Gyroscopic Investing Desert 2x Leveraged vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Period: March 2010 - September 2024 (~15 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
October 2014
2.11$
Final Capital
September 2024
7.76%
Yearly Return
13.62
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
October 2014
2.07$
Final Capital
September 2024
7.55%
Yearly Return
8.51
Std Deviation
-18.89%
Max Drawdown
26 months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.21$
Final Capital
September 2024
10.36%
Yearly Return
12.39
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
March 2010
3.20$
Final Capital
September 2024
8.30%
Yearly Return
7.96
Std Deviation
-18.89%
Max Drawdown
26 months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.76% compound annual return, with a 13.62% standard deviation, in the last 10 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 7.55% compound annual return, with a 8.51% standard deviation, in the last 10 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		18.92 3.55 13.69 38.17 6.37 7.76 10.36
In Saecula Saeculorum
Fulvio Marchese 		13.98 2.12 8.68 25.16 8.34 7.55 8.30
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since October 2014, now would be worth 2.11$, with a total return of 111.21% (7.76% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since October 2014, now would be worth 2.07$, with a total return of 107.02% (7.55% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.21$, with a total return of 320.95% (10.36% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since March 2010, now would be worth 3.20$, with a total return of 219.93% (8.30% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Author Gyroscopic Investing Fulvio Marchese
ASSET ALLOCATION
Stocks 30% 45%
Fixed Income 60% 45%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 38.17 25.16
Infl. Adjusted Return (%) 34.92 22.22
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -2.83
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -1.23
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.15 8.11
Sharpe Ratio 2.17 2.44
Sortino Ratio 2.92 3.35
Ulcer Index 1.88 0.86
Ratio: Return / Standard Deviation 2.52 3.10
Ratio: Return / Deepest Drawdown 6.35 8.88
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Author Gyroscopic Investing Fulvio Marchese
ASSET ALLOCATION
Stocks 30% 45%
Fixed Income 60% 45%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 6.37 8.34
Infl. Adjusted Return (%) 2.10 4.00
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Negative Period (months) 49 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 10.59
Sharpe Ratio 0.25 0.58
Sortino Ratio 0.33 0.77
Ulcer Index 16.55 6.91
Ratio: Return / Standard Deviation 0.38 0.79
Ratio: Return / Deepest Drawdown 0.19 0.44
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Author Gyroscopic Investing Fulvio Marchese
ASSET ALLOCATION
Stocks 30% 45%
Fixed Income 60% 45%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 7.76 7.55
Infl. Adjusted Return (%) 4.77 4.56
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 8.51
Sharpe Ratio 0.46 0.71
Sortino Ratio 0.62 0.96
Ulcer Index 12.04 5.06
Ratio: Return / Standard Deviation 0.57 0.89
Ratio: Return / Deepest Drawdown 0.23 0.40
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Author Gyroscopic Investing Fulvio Marchese
ASSET ALLOCATION
Stocks 30% 45%
Fixed Income 60% 45%
Commodities 10% 10%
PERFORMANCES
Annualized Return (%) 10.36 8.30
Infl. Adjusted Return (%) 7.59 5.58
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Drawdown Depth (%) -34.04 -18.89
Start to Recovery (months) 33* 26
Longest Negative Period (months) 52 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 7.96
Sharpe Ratio 0.75 0.92
Sortino Ratio 1.01 1.24
Ulcer Index 10.05 4.25
Ratio: Return / Standard Deviation 0.84 1.04
Ratio: Return / Deepest Drawdown 0.30 0.44
Metrics calculated over the period 1 March 2010 - 30 September 2024

Drawdowns

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

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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-18.89 26 Jan 2022
Feb 2024
-10.03 12 Aug 2016
Jul 2017
-8.50 4 Feb 2020
May 2020
-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
-5.64 6 Sep 2018
Feb 2019
-5.23 4 Jan 2021
Apr 2021
-4.59 13 Mar 2015
Mar 2016
-3.61 3 Feb 2020
Apr 2020
-3.35 7 Feb 2018
Aug 2018
-3.31 3 Sep 2020
Nov 2020
-3.03 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-18.89 26 Jan 2022
Feb 2024
-10.03 12 Aug 2016
Jul 2017
-8.50 4 Feb 2020
May 2020
-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
-5.64 6 Sep 2018
Feb 2019
-5.23 4 Jan 2021
Apr 2021
-4.77 5 Jun 2011
Oct 2011
-4.59 13 Mar 2015
Mar 2016
-4.10 5 May 2010
Sep 2010
-3.61 3 Feb 2020
Apr 2020

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 September 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 In Saecula Saeculorum
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 13.98% -2.83%
2023
 15.63% -13.22% 15.53% -6.33%
2022
 -30.56% -34.04% -14.97% -18.89%
2021
 12.18% -5.79% 10.12% -3.03%
2020
 21.66% -6.04% 15.89% -8.50%
2019
 30.15% -1.15% 20.14% -2.10%
2018
 -5.84% -7.55% -2.76% -5.64%
2017
 17.48% -1.28% 12.42% -0.04%
2016
 7.95% -10.03% 7.79% -2.43%
2015
 -1.47% -6.85% -0.75% -4.59%
2014
 17.56% -3.41% 8.52% -2.04%
2013
 8.45% -8.09% 10.73% -2.94%
2012
 14.13% -2.65% 10.41% -2.92%
2011
 18.75% -3.56% 6.12% -4.77%