Gyroscopic Investing Desert 2x Leveraged vs Gyroscopic Investing Desert 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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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
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
December 2014
1.72$
Final Capital
November 2024
5.56%
Yearly Return
5.90
Std Deviation
-14.72%
Max Drawdown
27months
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
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
March 2010
2.41$
Final Capital
November 2024
6.14%
Yearly Return
5.56
Std Deviation
-14.72%
Max Drawdown
27months
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 Gyroscopic Investing Desert Portfolio obtained a 5.56% compound annual return, with a 5.90% 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)
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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_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		12.74 2.13 8.76 16.35 6.11 5.56 6.14
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).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since December 2014, now would be worth 1.72$, with a total return of 71.83% (5.56% annualized).


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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).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since March 2010, now would be worth 2.41$, with a total return of 140.98% (6.14% annualized).


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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)
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Desert Portfolio 2x Leveraged Desert Portfolio
Author Gyroscopic Investing Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 27.87 16.35
Infl. Adjusted Return (%) 24.47 13.25
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -2.08
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -2.08
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 12.65 5.04
Sharpe Ratio 1.79 2.21
Sortino Ratio 2.19 2.68
Ulcer Index 1.96 0.63
Ratio: Return / Standard Deviation 2.20 3.24
Ratio: Return / Deepest Drawdown 4.64 7.87
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged Desert Portfolio
Author Gyroscopic Investing Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 5.85 6.11
Infl. Adjusted Return (%) 1.61 1.85
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Negative Period (months) 47 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 7.42
Sharpe Ratio 0.21 0.52
Sortino Ratio 0.28 0.69
Ulcer Index 16.59 5.32
Ratio: Return / Standard Deviation 0.34 0.82
Ratio: Return / Deepest Drawdown 0.17 0.41
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged Desert Portfolio
Author Gyroscopic Investing Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 7.18 5.56
Infl. Adjusted Return (%) 4.12 2.55
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 5.90
Sharpe Ratio 0.41 0.68
Sortino Ratio 0.55 0.92
Ulcer Index 12.07 3.85
Ratio: Return / Standard Deviation 0.52 0.94
Ratio: Return / Deepest Drawdown 0.21 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged Desert Portfolio
Author Gyroscopic Investing Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 60%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 10.25 6.14
Infl. Adjusted Return (%) 7.48 3.47
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -34.04 -14.72
Start to Recovery (months) 35* 27
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 5.56
Sharpe Ratio 0.74 0.92
Sortino Ratio 0.99 1.25
Ulcer Index 10.01 3.21
Ratio: Return / Standard Deviation 0.83 1.10
Ratio: Return / Deepest Drawdown 0.30 0.42
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)

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Desert Portfolio 2x Leveraged Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-14.72 27 Jan 2022
Mar 2024
-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
-3.61 3 Feb 2020
Apr 2020
-3.56 3 Feb 2020
Apr 2020
-2.77 5 Sep 2018
Jan 2019
-2.63 7 Aug 2016
Feb 2017
-2.57 10 Jun 2015
Mar 2016
-2.38 3 Sep 2020
Nov 2020
-2.29 4 Sep 2021
Dec 2021

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Desert Portfolio 2x Leveraged Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-14.72 27 Jan 2022
Mar 2024
-10.03 12 Aug 2016
Jul 2017
-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
-3.61 3 Feb 2020
Apr 2020
-3.56 3 Feb 2020
Apr 2020
-3.56 2 Sep 2011
Oct 2011
-3.41 3 Sep 2014
Nov 2014
-3.24 2 Sep 2011
Oct 2011
-2.77 5 Sep 2018
Jan 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.
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Desert Portfolio 2x Leveraged Desert Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 12.74 -2.08
2023
 15.63 -13.22 11.64 -4.01
2022
 -30.56 -34.04 -11.64 -14.72
2021
 12.18 -5.79 5.76 -2.29
2020
 21.66 -6.04 12.96 -3.56
2019
 30.15 -1.15 14.41 -0.95
2018
 -5.84 -7.55 -0.94 -2.77
2017
 17.48 -1.28 8.38 -0.12
2016
 7.95 -10.03 5.39 -2.63
2015
 -1.47 -6.85 0.02 -2.57
2014
 17.56 -3.41 5.45 -1.59
2013
 8.45 -8.09 6.10 -2.64
2012
 14.13 -2.65 6.70 -2.16
2011
 18.75 -3.56 6.23 -3.24