Stocks/Bonds 20/80 Momentum vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 29 February 2024

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.20% compound annual return, with a 4.95% standard deviation, in the last 30 Years.

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

Summary

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Stocks/Bonds 20/80 Momentum Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 30%
Fixed Income 80% 60%
Commodities 0% 10%
30 Years Stats Return +6.20% +6.60%
Std Dev 4.95% 5.50%
Max Drawdown -17.91% -14.72%
All time Stats
(Since Jan 1982)
Return +8.15% +8.13%
Std Dev 5.50% 5.95%
Max Drawdown -17.91% -14.72%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 20/80 Momentum Portfolio +1.01 +6.71 +9.00 +2.91 +3.73 +6.20 +8.15
Gyroscopic Investing Desert Portfolio +0.82 +5.92 +11.74 +5.56 +4.76 +6.60 +8.13
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 6.08$, with a total return of 507.85% (6.20% annualized).

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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.22$, with a total return of 2622.09% (8.15% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1982, now would be worth 27.03$, with a total return of 2602.98% (8.13% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.63% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.20
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.49% Mar 1994 Jun 1994 (4) Jan 1995 (11) 2.25
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-3.12% Sep 2018 Oct 2018 (2) Feb 2019 (6) 1.75
-2.95% Jan 2021 Mar 2021 (3) Jun 2021 (6) 1.39
-2.91% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.68
-2.78% Apr 2000 May 2000 (2) Jun 2000 (3) 1.66
-2.77% Sep 2018 Dec 2018 (4) Jan 2019 (5) 1.66
-2.70% May 1999 Aug 1999 (4) Oct 1999 (6) 1.66
-2.64% May 2013 Jun 2013 (2) Sep 2013 (5) 1.20

Drawdown comparison chart since January 1982.

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Stocks/Bonds 20/80 Momentum 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
-17.91% Nov 2021 Sep 2022 (11) In progress (28) 12.46
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-9.00% Jan 2008 Oct 2008 (10) Aug 2009 (20) 4.15
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-6.53% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.65
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.47% Feb 1984 May 1984 (4) Aug 1984 (7) 2.67
-5.46% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.79
-5.08% Dec 1983 May 1984 (6) Aug 1984 (9) 2.42
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22
-3.64% Aug 2016 Nov 2016 (4) Apr 2017 (9) 1.84
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.46% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.73
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.28% May 1983 Jul 1983 (3) Nov 1983 (7) 1.66
-3.26% Jan 1982 Mar 1982 (3) Apr 1982 (4) 1.78
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87

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
+2.01%
0.00%
+1.20%
0.00%
2023
+6.16%
-5.43%
+11.64%
-4.01%
2022
-14.14%
-17.00%
-11.64%
-14.72%
2021
+1.18%
-2.95%
+5.76%
-2.29%
2020
+12.14%
-3.46%
+12.96%
-3.56%
2019
+12.52%
-0.69%
+14.41%
-0.95%
2018
-0.42%
-3.12%
-0.94%
-2.77%
2017
+10.35%
0.00%
+8.38%
-0.12%
2016
+3.02%
-3.64%
+5.39%
-2.63%
2015
+2.23%
-1.48%
+0.02%
-2.57%
2014
+7.58%
-0.83%
+5.45%
-1.59%
2013
+5.23%
-2.48%
+6.10%
-2.64%
2012
+5.51%
-0.69%
+6.70%
-2.16%
2011
+7.52%
-0.70%
+6.23%
-3.24%
2010
+8.56%
-0.70%
+11.95%
-1.56%
2009
+6.40%
-6.03%
+10.05%
-5.76%
2008
-2.70%
-9.00%
-2.92%
-8.78%
2007
+9.07%
-0.41%
+10.64%
-0.86%
2006
+5.53%
-1.33%
+8.85%
-1.61%
2005
+5.74%
-1.35%
+5.06%
-1.48%
2004
+6.73%
-2.37%
+6.34%
-3.44%
2003
+8.38%
-2.29%
+12.64%
-1.46%
2002
+4.15%
-1.79%
+4.90%
-2.20%
2001
+3.27%
-2.01%
+1.31%
-3.94%
2000
+7.19%
-1.52%
+4.70%
-2.78%
1999
+7.48%
-1.73%
+5.12%
-2.91%
1998
+16.62%
-1.24%
+13.26%
-4.42%
1997
+14.93%
-1.81%
+12.53%
-2.44%
1996
+8.83%
-1.37%
+6.98%
-2.04%
1995
+23.01%
0.00%
+23.10%
0.00%
1994
-2.34%
-5.46%
-2.86%
-5.63%
1993
+10.39%
-0.92%
+11.81%
-1.14%
1992
+6.58%
-1.69%
+6.83%
-2.19%
1991
+19.58%
-0.95%
+18.44%
-1.44%
1990
+7.22%
-2.90%
+3.54%
-3.71%
1989
+19.47%
-0.82%
+16.86%
-1.08%
1988
+7.30%
-2.80%
+6.82%
-1.71%
1987
+1.70%
-6.53%
+4.17%
-8.49%
1986
+16.62%
-3.15%
+15.33%
-2.55%
1985
+24.27%
-1.28%
+23.33%
-1.21%
1984
+11.85%
-5.47%
+7.73%
-4.82%
1983
+7.57%
-3.28%
+8.30%
-2.24%
1982
+31.00%
-1.71%
+26.32%
-3.26%