Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 40/60 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
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
December 2014
1.82$
Final Capital
November 2024
6.18%
Yearly Return
7.96
Std Deviation
-18.63%
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
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
March 2010
2.77$
Final Capital
November 2024
7.16%
Yearly Return
7.21
Std Deviation
-18.63%
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 Stocks/Bonds 40/60 Portfolio obtained a 6.18% compound annual return, with a 7.96% 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_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark 		12.95 3.54 9.44 17.83 6.21 6.18 7.16
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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since December 2014, now would be worth 1.82$, with a total return of 82.18% (6.18% 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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since March 2010, now would be worth 2.77$, with a total return of 177.48% (7.16% 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 Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 17.83
Infl. Adjusted Return (%) 24.47 14.69
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.23
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.23
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 12.65 7.00
Sharpe Ratio 1.79 1.80
Sortino Ratio 2.19 2.22
Ulcer Index 1.96 1.02
Ratio: Return / Standard Deviation 2.20 2.55
Ratio: Return / Deepest Drawdown 4.64 5.52
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 6.21
Infl. Adjusted Return (%) 1.61 1.95
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Negative Period (months) 47 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 10.11
Sharpe Ratio 0.21 0.39
Sortino Ratio 0.28 0.52
Ulcer Index 16.59 7.44
Ratio: Return / Standard Deviation 0.34 0.61
Ratio: Return / Deepest Drawdown 0.17 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 6.18
Infl. Adjusted Return (%) 4.12 3.16
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 7.96
Sharpe Ratio 0.41 0.58
Sortino Ratio 0.55 0.78
Ulcer Index 12.07 5.38
Ratio: Return / Standard Deviation 0.52 0.78
Ratio: Return / Deepest Drawdown 0.21 0.33
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 60%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 7.16
Infl. Adjusted Return (%) 7.48 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Drawdown Depth (%) -34.04 -18.63
Start to Recovery (months) 35* 30
Longest Negative Period (months) 52 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 7.21
Sharpe Ratio 0.74 0.85
Sortino Ratio 0.99 1.13
Ulcer Index 10.01 4.48
Ratio: Return / Standard Deviation 0.83 0.99
Ratio: Return / Deepest Drawdown 0.30 0.38
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 Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-18.63 30 Jan 2022
Jun 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 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
-5.36 7 Sep 2018
Mar 2019
-5.23 4 Jan 2021
Apr 2021
-3.61 3 Feb 2020
Apr 2020
-3.41 10 Jun 2015
Mar 2016
-2.87 6 Feb 2018
Jul 2018
-2.59 3 Sep 2020
Nov 2020
-2.56 2 Sep 2021
Oct 2021

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Desert Portfolio 2x Leveraged Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-18.63 30 Jan 2022
Jun 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-8.09 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
-5.36 7 Sep 2018
Mar 2019
-5.23 4 Jan 2021
Apr 2021
-4.76 7 Jun 2011
Dec 2011
-4.03 5 May 2010
Sep 2010
-3.61 3 Feb 2020
Apr 2020
-3.56 2 Sep 2011
Oct 2011

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 Stocks/Bonds 40/60
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 12.95 -3.23
2023
 15.63 -13.22 13.66 -6.58
2022
 -30.56 -34.04 -15.67 -18.63
2021
 12.18 -5.79 9.15 -2.56
2020
 21.66 -6.04 13.04 -8.09
2019
 30.15 -1.15 17.57 -1.77
2018
 -5.84 -7.55 -2.15 -5.36
2017
 17.48 -1.28 10.63 0.00
2016
 7.95 -10.03 6.64 -1.57
2015
 -1.47 -6.85 0.48 -3.41
2014
 17.56 -3.41 8.51 -1.20
2013
 8.45 -8.09 12.12 -1.84
2012
 14.13 -2.65 8.47 -2.11
2011
 18.75 -3.56 5.14 -4.76