Gyroscopic Investing Desert 2x Leveraged vs Bill Bernstein Sheltered Sam 80/20 Portfolio Comparison

Period: March 2010 - September 2024 (~15 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
October 2014
2.11$
Final Capital
September 2024
7.76%
Yearly Return
13.62
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Bill Bernstein Sheltered Sam 80/20 Portfolio
1.00$
Initial Capital
October 2014
2.14$
Final Capital
September 2024
7.93%
Yearly Return
12.06
Std Deviation
-19.89%
Max Drawdown
11 months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.21$
Final Capital
September 2024
10.36%
Yearly Return
12.39
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Bill Bernstein Sheltered Sam 80/20 Portfolio
1.00$
Initial Capital
March 2010
3.50$
Final Capital
September 2024
8.98%
Yearly Return
11.94
Std Deviation
-19.89%
Max Drawdown
11 months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.76% compound annual return, with a 13.62% standard deviation, in the last 10 Years.

The Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 7.93% compound annual return, with a 12.06% standard deviation, in the last 10 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		18.92 3.55 13.69 38.17 6.37 7.76 10.36
Sheltered Sam 80/20
Bill Bernstein 		13.17 1.79 8.31 24.72 9.02 7.93 8.98
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since October 2014, now would be worth 2.11$, with a total return of 111.21% (7.76% annualized).

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since October 2014, now would be worth 2.14$, with a total return of 114.47% (7.93% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.21$, with a total return of 320.95% (10.36% annualized).

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since March 2010, now would be worth 3.50$, with a total return of 250.37% (8.98% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 38.17 24.72
Infl. Adjusted Return (%) 35.16 22.01
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.56
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.56
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.15 10.64
Sharpe Ratio 2.17 1.82
Sortino Ratio 2.92 2.46
Ulcer Index 1.88 1.26
Ratio: Return / Standard Deviation 2.52 2.32
Ratio: Return / Deepest Drawdown 6.35 6.95
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 6.37 9.02
Infl. Adjusted Return (%) 2.14 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 33* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 33* 24
Longest Negative Period (months) 49 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 14.49
Sharpe Ratio 0.25 0.47
Sortino Ratio 0.33 0.62
Ulcer Index 16.55 7.01
Ratio: Return / Standard Deviation 0.38 0.62
Ratio: Return / Deepest Drawdown 0.19 0.45
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 7.76 7.93
Infl. Adjusted Return (%) 4.79 4.95
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 33* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 33* 24
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 12.06
Sharpe Ratio 0.46 0.53
Sortino Ratio 0.62 0.71
Ulcer Index 12.04 5.43
Ratio: Return / Standard Deviation 0.57 0.66
Ratio: Return / Deepest Drawdown 0.23 0.40
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 10.36 8.98
Infl. Adjusted Return (%) 7.60 6.26
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 33* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 33* 24
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 11.94
Sharpe Ratio 0.75 0.67
Sortino Ratio 1.01 0.89
Ulcer Index 10.05 5.02
Ratio: Return / Standard Deviation 0.84 0.75
Ratio: Return / Deepest Drawdown 0.30 0.45
Metrics calculated over the period 1 March 2010 - 30 September 2024

Drawdowns

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

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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-10.52 8 Sep 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-8.25 13 Jun 2015
Jun 2016
-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
-4.82 2 May 2019
Jun 2019
-4.20 6 Feb 2018
Jul 2018
-3.61 3 Feb 2020
Apr 2020
-3.56 3 Apr 2024
Jun 2024

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Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-15.67 11 May 2011
Mar 2012
-10.52 8 Sep 2018
Apr 2019
-10.36 6 May 2010
Oct 2010
-10.03 12 Aug 2016
Jul 2017
-8.25 13 Jun 2015
Jun 2016
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.35 6 Apr 2012
Sep 2012
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021

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 September 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 Sheltered Sam 80/20
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 13.17% -3.56%
2023
 15.63% -13.22% 13.20% -8.80%
2022
 -30.56% -34.04% -11.58% -19.11%
2021
 12.18% -5.79% 18.98% -3.12%
2020
 21.66% -6.04% 7.57% -19.89%
2019
 30.15% -1.15% 21.16% -4.82%
2018
 -5.84% -7.55% -6.77% -10.52%
2017
 17.48% -1.28% 14.72% -0.17%
2016
 7.95% -10.03% 12.44% -3.80%
2015
 -1.47% -6.85% -2.15% -8.08%
2014
 17.56% -3.41% 7.48% -3.25%
2013
 8.45% -8.09% 19.83% -2.67%
2012
 14.13% -2.65% 13.92% -6.35%
2011
 18.75% -3.56% -0.32% -15.67%