Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 Portfolio Comparison

Period: March 2010 - October 2024 (~15 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
November 2014
1.99$
Final Capital
October 2024
7.12%
Yearly Return
13.67
Std Deviation
-34.04%
Max Drawdown
34months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
November 2014
2.19$
Final Capital
October 2024
8.15%
Yearly Return
10.27
Std Deviation
-20.69%
Max Drawdown
26months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.07$
Final Capital
October 2024
10.04%
Yearly Return
12.41
Std Deviation
-34.04%
Max Drawdown
34months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
March 2010
3.65$
Final Capital
October 2024
9.23%
Yearly Return
9.61
Std Deviation
-20.69%
Max Drawdown
26months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.12% compound annual return, with a 13.67% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.15% compound annual return, with a 10.27% standard deviation, in the last 10 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing
14.88 -3.39 16.86 37.25 5.25 7.12 10.04
Stocks/Bonds 60/40 12.61 -1.38 10.55 26.83 8.77 8.15 9.23
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since November 2014, now would be worth 1.99$, with a total return of 98.92% (7.12% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since November 2014, now would be worth 2.19$, with a total return of 119.01% (8.15% 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 306.67% (10.04% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 2010, now would be worth 3.65$, with a total return of 265.16% (9.23% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 March 2010 - 31 October 2024 (~15 years)
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 37.25 26.83
Infl. Adjusted Return (%) 34.13 23.94
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.62
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.62
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.40 9.30
Sharpe Ratio 2.07 2.31
Sortino Ratio 2.79 3.18
Ulcer Index 1.96 1.07
Ratio: Return / Standard Deviation 2.42 2.88
Ratio: Return / Deepest Drawdown 6.20 7.42
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.25 8.77
Infl. Adjusted Return (%) 1.08 4.46
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Negative Period (months) 48 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.05 12.60
Sharpe Ratio 0.18 0.52
Sortino Ratio 0.24 0.69
Ulcer Index 16.58 7.86
Ratio: Return / Standard Deviation 0.31 0.70
Ratio: Return / Deepest Drawdown 0.15 0.42
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.12 8.15
Infl. Adjusted Return (%) 4.14 5.15
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.67 10.27
Sharpe Ratio 0.41 0.65
Sortino Ratio 0.55 0.86
Ulcer Index 12.06 5.78
Ratio: Return / Standard Deviation 0.52 0.79
Ratio: Return / Deepest Drawdown 0.21 0.39
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.04 9.23
Infl. Adjusted Return (%) 7.29 6.51
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Drawdown Depth (%) -34.04 -20.69
Start to Recovery (months) 34* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 9.61
Sharpe Ratio 0.73 0.85
Sortino Ratio 0.97 1.14
Ulcer Index 10.04 4.94
Ratio: Return / Standard Deviation 0.81 0.96
Ratio: Return / Deepest Drawdown 0.29 0.45
Metrics calculated over the period 1 March 2010 - 31 October 2024

Drawdowns

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

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-20.69 26 Jan 2022
Feb 2024
-12.29 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.38 7 Sep 2018
Mar 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
-5.24 11 Jun 2015
Apr 2016
-5.23 4 Jan 2021
Apr 2021
-3.67 6 Feb 2018
Jul 2018
-3.62 3 Apr 2024
Jun 2024
-3.61 3 Feb 2020
Apr 2020
-3.54 3 Sep 2020
Nov 2020

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-20.69 26 Jan 2022
Feb 2024
-12.29 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.20 6 May 2010
Oct 2010
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.24 11 Jun 2015
Apr 2016
-5.23 4 Jan 2021
Apr 2021
-3.67 6 Feb 2018
Jul 2018

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 October 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
Year Return Drawdown Return Drawdown
2024
14.88% -6.01% 12.61% -3.62%
2023
15.63% -13.22% 17.79% -7.48%
2022
-30.56% -34.04% -16.95% -20.69%
2021
12.18% -5.79% 14.66% -3.24%
2020
21.66% -6.04% 15.70% -12.29%
2019
30.15% -1.15% 21.94% -3.41%
2018
-5.84% -7.55% -3.17% -8.38%
2017
17.48% -1.28% 14.15% 0.00%
2016
7.95% -10.03% 8.71% -2.95%
2015
-1.47% -6.85% 0.44% -5.24%
2014
17.56% -3.41% 9.85% -1.50%
2013
8.45% -8.09% 19.23% -2.27%
2012
14.13% -2.65% 11.13% -3.54%
2011
18.75% -3.56% 3.75% -9.00%