Gyroscopic Investing Desert 2x Leveraged vs US Stocks Quality Portfolio Comparison

Period: March 2010 - August 2024 (~15 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
September 2014
1.97$
Final Capital
August 2024
7.02%
Yearly Return
13.65
Std Deviation
-34.04%
Max Drawdown
32 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
September 2014
3.47$
Final Capital
August 2024
13.24%
Yearly Return
15.58
Std Deviation
-27.78%
Max Drawdown
24 months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.07$
Final Capital
August 2024
10.16%
Yearly Return
12.41
Std Deviation
-34.04%
Max Drawdown
32 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
March 2010
6.94$
Final Capital
August 2024
14.29%
Yearly Return
14.89
Std Deviation
-27.78%
Max Drawdown
24 months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.02% compound annual return, with a 13.65% standard deviation, in the last 10 Years.

The US Stocks Quality Portfolio obtained a 13.24% compound annual return, with a 15.58% standard deviation, in the last 10 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 31 August 2024 (~15 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		14.84 3.10 14.86 22.61 5.40 7.02 10.16
US Stocks Quality 21.35 3.49 11.40 29.09 15.97 13.24 14.29
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since September 2014, now would be worth 1.97$, with a total return of 97.01% (7.02% annualized).

US Stocks Quality Portfolio: an investment of 1$, since September 2014, now would be worth 3.47$, with a total return of 246.64% (13.24% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.07$, with a total return of 306.53% (10.16% annualized).

US Stocks Quality Portfolio: an investment of 1$, since March 2010, now would be worth 6.94$, with a total return of 593.59% (14.29% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 March 2010 - 31 August 2024 (~15 years)
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Desert Portfolio 2x Leveraged US Stocks Quality
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 100%
Fixed Income 60% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 22.61 29.09
Infl. Adjusted Return (%) 19.74 26.07
DRAWDOWN
Deepest Drawdown Depth (%) -10.64 -6.47
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -10.64 -6.47
Start to Recovery (months) 4 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 18.37 13.95
Sharpe Ratio 0.94 1.70
Sortino Ratio 1.25 2.22
Ulcer Index 4.09 2.60
Ratio: Return / Standard Deviation 1.23 2.09
Ratio: Return / Deepest Drawdown 2.13 4.49
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Desert Portfolio 2x Leveraged US Stocks Quality
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 100%
Fixed Income 60% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.40 15.97
Infl. Adjusted Return (%) 1.21 11.36
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Negative Period (months) 50 27
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.93 18.64
Sharpe Ratio 0.19 0.74
Sortino Ratio 0.26 0.97
Ulcer Index 16.54 9.53
Ratio: Return / Standard Deviation 0.32 0.86
Ratio: Return / Deepest Drawdown 0.16 0.57
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Desert Portfolio 2x Leveraged US Stocks Quality
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 100%
Fixed Income 60% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.02 13.24
Infl. Adjusted Return (%) 4.08 10.13
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Negative Period (months) 52 27
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.65 15.58
Sharpe Ratio 0.41 0.76
Sortino Ratio 0.55 1.01
Ulcer Index 12.04 7.16
Ratio: Return / Standard Deviation 0.51 0.85
Ratio: Return / Deepest Drawdown 0.21 0.48
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Desert Portfolio 2x Leveraged US Stocks Quality
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 100%
Fixed Income 60% 0%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.16 14.29
Infl. Adjusted Return (%) 7.40 11.44
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -34.04 -27.78
Start to Recovery (months) 32* 24
Longest Negative Period (months) 52 27
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.41 14.89
Sharpe Ratio 0.74 0.89
Sortino Ratio 0.99 1.20
Ulcer Index 10.07 6.35
Ratio: Return / Standard Deviation 0.82 0.96
Ratio: Return / Deepest Drawdown 0.30 0.51
Metrics calculated over the period 1 March 2010 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 March 2010 - 31 August 2024 (~15 years)

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Desert Portfolio 2x Leveraged US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-27.78 24 Jan 2022
Dec 2023
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.64 3 Aug 2015
Oct 2015
-6.58 2 May 2019
Jun 2019
-6.45 2 Sep 2021
Oct 2021
-6.25 4 Dec 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.66 3 Sep 2020
Nov 2020
-5.41 6 Feb 2018
Jul 2018

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Desert Portfolio 2x Leveraged US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 32* Jan 2022
In progress
-27.78 24 Jan 2022
Dec 2023
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.90 6 May 2010
Oct 2010
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.19 6 Apr 2012
Sep 2012
-6.85 14 Feb 2015
Mar 2016
-6.64 3 Aug 2015
Oct 2015
-6.58 2 May 2019
Jun 2019
-6.45 2 Sep 2021
Oct 2021
-6.25 4 Dec 2015
Mar 2016

Rolling Returns

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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 - 31 August 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 US Stocks Quality
Year Return Drawdown Return Drawdown
2024
 14.84% -6.01% 21.35% -4.50%
2023
 15.63% -13.22% 30.88% -6.88%
2022
 -30.56% -34.04% -20.49% -27.78%
2021
 12.18% -5.79% 26.93% -6.45%
2020
 21.66% -6.04% 17.03% -19.34%
2019
 30.15% -1.15% 33.89% -6.58%
2018
 -5.84% -7.55% -5.68% -14.61%
2017
 17.48% -1.28% 22.27% -0.04%
2016
 7.95% -10.03% 9.21% -4.62%
2015
 -1.47% -6.85% 5.46% -6.64%
2014
 17.56% -3.41% 11.62% -4.19%
2013
 8.45% -8.09% 34.11% -2.85%
2012
 14.13% -2.65% 12.59% -7.19%
2011
 18.75% -3.56% 7.32% -13.90%