All Country World 20/80 vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 31 March 2024

The All Country World 20/80 Portfolio obtained a 5.85% compound annual return, with a 5.60% 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 20/80 Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 30%
Fixed Income 80% 60%
Commodities 0% 10%
30 Years Stats Return +5.85% +6.77%
Std Dev 5.60% 5.47%
Max Drawdown -17.97% -14.72%
All time Stats
(Since Jan 1985)		 Return +7.29% +7.75%
Std Dev 5.88% 5.71%
Max Drawdown -17.97% -14.72%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 20/80 Portfolio +1.55 +9.57 +7.69 +2.51 +3.35 +5.85 +7.29
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 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% 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 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% 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.

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All Country World 20/80 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
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.91% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.68
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.78% Apr 2000 May 2000 (2) Jun 2000 (3) 1.66
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.77% Sep 2018 Dec 2018 (4) Jan 2019 (5) 1.66

Drawdown comparison chart since January 1985.

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All Country World 20/80 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
-17.97% Sep 2021 Sep 2022 (13) In progress (31) 10.54
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87

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.
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Year Return Drawdown Return Drawdown
2024
+1.47%
 -0.38%
+3.24%
 0.00%
2023
+10.25%
 -5.13%
+11.64%
 -4.01%
2022
-14.66%
 -17.51%
-11.64%
 -14.72%
2021
+2.00%
 -1.92%
+5.76%
 -2.29%
2020
+8.36%
 -6.55%
+12.96%
 -3.56%
2019
+12.96%
 -0.19%
+14.41%
 -0.95%
2018
-1.87%
 -2.77%
-0.94%
 -2.77%
2017
+8.23%
 -0.08%
+8.38%
 -0.12%
2016
+5.12%
 -2.99%
+5.39%
 -2.63%
2015
+0.31%
 -3.05%
+0.02%
 -2.57%
2014
+6.24%
 -1.20%
+5.45%
 -1.59%
2013
+2.59%
 -4.30%
+6.10%
 -2.64%
2012
+9.39%
 -1.73%
+6.70%
 -2.16%
2011
+4.99%
 -2.61%
+6.23%
 -3.24%
2010
+8.78%
 -1.65%
+11.95%
 -1.56%
2009
+14.11%
 -6.27%
+10.05%
 -5.76%
2008
-6.88%
 -14.04%
-2.92%
 -8.78%
2007
+6.77%
 -0.67%
+10.64%
 -0.86%
2006
+7.46%
 -1.15%
+8.85%
 -1.61%
2005
+5.53%
 -1.32%
+5.06%
 -1.48%
2004
+7.53%
 -2.82%
+6.34%
 -3.44%
2003
+12.92%
 -1.93%
+12.64%
 -1.46%
2002
+3.34%
 -3.57%
+4.90%
 -2.20%
2001
+6.33%
 -1.65%
+1.31%
 -3.94%
2000
+5.87%
 -1.99%
+4.70%
 -2.78%
1999
+7.97%
 -2.31%
+5.12%
 -2.91%
1998
+10.80%
 -4.73%
+13.26%
 -4.42%
1997
+7.03%
 -1.93%
+12.53%
 -2.44%
1996
+9.34%
 -1.45%
+6.98%
 -2.04%
1995
+19.70%
 0.00%
+23.10%
 0.00%
1994
-3.54%
 -6.27%
-2.86%
 -5.63%
1993
+15.69%
 -1.44%
+11.81%
 -1.14%
1992
+6.02%
 -2.92%
+6.83%
 -2.19%
1991
+18.43%
 -1.65%
+18.44%
 -1.44%
1990
+2.13%
 -5.58%
+3.54%
 -3.71%
1989
+13.30%
 -1.73%
+16.86%
 -1.08%
1988
+10.56%
 -1.30%
+6.82%
 -1.71%
1987
+4.29%
 -6.26%
+4.17%
 -8.49%
1986
+20.59%
 -2.84%
+15.33%
 -2.55%
1985
+26.72%
 -1.78%
+23.33%
 -1.21%