10-year Treasury vs Gyroscopic Investing Desert Portfolio Comparison

Period: January 1871 - August 2024 (~154 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
September 1994
4.31$
Final Capital
August 2024
4.99%
Yearly Return
6.81
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
September 1994
7.39$
Final Capital
August 2024
6.90%
Yearly Return
5.50
Std Deviation
-14.72%
Max Drawdown
27 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1871
918.02$
Final Capital
August 2024
4.54%
Yearly Return
5.46
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
January 1871
10509.81$
Final Capital
August 2024
6.21%
Yearly Return
5.98
Std Deviation
-33.15%
Max Drawdown
48 months
Recovery Period

The 10-year Treasury Portfolio obtained a 4.99% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The Gyroscopic Investing Desert Portfolio obtained a 6.90% compound annual return, with a 5.50% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1871 - 31 August 2024 (~154 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
10-year Treasury 2.74 1.35 4.85 5.89 -1.32 1.16 4.99 4.54
Desert Portfolio
Gyroscopic Investing 		9.47 1.58 8.17 14.57 5.84 5.32 6.90 6.21
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

10-year Treasury Portfolio: an investment of 1$, since September 1994, now would be worth 4.31$, with a total return of 331.24% (4.99% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since September 1994, now would be worth 7.39$, with a total return of 639.48% (6.90% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 918.02$, with a total return of 91701.70% (4.54% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 10509.81$, with a total return of 1050881.29% (6.21% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1871 - 31 August 2024 (~154 years)
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 5.89 14.57
Infl. Adjusted Return (%) 3.41 11.89
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -3.25
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.45 -3.25
Start to Recovery (months) 6 3
Longest Negative Period (months) 8 1
RISK INDICATORS
Standard Deviation (%) 8.66 7.17
Sharpe Ratio 0.06 1.29
Sortino Ratio 0.09 1.70
Ulcer Index 2.34 1.32
Ratio: Return / Standard Deviation 0.68 2.03
Ratio: Return / Deepest Drawdown 1.18 4.49
Metrics calculated over the period 1 September 2023 - 31 August 2024
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) -1.32 5.84
Infl. Adjusted Return (%) -5.24 1.63
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Negative Period (months) 60* 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.60 7.34
Sharpe Ratio -0.45 0.50
Sortino Ratio -0.66 0.68
Ulcer Index 12.73 5.32
Ratio: Return / Standard Deviation -0.17 0.80
Ratio: Return / Deepest Drawdown -0.06 0.40
Metrics calculated over the period 1 September 2019 - 31 August 2024
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 1.16 5.32
Infl. Adjusted Return (%) -1.61 2.43
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Negative Period (months) 111 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 5.89
Sharpe Ratio -0.04 0.66
Sortino Ratio -0.06 0.90
Ulcer Index 9.43 3.86
Ratio: Return / Standard Deviation 0.18 0.90
Ratio: Return / Deepest Drawdown 0.05 0.36
Metrics calculated over the period 1 September 2014 - 31 August 2024
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.99 6.90
Infl. Adjusted Return (%) 2.42 4.28
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 49* 27
Longest Negative Period (months) 126 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.81 5.50
Sharpe Ratio 0.40 0.84
Sortino Ratio 0.57 1.13
Ulcer Index 6.01 2.64
Ratio: Return / Standard Deviation 0.73 1.25
Ratio: Return / Deepest Drawdown 0.22 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.54 6.21
Infl. Adjusted Return (%) 2.37 4.01
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -33.15
Start to Recovery (months) 49* 48
Longest Drawdown Depth (%) -23.19 -33.15
Start to Recovery (months) 49* 48
Longest Negative Period (months) 126 80
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.46 5.98
Sharpe Ratio 0.10 0.37
Sortino Ratio 0.15 0.53
Ulcer Index 3.44 3.71
Ratio: Return / Standard Deviation 0.83 1.04
Ratio: Return / Deepest Drawdown 0.20 0.19
Metrics calculated over the period 1 January 1871 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1871 - 31 August 2024 (~154 years)

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10-year Treasury Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-14.72 27 Jan 2022
Mar 2024
-10.15 19 Mar 2008
Sep 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.42 3 Jul 1998
Sep 1998
-4.25 12 Feb 2015
Jan 2016
-4.15 8 Apr 2008
Nov 2008

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10-year Treasury Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.15 48 Sep 1929
Aug 1933
-23.19 49* Aug 2020
In progress
-16.03 34 Mar 1937
Dec 1939
-15.76 11 Jul 1979
May 1980
-14.72 27 Jan 2022
Mar 2024
-14.57 17 Jul 1980
Nov 1981
-11.08 19 May 1969
Nov 1970
-10.87 11 Mar 1987
Jan 1988
-10.61 11 Mar 1974
Jan 1975
-10.15 19 Mar 2008
Sep 2009
-10.14 19 Nov 1993
May 1995
-9.99 4 Feb 1980
May 1980
-9.36 20 Aug 1895
Mar 1897
-9.34 23 Oct 1998
Aug 2000
-9.06 25 Sep 1968
Sep 1970