Developed World ex-US 20/80 vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% 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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Developed World ex-US 20/80 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 +5.08% +6.60%
Std Dev 5.25% 5.50%
Max Drawdown -16.80% -14.72%
All time Stats
(Since Jan 1985)
Return +7.18% +7.71%
Std Dev 5.84% 5.71%
Max Drawdown -16.80% -14.72%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
Gyroscopic Investing Desert Portfolio +0.82 +5.92 +11.74 +5.56 +4.76 +6.60 +7.71
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1985, now would be worth 18.34$, with a total return of 1734.00% (7.71% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.63% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.20
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-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
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.70% May 1999 Aug 1999 (4) Oct 1999 (6) 1.66

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-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
-0.57%
-0.69%
+1.20%
0.00%
2023
+10.62%
-3.65%
+11.64%
-4.01%
2022
-13.28%
-15.82%
-11.64%
-14.72%
2021
+0.51%
-1.64%
+5.76%
-2.29%
2020
+5.67%
-5.99%
+12.96%
-3.56%
2019
+10.82%
-0.13%
+14.41%
-0.95%
2018
-0.71%
-1.97%
-0.94%
-2.77%
2017
+7.20%
-0.28%
+8.38%
-0.12%
2016
+4.23%
-2.76%
+5.39%
-2.63%
2015
+0.88%
-3.06%
+0.02%
-2.57%
2014
+5.80%
-0.91%
+5.45%
-1.59%
2013
+3.72%
-4.48%
+6.10%
-2.64%
2012
+11.34%
-1.93%
+6.70%
-2.16%
2011
+4.42%
-2.68%
+6.23%
-3.24%
2010
+8.49%
-1.80%
+11.95%
-1.56%
2009
+17.74%
-4.20%
+10.05%
-5.76%
2008
-10.01%
-15.55%
-2.92%
-8.78%
2007
+6.22%
-0.75%
+10.64%
-0.86%
2006
+7.61%
-0.62%
+8.85%
-1.61%
2005
+6.71%
-1.16%
+5.06%
-1.48%
2004
+8.93%
-1.18%
+6.34%
-3.44%
2003
+10.88%
-0.98%
+12.64%
-1.46%
2002
+4.31%
-1.24%
+4.90%
-2.20%
2001
+4.28%
-1.41%
+1.31%
-3.94%
2000
+4.50%
-1.64%
+4.70%
-2.78%
1999
+7.82%
-2.07%
+5.12%
-2.91%
1998
+16.99%
-0.92%
+13.26%
-4.42%
1997
-4.15%
-6.74%
+12.53%
-2.44%
1996
+4.66%
-1.36%
+6.98%
-2.04%
1995
+17.78%
-0.82%
+23.10%
0.00%
1994
-3.88%
-6.31%
-2.86%
-5.63%
1993
+19.11%
-1.94%
+11.81%
-1.14%
1992
+6.56%
-4.18%
+6.83%
-2.19%
1991
+19.03%
-1.69%
+18.44%
-1.44%
1990
+0.80%
-7.02%
+3.54%
-3.71%
1989
+11.45%
-2.33%
+16.86%
-1.08%
1988
+12.16%
-0.98%
+6.82%
-1.71%
1987
+8.87%
-2.58%
+4.17%
-8.49%
1986
+25.77%
-3.32%
+15.33%
-2.55%
1985
+31.17%
-2.24%
+23.33%
-1.21%