Gyroscopic Investing Desert 2x Leveraged vs All Country World 80/20 Portfolio Comparison

Period: March 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
December 2014
2.00$
Final Capital
November 2024
7.18%
Yearly Return
13.68
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
All Country World 80/20 Portfolio
1.00$
Initial Capital
December 2014
2.16$
Final Capital
November 2024
8.00%
Yearly Return
12.52
Std Deviation
-23.52%
Max Drawdown
26months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.22$
Final Capital
November 2024
10.25%
Yearly Return
12.40
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
All Country World 80/20 Portfolio
1.00$
Initial Capital
March 2010
3.40$
Final Capital
November 2024
8.66%
Yearly Return
12.42
Std Deviation
-23.52%
Max Drawdown
26months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.18% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

The All Country World 80/20 Portfolio obtained a 8.00% compound annual return, with a 12.52% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		19.16 3.72 15.41 27.87 5.85 7.18 10.25
All Country World 80/20 16.87 3.64 9.41 22.56 9.18 8.00 8.66
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since December 2014, now would be worth 2.00$, with a total return of 99.97% (7.18% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since December 2014, now would be worth 2.16$, with a total return of 115.96% (8.00% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.22$, with a total return of 321.80% (10.25% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since March 2010, now would be worth 3.40$, with a total return of 240.41% (8.66% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 22.56
Infl. Adjusted Return (%) 24.86 19.67
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.30
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.09
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 8.16
Sharpe Ratio 1.79 2.13
Sortino Ratio 2.19 2.62
Ulcer Index 1.96 1.09
Ratio: Return / Standard Deviation 2.20 2.77
Ratio: Return / Deepest Drawdown 4.64 6.84
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 9.18
Infl. Adjusted Return (%) 1.67 4.87
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 14.99
Sharpe Ratio 0.21 0.46
Sortino Ratio 0.28 0.61
Ulcer Index 16.59 8.50
Ratio: Return / Standard Deviation 0.34 0.61
Ratio: Return / Deepest Drawdown 0.17 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 8.00
Infl. Adjusted Return (%) 4.15 4.96
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 12.52
Sharpe Ratio 0.41 0.51
Sortino Ratio 0.55 0.69
Ulcer Index 12.07 6.63
Ratio: Return / Standard Deviation 0.52 0.64
Ratio: Return / Deepest Drawdown 0.21 0.34
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 8.66
Infl. Adjusted Return (%) 7.50 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 12.42
Sharpe Ratio 0.74 0.61
Sortino Ratio 0.99 0.82
Ulcer Index 10.01 6.08
Ratio: Return / Standard Deviation 0.83 0.70
Ratio: Return / Deepest Drawdown 0.30 0.37
Metrics calculated over the period 1 March 2010 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)

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Desert Portfolio 2x Leveraged All Country World 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.52 26 Jan 2022
Feb 2024
-17.97 8 Jan 2020
Aug 2020
-11.51 15 Feb 2018
Apr 2019
-10.78 14 Jun 2015
Jul 2016
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.62 2 May 2019
Jun 2019
-3.98 3 Sep 2020
Nov 2020
-3.61 3 Feb 2020
Apr 2020
-3.60 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged All Country World 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.52 26 Jan 2022
Feb 2024
-17.97 8 Jan 2020
Aug 2020
-17.02 19 May 2011
Nov 2012
-11.51 15 Feb 2018
Apr 2019
-10.78 14 Jun 2015
Jul 2016
-10.03 12 Aug 2016
Jul 2017
-9.72 6 Apr 2010
Sep 2010
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.62 2 May 2019
Jun 2019

Rolling Returns

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You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 March 2010 - 30 November 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Desert Portfolio 2x Leveraged All Country World 80/20
Year Return Drawdown Return Drawdown
2024
 19.16% -6.01% 16.87% -3.30%
2023
 15.63% -13.22% 19.08% -8.64%
2022
 -30.56% -34.04% -17.17% -23.52%
2021
 12.18% -5.79% 14.21% -3.60%
2020
 21.66% -6.04% 14.55% -17.97%
2019
 30.15% -1.15% 23.35% -4.62%
2018
 -5.84% -7.55% -7.79% -11.51%
2017
 17.48% -1.28% 20.43% 0.00%
2016
 7.95% -10.03% 7.66% -5.08%
2015
 -1.47% -6.85% -1.32% -9.49%
2014
 17.56% -3.41% 4.31% -3.32%
2013
 8.45% -8.09% 17.86% -3.46%
2012
 14.13% -2.65% 15.19% -7.89%
2011
 18.75% -3.56% -4.38% -17.02%