Gyroscopic Investing Desert 2x Leveraged vs Marvin Appel One-Decision Portfolio Comparison

Period: March 2010 - August 2024 (~15 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
September 2014
1.97$
Final Capital
August 2024
7.02%
Yearly Return
13.65
Std Deviation
-34.04%
Max Drawdown
32 months
Recovery Period
Marvin Appel One-Decision Portfolio
1.00$
Initial Capital
September 2014
1.78$
Final Capital
August 2024
5.92%
Yearly Return
9.08
Std Deviation
-16.74%
Max Drawdown
31 months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.07$
Final Capital
August 2024
10.16%
Yearly Return
12.41
Std Deviation
-34.04%
Max Drawdown
32 months
Recovery Period
Marvin Appel One-Decision Portfolio
1.00$
Initial Capital
March 2010
2.75$
Final Capital
August 2024
7.21%
Yearly Return
8.61
Std Deviation
-16.74%
Max Drawdown
31 months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.02% compound annual return, with a 13.65% standard deviation, in the last 10 Years.

The Marvin Appel One-Decision Portfolio obtained a 5.92% compound annual return, with a 9.08% standard deviation, in the last 10 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 31 August 2024 (~15 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		14.84 3.10 14.86 22.61 5.40 7.02 10.16
One-Decision Portfolio
Marvin Appel 		8.03 1.90 7.81 14.32 6.22 5.92 7.21
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since September 2014, now would be worth 1.97$, with a total return of 97.01% (7.02% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since September 2014, now would be worth 1.78$, with a total return of 77.71% (5.92% 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 306.53% (10.16% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 2010, now would be worth 2.75$, with a total return of 174.58% (7.21% 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 March 2010 - 31 August 2024 (~15 years)
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Desert Portfolio 2x Leveraged One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 22.61 14.32
Infl. Adjusted Return (%) 19.74 11.64
DRAWDOWN
Deepest Drawdown Depth (%) -10.64 -5.68
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -10.64 -5.68
Start to Recovery (months) 4 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 18.37 10.85
Sharpe Ratio 0.94 0.83
Sortino Ratio 1.25 1.14
Ulcer Index 4.09 2.15
Ratio: Return / Standard Deviation 1.23 1.32
Ratio: Return / Deepest Drawdown 2.13 2.52
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Desert Portfolio 2x Leveraged One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.40 6.22
Infl. Adjusted Return (%) 1.21 2.00
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Negative Period (months) 50 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.93 11.09
Sharpe Ratio 0.19 0.37
Sortino Ratio 0.26 0.48
Ulcer Index 16.54 6.66
Ratio: Return / Standard Deviation 0.32 0.56
Ratio: Return / Deepest Drawdown 0.16 0.37
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Desert Portfolio 2x Leveraged One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.02 5.92
Infl. Adjusted Return (%) 4.08 3.02
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.65 9.08
Sharpe Ratio 0.41 0.49
Sortino Ratio 0.55 0.66
Ulcer Index 12.04 4.92
Ratio: Return / Standard Deviation 0.51 0.65
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Desert Portfolio 2x Leveraged One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.16 7.21
Infl. Adjusted Return (%) 7.40 4.54
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Drawdown Depth (%) -34.04 -16.74
Start to Recovery (months) 32* 31
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 8.61
Sharpe Ratio 0.74 0.72
Sortino Ratio 0.99 0.97
Ulcer Index 10.07 4.24
Ratio: Return / Standard Deviation 0.82 0.84
Ratio: Return / Deepest Drawdown 0.30 0.43
Metrics calculated over the period 1 March 2010 - 31 August 2024

Drawdowns

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

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Desert Portfolio 2x Leveraged One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-16.74 31 Jan 2022
Jul 2024
-13.04 10 Feb 2020
Nov 2020
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.99 7 Sep 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
-4.76 12 Apr 2015
Mar 2016
-3.61 3 Feb 2020
Apr 2020
-3.41 3 Sep 2014
Nov 2014
-3.21 6 Aug 2016
Jan 2017
-3.06 5 Feb 2018
Jun 2018

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Desert Portfolio 2x Leveraged One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-16.74 31 Jan 2022
Jul 2024
-13.04 10 Feb 2020
Nov 2020
-10.03 12 Aug 2016
Jul 2017
-8.52 8 Jun 2011
Jan 2012
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.99 7 Sep 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.15 5 May 2010
Sep 2010
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.76 12 Apr 2015
Mar 2016
-3.61 3 Feb 2020
Apr 2020

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

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 August 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 One-Decision Portfolio
Year Return Drawdown Return Drawdown
2024
 14.84% -6.01% 8.03% -3.55%
2023
 15.63% -13.22% 12.43% -7.22%
2022
 -30.56% -34.04% -13.18% -16.74%
2021
 12.18% -5.79% 16.51% -2.73%
2020
 21.66% -6.04% 5.32% -13.04%
2019
 30.15% -1.15% 18.51% -2.02%
2018
 -5.84% -7.55% -3.64% -6.99%
2017
 17.48% -1.28% 8.07% -0.59%
2016
 7.95% -10.03% 8.52% -3.21%
2015
 -1.47% -6.85% -0.25% -4.76%
2014
 17.56% -3.41% 11.14% -2.54%
2013
 8.45% -8.09% 10.43% -2.72%
2012
 14.13% -2.65% 10.65% -2.81%
2011
 18.75% -3.56% 3.87% -8.52%