Gyroscopic Investing Desert 2x Leveraged vs Burton Malkiel Late Sixties and Beyond 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
Burton Malkiel Late Sixties and Beyond Portfolio
1.00$
Initial Capital
December 2014
1.98$
Final Capital
November 2024
7.07%
Yearly Return
11.41
Std Deviation
-22.44%
Max Drawdown
30months
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
Burton Malkiel Late Sixties and Beyond Portfolio
1.00$
Initial Capital
March 2010
3.26$
Final Capital
November 2024
8.34%
Yearly Return
11.12
Std Deviation
-22.44%
Max Drawdown
30months
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 Burton Malkiel Late Sixties and Beyond Portfolio obtained a 7.07% compound annual return, with a 11.41% 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_burton_malkiel.webp Late Sixties and Beyond
Burton Malkiel 		14.25 3.04 10.17 19.91 7.32 7.07 8.34
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).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since December 2014, now would be worth 1.98$, with a total return of 97.99% (7.07% 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).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since March 2010, now would be worth 3.26$, with a total return of 225.88% (8.34% 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 Late Sixties and Beyond
Author Gyroscopic Investing Burton Malkiel
ASSET ALLOCATION
Stocks 30% 71%
Fixed Income 60% 29%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 19.91
Infl. Adjusted Return (%) 24.47 16.72
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 8.35
Sharpe Ratio 1.79 1.76
Sortino Ratio 2.19 2.14
Ulcer Index 1.96 1.21
Ratio: Return / Standard Deviation 2.20 2.38
Ratio: Return / Deepest Drawdown 4.64 5.59
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Late Sixties and Beyond
Author Gyroscopic Investing Burton Malkiel
ASSET ALLOCATION
Stocks 30% 71%
Fixed Income 60% 29%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 7.32
Infl. Adjusted Return (%) 1.61 3.02
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Negative Period (months) 47 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 13.97
Sharpe Ratio 0.21 0.36
Sortino Ratio 0.28 0.47
Ulcer Index 16.59 8.63
Ratio: Return / Standard Deviation 0.34 0.52
Ratio: Return / Deepest Drawdown 0.17 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Late Sixties and Beyond
Author Gyroscopic Investing Burton Malkiel
ASSET ALLOCATION
Stocks 30% 71%
Fixed Income 60% 29%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 7.07
Infl. Adjusted Return (%) 4.12 4.02
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 11.41
Sharpe Ratio 0.41 0.48
Sortino Ratio 0.55 0.64
Ulcer Index 12.07 6.44
Ratio: Return / Standard Deviation 0.52 0.62
Ratio: Return / Deepest Drawdown 0.21 0.32
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Late Sixties and Beyond
Author Gyroscopic Investing Burton Malkiel
ASSET ALLOCATION
Stocks 30% 71%
Fixed Income 60% 29%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 8.34
Infl. Adjusted Return (%) 7.48 5.61
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -22.44
Start to Recovery (months) 35* 30
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 11.12
Sharpe Ratio 0.74 0.66
Sortino Ratio 0.99 0.88
Ulcer Index 10.01 5.59
Ratio: Return / Standard Deviation 0.83 0.75
Ratio: Return / Deepest Drawdown 0.30 0.37
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 Late Sixties and Beyond
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-22.44 30 Jan 2022
Jun 2024
-16.82 8 Jan 2020
Aug 2020
-10.03 12 Aug 2016
Jul 2017
-8.08 13 Feb 2018
Feb 2019
-7.72 16 Mar 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
-3.79 2 Sep 2021
Oct 2021
-3.61 3 Feb 2020
Apr 2020
-3.27 3 Sep 2020
Nov 2020
-3.12 2 May 2019
Jun 2019

Loading data
Please wait
Swipe left to see all data
Desert Portfolio 2x Leveraged Late Sixties and Beyond
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-22.44 30 Jan 2022
Jun 2024
-16.82 8 Jan 2020
Aug 2020
-13.38 10 May 2011
Feb 2012
-10.03 12 Aug 2016
Jul 2017
-8.28 5 May 2010
Sep 2010
-8.09 6 May 2013
Oct 2013
-8.08 13 Feb 2018
Feb 2019
-7.72 16 Mar 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
-5.09 4 May 2012
Aug 2012

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 Late Sixties and Beyond
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 14.25 -3.56
2023
 15.63 -13.22 14.40 -8.53
2022
 -30.56 -34.04 -16.23 -22.44
2021
 12.18 -5.79 15.40 -3.79
2020
 21.66 -6.04 10.03 -16.82
2019
 30.15 -1.15 22.55 -3.12
2018
 -5.84 -7.55 -5.90 -8.08
2017
 17.48 -1.28 16.49 0.00
2016
 7.95 -10.03 8.48 -3.07
2015
 -1.47 -6.85 -1.63 -7.72
2014
 17.56 -3.41 9.01 -3.10
2013
 8.45 -8.09 12.49 -4.03
2012
 14.13 -2.65 14.20 -5.09
2011
 18.75 -3.56 1.01 -13.38