Gyroscopic Investing Desert 2x Leveraged vs Bogleheads Four Funds Portfolio Comparison

Period: March 2010 - October 2024 (~15 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
November 2014
1.99$
Final Capital
October 2024
7.12%
Yearly Return
13.67
Std Deviation
-34.04%
Max Drawdown
34months
Recovery Period
Bogleheads Four Funds Portfolio
1.00$
Initial Capital
November 2014
2.19$
Final Capital
October 2024
8.16%
Yearly Return
12.34
Std Deviation
-23.20%
Max Drawdown
26months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.07$
Final Capital
October 2024
10.04%
Yearly Return
12.41
Std Deviation
-34.04%
Max Drawdown
34months
Recovery Period
Bogleheads Four Funds Portfolio
1.00$
Initial Capital
March 2010
3.61$
Final Capital
October 2024
9.15%
Yearly Return
12.15
Std Deviation
-23.20%
Max Drawdown
26months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.12% compound annual return, with a 13.67% standard deviation, in the last 10 Years.

The Bogleheads Four Funds Portfolio obtained a 8.16% compound annual return, with a 12.34% standard deviation, in the last 10 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing
14.88 -3.39 16.86 37.25 5.25 7.12 10.04
Four Funds
Bogleheads
12.97 -2.13 9.93 27.82 9.36 8.16 9.15
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since November 2014, now would be worth 1.99$, with a total return of 98.92% (7.12% annualized).

Bogleheads Four Funds Portfolio: an investment of 1$, since November 2014, now would be worth 2.19$, with a total return of 119.03% (8.16% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.07$, with a total return of 306.67% (10.04% annualized).

Bogleheads Four Funds Portfolio: an investment of 1$, since March 2010, now would be worth 3.61$, with a total return of 261.22% (9.15% annualized).


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Metrics as of Oct 31, 2024

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

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Desert Portfolio 2x Leveraged Four Funds
Author Gyroscopic Investing Bogleheads
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 37.25 27.82
Infl. Adjusted Return (%) 34.13 24.91
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.37
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -3.37
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.40 9.98
Sharpe Ratio 2.07 2.25
Sortino Ratio 2.79 3.11
Ulcer Index 1.96 1.11
Ratio: Return / Standard Deviation 2.42 2.79
Ratio: Return / Deepest Drawdown 6.20 8.25
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Desert Portfolio 2x Leveraged Four Funds
Author Gyroscopic Investing Bogleheads
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.25 9.36
Infl. Adjusted Return (%) 1.08 5.03
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Negative Period (months) 48 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.05 14.73
Sharpe Ratio 0.18 0.48
Sortino Ratio 0.24 0.64
Ulcer Index 16.58 8.32
Ratio: Return / Standard Deviation 0.31 0.64
Ratio: Return / Deepest Drawdown 0.15 0.40
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Desert Portfolio 2x Leveraged Four Funds
Author Gyroscopic Investing Bogleheads
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.12 8.16
Infl. Adjusted Return (%) 4.14 5.15
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.67 12.34
Sharpe Ratio 0.41 0.54
Sortino Ratio 0.55 0.72
Ulcer Index 12.06 6.41
Ratio: Return / Standard Deviation 0.52 0.66
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Desert Portfolio 2x Leveraged Four Funds
Author Gyroscopic Investing Bogleheads
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.04 9.15
Infl. Adjusted Return (%) 7.29 6.43
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -23.20
Start to Recovery (months) 34* 26
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 12.15
Sharpe Ratio 0.73 0.67
Sortino Ratio 0.97 0.90
Ulcer Index 10.04 5.76
Ratio: Return / Standard Deviation 0.81 0.75
Ratio: Return / Deepest Drawdown 0.29 0.39
Metrics calculated over the period 1 March 2010 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 March 2010 - 31 October 2024 (~15 years)

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Desert Portfolio 2x Leveraged Four Funds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-23.20 26 Jan 2022
Feb 2024
-17.11 7 Jan 2020
Jul 2020
-10.69 15 Feb 2018
Apr 2019
-10.05 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
-4.69 2 May 2019
Jun 2019
-4.01 3 Sep 2020
Nov 2020
-3.61 3 Feb 2020
Apr 2020
-3.50 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged Four Funds
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-23.20 26 Jan 2022
Feb 2024
-17.11 7 Jan 2020
Jul 2020
-15.64 11 May 2011
Mar 2012
-10.69 15 Feb 2018
Apr 2019
-10.05 14 Jun 2015
Jul 2016
-10.03 12 Aug 2016
Jul 2017
-9.98 5 May 2010
Sep 2010
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.92 6 Apr 2012
Sep 2012
-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

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 - 31 October 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 Four Funds
Year Return Drawdown Return Drawdown
2024
14.88% -6.01% 12.97% -3.37%
2023
15.63% -13.22% 18.65% -8.64%
2022
-30.56% -34.04% -17.06% -23.20%
2021
12.18% -5.79% 15.70% -3.50%
2020
21.66% -6.04% 15.71% -17.11%
2019
30.15% -1.15% 23.60% -4.69%
2018
-5.84% -7.55% -7.02% -10.69%
2017
17.48% -1.28% 19.47% 0.00%
2016
7.95% -10.03% 8.61% -4.75%
2015
-1.47% -6.85% -1.37% -8.95%
2014
17.56% -3.41% 5.85% -2.96%
2013
8.45% -8.09% 19.92% -2.53%
2012
14.13% -2.65% 14.85% -6.92%
2011
18.75% -3.56% -1.60% -15.64%