Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 Momentum 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 60/40 Momentum Portfolio
1.00$
Initial Capital
December 2014
2.34$
Final Capital
November 2024
8.87%
Yearly Return
10.54
Std Deviation
-24.21%
Max Drawdown
32months
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 60/40 Momentum Portfolio
1.00$
Initial Capital
March 2010
4.15$
Final Capital
November 2024
10.14%
Yearly Return
9.74
Std Deviation
-24.21%
Max Drawdown
32months
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 60/40 Momentum Portfolio obtained a 8.87% compound annual return, with a 10.54% 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 60/40 Momentum
-- Market Benchmark 		24.39 4.94 12.22 29.72 8.04 8.87 10.14
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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since December 2014, now would be worth 2.34$, with a total return of 134.03% (8.87% 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 60/40 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 4.15$, with a total return of 315.37% (10.14% 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 Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 29.72
Infl. Adjusted Return (%) 24.47 26.27
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -4.38
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 9.47
Sharpe Ratio 1.79 2.59
Sortino Ratio 2.19 3.13
Ulcer Index 1.96 1.26
Ratio: Return / Standard Deviation 2.20 3.14
Ratio: Return / Deepest Drawdown 4.64 6.79
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 8.04
Infl. Adjusted Return (%) 1.61 3.70
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Negative Period (months) 47 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 13.03
Sharpe Ratio 0.21 0.44
Sortino Ratio 0.28 0.60
Ulcer Index 16.59 11.57
Ratio: Return / Standard Deviation 0.34 0.62
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 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 8.87
Infl. Adjusted Return (%) 4.12 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 10.54
Sharpe Ratio 0.41 0.69
Sortino Ratio 0.55 0.93
Ulcer Index 12.07 8.37
Ratio: Return / Standard Deviation 0.52 0.84
Ratio: Return / Deepest Drawdown 0.21 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 60%
Fixed Income 60% 40%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 10.14
Infl. Adjusted Return (%) 7.48 7.36
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Drawdown Depth (%) -34.04 -24.21
Start to Recovery (months) 35* 32
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 9.74
Sharpe Ratio 0.74 0.93
Sortino Ratio 0.99 1.25
Ulcer Index 10.01 6.98
Ratio: Return / Standard Deviation 0.83 1.04
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 Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-24.21 32 Nov 2021
Jun 2024
-10.73 5 Feb 2020
Jun 2020
-10.03 12 Aug 2016
Jul 2017
-9.29 9 Oct 2018
Jun 2019
-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
-5.20 3 Sep 2020
Nov 2020
-4.61 8 Aug 2015
Mar 2016
-3.61 3 Feb 2020
Apr 2020
-3.57 7 Aug 2016
Feb 2017
-3.18 6 Feb 2018
Jul 2018

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-24.21 32 Nov 2021
Jun 2024
-10.73 5 Feb 2020
Jun 2020
-10.03 12 Aug 2016
Jul 2017
-9.29 9 Oct 2018
Jun 2019
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.14 9 May 2011
Jan 2012
-6.85 14 Feb 2015
Mar 2016
-6.49 5 May 2010
Sep 2010
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-5.20 3 Sep 2020
Nov 2020
-4.61 8 Aug 2015
Mar 2016

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 60/40 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 24.39 -4.38
2023
 15.63 -13.22 7.65 -5.48
2022
 -30.56 -34.04 -16.20 -21.97
2021
 12.18 -5.79 7.27 -2.88
2020
 21.66 -6.04 20.99 -10.73
2019
 30.15 -1.15 19.89 -0.92
2018
 -5.84 -7.55 -1.04 -9.29
2017
 17.48 -1.28 23.93 0.00
2016
 7.95 -10.03 4.01 -3.57
2015
 -1.47 -6.85 5.58 -4.61
2014
 17.56 -3.41 11.10 -2.40
2013
 8.45 -8.09 19.91 -2.13
2012
 14.13 -2.65 10.22 -3.51
2011
 18.75 -3.56 6.73 -7.14