Gyroscopic Investing Desert 2x Leveraged vs Bill Bernstein Sheltered Sam 80/20 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
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
Gyroscopic Investing Desert 2x Leveraged Portfolio
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
Bill Bernstein Sheltered Sam 80/20 Portfolio
1.00$
Initial Capital
December 2014
2.11$
Final Capital
November 2024
7.74%
Yearly Return
12.12
Std Deviation
-19.89%
Max Drawdown
11months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
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
Bill Bernstein Sheltered Sam 80/20 Portfolio
1.00$
Initial Capital
March 2010
3.58$
Final Capital
November 2024
9.03%
Yearly Return
11.92
Std Deviation
-19.89%
Max Drawdown
11months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.18% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

The Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 7.74% compound annual return, with a 12.12% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

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_bernstein.webp Sheltered Sam 80/20
Bill Bernstein 		15.54 4.07 10.68 22.18 8.68 7.74 9.03
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

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

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since December 2014, now would be worth 2.11$, with a total return of 110.83% (7.74% annualized).


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

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since March 2010, now would be worth 3.58$, with a total return of 257.70% (9.03% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

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 Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 27.87 22.18
Infl. Adjusted Return (%) 24.47 18.93
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.56
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.56
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 9.23
Sharpe Ratio 1.79 1.84
Sortino Ratio 2.19 2.38
Ulcer Index 1.96 1.16
Ratio: Return / Standard Deviation 2.20 2.40
Ratio: Return / Deepest Drawdown 4.64 6.24
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 5.85 8.68
Infl. Adjusted Return (%) 1.61 4.32
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 35* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 35* 24
Longest Negative Period (months) 47 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 14.60
Sharpe Ratio 0.21 0.44
Sortino Ratio 0.28 0.58
Ulcer Index 16.59 7.02
Ratio: Return / Standard Deviation 0.34 0.59
Ratio: Return / Deepest Drawdown 0.17 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 7.18 7.74
Infl. Adjusted Return (%) 4.12 4.67
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 35* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 35* 24
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 12.12
Sharpe Ratio 0.41 0.51
Sortino Ratio 0.55 0.68
Ulcer Index 12.07 5.43
Ratio: Return / Standard Deviation 0.52 0.64
Ratio: Return / Deepest Drawdown 0.21 0.39
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Author Gyroscopic Investing Bill Bernstein
ASSET ALLOCATION
Stocks 30% 77.6%
Fixed Income 60% 20%
Commodities 10% 2.4%
PERFORMANCES
Annualized Return (%) 10.25 9.03
Infl. Adjusted Return (%) 7.48 6.28
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.89
Start to Recovery (months) 35* 11
Longest Drawdown Depth (%) -34.04 -19.11
Start to Recovery (months) 35* 24
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 11.92
Sharpe Ratio 0.74 0.67
Sortino Ratio 0.99 0.90
Ulcer Index 10.01 5.00
Ratio: Return / Standard Deviation 0.83 0.76
Ratio: Return / Deepest Drawdown 0.30 0.45
Metrics calculated over the period 1 March 2010 - 30 November 2024

Drawdowns

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

Loading data
Please wait
Swipe left to see all data
Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-10.52 8 Sep 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-8.25 13 Jun 2015
Jun 2016
-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
-4.82 2 May 2019
Jun 2019
-4.20 6 Feb 2018
Jul 2018
-3.61 3 Feb 2020
Apr 2020
-3.56 3 Apr 2024
Jun 2024

Loading data
Please wait
Swipe left to see all data
Desert Portfolio 2x Leveraged Sheltered Sam 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-15.67 11 May 2011
Mar 2012
-10.52 8 Sep 2018
Apr 2019
-10.36 6 May 2010
Oct 2010
-10.03 12 Aug 2016
Jul 2017
-8.25 13 Jun 2015
Jun 2016
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.35 6 Apr 2012
Sep 2012
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021

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:

Loading data
Please wait

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 Sheltered Sam 80/20
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 15.54 -3.56
2023
 15.63 -13.22 13.20 -8.80
2022
 -30.56 -34.04 -11.58 -19.11
2021
 12.18 -5.79 18.98 -3.12
2020
 21.66 -6.04 7.57 -19.89
2019
 30.15 -1.15 21.16 -4.82
2018
 -5.84 -7.55 -6.77 -10.52
2017
 17.48 -1.28 14.72 -0.17
2016
 7.95 -10.03 12.44 -3.80
2015
 -1.47 -6.85 -2.15 -8.08
2014
 17.56 -3.41 7.48 -3.25
2013
 8.45 -8.09 19.83 -2.67
2012
 14.13 -2.65 13.92 -6.35
2011
 18.75 -3.56 -0.32 -15.67