Gyroscopic Investing Desert Portfolio: ETF allocation and returns

Data Source: from January 1871 to January 2024 (~153 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.04%
1 Day
Feb 27 2024, 04:00PM Eastern Time
0.46%
Current Month
February 2024

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 6.50% compound annual return, with a 5.52% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

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 Jan 31, 2024

The Gyroscopic Investing Desert Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
GYROSCOPIC INVESTING DESERT PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Gyroscopic Investing Desert Portfolio 0.04 0.46 0.38 4.22 7.84 5.58 4.89 6.50 6.18
US Inflation Adjusted return 0.07 2.52 4.60 1.36 2.05 3.87 3.97
Components
VTI
USD Vanguard Total Stock Market 0.33 03:59PM, Feb 27 2024 5.08 1.12 5.88 19.21 13.44 11.92 9.95 9.11
IEI
USD iShares 3-7 Year Treasury Bond -0.08 04:00PM, Feb 27 2024 -1.73 0.31 3.44 2.43 0.73 1.15 4.12 4.49
GLD
USD SPDR Gold Trust -0.10 03:59PM, Feb 27 2024 -0.23 -1.42 3.35 5.04 8.60 4.61 5.48 2.92
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Gyroscopic Investing Desert Portfolio granted a 2.00% 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 Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 6.62$, with a total return of 561.69% (6.50% annualized).

The Inflation Adjusted Capital now would be 3.13$, with a net total return of 212.59% (3.87% annualized).
An investment of 1$, since January 1871, now would be worth 9636.72$, with a total return of 963571.94% (6.18% annualized).

The Inflation Adjusted Capital now would be 388.30$, with a net total return of 38730.39% (3.97% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Gyroscopic Investing Desert Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
GYROSCOPIC INVESTING DESERT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 31 January 2024 (~153 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 0.38 8.58 4.22 7.84 1.75 5.58 4.89 5.82 6.50 6.18
Infl. Adjusted Return (%) details 0.07 7.82 2.52 4.60 -3.70 1.36 2.05 3.16 3.87 3.97
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.12
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 25* 25* 25* 25* 25* 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 16 16 16 16 16 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 16 16 16 16 16 15
End (yyyy mm) 2023 11 - - - - - 1933 08
Longest negative period (# months) details 9 33 38 38 38 38 80
Period Start (yyyy mm) 2023 02 2021 02 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 -1.09 -0.29 -0.29 -0.29 -0.29 0.00
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -4.91 -21.07 -21.07 -21.07 -21.07 -21.07 -46.37
Start to Recovery (# months) details 5 29* 29* 29* 29* 29* 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) 2 16 16 16 16 16 67
End (yyyy mm) 2023 12 - - - - - 1926 01
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 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) 2 16 16 16 16 16 67
End (yyyy mm) 2023 12 - - - - - 1926 01
Longest negative period (# months) details 9 36* 57 74 74 74 338
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2016 08 2016 08 2016 08 1892 06
Period End (yyyy mm) 2023 10 2024 01 2023 10 2022 09 2022 09 2022 09 1920 07
Annualized Return (%) -3.97 -3.70 -0.16 -0.14 -0.14 -0.14 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.75 8.05 7.26 5.81 5.49 5.52 5.98
Sharpe Ratio 0.36 -0.06 0.52 0.65 0.82 0.77 0.37
Sortino Ratio 0.52 -0.08 0.71 0.89 1.10 1.04 0.52
Ulcer Index 1.69 6.77 5.31 3.85 3.12 2.74 3.72
Ratio: Return / Standard Deviation 1.01 0.22 0.77 0.84 1.06 1.18 1.03
Ratio: Return / Deepest Drawdown 1.96 0.12 0.38 0.33 0.40 0.44 0.19
% Positive Months details 58% 55% 61% 61% 66% 66% 64%
Positive Months 7 20 37 74 159 238 1180
Negative Months 5 16 23 46 81 122 657
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.89 7.20 8.93 13.57
Worst 10 Years Return (%) - Annualized 3.90 3.90 1.99
Best 10 Years Return (%) - Annualized 2.05 5.07 6.30 10.63
Worst 10 Years Return (%) - Annualized 1.29 1.29 -4.37
ROLLING PERIODS
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 6.50
Worst Rolling Return (%) - Annualized -12.49 0.35 3.31 3.90 5.59
% Positive Periods 91% 100% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.74 29.91 20.40 11.18 6.75 6.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.39 3.19 4.19
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 20.06 11.27 9.43 6.30 5.45 3.87
Worst Rolling Return (%) - Annualized -18.90 -5.09 -0.43 1.29 2.94
% Positive Periods 85% 93% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.74 29.91 20.40 11.18 6.75 6.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.39 3.19 4.19
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Jan 2024)
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%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.72 25.95 14.26 7.66 4.58 3.61
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
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%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.72 25.95 14.26 7.66 4.58 3.61
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.78
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 January 2024
Swipe left to see all data
Asset
VTI
IEI
GLD
VTI
-
0.61
0.28
IEI
0.61
-
0.66
GLD
0.28
0.66
-
Asset
VTI
IEI
GLD
VTI
-
0.20
0.23
IEI
0.20
-
0.44
GLD
0.23
0.44
-
Asset
VTI
IEI
GLD
VTI
-
0.07
0.10
IEI
0.07
-
0.45
GLD
0.10
0.45
-
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
-
0.07
GLD
0.02
0.07
-

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1871 - 31 January 2024 (~153 years)
Inflation Adjusted:
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 16 25 8.07
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 167 2.2 Months 46.26%
 
DD = 0% 46.26%
 
0% < DD <= -5% 167 2.2 Months 46.26%
 
DD <= -5% 92.52%
 
-5% < DD <= -10% 19 19.0 Months 5.26%
 
DD <= -10% 97.78%
 
-10% < DD <= -15% 8 45.1 Months 2.22%
 
DD <= -15% 100.00%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.07% Sep 2021 Sep 2022 13 in progress 16 29 14.24
-10.59% Mar 2008 Oct 2008 8 Sep 2009 11 19 5.48
-7.29% Feb 1994 Nov 1994 10 May 1995 6 16 4.80
-4.77% Jul 1998 Aug 1998 2 Oct 1998 2 4 2.19
-4.69% Sep 2000 Mar 2001 7 Dec 2002 21 28 2.29
-3.94% Feb 1999 Aug 1999 7 Dec 1999 4 11 2.21
-3.91% Apr 2004 Jul 2004 4 Dec 2004 5 9 2.51
-3.59% Feb 2018 Dec 2018 11 Feb 2019 2 13 1.99
-3.48% Feb 1996 Jul 1996 6 Oct 1996 3 9 1.94
-3.45% Sep 2011 Sep 2011 1 Nov 2011 2 3 1.72
-3.41% Aug 2016 Nov 2016 4 May 2017 6 10 1.83
-3.28% Feb 2020 Mar 2020 2 Apr 2020 1 3 1.79
-3.09% Feb 2015 Sep 2015 8 Mar 2016 6 14 1.67
-3.03% Dec 1996 Mar 1997 4 May 1997 2 6 1.39
-2.91% May 2013 Jun 2013 2 Oct 2013 4 6 1.34
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 122 3.0 Months 33.80%
 
DD = 0% 33.80%
 
0% < DD <= -5% 194 1.9 Months 53.74%
 
DD <= -5% 87.53%
 
-5% < DD <= -10% 21 17.2 Months 5.82%
 
DD <= -10% 93.35%
 
-10% < DD <= -15% 9 40.1 Months 2.49%
 
DD <= -15% 95.84%
 
-15% < DD <= -20% 13 27.8 Months 3.60%
 
DD <= -20% 99.45%
 
-20% < DD <= -25% 2 180.5 Months 0.55%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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 16 25 8.07
-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 (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 757 2.4 Months 41.19%
 
DD = 0% 41.19%
 
0% < DD <= -5% 915 2.0 Months 49.78%
 
DD <= -5% 90.97%
 
-5% < DD <= -10% 118 15.6 Months 6.42%
 
DD <= -10% 97.39%
 
-10% < DD <= -15% 27 68.1 Months 1.47%
 
DD <= -15% 98.86%
 
-15% < DD <= -20% 5 367.6 Months 0.27%
 
DD <= -20% 99.13%
 
-20% < DD <= -25% 9 204.2 Months 0.49%
 
DD <= -25% 99.62%
 
-25% < DD <= -30% 5 367.6 Months 0.27%
 
DD <= -30% 99.89%
 
-30% < DD <= -35% 2 919.0 Months 0.11%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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
-26.37% Feb 1946 Feb 1948 25 Sep 1954 79 104 16.47
-21.07% Sep 2021 Sep 2022 13 in progress 16 29 14.24
-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
-16.47% Aug 1980 Sep 1981 14 Oct 1982 13 27 9.11
-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
-12.50% Jul 1881 Jun 1882 12 Jul 1883 13 25 8.26
-12.35% Feb 1980 Mar 1980 2 Jun 1980 3 5 6.15
-11.97% Jul 1892 Feb 1893 8 Feb 1894 12 20 7.23
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 463 4.0 Months 25.19%
 
DD = 0% 25.19%
 
0% < DD <= -5% 751 2.4 Months 40.86%
 
DD <= -5% 66.05%
 
-5% < DD <= -10% 295 6.2 Months 16.05%
 
DD <= -10% 82.10%
 
-10% < DD <= -15% 160 11.5 Months 8.71%
 
DD <= -15% 90.81%
 
-15% < DD <= -20% 87 21.1 Months 4.73%
 
DD <= -20% 95.54%
 
-20% < DD <= -25% 25 73.5 Months 1.36%
 
DD <= -25% 96.90%
 
-25% < DD <= -30% 18 102.1 Months 0.98%
 
DD <= -30% 97.88%
 
-30% < DD <= -35% 16 114.9 Months 0.87%
 
DD <= -35% 98.75%
 
-35% < DD <= -40% 12 153.2 Months 0.65%
 
DD <= -40% 99.40%
 
-40% < DD <= -45% 8 229.8 Months 0.44%
 
DD <= -45% 99.84%
 
-45% < DD <= -50% 3 612.7 Months 0.16%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1871 - 31 January 2024 (~153 years)
Inflation Adjusted:
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$ 2.37 1.02$ 6.77 1.06$ 12.18 1.12$ 23.20 02/1995
01/1996
1.23$ 7.84 8.02%
2Y -4.04 11/2021
10/2023
0.92$ 3.25 1.06$ 6.47 1.13$ 10.73 1.22$ 16.01 12/1994
11/1996
1.34$ 0.96 5.34%
3Y 0.35 10/2020
09/2023
1.01$ 3.97 1.12$ 6.40 1.20$ 9.65 1.31$ 14.04 02/1995
01/1998
1.48$ 1.75 0.00%
5Y 3.31 10/2017
09/2022
1.17$ 4.81 1.26$ 6.53 1.37$ 8.21 1.48$ 12.03 01/1995
12/1999
1.76$ 5.58 0.00%
7Y 4.04 11/2015
10/2022
1.31$ 5.23 1.42$ 6.56 1.56$ 7.54 1.66$ 9.54 12/1994
11/2001
1.89$ 5.29 0.00%
10Y 3.90 10/2012
09/2022
1.46$ 5.60 1.72$ 6.57 1.88$ 7.58 2.07$ 8.93 01/1995
12/2004
2.35$ 4.89 0.00%
15Y 4.92 11/2007
10/2022
2.05$ 5.99 2.39$ 6.61 2.61$ 7.40 2.91$ 8.17 12/1994
11/2009
3.24$ 6.18 0.00%
20Y 5.59 11/2003
10/2023
2.96$ 5.98 3.19$ 6.46 3.49$ 7.17 3.99$ 7.88 12/1994
11/2014
4.55$ 5.82 0.00%
30Y 6.50 02/1994
01/2024
6.61$ 6.50 6.61$ 6.50 6.61$ 6.50 6.61$ 6.50 02/1994
01/2024
6.61$ 6.50 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$ 0.14 1.00$ 4.01 1.04$ 9.95 1.09$ 20.06 01/1995
12/1995
1.20$ 4.60 14.33%
2Y -9.48 01/2021
12/2022
0.81$ 1.32 1.02$ 4.21 1.08$ 8.29 1.17$ 12.93 03/2009
02/2011
1.27$ -3.60 9.20%
3Y -5.09 10/2020
09/2023
0.85$ 1.92 1.05$ 4.20 1.13$ 7.13 1.22$ 11.27 02/1995
01/1998
1.37$ -3.70 6.15%
5Y -0.43 10/2017
09/2022
0.97$ 2.76 1.14$ 4.09 1.22$ 5.75 1.32$ 9.43 01/1995
12/1999
1.56$ 1.36 1.00%
7Y 0.51 10/2016
09/2023
1.03$ 3.10 1.23$ 4.33 1.34$ 5.16 1.42$ 6.92 12/1994
11/2001
1.59$ 1.74 0.00%
10Y 1.29 11/2013
10/2023
1.13$ 3.36 1.39$ 4.44 1.54$ 4.94 1.61$ 6.30 01/1995
12/2004
1.84$ 2.05 0.00%
15Y 2.48 11/2007
10/2022
1.44$ 3.79 1.74$ 4.32 1.88$ 4.82 2.02$ 5.52 12/1994
11/2009
2.23$ 3.53 0.00%
20Y 2.94 11/2003
10/2023
1.78$ 3.53 2.00$ 4.25 2.30$ 4.82 2.56$ 5.45 02/1995
01/2015
2.88$ 3.16 0.00%
30Y 3.87 02/1994
01/2024
3.12$ 3.87 3.12$ 3.87 3.12$ 3.87 3.12$ 3.87 02/1994
01/2024
3.12$ 3.87 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$ 7.84 15.39%
2Y -16.68 06/1930
05/1932
0.69$ 1.54 1.03$ 6.07 1.12$ 10.91 1.23$ 24.26 07/1984
06/1986
1.54$ 0.96 7.17%
3Y -10.95 07/1929
06/1932
0.70$ 2.83 1.08$ 5.81 1.18$ 10.12 1.33$ 19.93 08/1984
07/1987
1.72$ 1.75 2.05%
5Y -2.64 06/1927
05/1932
0.87$ 3.33 1.17$ 5.96 1.33$ 9.24 1.55$ 18.45 04/1982
03/1987
2.33$ 5.58 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$ 5.29 0.00%
10Y 1.99 09/1886
08/1896
1.21$ 4.04 1.48$ 5.82 1.76$ 8.70 2.30$ 13.57 09/1977
08/1987
3.57$ 4.89 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$ 6.18 0.00%
20Y 3.21 07/1901
06/1921
1.88$ 4.30 2.31$ 5.81 3.09$ 8.98 5.58$ 11.72 01/1979
12/1998
9.17$ 5.82 0.00%
30Y 3.59 06/1902
05/1932
2.87$ 4.52 3.76$ 5.60 5.12$ 9.22 14.09$ 10.84 07/1970
06/2000
21.91$ 6.50 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$ -3.91 0.96$ 4.00 1.04$ 12.54 1.12$ 58.19 07/1932
06/1933
1.58$ 4.60 28.70%
2Y -15.79 12/1916
11/1918
0.70$ -1.26 0.97$ 4.23 1.08$ 9.42 1.19$ 25.31 06/1877
05/1879
1.57$ -3.60 20.01%
3Y -13.19 08/1917
07/1920
0.65$ 0.06 1.00$ 4.09 1.12$ 9.04 1.29$ 16.90 07/1932
06/1935
1.59$ -3.70 14.76%
5Y -10.77 07/1915
06/1920
0.56$ 0.57 1.02$ 4.22 1.22$ 7.64 1.44$ 14.59 07/1982
06/1987
1.97$ 1.36 12.15%
7Y -7.17 06/1913
05/1920
0.59$ 0.83 1.05$ 4.22 1.33$ 7.38 1.64$ 12.05 10/1872
09/1879
2.21$ 1.74 9.35%
10Y -4.37 12/1910
11/1920
0.63$ 1.04 1.10$ 4.25 1.51$ 6.79 1.92$ 10.63 06/1920
05/1930
2.74$ 2.05 8.38%
15Y -2.83 08/1905
07/1920
0.65$ 1.38 1.22$ 4.08 1.82$ 6.38 2.52$ 9.58 08/1920
07/1935
3.94$ 3.53 3.50%
20Y -1.09 01/1901
12/1920
0.80$ 2.02 1.49$ 3.74 2.08$ 5.77 3.06$ 8.00 08/1920
07/1940
4.65$ 3.16 2.63%
30Y 0.54 08/1890
07/1920
1.17$ 2.29 1.97$ 3.63 2.91$ 5.21 4.59$ 6.62 04/1871
03/1901
6.83$ 3.87 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.
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%
-0.75
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%
1.28
80%
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
3.2
2023
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 - Jan 2024
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
0.95
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%
0.51
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
3.2
2023
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 - Jan 2024
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%
0.75
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 - Jan 2024

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 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1871 - 31 January 2024 (~153 years)
238 Positive Months (66%) - 122 Negative Months (34%)
1180 Positive Months (64%) - 657 Negative Months (36%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • IEI - iShares 3-7 Year Treasury Bond (IEI), up to December 2007
  • GLD - SPDR Gold Trust (GLD), 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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Desert Portfolio Gyroscopic Investing +6.50 5.52 -14.72 30 60 10

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

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Desert Portfolio with Bitcoin Gyroscopic Investing +7.42 8.13 -15.73 30 60 10
Desert Portfolio 2x Leveraged Gyroscopic Investing +6.29 16.71 -34.04 30 60 10
Desert Portfolio Gyroscopic Investing +5.58 7.26 -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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum +7.86 7.02 -21.11 40 60 0
Couch Potato Scott Burns +7.86 8.77 -27.04 50 50 0
All Weather Portfolio Ray Dalio +7.22 7.43 -20.58 30 55 15
Robo Advisor 50 Betterment +7.01 9.31 -30.72 49.9 50.1 0
PISI Portfolio Davide Pisicchio +6.90 6.50 -18.36 30 60 10
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.