Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 40/60 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
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
October 2014
1.85$
Final Capital
September 2024
6.32%
Yearly Return
7.89
Std Deviation
-18.63%
Max Drawdown
30 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
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
March 2010
2.73$
Final Capital
September 2024
7.12%
Yearly Return
7.19
Std Deviation
-18.63%
Max Drawdown
30 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 Stocks/Bonds 40/60 Portfolio obtained a 6.32% compound annual return, with a 7.89% 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
Stocks/Bonds 40/60 10.99 1.63 7.17 20.98 6.40 6.32 7.12
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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since October 2014, now would be worth 1.85$, with a total return of 84.53% (6.32% 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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since March 2010, now would be worth 2.73$, with a total return of 172.68% (7.12% 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 Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 38.17 20.98
Infl. Adjusted Return (%) 35.16 18.35
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.23
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.23
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 15.15 8.54
Sharpe Ratio 2.17 1.83
Sortino Ratio 2.92 2.52
Ulcer Index 1.88 1.06
Ratio: Return / Standard Deviation 2.52 2.46
Ratio: Return / Deepest Drawdown 6.35 6.50
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.37 6.40
Infl. Adjusted Return (%) 2.14 2.17
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Negative Period (months) 49 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 9.98
Sharpe Ratio 0.25 0.42
Sortino Ratio 0.33 0.56
Ulcer Index 16.55 7.44
Ratio: Return / Standard Deviation 0.38 0.64
Ratio: Return / Deepest Drawdown 0.19 0.34
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.76 6.32
Infl. Adjusted Return (%) 4.79 3.39
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 7.89
Sharpe Ratio 0.46 0.61
Sortino Ratio 0.62 0.82
Ulcer Index 12.04 5.38
Ratio: Return / Standard Deviation 0.57 0.80
Ratio: Return / Deepest Drawdown 0.23 0.34
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.36 7.12
Infl. Adjusted Return (%) 7.60 4.45
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 33* 30
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 7.19
Sharpe Ratio 0.75 0.85
Sortino Ratio 1.01 1.13
Ulcer Index 10.05 4.50
Ratio: Return / Standard Deviation 0.84 0.99
Ratio: Return / Deepest Drawdown 0.30 0.38
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 Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-18.63 30 Jan 2022
Jun 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 4 Feb 2020
May 2020
-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
-5.36 7 Sep 2018
Mar 2019
-5.23 4 Jan 2021
Apr 2021
-3.61 3 Feb 2020
Apr 2020
-3.41 10 Jun 2015
Mar 2016
-2.87 6 Feb 2018
Jul 2018
-2.59 3 Sep 2020
Nov 2020
-2.56 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-18.63 30 Jan 2022
Jun 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-8.09 4 Feb 2020
May 2020
-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
-5.36 7 Sep 2018
Mar 2019
-5.23 4 Jan 2021
Apr 2021
-4.76 7 Jun 2011
Dec 2011
-4.03 5 May 2010
Sep 2010
-3.61 3 Feb 2020
Apr 2020
-3.56 2 Sep 2011
Oct 2011

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 - 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 Stocks/Bonds 40/60
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 10.99% -3.23%
2023
 15.63% -13.22% 13.66% -6.58%
2022
 -30.56% -34.04% -15.67% -18.63%
2021
 12.18% -5.79% 9.15% -2.56%
2020
 21.66% -6.04% 13.04% -8.09%
2019
 30.15% -1.15% 17.57% -1.77%
2018
 -5.84% -7.55% -2.15% -5.36%
2017
 17.48% -1.28% 10.63% 0.00%
2016
 7.95% -10.03% 6.64% -1.57%
2015
 -1.47% -6.85% 0.48% -3.41%
2014
 17.56% -3.41% 8.51% -1.20%
2013
 8.45% -8.09% 12.12% -1.84%
2012
 14.13% -2.65% 8.47% -2.11%
2011
 18.75% -3.56% 5.14% -4.76%