Gyroscopic Investing Desert Portfolio 2x Leveraged vs All Country World 80/20 Portfolio Portfolio Comparison

Simulation Settings
Period: March 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
10 Years
All (since March 2010)
Gyroscopic Investing Desert Portfolio 2x Leveraged
1.00$
Initial Capital
December 2014
2.00$
Final Capital
November 2024
7.18%
Yearly Return
13.68%
Std Deviation
-34.04%
Max Drawdown
35months*
Recovery Period
* in progress
1.00$
Initial Capital
March 2010
4.22$
Final Capital
November 2024
10.25%
Yearly Return
12.40%
Std Deviation
-34.04%
Max Drawdown
35months*
Recovery Period
* in progress
All Country World 80/20 Portfolio
1.00$
Initial Capital
December 2014
2.16$
Final Capital
November 2024
8.00%
Yearly Return
12.52%
Std Deviation
-23.52%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
March 2010
3.40$
Final Capital
November 2024
8.66%
Yearly Return
12.42%
Std Deviation
-23.52%
Max Drawdown
26months
Recovery Period

As of November 2024, over the analyzed timeframe, the Gyroscopic Investing Desert Portfolio 2x Leveraged obtained a 10.25% compound annual return, with a 12.40% standard deviation. It suffered a maximum drawdown of -34.04% which has been ongoing for 35 months and is still in progress.

As of November 2024, over the analyzed timeframe, the All Country World 80/20 Portfolio obtained a 8.66% compound annual return, with a 12.42% standard deviation. It suffered a maximum drawdown of -23.52% that required 26 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gyroscopic Investing Desert Portfolio 2x Leveraged
Weight
(%)		 ETF
Ticker		 Name
30.00
SSO
ProShares Ultra S&P 500
60.00
UST
ProShares Ultra 7-10 Year Treasury
10.00
UGL
ProShares Ultra Gold
All Country World 80/20 Portfolio
Weight
(%)		 ETF
Ticker		 Name
80.00
VT
Vanguard Total World Stock
10.00
BND
Vanguard Total Bond Market
7.00
BNDX
Vanguard Total International Bond
3.00
EMB
iShares JP Morgan USD Em Mkts Bd
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 March 2010 - 30 November 2024 (~15 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio 2x Leveraged
Gyroscopic Investing 		19.16 3.72 15.41 27.87 5.85 7.18 10.25
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 80/20
-- Market Benchmark 		16.87 3.64 9.41 22.56 9.18 8.00 8.66
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Gyroscopic Investing Desert Portfolio 2x Leveraged: an investment of 1$, since December 2014, now would be worth 2.00$, with a total return of 99.97% (7.18% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since December 2014, now would be worth 2.16$, with a total return of 115.96% (8.00% annualized).


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Gyroscopic Investing Desert Portfolio 2x Leveraged: an investment of 1$, since March 2010, now would be worth 4.22$, with a total return of 321.80% (10.25% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since March 2010, now would be worth 3.40$, with a total return of 240.41% (8.66% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)
Swipe left to see all data
Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 22.56
Infl. Adjusted Return (%) 24.47 19.30
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.30
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.09
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 8.16
Sharpe Ratio 1.79 2.13
Sortino Ratio 2.19 2.62
Ulcer Index 1.96 1.09
Ratio: Return / Standard Deviation 2.20 2.77
Ratio: Return / Deepest Drawdown 4.64 6.84
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 9.18
Infl. Adjusted Return (%) 1.61 4.80
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 14.99
Sharpe Ratio 0.21 0.46
Sortino Ratio 0.28 0.61
Ulcer Index 16.59 8.50
Ratio: Return / Standard Deviation 0.34 0.61
Ratio: Return / Deepest Drawdown 0.17 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 8.00
Infl. Adjusted Return (%) 4.12 4.93
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 12.52
Sharpe Ratio 0.41 0.51
Sortino Ratio 0.55 0.69
Ulcer Index 12.07 6.63
Ratio: Return / Standard Deviation 0.52 0.64
Ratio: Return / Deepest Drawdown 0.21 0.34
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged All Country World 80/20
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 80%
Fixed Income 60% 20%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 8.66
Infl. Adjusted Return (%) 7.48 5.93
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.52
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 12.42
Sharpe Ratio 0.74 0.61
Sortino Ratio 0.99 0.82
Ulcer Index 10.01 6.08
Ratio: Return / Standard Deviation 0.83 0.70
Ratio: Return / Deepest Drawdown 0.30 0.37
Metrics calculated over the period 1 March 2010 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)

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Desert Portfolio 2x Leveraged All Country World 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.52 26 Jan 2022
Feb 2024
-17.97 8 Jan 2020
Aug 2020
-11.51 15 Feb 2018
Apr 2019
-10.78 14 Jun 2015
Jul 2016
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.62 2 May 2019
Jun 2019
-3.98 3 Sep 2020
Nov 2020
-3.61 3 Feb 2020
Apr 2020
-3.60 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged All Country World 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-23.52 26 Jan 2022
Feb 2024
-17.97 8 Jan 2020
Aug 2020
-17.02 19 May 2011
Nov 2012
-11.51 15 Feb 2018
Apr 2019
-10.78 14 Jun 2015
Jul 2016
-10.03 12 Aug 2016
Jul 2017
-9.72 6 Apr 2010
Sep 2010
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.62 2 May 2019
Jun 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 March 2010 - 30 November 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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.

Swipe left to see all data
Desert Portfolio 2x Leveraged All Country World 80/20
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 16.87 -3.30
2023
 15.63 -13.22 19.08 -8.64
2022
 -30.56 -34.04 -17.17 -23.52
2021
 12.18 -5.79 14.21 -3.60
2020
 21.66 -6.04 14.55 -17.97
2019
 30.15 -1.15 23.35 -4.62
2018
 -5.84 -7.55 -7.79 -11.51
2017
 17.48 -1.28 20.43 0.00
2016
 7.95 -10.03 7.66 -5.08
2015
 -1.47 -6.85 -1.32 -9.49
2014
 17.56 -3.41 4.31 -3.32
2013
 8.45 -8.09 17.86 -3.46
2012
 14.13 -2.65 15.19 -7.89
2011
 18.75 -3.56 -4.38 -17.02
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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