Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 40/60 Momentum 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
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
September 2014
1.84$
Final Capital
August 2024
6.31%
Yearly Return
8.02
Std Deviation
-21.11%
Max Drawdown
34 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
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
March 2010
2.81$
Final Capital
August 2024
7.40%
Yearly Return
7.28
Std Deviation
-21.11%
Max Drawdown
34 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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 6.31% compound annual return, with a 8.02% 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
Stocks/Bonds 40/60 Momentum 12.36 2.30 6.46 18.25 4.72 6.31 7.40
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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since September 2014, now would be worth 1.84$, with a total return of 84.40% (6.31% 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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 2.81$, with a total return of 181.43% (7.40% 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 Stocks/Bonds 40/60 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 22.61 18.25
Infl. Adjusted Return (%) 19.74 15.47
DRAWDOWN
Deepest Drawdown Depth (%) -10.64 -4.93
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -10.64 -4.93
Start to Recovery (months) 4 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 18.37 10.08
Sharpe Ratio 0.94 1.28
Sortino Ratio 1.25 1.65
Ulcer Index 4.09 1.97
Ratio: Return / Standard Deviation 1.23 1.81
Ratio: Return / Deepest Drawdown 2.13 3.70
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.40 4.72
Infl. Adjusted Return (%) 1.21 0.56
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.93 10.05
Sharpe Ratio 0.19 0.26
Sortino Ratio 0.26 0.35
Ulcer Index 16.54 10.18
Ratio: Return / Standard Deviation 0.32 0.47
Ratio: Return / Deepest Drawdown 0.16 0.22
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.02 6.31
Infl. Adjusted Return (%) 4.08 3.40
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Negative Period (months) 52 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.65 8.02
Sharpe Ratio 0.41 0.61
Sortino Ratio 0.55 0.80
Ulcer Index 12.04 7.31
Ratio: Return / Standard Deviation 0.51 0.79
Ratio: Return / Deepest Drawdown 0.21 0.30
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.16 7.40
Infl. Adjusted Return (%) 7.40 4.71
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Drawdown Depth (%) -34.04 -21.11
Start to Recovery (months) 32* 34*
Longest Negative Period (months) 52 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 7.28
Sharpe Ratio 0.74 0.88
Sortino Ratio 0.99 1.16
Ulcer Index 10.07 6.10
Ratio: Return / Standard Deviation 0.82 1.02
Ratio: Return / Deepest Drawdown 0.30 0.35
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 Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-21.11 34* Nov 2021
In progress
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-7.10 4 Feb 2020
May 2020
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.89 6 Oct 2018
Mar 2019
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-3.77 3 Sep 2020
Nov 2020
-3.61 7 Aug 2016
Feb 2017
-3.61 3 Feb 2020
Apr 2020
-3.41 3 Sep 2014
Nov 2014
-2.95 8 Aug 2015
Mar 2016

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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-21.11 34* Nov 2021
In progress
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.10 4 Feb 2020
May 2020
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.89 6 Oct 2018
Mar 2019
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-3.77 3 Sep 2020
Nov 2020
-3.62 5 Jun 2011
Oct 2011
-3.61 7 Aug 2016
Feb 2017
-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 Stocks/Bonds 40/60 Momentum
Year Return Drawdown Return Drawdown
2024
 14.84% -6.01% 12.36% -3.77%
2023
 15.63% -13.22% 6.90% -5.19%
2022
 -30.56% -34.04% -15.17% -19.48%
2021
 12.18% -5.79% 4.23% -2.38%
2020
 21.66% -6.04% 16.57% -7.10%
2019
 30.15% -1.15% 16.20% -0.81%
2018
 -5.84% -7.55% -0.73% -5.89%
2017
 17.48% -1.28% 17.14% 0.00%
2016
 7.95% -10.03% 3.51% -3.61%
2015
 -1.47% -6.85% 3.91% -2.95%
2014
 17.56% -3.41% 9.34% -1.49%
2013
 8.45% -8.09% 12.57% -1.74%
2012
 14.13% -2.65% 7.87% -2.05%
2011
 18.75% -3.56% 7.13% -3.62%