Gyroscopic Investing Desert 2x Leveraged vs Vanguard LifeStrategy Growth Fund Portfolio Comparison

Period: March 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
December 2014
2.00$
Final Capital
November 2024
7.18%
Yearly Return
13.68
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Vanguard LifeStrategy Growth Fund Portfolio
1.00$
Initial Capital
December 2014
2.21$
Final Capital
November 2024
8.24%
Yearly Return
12.29
Std Deviation
-23.11%
Max Drawdown
26months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.22$
Final Capital
November 2024
10.25%
Yearly Return
12.40
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Vanguard LifeStrategy Growth Fund Portfolio
1.00$
Initial Capital
March 2010
3.67$
Final Capital
November 2024
9.21%
Yearly Return
12.08
Std Deviation
-23.11%
Max Drawdown
26months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.18% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

The Vanguard LifeStrategy Growth Fund Portfolio obtained a 8.24% compound annual return, with a 12.29% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		19.16 3.72 15.41 27.87 5.85 7.18 10.25
LifeStrategy Growth Fund
Vanguard 		16.67 3.52 9.43 22.32 9.28 8.24 9.21
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since December 2014, now would be worth 2.00$, with a total return of 99.97% (7.18% annualized).

Vanguard LifeStrategy Growth Fund Portfolio: an investment of 1$, since December 2014, now would be worth 2.21$, with a total return of 120.73% (8.24% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.22$, with a total return of 321.80% (10.25% annualized).

Vanguard LifeStrategy Growth Fund Portfolio: an investment of 1$, since March 2010, now would be worth 3.67$, with a total return of 266.75% (9.21% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Author Gyroscopic Investing Vanguard
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 22.32
Infl. Adjusted Return (%) 24.86 19.44
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.34
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.05
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 8.11
Sharpe Ratio 1.79 2.11
Sortino Ratio 2.19 2.58
Ulcer Index 1.96 1.11
Ratio: Return / Standard Deviation 2.20 2.75
Ratio: Return / Deepest Drawdown 4.64 6.67
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Author Gyroscopic Investing Vanguard
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 9.28
Infl. Adjusted Return (%) 1.67 4.96
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 14.66
Sharpe Ratio 0.21 0.48
Sortino Ratio 0.28 0.63
Ulcer Index 16.59 8.32
Ratio: Return / Standard Deviation 0.34 0.63
Ratio: Return / Deepest Drawdown 0.17 0.40
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Author Gyroscopic Investing Vanguard
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 8.24
Infl. Adjusted Return (%) 4.15 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 12.29
Sharpe Ratio 0.41 0.54
Sortino Ratio 0.55 0.72
Ulcer Index 12.07 6.41
Ratio: Return / Standard Deviation 0.52 0.67
Ratio: Return / Deepest Drawdown 0.21 0.36
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Author Gyroscopic Investing Vanguard
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 9.21
Infl. Adjusted Return (%) 7.50 6.48
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.11
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 12.08
Sharpe Ratio 0.74 0.68
Sortino Ratio 0.99 0.90
Ulcer Index 10.01 5.78
Ratio: Return / Standard Deviation 0.83 0.76
Ratio: Return / Deepest Drawdown 0.30 0.40
Metrics calculated over the period 1 March 2010 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)

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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.11 26 Jan 2022
Feb 2024
-17.22 7 Jan 2020
Jul 2020
-10.58 15 Feb 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-10.02 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
-4.69 2 May 2019
Jun 2019
-3.84 3 Sep 2020
Nov 2020
-3.61 3 Feb 2020
Apr 2020
-3.51 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged LifeStrategy Growth Fund
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.11 26 Jan 2022
Feb 2024
-17.22 7 Jan 2020
Jul 2020
-15.97 17 May 2011
Sep 2012
-10.58 15 Feb 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-10.02 14 Jun 2015
Jul 2016
-9.87 5 May 2010
Sep 2010
-8.09 6 May 2013
Oct 2013
-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
-4.69 2 May 2019
Jun 2019

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 November 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 LifeStrategy Growth Fund
Year Return Drawdown Return Drawdown
2024
 19.16% -6.01% 16.67% -3.34%
2023
 15.63% -13.22% 18.86% -8.61%
2022
 -30.56% -34.04% -16.96% -23.11%
2021
 12.18% -5.79% 14.57% -3.51%
2020
 21.66% -6.04% 15.01% -17.22%
2019
 30.15% -1.15% 23.41% -4.69%
2018
 -5.84% -7.55% -6.89% -10.58%
2017
 17.48% -1.28% 19.59% 0.00%
2016
 7.95% -10.03% 8.36% -4.84%
2015
 -1.47% -6.85% -1.21% -8.87%
2014
 17.56% -3.41% 5.91% -3.07%
2013
 8.45% -8.09% 20.25% -2.32%
2012
 14.13% -2.65% 14.96% -7.23%
2011
 18.75% -3.56% -2.40% -15.97%