Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 80/20 Momentum 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 80/20 Momentum Portfolio
1.00$
Initial Capital
November 2014
2.82$
Final Capital
October 2024
10.92%
Yearly Return
13.11
Std Deviation
-27.23%
Max Drawdown
32months
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 80/20 Momentum Portfolio
1.00$
Initial Capital
March 2010
5.46$
Final Capital
October 2024
12.27%
Yearly Return
12.34
Std Deviation
-27.23%
Max Drawdown
32months
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 80/20 Momentum Portfolio obtained a 10.92% compound annual return, with a 13.11% 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 80/20 Momentum 24.04 -0.56 12.99 40.37 9.90 10.92 12.27
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 80/20 Momentum Portfolio: an investment of 1$, since November 2014, now would be worth 2.82$, with a total return of 181.99% (10.92% 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 80/20 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 5.46$, with a total return of 445.81% (12.27% 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 80/20 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 37.25 40.37
Infl. Adjusted Return (%) 34.13 37.18
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -4.94
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -4.94
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.40 12.39
Sharpe Ratio 2.07 2.83
Sortino Ratio 2.79 3.65
Ulcer Index 1.96 1.43
Ratio: Return / Standard Deviation 2.42 3.26
Ratio: Return / Deepest Drawdown 6.20 8.17
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 80/20 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.25 9.90
Infl. Adjusted Return (%) 1.08 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Negative Period (months) 48 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.05 15.96
Sharpe Ratio 0.18 0.48
Sortino Ratio 0.24 0.66
Ulcer Index 16.58 12.99
Ratio: Return / Standard Deviation 0.31 0.62
Ratio: Return / Deepest Drawdown 0.15 0.36
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 80/20 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.12 10.92
Infl. Adjusted Return (%) 4.14 7.84
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Negative Period (months) 52 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.67 13.11
Sharpe Ratio 0.41 0.72
Sortino Ratio 0.55 0.97
Ulcer Index 12.06 9.46
Ratio: Return / Standard Deviation 0.52 0.83
Ratio: Return / Deepest Drawdown 0.21 0.40
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 80/20 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.04 12.27
Infl. Adjusted Return (%) 7.29 9.47
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Drawdown Depth (%) -34.04 -27.23
Start to Recovery (months) 34* 32
Longest Negative Period (months) 52 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 12.34
Sharpe Ratio 0.73 0.91
Sortino Ratio 0.97 1.23
Ulcer Index 10.04 7.99
Ratio: Return / Standard Deviation 0.81 0.99
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 80/20 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-27.23 32 Nov 2021
Jun 2024
-14.33 5 Feb 2020
Jun 2020
-12.46 9 Oct 2018
Jun 2019
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.55 3 Sep 2020
Nov 2020
-6.22 8 Aug 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.02 6 Feb 2018
Jul 2018
-3.61 3 Feb 2020
Apr 2020
-3.53 7 Aug 2016
Feb 2017

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Desert Portfolio 2x Leveraged Stocks/Bonds 80/20 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 34* Jan 2022
In progress
-27.23 32 Nov 2021
Jun 2024
-14.33 5 Feb 2020
Jun 2020
-12.46 9 Oct 2018
Jun 2019
-10.88 9 May 2011
Jan 2012
-10.03 12 Aug 2016
Jul 2017
-9.35 6 May 2010
Oct 2010
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.55 3 Sep 2020
Nov 2020
-6.22 8 Aug 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021

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 80/20 Momentum
Year Return Drawdown Return Drawdown
2024
14.88% -6.01% 24.04% -4.94%
2023
15.63% -13.22% 8.40% -5.89%
2022
-30.56% -34.04% -17.23% -24.45%
2021
12.18% -5.79% 10.32% -3.67%
2020
21.66% -6.04% 25.42% -14.33%
2019
30.15% -1.15% 23.57% -1.46%
2018
-5.84% -7.55% -1.35% -12.46%
2017
17.48% -1.28% 30.71% 0.00%
2016
7.95% -10.03% 4.51% -3.62%
2015
-1.47% -6.85% 7.25% -6.22%
2014
17.56% -3.41% 12.86% -3.39%
2013
8.45% -8.09% 27.24% -2.48%
2012
14.13% -2.65% 12.58% -5.19%
2011
18.75% -3.56% 6.33% -10.88%