Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 with Bitcoin 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 with Bitcoin Portfolio
1.00$
Initial Capital
December 2014
3.11$
Final Capital
November 2024
12.03%
Yearly Return
11.38
Std Deviation
-21.46%
Max Drawdown
26months
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 with Bitcoin Portfolio
1.00$
Initial Capital
March 2010
14.93$
Final Capital
November 2024
20.11%
Yearly Return
34.28
Std Deviation
-42.67%
Max Drawdown
28months
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 with Bitcoin Portfolio obtained a 12.03% compound annual return, with a 11.38% 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 with Bitcoin
-- Market Benchmark 		20.12 5.63 12.65 26.08 11.14 12.03 20.11
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 with Bitcoin Portfolio: an investment of 1$, since December 2014, now would be worth 3.11$, with a total return of 211.36% (12.03% 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 with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 14.93$, with a total return of 1392.68% (20.11% 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 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 27.87 26.08
Infl. Adjusted Return (%) 24.47 22.72
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.98
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.98
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 8.67
Sharpe Ratio 1.79 2.41
Sortino Ratio 2.19 3.05
Ulcer Index 1.96 1.15
Ratio: Return / Standard Deviation 2.20 3.01
Ratio: Return / Deepest Drawdown 4.64 6.55
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 5.85 11.14
Infl. Adjusted Return (%) 1.61 6.68
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 35* 26
Longest Negative Period (months) 47 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 13.48
Sharpe Ratio 0.21 0.66
Sortino Ratio 0.28 0.88
Ulcer Index 16.59 8.08
Ratio: Return / Standard Deviation 0.34 0.83
Ratio: Return / Deepest Drawdown 0.17 0.52
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 7.18 12.03
Infl. Adjusted Return (%) 4.12 8.83
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 11.38
Sharpe Ratio 0.41 0.92
Sortino Ratio 0.55 1.25
Ulcer Index 12.07 5.93
Ratio: Return / Standard Deviation 0.52 1.06
Ratio: Return / Deepest Drawdown 0.21 0.56
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 10.25 20.11
Infl. Adjusted Return (%) 7.48 17.09
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -42.67
Start to Recovery (months) 35* 28
Longest Drawdown Depth (%) -34.04 -22.56
Start to Recovery (months) 35* 41
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 34.28
Sharpe Ratio 0.74 0.56
Sortino Ratio 0.99 1.40
Ulcer Index 10.01 13.66
Ratio: Return / Standard Deviation 0.83 0.59
Ratio: Return / Deepest Drawdown 0.30 0.47
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 with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-21.46 26 Jan 2022
Feb 2024
-12.82 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.77 8 Sep 2018
Apr 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
-5.37 4 Aug 2015
Nov 2015
-5.23 4 Jan 2021
Apr 2021
-4.17 4 Dec 2015
Mar 2016
-4.02 6 Feb 2018
Jul 2018
-3.98 3 Apr 2024
Jun 2024
-3.61 3 Feb 2020
Apr 2020

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.67 28 Jul 2011
Oct 2013
-34.04 35* Jan 2022
In progress
-22.56 41 Dec 2013
Apr 2017
-21.46 26 Jan 2022
Feb 2024
-12.82 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.77 8 Sep 2018
Apr 2019
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.09 6 May 2010
Oct 2010
-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
-4.02 6 Feb 2018
Jul 2018

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 with Bitcoin
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 20.12 -3.98
2023
 15.63 -13.22 20.59 -6.68
2022
 -30.56 -34.04 -17.91 -21.46
2021
 12.18 -5.79 15.61 -3.36
2020
 21.66 -6.04 21.48 -12.82
2019
 30.15 -1.15 23.38 -1.82
2018
 -5.84 -7.55 -4.59 -8.77
2017
 17.48 -1.28 41.28 -0.20
2016
 7.95 -10.03 11.03 -3.20
2015
 -1.47 -6.85 1.12 -5.37
2014
 17.56 -3.41 8.54 -1.81
2013
 8.45 -8.09 142.67 -21.78
2012
 14.13 -2.65 14.56 -3.39
2011
 18.75 -3.56 33.12 -42.67