Developed World ex-US 40/60 Momentum vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Gyroscopic Investing Desert Portfolio obtained a 4.76% compound annual return, with a 5.78% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 30%
Fixed Income 60% 60%
Commodities 0% 10%
10 Years Stats Return +3.47% +4.76%
Std Dev 6.79% 5.78%
Max Drawdown -19.40% -14.72%
All time Stats
(Since Aug 2009)
Return +5.07% +5.98%
Std Dev 6.96% 5.58%
Max Drawdown -19.40% -14.72%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Gyroscopic Investing Desert Portfolio +0.82 +5.92 +11.74 +5.56 +4.76 +5.98
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since March 2014, now would be worth 1.59$, with a total return of 59.15% (4.76% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since August 2009, now would be worth 2.33$, with a total return of 133.19% (5.98% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-2.77% Sep 2018 Dec 2018 (4) Jan 2019 (5) 1.66
-2.63% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.44
-2.57% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.42
-2.38% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.41
-2.29% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.10
-2.19% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.30
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.59% Sep 2014 Sep 2014 (1) Nov 2014 (3) 0.83
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.27% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.73
-0.95% May 2019 May 2019 (1) Jun 2019 (2) 0.55
-0.91% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.52

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-14.72% Jan 2022 Sep 2022 (9) In progress (26) 7.92
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-2.77% Sep 2018 Dec 2018 (4) Jan 2019 (5) 1.66
-2.64% May 2013 Jun 2013 (2) Sep 2013 (5) 1.20
-2.63% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.44
-2.57% Jun 2015 Sep 2015 (4) Mar 2016 (10) 1.42
-2.38% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.41
-2.29% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.10
-2.19% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.30
-2.16% May 2012 May 2012 (1) Aug 2012 (4) 1.04
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16

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
+2.78%
0.00%
+1.20%
0.00%
2023
+10.84%
-4.47%
+11.64%
-4.01%
2022
-14.37%
-19.07%
-11.64%
-14.72%
2021
+1.27%
-2.17%
+5.76%
-2.29%
2020
+11.65%
-7.72%
+12.96%
-3.56%
2019
+14.52%
-0.27%
+14.41%
-0.95%
2018
-4.03%
-6.00%
-0.94%
-2.77%
2017
+11.62%
-0.20%
+8.38%
-0.12%
2016
+2.96%
-4.27%
+5.39%
-2.63%
2015
+0.07%
-5.38%
+0.02%
-2.57%
2014
+1.57%
-1.52%
+5.45%
-1.59%
2013
+8.39%
-5.17%
+6.10%
-2.64%
2012
+12.90%
-3.09%
+6.70%
-2.16%
2011
-0.59%
-8.94%
+6.23%
-3.24%
2010
+10.77%
-4.04%
+11.95%
-1.56%