Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 ESG 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 60/40 ESG Portfolio
1.00$
Initial Capital
September 2014
1.98$
Final Capital
August 2024
7.05%
Yearly Return
10.48
Std Deviation
-22.44%
Max Drawdown
26 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 60/40 ESG Portfolio
1.00$
Initial Capital
March 2010
3.31$
Final Capital
August 2024
8.61%
Yearly Return
10.30
Std Deviation
-22.44%
Max Drawdown
26 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 60/40 ESG Portfolio obtained a 7.05% compound annual return, with a 10.48% 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 60/40 ESG 11.92 1.85 8.16 19.13 9.50 7.05 8.61
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 60/40 ESG Portfolio: an investment of 1$, since September 2014, now would be worth 1.98$, with a total return of 97.72% (7.05% 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 60/40 ESG Portfolio: an investment of 1$, since March 2010, now would be worth 3.31$, with a total return of 231.02% (8.61% 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 60/40 ESG
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 22.61 19.13
Infl. Adjusted Return (%) 19.74 16.34
DRAWDOWN
Deepest Drawdown Depth (%) -10.64 -6.23
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -10.64 -6.23
Start to Recovery (months) 4 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 18.37 11.94
Sharpe Ratio 0.94 1.16
Sortino Ratio 1.25 1.57
Ulcer Index 4.09 2.36
Ratio: Return / Standard Deviation 1.23 1.60
Ratio: Return / Deepest Drawdown 2.13 3.07
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 ESG
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.40 9.50
Infl. Adjusted Return (%) 1.21 5.16
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Negative Period (months) 50 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.93 12.67
Sharpe Ratio 0.19 0.58
Sortino Ratio 0.26 0.77
Ulcer Index 16.54 8.83
Ratio: Return / Standard Deviation 0.32 0.75
Ratio: Return / Deepest Drawdown 0.16 0.42
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 ESG
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.02 7.05
Infl. Adjusted Return (%) 4.08 4.12
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.65 10.48
Sharpe Ratio 0.41 0.54
Sortino Ratio 0.55 0.72
Ulcer Index 12.04 6.64
Ratio: Return / Standard Deviation 0.51 0.67
Ratio: Return / Deepest Drawdown 0.21 0.31
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 ESG
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.16 8.61
Infl. Adjusted Return (%) 7.40 5.89
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 32* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 10.30
Sharpe Ratio 0.74 0.74
Sortino Ratio 0.99 1.00
Ulcer Index 10.07 5.90
Ratio: Return / Standard Deviation 0.82 0.84
Ratio: Return / Deepest Drawdown 0.30 0.38
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 60/40 ESG
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-22.44 26 Jan 2022
Feb 2024
-10.57 5 Feb 2020
Jun 2020
-10.20 15 Feb 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-8.11 14 Jun 2015
Jul 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
-4.05 3 Apr 2024
Jun 2024
-3.85 3 Sep 2020
Nov 2020
-3.74 2 Sep 2021
Oct 2021
-3.61 3 Feb 2020
Apr 2020

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 ESG
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-22.44 26 Jan 2022
Feb 2024
-14.77 17 May 2011
Sep 2012
-10.57 5 Feb 2020
Jun 2020
-10.20 15 Feb 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-8.11 14 Jun 2015
Jul 2016
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.29 5 May 2010
Sep 2010
-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
-4.05 3 Apr 2024
Jun 2024

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 60/40 ESG
Year Return Drawdown Return Drawdown
2024
 14.84% -6.01% 11.92% -4.05%
2023
 15.63% -13.22% 20.65% -7.66%
2022
 -30.56% -34.04% -19.58% -22.44%
2021
 12.18% -5.79% 14.84% -3.74%
2020
 21.66% -6.04% 18.27% -10.57%
2019
 30.15% -1.15% 23.31% -3.32%
2018
 -5.84% -7.55% -9.29% -10.20%
2017
 17.48% -1.28% 9.32% -0.42%
2016
 7.95% -10.03% 8.09% -3.49%
2015
 -1.47% -6.85% 1.04% -6.91%
2014
 17.56% -3.41% 7.55% -3.12%
2013
 8.45% -8.09% 22.59% -2.36%
2012
 14.13% -2.65% 13.87% -5.06%
2011
 18.75% -3.56% -1.55% -14.77%