Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 Momentum 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 60/40 Momentum Portfolio
1.00$
Initial Capital
October 2014
2.35$
Final Capital
September 2024
8.92%
Yearly Return
10.47
Std Deviation
-24.21%
Max Drawdown
32 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 60/40 Momentum Portfolio
1.00$
Initial Capital
March 2010
4.00$
Final Capital
September 2024
9.97%
Yearly Return
9.72
Std Deviation
-24.21%
Max Drawdown
32 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 60/40 Momentum Portfolio obtained a 8.92% compound annual return, with a 10.47% 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 60/40 Momentum 19.70 2.38 7.41 31.85 7.75 8.92 9.97
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 60/40 Momentum Portfolio: an investment of 1$, since October 2014, now would be worth 2.35$, with a total return of 135.01% (8.92% 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 60/40 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 4.00$, with a total return of 299.70% (9.97% 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 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 38.17 31.85
Infl. Adjusted Return (%) 35.16 28.98
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.15 10.60
Sharpe Ratio 2.17 2.50
Sortino Ratio 2.92 3.18
Ulcer Index 1.88 1.31
Ratio: Return / Standard Deviation 2.52 3.00
Ratio: Return / Deepest Drawdown 6.35 7.28
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.37 7.75
Infl. Adjusted Return (%) 2.14 3.47
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Negative Period (months) 49 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 12.88
Sharpe Ratio 0.25 0.43
Sortino Ratio 0.33 0.58
Ulcer Index 16.55 11.57
Ratio: Return / Standard Deviation 0.38 0.60
Ratio: Return / Deepest Drawdown 0.19 0.32
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.76 8.92
Infl. Adjusted Return (%) 4.79 5.92
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 10.47
Sharpe Ratio 0.46 0.71
Sortino Ratio 0.62 0.95
Ulcer Index 12.04 8.37
Ratio: Return / Standard Deviation 0.57 0.85
Ratio: Return / Deepest Drawdown 0.23 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.36 9.97
Infl. Adjusted Return (%) 7.60 7.22
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 33* 32
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 9.72
Sharpe Ratio 0.75 0.92
Sortino Ratio 1.01 1.23
Ulcer Index 10.05 7.02
Ratio: Return / Standard Deviation 0.84 1.03
Ratio: Return / Deepest Drawdown 0.30 0.41
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 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-24.21 32 Nov 2021
Jun 2024
-10.73 5 Feb 2020
Jun 2020
-10.03 12 Aug 2016
Jul 2017
-9.29 9 Oct 2018
Jun 2019
-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
-5.20 3 Sep 2020
Nov 2020
-4.61 8 Aug 2015
Mar 2016
-3.61 3 Feb 2020
Apr 2020
-3.57 7 Aug 2016
Feb 2017
-3.18 6 Feb 2018
Jul 2018

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-24.21 32 Nov 2021
Jun 2024
-10.73 5 Feb 2020
Jun 2020
-10.03 12 Aug 2016
Jul 2017
-9.29 9 Oct 2018
Jun 2019
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.14 9 May 2011
Jan 2012
-6.85 14 Feb 2015
Mar 2016
-6.49 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
-5.20 3 Sep 2020
Nov 2020
-4.61 8 Aug 2015
Mar 2016

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 - 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 60/40 Momentum
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 19.70% -4.38%
2023
 15.63% -13.22% 7.65% -5.48%
2022
 -30.56% -34.04% -16.20% -21.97%
2021
 12.18% -5.79% 7.27% -2.88%
2020
 21.66% -6.04% 20.99% -10.73%
2019
 30.15% -1.15% 19.89% -0.92%
2018
 -5.84% -7.55% -1.04% -9.29%
2017
 17.48% -1.28% 23.93% 0.00%
2016
 7.95% -10.03% 4.01% -3.57%
2015
 -1.47% -6.85% 5.58% -4.61%
2014
 17.56% -3.41% 11.10% -2.40%
2013
 8.45% -8.09% 19.91% -2.13%
2012
 14.13% -2.65% 10.22% -3.51%
2011
 18.75% -3.56% 6.73% -7.14%