Rob Arnott vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 31 March 2024

The Rob Arnott Portfolio obtained a 6.68% compound annual return, with a 7.19% standard deviation, in the last 30 Years.

The Gyroscopic Investing Desert Portfolio obtained a 6.77% compound annual return, with a 5.47% standard deviation, in the last 30 Years.

Summary

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Rob Arnott Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
30 Years Stats Return +6.68% +6.77%
Std Dev 7.19% 5.47%
Max Drawdown -24.27% -14.72%
All time Stats
(Since Jan 1985)
Return +8.20% +7.75%
Std Dev 7.17% 5.71%
Max Drawdown -24.27% -14.72%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Rob Arnott Portfolio +1.84 +9.51 +6.14 +4.06 +4.01 +6.68 +8.20
Gyroscopic Investing Desert Portfolio +2.01 +11.16 +10.30 +5.73 +5.03 +6.77 +7.75
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Rob Arnott Portfolio: an investment of 1$, since April 1994, now would be worth 6.95$, with a total return of 595.19% (6.68% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since April 1994, now would be worth 7.14$, with a total return of 614.36% (6.77% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.09$, with a total return of 2108.85% (8.20% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1985, now would be worth 18.71$, with a total return of 1770.94% (7.75% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Rob Arnott Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.51% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.80
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.26% Aug 1994 Nov 1994 (4) Feb 1995 (7) 1.69
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-2.99% May 2010 May 2010 (1) Jul 2010 (3) 1.99
-2.91% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.68

Drawdown comparison chart since January 1985.

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Rob Arnott Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-17.86% Jan 2022 Sep 2022 (9) In progress (27) 10.78
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63
-4.70% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.74
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.10% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.15
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.86% Aug 2016 Nov 2016 (4) May 2017 (10) 1.64
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89

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
+1.13%
-0.76%
+3.24%
0.00%
2023
+9.08%
-7.06%
+11.64%
-4.01%
2022
-14.81%
-17.86%
-11.64%
-14.72%
2021
+11.04%
-1.71%
+5.76%
-2.29%
2020
+7.98%
-8.72%
+12.96%
-3.56%
2019
+16.67%
-0.49%
+14.41%
-0.95%
2018
-4.12%
-4.84%
-0.94%
-2.77%
2017
+9.02%
-0.37%
+8.38%
-0.12%
2016
+7.14%
-3.86%
+5.39%
-2.63%
2015
-3.26%
-5.73%
+0.02%
-2.57%
2014
+7.59%
-2.79%
+5.45%
-1.59%
2013
+1.41%
-5.66%
+6.10%
-2.64%
2012
+10.55%
-2.17%
+6.70%
-2.16%
2011
+7.73%
-3.51%
+6.23%
-3.24%
2010
+11.89%
-2.99%
+11.95%
-1.56%
2009
+14.59%
-11.26%
+10.05%
-5.76%
2008
-11.48%
-21.15%
-2.92%
-8.78%
2007
+7.64%
-1.84%
+10.64%
-0.86%
2006
+8.97%
-1.26%
+8.85%
-1.61%
2005
+7.74%
-2.50%
+5.06%
-1.48%
2004
+11.93%
-4.70%
+6.34%
-3.44%
2003
+17.00%
-2.42%
+12.64%
-1.46%
2002
+8.16%
-0.99%
+4.90%
-2.20%
2001
+0.06%
-2.47%
+1.31%
-3.94%
2000
+12.87%
-0.83%
+4.70%
-2.78%
1999
+7.22%
-2.71%
+5.12%
-2.91%
1998
+6.53%
-4.10%
+13.26%
-4.42%
1997
+7.20%
-2.36%
+12.53%
-2.44%
1996
+11.02%
-0.75%
+6.98%
-2.04%
1995
+21.23%
0.00%
+23.10%
0.00%
1994
-2.84%
-7.37%
-2.86%
-5.63%
1993
+13.77%
-2.73%
+11.81%
-1.14%
1992
+6.56%
-2.87%
+6.83%
-2.19%
1991
+18.67%
-1.99%
+18.44%
-1.44%
1990
+2.80%
-6.11%
+3.54%
-3.71%
1989
+17.53%
-1.16%
+16.86%
-1.08%
1988
+13.48%
-1.21%
+6.82%
-1.71%
1987
+6.41%
-5.21%
+4.17%
-8.49%
1986
+21.76%
-3.06%
+15.33%
-2.55%
1985
+27.17%
-1.73%
+23.33%
-1.21%