | 1.87 |
| -2.91% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 1.68 |
| -2.78% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 | 1.66 |
| -2.77% | Sep 2018 | Dec 2018 | 4 | Jan 2019 | 1 | 5 | 1.66 |
| -2.70% | May 1999 | Aug 1999 | 4 | Oct 1999 | 2 | 6 | 1.66 |
| -2.64% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 | 1.20 |
| -2.63% | Aug 2016 | Nov 2016 | 4 | Feb 2017 | 3 | 7 | 1.44 |
| -2.57% | Jun 2015 | Sep 2015 | 4 | Mar 2016 | 6 | 10 | 1.42 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -20.97% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 14.19 |
| -10.83% | Mar 2008 | Oct 2008 | 8 | Sep 2009 | 11 | 19 | 5.89 |
| -7.29% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.86 |
| -4.69% | Sep 2000 | Mar 2001 | 7 | Dec 2002 | 21 | 28 | 2.29 |
| -4.65% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 | 2.13 |
| -4.17% | Feb 1999 | Aug 1999 | 7 | Dec 1999 | 4 | 11 | 2.43 |
| -4.07% | Apr 2004 | May 2004 | 2 | Nov 2004 | 6 | 8 | 2.74 |
| -3.82% | Feb 2018 | Oct 2018 | 9 | Mar 2019 | 5 | 14 | 2.24 |
| -3.70% | Feb 2015 | Sep 2015 | 8 | Mar 2016 | 6 | 14 | 2.02 |
| -3.67% | Feb 1996 | Jul 1996 | 6 | Oct 1996 | 3 | 9 | 2.15 |
| -3.62% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 1.97 |
| -3.38% | Sep 2011 | Sep 2011 | 1 | Oct 2011 | 1 | 2 | 1.95 |
| -3.21% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 | 1.43 |
| -3.16% | Jan 2005 | Apr 2005 | 4 | Nov 2005 | 7 | 11 | 1.76 |
| -3.04% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 | 1.37 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -33.15% | Sep 1929 | May 1932 | 33 | Aug 1933 | 15 | 48 | 16.75 |
| -16.03% | Mar 1937 | Mar 1938 | 13 | Dec 1939 | 21 | 34 | 6.50 |
| -14.72% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 8.39 |
| -11.08% | May 1969 | May 1970 | 13 | Nov 1970 | 6 | 19 | 6.21 |
| -10.61% | Mar 1974 | Sep 1974 | 7 | Jan 1975 | 4 | 11 | 5.76 |
| -10.15% | Mar 2008 | Feb 2009 | 12 | Sep 2009 | 7 | 19 | 4.82 |
| -9.99% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 | 5.03 |
| -9.36% | Aug 1895 | Aug 1896 | 13 | Mar 1897 | 7 | 20 | 4.33 |
| -8.60% | Oct 1906 | Nov 1907 | 14 | May 1908 | 6 | 20 | 4.30 |
| -8.49% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 | 3.82 |
| -8.38% | Feb 1893 | Jul 1893 | 6 | Aug 1894 | 13 | 19 | 3.84 |
| -8.12% | Apr 1940 | May 1940 | 2 | Jun 1941 | 13 | 15 | 2.87 |
| -7.91% | Aug 1941 | Apr 1942 | 9 | Dec 1942 | 8 | 17 | 4.11 |
| -7.90% | Jul 1876 | Jun 1877 | 12 | Apr 1878 | 10 | 22 | 4.20 |
| -7.83% | Jul 1873 | Nov 1873 | 5 | Feb 1874 | 3 | 8 | 3.89 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -46.37% | Jan 1916 | Jun 1920 | 54 | Jan 1926 | 67 | 121 | 24.94 |
| -25.87% | Feb 1946 | Feb 1948 | 25 | Sep 1954 | 79 | 104 | 16.47 |
| -20.97% | Sep 2021 | Sep 2022 | 13 | in progress | 14 | 27 | 14.19 |
| -18.91% | Sep 1968 | Jun 1970 | 22 | Jan 1972 | 19 | 41 | 9.19 |
| -18.33% | Jul 1973 | Sep 1974 | 15 | Dec 1976 | 27 | 42 | 8.33 |
| -17.04% | Apr 1940 | Apr 1942 | 25 | Feb 1945 | 34 | 59 | 8.53 |
| -16.48% | Jul 1931 | May 1932 | 11 | Aug 1932 | 3 | 14 | 10.02 |
| -16.45% | Aug 1980 | Sep 1981 | 14 | Oct 1982 | 13 | 27 | 9.00 |
| -16.38% | Nov 1905 | Oct 1907 | 24 | Nov 1908 | 13 | 37 | 7.77 |
| -16.03% | Mar 1937 | Mar 1938 | 13 | Jul 1939 | 16 | 29 | 7.66 |
| -15.71% | Feb 1899 | Dec 1899 | 11 | Apr 1901 | 16 | 27 | 10.02 |
| -14.03% | Jul 1901 | Feb 1904 | 32 | Mar 1905 | 13 | 45 | 8.34 |
| -12.57% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 6.33 |
| -12.50% | Jul 1881 | Jun 1882 | 12 | Jul 1883 | 13 | 25 | 8.26 |
| -11.97% | Jul 1892 | Feb 1893 | 8 | Feb 1894 | 12 | 20 | 7.23 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -12.49 |
11/2021 10/2022 |
0.87$ | 2.22 | 1.02$ | 6.73 | 1.06$ | 12.18 | 1.12$ | 23.20 |
02/1995 01/1996 |
1.23$ | 6.35 | 8.60% |
| 2Y | -4.04 |
11/2021 10/2023 |
0.92$ | 3.36 | 1.06$ | 6.65 | 1.13$ | 10.73 | 1.22$ | 16.01 |
12/1994 11/1996 |
1.34$ | -1.55 | 5.04% |
| 3Y | 0.35 |
10/2020 09/2023 |
1.01$ | 4.03 | 1.12$ | 6.47 | 1.20$ | 9.65 | 1.31$ | 14.04 |
02/1995 01/1998 |
1.48$ | 1.12 | 0.00% |
| 5Y | 3.31 |
10/2017 09/2022 |
1.17$ | 4.81 | 1.26$ | 6.54 | 1.37$ | 8.23 | 1.48$ | 12.03 |
01/1995 12/1999 |
1.76$ | 5.21 | 0.00% |
| 7Y | 4.04 |
11/2015 10/2022 |
1.31$ | 5.23 | 1.42$ | 6.58 | 1.56$ | 7.56 | 1.66$ | 9.54 |
12/1994 11/2001 |
1.89$ | 5.02 | 0.00% |
| 10Y | 3.90 |
10/2012 09/2022 |
1.46$ | 5.65 | 1.73$ | 6.65 | 1.90$ | 7.58 | 2.07$ | 8.93 |
01/1995 12/2004 |
2.35$ | 4.54 | 0.00% |
| 15Y | 4.92 |
11/2007 10/2022 |
2.05$ | 6.03 | 2.40$ | 6.62 | 2.61$ | 7.40 | 2.91$ | 8.17 |
12/1994 11/2009 |
3.24$ | 5.91 | 0.00% |
| 20Y | 5.59 |
11/2003 10/2023 |
2.96$ | 6.02 | 3.21$ | 6.54 | 3.54$ | 7.31 | 4.10$ | 7.88 |
12/1994 11/2014 |
4.55$ | 5.80 | 0.00% |
| 30Y | 6.48 |
12/1993 11/2023 |
6.57$ | 6.48 | 6.57$ | 6.48 | 6.57$ | 6.48 | 6.57$ | 6.48 |
12/1993 11/2023 |
6.57$ | 6.48 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -18.90 |
10/2021 09/2022 |
0.81$ | -0.12 | 0.99$ | 4.01 | 1.04$ | 9.94 | 1.09$ | 20.05 |
01/1995 12/1995 |
1.20$ | 2.91 | 14.90% |
| 2Y | -9.44 |
01/2021 12/2022 |
0.82$ | 1.40 | 1.02$ | 4.27 | 1.08$ | 8.31 | 1.17$ | 12.94 |
03/2009 02/2011 |
1.27$ | -6.43 | 8.61% |
| 3Y | -5.11 |
10/2020 09/2023 |
0.85$ | 2.07 | 1.06$ | 4.31 | 1.13$ | 7.14 | 1.22$ | 11.31 |
02/1995 01/1998 |
1.37$ | -4.37 | 5.54% |
| 5Y | -0.43 |
10/2017 09/2022 |
0.97$ | 2.83 | 1.14$ | 4.14 | 1.22$ | 5.78 | 1.32$ | 9.43 |
01/1995 12/1999 |
1.56$ | 1.10 | 1.00% |
| 7Y | 0.50 |
10/2016 09/2023 |
1.03$ | 3.11 | 1.23$ | 4.35 | 1.34$ | 5.18 | 1.42$ | 6.91 |
12/1994 11/2001 |
1.59$ | 1.44 | 0.00% |
| 10Y | 1.28 |
11/2013 10/2023 |
1.13$ | 3.41 | 1.39$ | 4.47 | 1.54$ | 4.96 | 1.62$ | 6.34 |
01/1995 12/2004 |
1.84$ | 1.68 | 0.00% |
| 15Y | 2.47 |
11/2007 10/2022 |
1.44$ | 3.81 | 1.75$ | 4.34 | 1.89$ | 4.81 | 2.02$ | 5.55 |
12/1994 11/2009 |
2.24$ | 3.32 | 0.00% |
| 20Y | 2.94 |
11/2003 10/2023 |
1.78$ | 3.58 | 2.01$ | 4.28 | 2.31$ | 4.87 | 2.58$ | 5.46 |
02/1995 01/2015 |
2.89$ | 3.13 | 0.00% |
| 30Y | 3.86 |
12/1993 11/2023 |
3.11$ | 3.86 | 3.11$ | 3.86 | 3.11$ | 3.86 | 3.11$ | 3.86 |
12/1993 11/2023 |
3.11$ | 3.86 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -23.92 |
07/1931 06/1932 |
0.76$ | -0.07 | 0.99$ | 6.14 | 1.06$ | 12.65 | 1.12$ | 47.72 |
07/1932 06/1933 |
1.47$ | 6.35 | 15.41% |
| 2Y | -16.68 |
06/1930 05/1932 |
0.69$ | 1.56 | 1.03$ | 6.07 | 1.12$ | 10.91 | 1.23$ | 24.26 |
07/1984 06/1986 |
1.54$ | -1.55 | 7.12% |
| 3Y | -10.95 |
07/1929 06/1932 |
0.70$ | 2.84 | 1.08$ | 5.81 | 1.18$ | 10.12 | 1.33$ | 19.93 |
08/1984 07/1987 |
1.72$ | 1.12 | 2.06% |
| 5Y | -2.64 |
06/1927 05/1932 |
0.87$ | 3.33 | 1.17$ | 5.96 | 1.33$ | 9.25 | 1.55$ | 18.45 |
04/1982 03/1987 |
2.33$ | 5.21 | 0.73% |
| 7Y | 0.61 |
07/1925 06/1932 |
1.04$ | 3.79 | 1.29$ | 5.85 | 1.48$ | 9.16 | 1.84$ | 15.67 |
04/1980 03/1987 |
2.76$ | 5.02 | 0.00% |
| 10Y | 1.99 |
09/1886 08/1896 |
1.21$ | 4.04 | 1.48$ | 5.82 | 1.76$ | 8.72 | 2.30$ | 13.57 |
09/1977 08/1987 |
3.57$ | 4.54 | 0.00% |
| 15Y | 2.35 |
09/1881 08/1896 |
1.41$ | 4.23 | 1.86$ | 5.86 | 2.35$ | 8.59 | 3.44$ | 12.39 |
10/1974 09/1989 |
5.76$ | 5.91 | 0.00% |
| 20Y | 3.21 |
07/1901 06/1921 |
1.88$ | 4.29 | 2.31$ | 5.81 | 3.09$ | 8.98 | 5.58$ | 11.72 |
01/1979 12/1998 |
9.17$ | 5.80 | 0.00% |
| 30Y | 3.59 |
06/1902 05/1932 |
2.87$ | 4.52 | 3.76$ | 5.60 | 5.12$ | 9.23 | 14.11$ | 10.84 |
07/1970 06/2000 |
21.91$ | 6.48 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -21.33 |
07/1919 06/1920 |
0.78$ | -3.87 | 0.96$ | 3.99 | 1.03$ | 12.57 | 1.12$ | 58.19 |
07/1932 06/1933 |
1.58$ | 2.91 | 28.62% |
| 2Y | -15.79 |
12/1916 11/1918 |
0.70$ | -1.26 | 0.97$ | 4.26 | 1.08$ | 9.44 | 1.19$ | 25.31 |
06/1877 05/1879 |
1.57$ | -6.43 | 19.87% |
| 3Y | -13.19 |
08/1917 07/1920 |
0.65$ | 0.10 | 1.00$ | 4.09 | 1.12$ | 9.04 | 1.29$ | 16.90 |
07/1932 06/1935 |
1.59$ | -4.37 | 14.67% |
| 5Y | -10.77 |
07/1915 06/1920 |
0.56$ | 0.55 | 1.02$ | 4.21 | 1.22$ | 7.67 | 1.44$ | 14.59 |
07/1982 06/1987 |
1.97$ | 1.10 | 12.16% |
| 7Y | -7.17 |
06/1913 05/1920 |
0.59$ | 0.81 | 1.05$ | 4.22 | 1.33$ | 7.38 | 1.64$ | 12.05 |
10/1872 09/1879 |
2.21$ | 1.44 | 9.36% |
| 10Y | -4.37 |
12/1910 11/1920 |
0.63$ | 1.05 | 1.10$ | 4.27 | 1.51$ | 6.80 | 1.92$ | 10.63 |
06/1920 05/1930 |
2.74$ | 1.68 | 8.39% |
| 15Y | -2.83 |
08/1905 07/1920 |
0.65$ | 1.34 | 1.22$ | 4.08 | 1.82$ | 6.40 | 2.53$ | 9.58 |
08/1920 07/1935 |
3.94$ | 3.32 | 3.50% |
| 20Y | -1.09 |
01/1901 12/1920 |
0.80$ | 2.01 | 1.48$ | 3.74 | 2.08$ | 5.77 | 3.06$ | 8.00 |
08/1920 07/1940 |
4.65$ | 3.13 | 2.63% |
| 30Y | 0.54 |
08/1890 07/1920 |
1.17$ | 2.28 | 1.96$ | 3.63 | 2.91$ | 5.21 | 4.59$ | 6.62 |
04/1871 03/1901 |
6.83$ | 3.86 | 0.00% |
| Annualized rolling and percentiles/median 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.
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 |
1.03
60% |
-0.75
20% |
0.38
60% |
0.82
80% |
0.29
60% |
0.56
80% |
1.90
100% |
0.03
60% |
-2.28
0% |
0.66
60% |
2.34
80% |
0.37
60% |
| Best |
3.9 2023 |
0.9 2019 |
3.4 2023 |
4.0 2020 |
1.9 2020 |
3.5 2019 |
3.3 2022 |
1.8 2020 |
-0.1 2019 |
1.9 2021 |
4.8 2023 |
2.3 2020 |
| Worst |
-2.8 2022 |
-2.7 2023 |
-2.3 2020 |
-4.1 2022 |
-0.9 2019 |
-2.9 2022 |
0.4 2019 |
-3.0 2022 |
-4.7 2022 |
-0.9 2020 |
-0.4 2021 |
-1.7 2022 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.93
80% |
0.01
50% |
0.31
50% |
0.57
80% |
0.40
70% |
0.51
60% |
1.16
90% |
0.19
60% |
-1.34
10% |
0.36
60% |
1.32
70% |
0.20
60% |
| Best |
3.9 2023 |
2.1 2014 |
3.4 2023 |
4.0 2020 |
1.9 2020 |
3.5 2019 |
3.3 2022 |
1.8 2014 |
0.3 2016 |
2.2 2015 |
4.8 2023 |
2.3 2020 |
| Worst |
-2.8 2022 |
-2.7 2023 |
-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 |
-1.7 2022 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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 |
0.77
69% |
0.37
63% |
0.37
63% |
0.60
67% |
0.37
61% |
0.44
61% |
0.53
63% |
0.55
67% |
0.26
59% |
0.39
60% |
0.79
68% |
0.73
70% |
| 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 Feb 1871 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Gyroscopic Investing Desert Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
238 Positive Months (66%) - 122 Negative Months (34%)
1178 Positive Months (64%) - 657 Negative Months (36%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- VTI - Vanguard Total Stock Market, up to December 2001
- IEI - iShares 3-7 Year Treasury Bond, up to December 2007
- GLD - SPDR Gold Trust, up to December 2004
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Desert Portfolio with Bitcoin | +6.88 | 8.14 | -15.73 | 30 | 60 | 10 | ||
| Desert Portfolio 2x Leveraged | +5.46 | 16.64 | -34.04 | 30 | 60 | 10 | ||
| Desert Portfolio | +5.21 | 7.30 | -14.72 | 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 | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Robo Advisor 50 | +7.16 | 9.32 | -30.72 | 49.9 | 50.1 | 0 | ||
| One-Decision Portfolio | +6.85 | 8.38 | -31.96 | 50 | 50 | 0 | ||
Analyze your Portfolio: Backtest Now!
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Explore historical data since 1871 and fine-tune your investment strategy for better results.
