Gyroscopic Investing Desert 2x Leveraged vs Scott Burns Four Square 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
Scott Burns Four Square Portfolio
1.00$
Initial Capital
October 2014
1.76$
Final Capital
September 2024
5.83%
Yearly Return
8.61
Std Deviation
-19.67%
Max Drawdown
30 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
Scott Burns Four Square Portfolio
1.00$
Initial Capital
March 2010
2.59$
Final Capital
September 2024
6.73%
Yearly Return
8.37
Std Deviation
-19.67%
Max Drawdown
30 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 Scott Burns Four Square Portfolio obtained a 5.83% compound annual return, with a 8.61% 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
Four Square
Scott Burns 		10.70 1.85 6.77 20.04 6.36 5.83 6.73
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).

Scott Burns Four Square Portfolio: an investment of 1$, since October 2014, now would be worth 1.76$, with a total return of 76.20% (5.83% 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).

Scott Burns Four Square Portfolio: an investment of 1$, since March 2010, now would be worth 2.59$, with a total return of 158.64% (6.73% 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 Four Square
Author Gyroscopic Investing Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 38.17 20.04
Infl. Adjusted Return (%) 34.92 17.21
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -2.53
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -1.72
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.15 7.70
Sharpe Ratio 2.17 1.91
Sortino Ratio 2.92 2.64
Ulcer Index 1.88 0.85
Ratio: Return / Standard Deviation 2.52 2.60
Ratio: Return / Deepest Drawdown 6.35 7.92
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Four Square
Author Gyroscopic Investing Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.37 6.36
Infl. Adjusted Return (%) 2.10 2.09
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Negative Period (months) 49 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 10.58
Sharpe Ratio 0.25 0.39
Sortino Ratio 0.33 0.52
Ulcer Index 16.55 7.26
Ratio: Return / Standard Deviation 0.38 0.60
Ratio: Return / Deepest Drawdown 0.19 0.32
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Four Square
Author Gyroscopic Investing Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.76 5.83
Infl. Adjusted Return (%) 4.77 2.89
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 8.61
Sharpe Ratio 0.46 0.50
Sortino Ratio 0.62 0.67
Ulcer Index 12.04 5.44
Ratio: Return / Standard Deviation 0.57 0.68
Ratio: Return / Deepest Drawdown 0.23 0.30
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged Four Square
Author Gyroscopic Investing Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.36 6.73
Infl. Adjusted Return (%) 7.59 4.06
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Drawdown Depth (%) -34.04 -19.67
Start to Recovery (months) 33* 30
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 8.37
Sharpe Ratio 0.75 0.68
Sortino Ratio 1.01 0.91
Ulcer Index 10.05 4.68
Ratio: Return / Standard Deviation 0.84 0.80
Ratio: Return / Deepest Drawdown 0.30 0.34
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 Four Square
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-19.67 30 Jan 2022
Jun 2024
-10.98 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.76 15 May 2015
Jul 2016
-6.72 14 Feb 2018
Mar 2019
-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
-2.52 2 Sep 2021
Oct 2021
-2.46 2 May 2019
Jun 2019
-2.26 3 Sep 2020
Nov 2020

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Desert Portfolio 2x Leveraged Four Square
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-19.67 30 Jan 2022
Jun 2024
-10.98 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.76 9 May 2011
Jan 2012
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.76 15 May 2015
Jul 2016
-6.72 14 Feb 2018
Mar 2019
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.53 5 May 2010
Sep 2010
-5.23 4 Jan 2021
Apr 2021
-4.32 5 May 2013
Sep 2013

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 Four Square
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 10.70% -2.53%
2023
 15.63% -13.22% 13.49% -6.43%
2022
 -30.56% -34.04% -15.24% -19.67%
2021
 12.18% -5.79% 9.33% -2.52%
2020
 21.66% -6.04% 11.91% -10.98%
2019
 30.15% -1.15% 17.18% -2.46%
2018
 -5.84% -7.55% -4.50% -6.72%
2017
 17.48% -1.28% 13.48% 0.00%
2016
 7.95% -10.03% 6.76% -2.11%
2015
 -1.47% -6.85% -1.25% -6.71%
2014
 17.56% -3.41% 5.08% -2.41%
2013
 8.45% -8.09% 9.58% -4.32%
2012
 14.13% -2.65% 12.82% -3.97%
2011
 18.75% -3.56% 2.20% -8.76%