Gyroscopic Investing Desert vs Ray Dalio All Weather Portfolio Comparison

Last Update: 29 February 2024

The Gyroscopic Investing Desert Portfolio obtained a 6.60% compound annual return, with a 5.50% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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Gyroscopic Investing Desert Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
30 Years Stats Return +6.60% +7.34%
Std Dev 5.50% 7.40%
Max Drawdown -14.72% -20.58%
All time Stats
(Since Jan 1871)
Return +6.18% +6.30%
Std Dev 5.98% 6.55%
Max Drawdown -33.15% -37.02%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Gyroscopic Investing Desert Portfolio +0.82 +5.92 +11.74 +5.56 +4.76 +6.60 +6.18
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +6.30
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gyroscopic Investing Desert Portfolio: an investment of 1$, since March 1994, now would be worth 6.81$, with a total return of 581.21% (6.60% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 9715.79$, with a total return of 971479.17% (6.18% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 11648.43$, with a total return of 1164742.85% (6.30% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gyroscopic Investing Desert Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.61% Feb 2001 Mar 2001 (2) Aug 2002 (19) 2.73
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.21% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.78
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.79% Feb 1999 Feb 1999 (1) Apr 1999 (3) 2.07
-3.74% Jan 2021 Mar 2021 (3) May 2021 (5) 1.99
-3.68% Aug 2020 Oct 2020 (3) Nov 2020 (4) 1.76
-3.63% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.20

Drawdown comparison chart since January 1871.

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Gyroscopic Investing Desert Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.02% Sep 1929 May 1932 (33) Apr 1935 (68) 17.03
-33.15% Sep 1929 May 1932 (33) Aug 1933 (48) 16.75
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-17.43% Mar 1937 Mar 1938 (13) Mar 1940 (37) 7.09
-16.03% Mar 1937 Mar 1938 (13) Dec 1939 (34) 6.50
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-12.98% Dec 1968 May 1970 (18) Dec 1970 (25) 6.73
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-11.08% May 1969 May 1970 (13) Nov 1970 (19) 6.21
-11.04% Mar 1974 Sep 1974 (7) Jan 1975 (11) 6.00
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.61% Mar 1974 Sep 1974 (7) Jan 1975 (11) 5.76
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-9.99% Feb 1980 Mar 1980 (2) May 1980 (4) 5.03
-9.55% Oct 1906 Nov 1907 (14) Aug 1908 (23) 4.83
-9.36% Aug 1895 Aug 1896 (13) Mar 1897 (20) 4.33
-9.31% Dec 1892 Aug 1893 (9) Feb 1895 (27) 4.13
-8.82% Oct 1895 Aug 1896 (11) Mar 1897 (18) 4.15

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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Year Return Drawdown Return Drawdown
2024
+1.20%
0.00%
-0.09%
-0.52%
2023
+11.64%
-4.01%
+9.94%
-9.24%
2022
-11.64%
-14.72%
-18.39%
-20.58%
2021
+5.76%
-2.29%
+8.27%
-3.74%
2020
+12.96%
-3.56%
+15.88%
-3.68%
2019
+14.41%
-0.95%
+17.93%
-0.83%
2018
-0.94%
-2.77%
-3.02%
-4.71%
2017
+8.38%
-0.12%
+11.55%
-0.49%
2016
+5.39%
-2.63%
+6.50%
-6.42%
2015
+0.02%
-2.57%
-3.23%
-6.66%
2014
+5.45%
-1.59%
+12.89%
-2.52%
2013
+6.10%
-2.64%
+1.71%
-5.29%
2012
+6.70%
-2.16%
+7.02%
-1.33%
2011
+6.23%
-3.24%
+15.64%
-2.00%
2010
+11.95%
-1.56%
+12.88%
-0.69%
2009
+10.05%
-5.76%
+2.71%
-11.57%
2008
-2.92%
-8.78%
+2.38%
-11.38%
2007
+10.64%
-0.86%
+11.88%
-1.20%
2006
+8.85%
-1.61%
+6.93%
-1.71%
2005
+5.06%
-1.48%
+8.55%
-2.99%
2004
+6.34%
-3.44%
+9.41%
-4.76%
2003
+12.64%
-1.46%
+13.96%
-4.74%
2002
+4.90%
-2.20%
+7.77%
-1.56%
2001
+1.31%
-3.94%
-2.77%
-4.61%
2000
+4.70%
-2.78%
+10.15%
-2.26%
1999
+5.12%
-2.91%
+6.28%
-3.79%
1998
+13.26%
-4.42%
+11.05%
-4.83%
1997
+12.53%
-2.44%
+13.54%
-2.89%
1996
+6.98%
-2.04%
+8.27%
-2.11%
1995
+23.10%
0.00%
+27.44%
0.00%
1994
-2.86%
-5.63%
-3.28%
-6.83%
1993
+11.81%
-1.14%
+12.02%
-1.98%
1992
+6.83%
-2.19%
+6.76%
-2.23%
1991
+18.44%
-1.44%
+17.98%
-1.86%
1990
+3.54%
-3.71%
+3.85%
-5.51%
1989
+16.86%
-1.08%
+20.45%
-1.14%
1988
+6.82%
-1.71%
+10.59%
-1.93%
1987
+4.17%
-8.49%
+3.47%
-8.78%
1986
+15.33%
-2.55%
+20.56%
-3.75%
1985
+23.33%
-1.21%
+28.68%
-2.13%
1984
+7.73%
-4.82%
+8.03%
-6.61%
1983
+8.30%
-2.24%
+7.06%
-3.16%
1982
+26.32%
-3.26%
+31.65%
-3.13%
1981
+1.14%
-7.38%
-3.74%
-11.76%
1980
+13.20%
-9.99%
+10.35%
-10.89%
1979
+23.14%
-5.87%
+19.26%
-6.57%
1978
+6.93%
-4.01%
+7.24%
-3.43%
1977
+1.88%
-2.73%
+2.14%
-2.83%
1976
+15.78%
-1.19%
+15.78%
-1.12%
1975
+13.28%
-5.90%
+12.93%
-5.16%
1974
+1.69%
-10.61%
+1.78%
-11.04%
1973
+4.52%
-2.49%
+6.67%
-2.66%
1972
+11.82%
-0.45%
+14.50%
0.00%
1971
+12.65%
-4.66%
+14.60%
-3.81%
1970
+12.37%
-7.35%
+10.73%
-7.59%
1969
-5.97%
-8.03%
-7.07%
-8.33%
1968
+7.55%
-2.19%
+5.61%
-2.31%
1967
+7.92%
-2.06%
+4.93%
-2.43%
1966
+0.34%
-5.94%
-0.21%
-6.05%
1965
+4.73%
-1.03%
+4.08%
-1.14%
1964
+7.24%
-0.32%
+7.34%
-0.33%
1963
+7.30%
-1.00%
+6.73%
-1.03%
1962
+0.50%
-6.18%
+0.34%
-6.12%
1961
+8.58%
-1.52%
+7.57%
-1.53%
1960
+8.43%
-1.54%
+8.59%
-1.47%
1959
+2.81%
-2.68%
+1.91%
-2.83%
1958
+11.74%
-0.94%
+9.85%
-0.95%
1957
+2.18%
-3.74%
+1.56%
-3.70%
1956
+1.63%
-3.23%
+0.45%
-3.72%
1955
+7.22%
-0.52%
+6.44%
-0.66%
1954
+16.77%
-1.29%
+17.99%
-1.18%
1953
+1.55%
-4.32%
+0.83%
-4.42%
1952
+5.05%
-1.76%
+4.21%
-1.76%
1951
+6.18%
-2.19%
+4.78%
-2.55%
1950
+8.93%
-1.90%
+9.14%
-1.91%
1949
+8.23%
-1.05%
+8.58%
-0.97%
1948
+2.04%
-3.26%
+1.89%
-3.09%
1947
+2.08%
-1.75%
+1.53%
-1.94%
1946
-1.19%
-7.09%
-0.92%
-7.07%
1945
+14.80%
-0.95%
+15.78%
-0.88%
1944
+7.66%
-0.40%
+7.97%
-0.39%
1943
+10.14%
-2.72%
+9.97%
-2.77%
1942
+5.79%
-3.76%
+6.45%
-3.58%
1941
-1.40%
-4.91%
-1.20%
-4.99%
1940
+0.28%
-8.12%
+1.87%
-7.70%
1939
+2.55%
-3.58%
+2.79%
-3.74%
1938
+11.07%
-7.87%
+10.37%
-7.91%
1937
-9.33%
-11.51%
-10.07%
-12.18%
1936
+12.80%
-2.18%
+14.42%
-2.08%
1935
+16.19%
-1.56%
+16.55%
-1.39%
1934
+5.87%
-3.60%
+8.27%
-3.11%
1933
+24.58%
-6.82%
+23.55%
-7.04%
1932
+4.75%
-11.02%
+5.54%
-10.85%
1931
-14.48%
-18.82%
-17.79%
-21.07%
1930
-3.87%
-9.84%
-5.90%
-10.68%
1929
-0.87%
-10.20%
-1.20%
-10.34%
1928
+11.04%
-1.69%
+11.11%
-1.64%
1927
+13.17%
-1.35%
+14.04%
-1.26%
1926
+6.25%
-2.21%
+6.53%
-2.18%
1925
+9.62%
-1.97%
+10.80%
-1.86%
1924
+12.81%
-0.53%
+13.10%
-0.48%
1923
+3.83%
-3.40%
+4.44%
-3.38%
1922
+12.02%
-1.47%
+12.65%
-1.45%
1921
+10.91%
-2.31%
+9.83%
-2.12%
1920
-4.08%
-4.57%
-5.55%
-5.68%
1919
+7.21%
-2.63%
+5.81%
-2.69%
1918
+8.21%
-0.86%
+7.85%
-0.84%
1917
-6.61%
-6.61%
-7.65%
-7.65%
1916
+4.61%
-0.73%
+7.39%
-0.65%
1915
+13.09%
-0.63%
+14.08%
-0.61%
1914
+2.24%
-4.37%
+0.88%
-4.99%
1913
+0.88%
-1.69%
-0.05%
-2.01%
1912
+3.08%
-1.23%
+3.48%
-1.15%
1911
+3.48%
-2.91%
+3.28%
-2.93%
1910
+1.46%
-2.32%
+0.15%
-3.13%
1909
+5.68%
-0.54%
+6.57%
-0.53%
1908
+18.68%
-0.40%
+16.74%
-0.51%
1907
-7.48%
-7.79%
-8.40%
-8.70%
1906
+0.61%
-3.23%
+0.59%
-3.33%
1905
+6.76%
-1.92%
+7.83%
-1.78%
1904
+13.11%
-0.82%
+12.56%
-0.84%
1903
-3.84%
-6.90%
-4.67%
-7.60%
1902
+3.02%
-2.49%
+3.24%
-2.40%
1901
+6.91%
-2.80%
+6.47%
-2.76%
1900
+8.52%
-1.39%
+8.45%
-1.38%
1899
+0.85%
-2.91%
+2.72%
-2.13%
1898
+11.56%
-4.68%
+11.99%
-4.26%
1897
+9.58%
-0.87%
+9.70%
-0.85%
1896
+3.39%
-5.61%
+2.87%
-5.53%
1895
+1.49%
-4.85%
+2.80%
-4.23%
1894
+4.71%
-1.07%
+4.58%
-1.05%
1893
-2.82%
-8.38%
-4.72%
-9.21%
1892
+3.08%
-1.03%
+3.45%
-0.93%
1891
+8.89%
-2.54%
+7.45%
-2.60%
1890
-1.12%
-4.05%
-1.50%
-4.15%
1889
+3.60%
-0.90%
+5.38%
-0.71%
1888
+4.28%
-1.64%
+4.41%
-1.57%
1887
+0.66%
-3.68%
-0.36%
-4.08%
1886
+4.03%
-1.72%
+5.02%
-1.39%
1885
+12.18%
-0.80%
+11.99%
-0.98%
1884
-1.36%
-5.75%
-1.97%
-5.63%
1883
+0.92%
-1.92%
+0.14%
-2.08%
1882
+2.90%
-2.02%
+3.24%
-1.91%
1881
+2.14%
-3.73%
+3.46%
-3.20%
1880
+11.10%
-2.45%
+12.13%
-2.30%
1879
+16.53%
-0.59%
+17.34%
-0.47%
1878
+8.46%
-0.14%
+7.44%
-0.16%
1877
+1.37%
-4.98%
+1.94%
-4.81%
1876
-0.48%
-4.25%
-0.20%
-3.96%
1875
+5.68%
-1.78%
+7.61%
-1.41%
1874
+9.77%
-1.41%
+7.35%
-1.45%
1873
+1.59%
-7.83%
+1.49%
-7.70%
1872
+4.67%
-2.79%
+5.32%
-2.48%
1871
+6.19%
-1.95%
+8.01%
-1.75%