Gyroscopic Investing Desert Portfolio

New York Stock Exchange
USD

The Desert Portfolio was proposed by the user Desert on the Gyroscopic Investing forums as a way to combine the simplicity of a classic stock/bond allocation. It consists of just 3 asset classes and is similar to the Permanent Portfolio's barbell bond because of its 60% intermediate-term bond allocation.

  • 30% US Total Stock Market
  • 60% US Intermediate Term Treasury
  • 10% Gold
1 July 1926  –  24 May 2024
Compare with
S&P 500 (US Large Cap) (SP500.X)

Performance

Annualized Return
7.04%
Gyroscopic Investing Desert Portfolio
10%
S&P 500 (US Large Cap)
Sharpe Ratio
1.78
Gyroscopic Investing Desert Portfolio
0.82
S&P 500 (US Large Cap)
Maximum Drawdown
-32.69%
Gyroscopic Investing Desert Portfolio
-81.76%
S&P 500 (US Large Cap)

Metrics

Metric Gyroscopic Investing Desert Portfolio S&P 500 (US Large Cap)
Initial Balance $10,000 $10,000
Final Balance $7,830,662 $113,762,651
Returns   [View more details]
Month-To-Date 2.65% 5.47%
Year-To-Date 3.52% 11.73%
3M 3.48% 6.81%
6M 7.85% 17.19%
Annual Return (3Y) 1.63% 9.7%
Annual Return (5Y) 5.7% 15.22%
Annual Return (All) 7.04% 10%
Risk   [View more details]
Annual Volatility 3.81% 12.5%
Max Drawdown -32.69% -81.76%
Sharpe Ratio 1.78 0.82
Sortino Ratio 2.67 1.15
Adjusted Sortino (S/√2) 1.89 0.81

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on July 1926.
  • Final balance: The amount of capital we've accrued over time as of May 2024.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 98 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Gyroscopic Investing Desert Portfolio 10.85% 1.63% 5.7% 4.99% 6.16% 7.04%
S&P 500 (US Large Cap) 30.65% 9.7% 15.22% 12.78% 10.12% 10%

Annual Returns

Year Gyroscopic Investing Desert Portfolio S&P 500 (US Large Cap) Won
1926 4.25% 14.1%
1927 13.14% 35.68%
1928 11.1% 38.25%
1929 -0.82% -4.21%
1930 -3.86% -24.01%
1931 -14.48% -41.78%
1932 4.7% -10.96%
1933 20.76% 54.1%
1934 9.47% -2.66%
1935 16.26% 47.02%
1936 12.83% 35.75%
1937 -9.31% -31.93%
1938 11.07% 22.59%
1939 2.54% 2.06%
1940 0.49% -9.79%
1941 -1.67% -10.74%
1942 5.82% 17.15%
1943 9.87% 27.01%
1944 7.65% 19.82%
1945 14.64% 38.37%
1946 -1.44% -9.09%
1947 0.87% 4.49%
1948 2.27% 6.87%
1949 8.56% 16.35%
1950 8.95% 27.98%
1951 6.39% 26.82%
1952 5.42% 17.92%
1953 2.39% 0.99%
1954 16.86% 48.06%
1955 7.23% 34.9%
1956 1.64% 6.35%
1957 2.17% -9.66%
1958 11.75% 37.78%
1959 2.83% 13.92%
1960 8.02% -0.52%
1961 8.9% 30.11%
1962 0.54% -9.65%
1963 7.35% 22.19%
1964 7.24% 16.58%
1965 4.72% 12.54%
1966 0.34% -8.35%
1967 7.79% 20.73%
1968 7.73% 15.43%
1969 -5.96% -11.67%
1970 11.21% 2.69%
1971 12.27% 13.65%
1972 11.55% 21.7%
1973 4.65% -16.74%
1974 1.89% -26.1%
1975 12.74% 38.04%
1976 15.93% 22.52%
1977 1.81% -6.3%
1978 6.82% 7.69%
1979 23.9% 18.3%
1980 13.03% 31.11%
1981 1.36% -8.55%
1982 26.8% 19.25%
1983 8.41% 17.07%
1984 8.42% 3.67%
1985 23.68% 22.6%
1986 16.15% 9.3%
1987 3.83% 4.69%
1988 6.96% 16.27%
1989 17.21% 31.4%
1990 3.78% -3.35%
1991 19.61% 30.2%
1992 7.19% 8.21%
1993 9.33% 8.81%
1994 -3.09% 0.4%
1995 22.92% 38.05%
1996 6.9% 22.5%
1997 12.55% 33.48%
1998 13.31% 28.69%
1999 5.11% 20.39%
2000 4.69% -9.74%
2001 1.41% -11.76%
2002 4.87% -21.58%
2003 12.43% 28.18%
2004 6.42% 10.7%
2005 5.11% 4.83%
2006 8.85% 15.85%
2007 10.68% 5.15%
2008 -2.65% -36.79%
2009 9.78% 26.35%
2010 12.69% 15.06%
2011 7.07% 1.89%
2012 6.83% 15.99%
2013 5.52% 32.31%
2014 6.23% 13.46%
2015 -0.06% 1.23%
2016 5.18% 12%
2017 8.66% 21.71%
2018 -0.93% -4.57%
2019 14.8% 31.22%
2020 13.44% 18.33%
2021 5.73% 28.73%
2022 -12.18% -18.18%
2023 11.65% 26.18%
2024 3.52% 11.73%

Gyroscopic Investing Desert Portfolio had 87 positive years and 12 negative years. That's a positive ratio of 88%.

S&P 500 (US Large Cap) had 74 positive years and 25 negative years. That's a positive ratio of 75%.

Gyroscopic Investing Desert Portfolio had a better yearly return 37% of the time compared to S&P 500 (US Large Cap).

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1926 - - - - - - 1.2% 1.2% 0.4% -0.7% 1.1% 1.1% 4.3%
1927 0.3% 1.6% 0.4% 0.5% 2% -0.4% 2.6% 1.2% 1.9% -1.2% 2.6% 1% 13.1%
1928 -0.1% -0.4% 2.7% 1.4% 0.5% -1.4% 0.1% 2.2% 0.8% 0.5% 4.2% 0.1% 11.1%
1929 1.8% 0.3% 0.2% 0.8% -1.4% 3.2% 1.9% 3.1% -1.4% -6.2% -3.1% 0.5% -0.8%
1930 1.9% 1.1% 2.7% -0.5% 0.1% -4.5% 1.6% 0.4% -3.2% -1.9% -0.2% -1.3% -3.9%
1931 1.6% 3.2% -2.1% -3.3% -3.8% 3.5% -2.1% -0.1% -8.3% 1.6% -2.1% -3.1% -14.5%
1932 0% 2.3% -2.8% -4.4% -4.4% 0.4% 6.7% 10.2% -0.3% -3.3% -0.7% 1.8% 4.7%
1933 0.7% -4.4% 1.2% 10.1% 8.3% 5.4% -3.8% 5% -4.1% -3% 4% 1% 20.8%
1934 4.7% -0.2% 0.7% 0.1% -1.6% 1.4% -2.5% 2.2% 0.6% 0.3% 2.9% 0.8% 9.5%
1935 -0.8% -0.4% -0.8% 2.7% 1.3% 1.9% 2.7% 1.1% 1.1% 2.7% 2% 2% 16.3%
1936 2.3% 1.1% 0.6% -2.4% 1.7% 1.1% 2.4% 0.6% 0.6% 2.6% 1.4% 0.3% 12.8%
1937 1% 0.5% 0.1% -2.2% -0.1% -1.1% 2.6% -1.3% -3.9% -2.3% -2.1% -0.8% -9.3%
1938 0.4% 2% -7.3% 3.8% -0.8% 6.9% 2.4% -0.5% 0.5% 2.8% -0.4% 1.5% 11.1%
1939 -1.6% 1.2% -3.4% 0.1% 2% -1.4% 3% -1.7% 4.7% 0.1% -1% 1% 2.5%
1940 -0.5% 0.6% 0.8% 0.3% -6.4% 1.8% 1.2% 0.8% 0.9% 1.1% -0.2% 0.4% 0.5%
1941 -1.2% -0.3% 0.4% -1.5% 0.5% 1.8% 1.9% 0.1% -0.2% -1.4% -0.4% -1.3% -1.7%
1942 0.2% -0.6% -1.8% -1.2% 1.5% 1% 1.1% 0.6% 0.9% 2.1% 0.2% 1.7% 5.8%
1943 2.1% 2.1% 2.2% 0.4% 2.1% 0.8% -1.5% 0.5% 1% -0.3% -2% 2.3% 9.9%
1944 0.6% 0.3% 0.9% -0.4% 1.6% 1.8% -0.4% 0.6% 0.1% 0.2% 0.7% 1.4% 7.7%
1945 1% 2.1% -1% 2.6% 0.8% 0.3% -0.5% 2.2% 1.7% 1.7% 2.1% 0.7% 14.6%
1946 1.9% -1.8% 1.7% 1.5% 1.3% -1.1% -0.9% -1.9% -3.1% -0.4% 0.1% 1.4% -1.4%
1947 0.3% -0.3% -0.5% -1.4% -0.3% 1.5% 1.2% -0.5% -0.2% 0.8% -0.6% 0.9% 0.9%
1948 -1% -1.1% 2.4% 1.3% 2.5% 0.1% -1.4% 0.2% -0.8% 1.8% -2.7% 1.2% 2.3%
1949 0.3% -0.7% 1.5% -0.3% -0.7% 0.3% 1.7% 1.2% 1.2% 1.2% 0.8% 1.8% 8.6%
1950 0.6% 0.5% 0.4% 1.2% 1.5% -1.9% 0.4% 1.6% 1.6% 0% 1% 1.8% 9%
1951 1.9% 0.5% -0.6% 1.6% -0.7% -0.8% 2.2% 1.4% 0.2% -0.8% 0.2% 1.2% 6.4%
1952 0.6% -0.7% 1.5% -1.4% 1.1% 1.4% 0.4% -0.1% -0.5% -0.1% 1.8% 1.2% 5.4%
1953 0.1% 0.1% -0.2% -0.6% 0.4% -0.3% 0.9% -1.1% 0.3% 1.5% 1.1% 0.2% 2.4%
1954 1.6% 0.7% 1.4% 1.6% 1.2% 0.5% 1.8% -0.6% 2.4% -0.4% 3.5% 2.2% 16.9%
1955 0.2% 0.9% -0.1% 1% 0.4% 2.1% 0.6% 0.1% -0.1% -0.9% 2.4% 0.5% 7.2%
1956 -0.9% 1.1% 2% 0.1% -1.7% 1% 1.6% -1.1% -1.6% 0% 0.1% 1% 1.6%
1957 -0.6% -0.1% 1.1% 1.8% 1.6% 0.3% 0.8% -1% -1.3% -0.7% 1.1% -0.5% 2.2%
1958 1.3% -0.6% 0.9% 0.9% 0.6% 0.9% 1.4% 0.5% 1.6% 0.9% 1% 2% 11.8%
1959 0.2% 0.2% 0.1% 1.1% 0.5% -0% 1% -0.5% -1.6% 0.4% 0.5% 0.9% 2.8%
1960 -1.3% 1% 0.3% 0.2% 1.6% 1.3% 0% 1.5% -1% 0.5% 1.9% 1.9% 8%
1961 2% 1.2% 1% 0.2% 0.9% -0.9% 1% 1% -0.6% 1% 1.6% 0.1% 8.9%
1962 -0.8% 0.9% 0.1% -1.6% -2% -1.8% 1.8% 0.9% -0.9% 0.3% 3.1% 0.7% 0.5%
1963 1.6% -0.6% 1.1% 1.7% 0.7% -0.5% 0% 1.7% -0.3% 1.1% -0.1% 0.8% 7.4%
1964 1% 0.7% 0.8% 0.3% 0.7% 0.7% 0.9% -0.2% 1.1% 0.5% 0.3% 0.3% 7.2%
1965 1.1% 0.3% -0.3% 1.1% -0.1% -1.5% 0.5% 1% 1.1% 0.9% 0.2% 0.5% 4.7%
1966 0.5% -0.1% -0.4% 0.9% -1.2% -0.1% -0.1% -1.8% 0.1% 1.5% 0.7% 0.4% 0.3%
1967 2.5% 0.3% 1.3% 1.3% -1.3% 0.8% 1.6% -0.2% 1.1% -0.9% 0.2% 1% 7.8%
1968 -0.6% -0.5% 0.6% 3.2% 1.7% 0.2% -1% 0.8% 1.4% 0.3% 2.1% -0.5% 7.7%
1969 -0.2% -1.6% 0.9% 0.7% -0.1% -2.4% -1.9% 1.1% -0.8% 1.2% -2% -0.8% -6%
1970 -1.4% 2.3% 0.9% -1.9% -0.8% -0.5% 2.6% 2.3% 2.1% 0.6% 2.2% 2.4% 11.2%
1971 2% 1.2% 1.9% 1.8% -0.4% 0.3% -0.2% 1.3% 0.8% -0.8% 0.7% 3.1% 12.3%
1972 1.2% 1.6% -0.5% 1.2% 3.3% 0.2% 1% 0.5% -0.4% 0.6% 1.8% 0.5% 11.6%
1973 -0.7% 1.4% 0.7% -0.6% 3.3% 1.1% -1.7% -0.9% 2.4% -0% -2.4% 2.2% 4.7%
1974 2.2% 2.7% -0.9% -2.6% -1.3% -1.8% -1% -2.1% -1.2% 5.8% 1.9% 0.5% 1.9%
1975 3.6% 3.2% 0.3% 0% 3.4% 1.9% -2.5% -1% -2.5% 4.4% 0.6% 1% 12.7%
1976 3.4% 0.9% 1.3% 0% -1.1% 2.2% -0.3% 0.6% 2.3% 0.8% 2.9% 2.3% 15.9%
1977 -2.8% 0.3% 0.6% 0.4% -0.2% 2.2% -0.7% 0.3% 0.5% -1% 1.7% 0.5% 1.8%
1978 -1% 0.2% 1% 1.8% 1.6% -0.6% 3.3% 2.3% 0.4% -3.3% -0.8% 1.9% 6.8%
1979 3.2% -0.5% 2% 0.6% 1.9% 2.6% 1.2% 2.3% 3.3% -5.8% 5.3% 6.1% 23.9%
1980 3.1% -4.8% -5.3% 8.3% 4.7% 4.6% 0.5% -1.8% 1.5% -1.1% 3.1% 0.3% 13%
1981 -2.5% -1.2% 3.3% -2.4% 1.9% -0.9% -1.7% -2.6% -1.1% 5.7% 6.6% -3.1% 1.4%
1982 -0.8% -1.1% -1.2% 4.2% -0.7% -2% 2.8% 8.2% 3.1% 6.7% 3.2% 2% 26.8%
1983 2.2% 0.6% 0.7% 3.9% -0.4% 0.9% -2.1% -0% 2.2% -1.2% 2% -0.7% 8.4%
1984 0.5% -1% -0.4% -0.2% -3.2% 1.3% 1.2% 4.2% 1.1% 2.6% 1% 1.2% 8.4%
1985 3.8% -1.2% 2.3% 1.1% 4.9% 1.1% 0% 1% -0.9% 2.5% 3.5% 3.5% 23.7%
1986 1.4% 3.9% 3.8% 0.4% 0.3% 2.4% -0.8% 4.5% -2.4% 1.8% 0.8% -0.7% 16.2%
1987 4.5% 2% 0.7% -1.3% -0.2% 2.1% 1.8% 0.9% -1.7% -5.5% -1.6% 2.5% 3.8%
1988 2.4% 1.8% -0.6% -0.2% -0.3% 2.4% -0.6% -1.1% 1.9% 1.9% -1.2% 0.3% 7%
1989 2.2% -1.1% 0.8% 2.8% 2.6% 2% 4% -0.8% 0.3% 0.8% 1.9% 0.5% 17.2%
1990 -2.5% 0.5% -0.4% -1.3% 4.2% 0.5% 1.1% -2.9% -0.4% -0% 3.2% 1.9% 3.8%
1991 1.5% 2.5% 0.9% 0.9% 1.6% -1.3% 2% 1.9% 1.2% 1.9% -0.4% 5.4% 19.6%
1992 -1.4% 0.7% -1.5% 1.1% 1.6% 0.6% 3.5% -0.4% 1.7% -1% 0.8% 1.5% 7.2%
1993 1.9% 1.5% 1.3% 0.2% 1.5% 1.5% 0.6% 1.6% -0.1% 0.9% -1.1% -0.7% 9.3%
1994 1.5% -2.1% -2.9% -0.6% 0.7% -1% 1.8% 1.6% -1.4% 0% -1.4% 0.8% -3.1%
1995 1.6% 2.8% 1.6% 1.7% 3.8% 1.5% 0.8% 1.1% 1.7% 0.6% 2.6% 1.2% 22.9%
1996 1.7% -1.1% -0.5% 0% 0.6% 0.4% -1.6% 0.8% 2.6% 1.9% 3.2% -1.3% 6.9%
1997 1% 0.4% -2.4% 2.1% 2.9% 1.7% 4% -1.9% 3% -0.7% 1% 1% 12.6%
1998 1.7% 1.7% 1.8% 1% -0.9% 1.8% -0.9% -3.5% 4.7% 1.6% 1.7% 2% 13.3%
1999 1.4% -2.9% 1.3% 1.9% -2.1% 1.2% -1.5% -0.4% 1.4% 2% 0.8% 1.9% 5.1%
2000 -1.7% 1.7% 2.3% -1.8% -1% 3.2% -0.6% 3.1% -1% -0.3% -1.3% 2.2% 4.7%
2001 1.9% -2.2% -2% 1.8% 0.6% -0.1% 0.9% -0.7% -0.1% 1.4% 0.3% -0.3% 1.4%
2002 0.2% 0.8% -0.2% 0.5% 0.9% -1.1% -1% 2.1% -0.1% 0.9% 0.5% 1.5% 4.9%
2003 -0.6% 0.1% -0.3% 2.7% 4.1% -0.2% -1.3% 1.5% 1.8% 1.1% 0.8% 2.3% 12.4%
2004 1% 1.1% 1% -3.4% 0.2% 1% -0.7% 1.7% 0.8% 1.3% 1.1% 1.3% 6.4%
2005 -0.8% 0.3% -1% 0.5% 1.5% 1% 0.3% 0.8% 0.3% -1.2% 2.3% 1.2% 5.1%
2006 1.8% -0% 0.4% 1.4% -1.1% -0.5% 1.1% 1.5% 0.7% 1.6% 2.1% -0.4% 8.9%
2007 0.7% 0.9% 0.2% 1.8% 0.2% -0.9% 0.2% 1.7% 2.5% 1.8% 0.5% 0.7% 10.7%
2008 1.1% 0.7% -0.4% -0.5% -0.1% -1.4% 0.2% -0% -1.8% -7% 3.2% 3.7% -2.7%
2009 -3.4% -3.2% 3.9% 1.6% 2% -0.7% 3% 1.7% 2.5% -0.4% 4.1% -1.5% 9.8%
2010 0.1% 1.6% 1.4% 1.8% -1.2% -0% 1.9% 0.5% 3.3% 1.8% -0.3% 1.3% 12.7%
2011 0.1% 1.3% 0.2% 2.7% 0.6% -0.9% 1.5% 1.2% -3.1% 3.3% 0.5% -0.3% 7.1%
2012 3% 0.5% 0.2% 0.8% -1.9% 1.4% 0.8% 1.4% 1.2% -1.1% 0.6% -0.2% 6.8%
2013 1.3% 0.3% 1.4% 0.3% -0.8% -2.2% 2.5% -1.1% 1.7% 1.8% 0.4% -0.1% 5.5%
2014 0.3% 2.2% -0.6% 0.4% 0.9% 1.3% -1.3% 2% -1.7% 1.2% 1.2% 0.1% 6.2%
2015 1.6% 0.1% -0.1% 0.1% 0.4% -1.2% 0.4% -1.6% -0.3% 2.1% -0.8% -0.7% -0.1%
2016 0.1% 1.6% 2.1% 0.7% -0.3% 2.3% 1.4% -0.7% 0.4% -1.5% -1.1% 0.3% 5.2%
2017 1.3% 1.7% 0% 1% 0.7% -0.2% 1.1% 1% -0.1% 0.5% 0.8% 0.6% 8.7%
2018 1% -1.7% -0.1% -0.5% 1.2% -0.1% 0.6% 1.3% -0.4% -2.3% 1.2% -1.2% -0.9%
2019 3.2% 0.9% 1.3% 1.2% -0.8% 3.6% 0.4% 1.5% -0.2% 1.1% 0.7% 1.1% 14.8%
2020 1.8% -1.2% -2% 3.9% 1.9% 1% 3.1% 1.7% -1.5% -1% 2.9% 2.2% 13.4%
2021 -0.7% -0.5% 0.3% 2.3% 1% 0.2% 1.5% 0.8% -2.4% 2% -0.3% 1.4% 5.7%
2022 -2.9% -0.4% -0.9% -4.4% -0% -2.9% 3.4% -3.1% -4.9% 1.5% 3.9% -1.8% -12.2%
2023 4.1% -2.7% 3.4% 0.9% -0.6% 1.2% 1.4% -0.9% -3% -0.6% 5.1% 3.4% 11.7%
2024 0.3% 0.7% 2.1% -2.3% 2.7% - - - - - - - 3.5%
Pos 73.5% 64.9% 65.3% 71.4% 61.2% 61.9% 70.1% 64.3% 55.1% 63.3% 73.5% 78.6% 87.9%
Avg 0.8% 0.3% 0.3% 0.6% 0.6% 0.6% 0.7% 0.7% 0.1% 0.4% 1% 0.9% 7.2%

Other Return Metrics

Metric Gyroscopic Investing Desert Portfolio S&P 500 (US Large Cap)
Cumulative Return 78206.62% 1137526.51%
Enh Ann Return 7.22% 11.78%
Best Year 26.8% 54.1%
Worst Year -14.48% -41.78%
Best Month 10.16% 51.88%
Worst Month -8.34% -24.44%
Best Day 2.89% 14.52%
Worst Day -2.89% -20.46%
Win Ratio (Yearly)