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.
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 June 1926.
Final balance: The amount of capital we've accrued over time as of May 2022.
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 96 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
-4.73%
5.68%
5.3%
5.09%
6.22%
7.05%
S&P 500 (US Large Cap)
0.4%
14.55%
12.92%
13.75%
8.72%
9.66%
Annual Returns
Year
Gyroscopic Investing Desert Portfolio
S&P 500 (US Large Cap)
Won
1926
4.24%
14.27%
1927
10.75%
34.53%
1928
13.46%
39.44%
1929
-0.81%
-4.21%
1930
-3.86%
-24.01%
1931
-14.48%
-41.78%
1932
4%
-7.78%
1933
26.76%
51.57%
1934
4.99%
-4.44%
1935
16.26%
47.02%
1936
12.84%
35.75%
1937
-9.32%
-31.93%
1938
9.03%
23.4%
1939
3.8%
2.24%
1940
0.87%
-10.54%
1941
-1.67%
-10.74%
1942
5.83%
17.15%
1943
9.87%
27.01%
1944
8.2%
20.37%
1945
14.14%
37.74%
1946
-1.44%
-9.09%
1947
0.87%
4.49%
1948
2.27%
6.87%
1949
6.27%
16.16%
1950
10.59%
32.97%
1951
7.06%
22.25%
1952
5.42%
17.92%
1953
2.39%
0.99%
1954
16.86%
48.06%
1955
6.18%
32.52%
1956
2.59%
8.26%
1957
2.16%
-9.66%
1958
11.74%
37.78%
1959
2.83%
13.92%
1960
4.75%
0.96%
1961
11%
25.39%
1962
1.3%
-7.63%
1963
7.34%
22.19%
1964
7.24%
16.58%
1965
4.72%
12.54%
1966
0.28%
-6.77%
1967
7.3%
17.02%
1968
7.76%
17.06%
1969
-5.96%
-11.67%
1970
11.22%
2.69%
1971
12.31%
13.65%
1972
10.88%
21.01%
1973
5.13%
-16.26%
1974
1.88%
-26.1%
1975
12.69%
38.04%
1976
15.91%
24.33%
1977
0.92%
-11.68%
1978
9.26%
0.77%
1979
21.87%
11.67%
1980
13.57%
28.17%
1981
1.38%
-8.47%
1982
26.78%
19.3%
1983
8.94%
17.15%
1984
7.88%
3.69%
1985
23.68%
22.71%
1986
16.15%
9.31%
1987
3.82%
4.7%
1988
8.17%
16.22%
1989
13.84%
31.37%
1990
5.48%
-3.33%
1991
18.83%
30.19%
1992
6.52%
8.21%
1993
11.98%
8.75%
1994
-2.94%
0.4%
1995
23.19%
38.03%
1996
6.92%
22.55%
1997
12.55%
33.48%
1998
12.99%
28.69%
1999
5.33%
20.39%
2000
4.71%
-9.73%
2001
1.42%
-11.75%
2002
3.87%
-21.59%
2003
12.05%
28.18%
2004
6.41%
10.7%
2005
4.85%
4.83%
2006
8.6%
15.85%
2007
10.66%
5.14%
2008
-2.68%
-36.81%
2009
9.77%
26.37%
2010
12.69%
15.06%
2011
7.07%
1.89%
2012
6.83%
15.99%
2013
5.38%
32.31%
2014
6.23%
13.46%
2015
0.02%
1.25%
2016
5.18%
12%
2017
8.66%
21.7%
2018
-0.92%
-4.56%
2019
14.81%
31.22%
2020
13.42%
18.37%
2021
5.73%
28.74%
2022
-9.42%
-15.16%
Gyroscopic Investing Desert Portfolio had 86 positive years and 11 negative years. That's a positive ratio of 89%.
S&P 500 (US Large Cap) had 73 positive years and 24 negative years. That's a positive ratio of 75%.
Gyroscopic Investing Desert Portfolio had a better yearly return 39% 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
0%
0%
0%
0%
0%
0%
1.1%
1.2%
0.4%
0.2%
0.2%
1.1%
4.1%
1927
0.2%
1.5%
0.2%
1.1%
1.1%
-0.5%
1.7%
1.8%
1.8%
-1.3%
2.5%
0.4%
10.2%
1928
0.4%
-0.2%
2.3%
2.1%
0.6%
-0.5%
-0.5%
2.3%
0.8%
0.9%
4.3%
0.3%
12.6%
1929
1.8%
0.3%
0.5%
0.5%
-1.4%
2.4%
2.7%
0.8%
0.8%
-6.1%
-1.3%
-1.5%
-0.8%
1930
2%
1.1%
2.7%
-0.5%
-2.3%
-2.2%
1.6%
-1.3%
-1.4%
-1.9%
-0.7%
-0.9%
-3.9%
1931
0.9%
0.8%
0.9%
-3.3%
-0.2%
-0.2%
-2.1%
-0%
-8.3%
-0.3%
-0.3%
-3.1%
-15.6%
1932
1.1%
1.1%
-2.8%
-4.2%
-4.6%
0.4%
8.4%
8.5%
-0.3%
-3.3%
-0.7%
1.3%
4%
1933
1.4%
-4.2%
1.4%
9.2%
9.7%
5.5%
-3.7%
5.2%
-3.2%
-3.5%
4.2%
3.2%
23.8%
1934
2.8%
-0.4%
0.1%
0.1%
-1.7%
-0.8%
-0.8%
2%
0.2%
0.2%
2.7%
0.6%
4.9%
1935
-0.8%
-0.4%
0.9%
0.9%
1.3%
2.2%
2.4%
1.1%
1.1%
2.7%
1.9%
2%
15.1%
1936
2.3%
0.8%
0.9%
-2.4%
1.4%
1.4%
2.4%
0.5%
0.6%
2.1%
1.9%
0.3%
12.1%
1937
0.5%
0.5%
0.6%
-2.2%
-0.1%
-1.1%
0.6%
0.6%
-3.9%
-2.1%
-2.2%
-0.8%
-9.8%
1938
0.3%
2%
-7.3%
1.4%
1.5%
6.9%
0.9%
1%
0.5%
2.7%
-0.4%
-0.2%
8.7%
1939
-0.1%
1.3%
-3.5%
1%
1.2%
-1.4%
3.1%
-1.8%
2.5%
2.5%
-1%
0.2%
3.7%
1940
0.3%
0.6%
0.5%
0.5%
-6.5%
1.4%
1.6%
0.9%
0.8%
1.1%
0%
0%
0.9%
1941
-1.2%
-0.3%
0.4%
-1.5%
1.2%
1.1%
1.9%
-0%
-0%
-1.4%
-0.8%
-0.9%
-1.7%
1942
-0.8%
-0.7%
-0.8%
-1.2%
1.2%
1.3%
1.1%
0.6%
0.9%
1.2%
1.1%
1.7%
5.7%
1943
2.1%
2%
2.2%
0.4%
2.1%
0.8%
-0.5%
-0.5%
1%
-1.1%
-1.1%
2.3%
9.4%
1944
0.7%
0.3%
1%
0.6%
0.7%
1.9%
-0.3%
0.7%
0.2%
0.2%
0.8%
1.1%
7.9%
1945
1.2%
2.1%
0.8%
0.7%
0.7%
-0.1%
-0.2%
2.1%
1.6%
1.8%
2.1%
0.6%
13.2%
1946
1.9%
-1.8%
1.6%
1.6%
1.3%
-0.9%
-1.1%
-2.5%
-2.5%
-0.4%
0.7%
0.7%
-1.4%
1947
0.3%
-0.3%
-0.5%
-1.4%
0.6%
0.6%
1.2%
-0.3%
-0.4%
0.8%
0.2%
0.2%
0.9%
1948
0.1%
0.1%
0.1%
1.3%
2.4%
0.1%
-0.6%
-0.6%
-0.8%
-0.5%
-0.5%
1.2%
2.2%
1949
0.1%
-0.8%
1.3%
-0.6%
-0.6%
0.1%
1.3%
1.4%
1.1%
1.1%
0.7%
1.2%
6.1%
1950
1.1%
0.5%
0.5%
1.4%
1.5%
-1.9%
0.5%
1.7%
0.8%
0.9%
1.1%
2%
10.1%
1951
1.8%
0.6%
0.5%
0.5%
-0.7%
0.7%
0.8%
1.5%
-0.2%
-0.2%
0.3%
1.2%
6.8%
1952
0.6%
-0.7%
1.5%
-1.4%
1.2%
1.2%
0.4%
-0.3%
-0.3%
-0%
1.4%
1.6%
5.3%
1953
0%
0%
0%
-0.6%
0%
0%
0.9%
-1.1%
0.3%
1.3%
1.2%
0.2%
2.4%
1954
1.2%
1.2%
1.3%
1.6%
1.2%
0.5%
0.6%
0.6%
2.4%
1.5%
1.5%
2.2%
15.6%
1955
0.1%
0.9%
-0.1%
0.6%
0.6%
2.1%
0.3%
0.4%
-0.1%
-0.9%
2.3%
-0.3%
6%
1956
-0.2%
1.2%
1.1%
1%
-1.7%
1.3%
1.4%
-1.1%
-0.7%
-0.8%
0.1%
1%
2.6%
1957
-0.6%
-0.1%
1.4%
1.5%
1.6%
0.5%
0.5%
-1.2%
-1.2%
-0.7%
0.3%
0.3%
2.1%
1958
1.3%
-0.6%
0.9%
0.9%
0.8%
0.7%
1.4%
1%
1.1%
0.9%
1.4%
1.5%
11.1%
1959
0.2%
0.1%
0.2%
1.1%
0.2%
0.3%
1%
-0.5%
-1.5%
0.5%
0.4%
0.8%
2.8%
1960
-0.5%
-0.5%
0%
0.6%
0.6%
1%
0.5%
0.5%
-1.3%
0.2%
1.7%
2%
4.6%
1961
2%
1.4%
1.3%
0.8%
0.9%
-0.6%
1.3%
1.2%
0.4%
0.4%
1.8%
-0.3%
10.4%
1962
-0.2%
0.9%
-0.7%
-0.7%
-2%
0%
0%
0.9%
-0.3%
-0.3%
3.1%
0.7%
1.3%
1963
1.6%
-0.6%
1.3%
1.4%
0.7%
-0.2%
-0.2%
0.7%
0.7%
1.1%
0.3%
0.4%
7.1%
1964
1%
0.7%
0.8%
0.3%
0.7%
0.7%
0.9%
-0.2%
1.1%
0.4%
0.4%
0.3%
7%
1965
0.4%
0.3%
0.4%
1.1%
-0.1%
-1.5%
0.8%
0.8%
1.1%
0.5%
0.5%
0.4%
4.6%
1966
0.4%
-0.2%
-0.5%
-0.3%
-0.3%
-0.2%
-1%
-1.1%
0%
1.4%
0.6%
1.4%
0.3%
1967
1.4%
0.5%
1.5%
0.1%
0.1%
0.9%
1.7%
-0%
0.2%
0.3%
0.4%
0%
7%
1968
0.1%
-0.8%
1.5%
1.9%
1.6%
-0.3%
-0.5%
1.3%
1%
0.3%
0.6%
0.9%
7.5%
1969
-0.2%
-1.6%
0.9%
0.6%
-1.1%
-1.4%
-1.9%
0.1%
0.2%
1.2%
-1.8%
-1%
-6.1%
1970
0.6%
0.6%
0.7%
-1.9%
-0.7%
-0.6%
2.6%
2.2%
2.1%
1.5%
1.3%
2.4%
10.6%
1971
1.8%
1.7%
1.7%
1.8%
-0.4%
0.3%
1%
0%
0.8%
-0.2%
0.1%
3.2%
11.6%
1972
1.2%
1.6%
-0.4%
1.2%
3.2%
0.2%
1%
0.5%
-0.2%
0.4%
1.8%
-0.1%
10.4%
1973
-0.2%
1.3%
0.4%
-0.3%
3.3%
0.9%
-1.5%
-0.9%
1%
1.4%
-2.4%
2.2%
5.1%
1974
2.2%
2.7%
-1.1%
-2.4%
-1.3%
-2.3%
-0.4%
-1.5%
-1.8%
5.8%
1.8%
0.6%
2%
1975
3.5%
3.2%
0.3%
0%
2.8%
2.5%
-2.5%
-1.4%
-2.1%
4.4%
0.6%
1.1%
12%
1976
1.3%
2.2%
2%
0%
-1.2%
2.2%
0%
0.2%
2.3%
1.8%
1.8%
2.3%
14.8%
1977
-2.8%
0.3%
0.6%
0.2%
0%
2.2%
-0.2%
-0.2%
0.5%
-1%
1.7%
-0.4%
0.9%
1978
-0.1%
0.1%
1.1%
0.9%
2.5%
-0.6%
3.3%
2.3%
-1.9%
-1.1%
-0.8%
3.2%
8.9%
1979
1.8%
-0.5%
1%
1.6%
2%
1.5%
2.2%
2.3%
0.8%
-3.4%
5.3%
5.7%
19.9%
1980
3.6%
-4.8%
-5.3%
8.3%
4%
5.4%
0.5%
-0.3%
-0%
-1.1%
1.7%
1.7%
12.9%
1981
-1.2%
-0%
0.7%
-2.4%
0.9%
0.1%
-1.7%
-2.5%
-1.1%
6.6%
5.7%
-3.1%
1.4%
1982
-0.6%
-1%
-1.5%
4.2%
-0.7%
-2%
5.1%
5.9%
3.1%
5.1%
4.8%
1.9%
23.8%
1983
2.2%
0.6%
0.7%
1.8%
1.7%
0.9%
-0.9%
-1.2%
2.2%
-1.2%
2%
-0.2%
8.6%
1984
0.1%
-1%
-0.2%
-0.4%
-3.2%
1.5%
1%
4.2%
1.7%
1.8%
1%
1.2%
7.6%
1985
3.8%
-1.2%
2.5%
0.9%
4.9%
0.4%
0.7%
0.3%
-0.1%
2.5%
3.4%
3.5%
21.3%
1986
1.4%
3.9%
3.8%
0.4%
1.3%
1.4%
-0.8%
0.8%
1.1%
1.8%
-0.2%
0.2%
15%
1987
2.5%
2.1%
2.5%
-1.3%
1%
1%
1.8%
0.9%
-1.7%
-3.8%
-3.4%
2.5%
3.8%
1988
2.2%
2%
-0.6%
-0.4%
-0.1%
2.4%
-0.7%
-1%
1.9%
1.9%
-1.2%
1.5%
7.9%
1989
1.1%
-1.1%
0.8%
2.6%
2.7%
2%
4%
-0.8%
0.6%
0.6%
1.9%
-1.4%
13%
1990
-0.8%
0.5%
-1.3%
-0.3%
4.2%
0.4%
1.2%
-3%
0.4%
-0.9%
3.3%
1.9%
5.4%
1991
1.5%
2.5%
0.7%
1.1%
1.6%
0.4%
0.2%
1.3%
1.8%
1.9%
1.6%
2.7%
17.3%
1992
-1.4%
0.2%
-1%
1.1%
1.5%
0.7%
3.5%
-0.4%
1.5%
-1%
0.8%
1%
6.4%
1993
1.9%
1.6%
1.3%
0.2%
1.5%
1.5%
0.6%
1.6%
-0.1%
0.9%
-1.1%
1.5%
11.4%
1994
1.5%
-2%
-2.8%
-0.6%
0.7%
-1%
1.8%
1.6%
-1.4%
0%
-1.4%
0.8%
-2.8%
1995
1.6%
2.9%
1.5%
1.7%
3.8%
1.5%
0.8%
1.1%
1.8%
0.6%
2.6%
1.3%
21%
1996
1.7%
-1%
-0.4%
0%
0.6%
0.4%
-1.6%
0.8%
2.7%
1.9%
3.2%
-1.3%
6.9%
1997
1%
0.4%
-2.4%
2.1%
2.9%
1.7%
4%
-1.9%
3%
-0.8%
1%
1%
12%
1998
1.4%
1.7%
1.8%
1%
-0.9%
1.8%
-0.9%
-3.5%
4.8%
1.6%
1.7%
2%
12.4%
1999
1.4%
-2.9%
1.3%
1.9%
-2.1%
1.5%
-1.5%
-0.4%
1.4%
2%
0.8%
1.9%
5.4%
2000
-1.7%
1.7%
2.3%
-2.1%
-0.7%
2.9%
-0.6%
3.4%
-1%
-0.3%
-1.3%
2.2%
4.9%
2001
1.9%
-2.2%
-2%
1.8%
0.6%
-0.1%
0.9%
-0.7%
-0.1%
1.4%
0.3%
-0.3%
1.6%
2002
0.2%
0.8%
-0.2%
0.5%
0.9%
-1.1%
-1%
2%
-0.1%
0.9%
0.6%
0.4%
3.9%
2003
-0.6%
0%
-0.6%
2.7%
4.1%
-0.2%
-1.3%
1.5%
1.7%
1.1%
0.8%
2.3%
11.5%
2004
1%
1.1%
1%
-3.4%
0.2%
1%
-0.7%
1.7%
0.8%
1.3%
1.1%
1.3%
6.3%
2005
-0.8%
0.3%
-1%
0.5%
1.4%
1%
0.3%
0.8%
0.3%
-1.2%
2.3%
0.9%
4.8%
2006
1.5%
-0%
0.4%
1.4%
-1.1%
-0.5%
1.1%
1.5%
0.7%
1.6%
2.1%
-0.4%
8.4%
2007
0.7%
0.9%
0.2%
1.7%
0.2%
-0.9%
0.2%
1.7%
2.5%
1.8%
0.5%
0.7%
10.3%
2008
1.1%
0.7%
-0.4%
-0.5%
-0.1%
-1.4%
0.2%
-0%
-1.8%
-7%
3.2%
3.7%
-2.3%
2009
-3.4%
-3.2%
3.9%
1.5%
2%
-0.7%
3%
1.7%
2.5%
-0.4%
4.1%
-1.5%
9.7%
2010
0.1%
1.6%
1.4%
1.8%
-1.2%
-0%
1.9%
0.5%
3.3%
1.8%
-0.3%
1.3%
12.1%
2011
0%
1.3%
0.2%
2.7%
0.6%
-0.9%
1.5%
1.2%
-3.1%
3.3%
0.5%
-0.3%
7%
2012
3%
0.5%
0.2%
0.8%
-1.9%
1.4%
0.8%
1.4%
1.2%
-1.1%
0.6%
-0.1%
6.7%
2013
1.3%
0.3%
1.4%
0.3%
-0.8%
-2.2%
2.5%
-1.1%
1.7%
1.8%
0.4%
-0.2%
5.4%
2014
0.3%
2.2%
-0.6%
0.4%
0.9%
1.3%
-1.3%
2%
-1.6%
1.1%
1.2%
0.1%
6.1%
2015
1.6%
0.1%
-0.1%
0.1%
0.4%
-1.2%
0.4%
-1.6%
-0.3%
2.1%
-0.7%
-0.7%
0.1%
2016
0.1%
1.6%
2%
0.7%
-0.3%
2.3%
1.4%
-0.7%
0.4%
-1.5%
-1.1%
0.3%
5.1%
2017
1.3%
1.7%
0%
1%
0.7%
-0.2%
1.1%
1%
-0.1%
0.5%
0.8%
0.6%
8.3%
2018
1%
-1.7%
-0.1%
-0.5%
1.2%
-0.1%
0.6%
1.3%
-0.4%
-2.3%
1.2%
-1.2%
-0.8%
2019
3.2%
0.9%
1.3%
1.1%
-0.8%
3.6%
0.4%
1.5%
-0.2%
1.1%
0.7%
1.1%
13.9%
2020
1.8%
-1.2%
-2%
3.9%
1.9%
1%
3.1%
1.7%
-1.5%
-1%
2.9%
2.2%
13%
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%
-1.2%
0%
0%
0%
0%
0%
0%
0%
-9.8%
Pos
77.1%
64.6%
69.8%
71.9%
66.7%
64.2%
69.8%
63.5%
59.4%
63.5%
76%
76%
88.7%
Avg
0.8%
0.3%
0.3%
0.6%
0.6%
0.6%
0.7%
0.6%
0.3%
0.4%
1%
0.8%
6.8%
Other Return Metrics
Metric
Gyroscopic Investing Desert Portfolio
S&P 500 (US Large Cap)
Cumulative Return
68531.19%
694064.61%
Enh Ann Return
7.23%
11.45%
Best Year
26.78%
51.57%
Worst Year
-14.48%
-41.78%
Best Month
9.72%
28.92%
Worst Month
-8.35%
-21.73%
Best Day
2.53%
14.52%
Worst Day
-2.89%
-20.46%
Win Ratio (Yearly)
88.66%
75.26%
Win Ratio (Quarterly)
75.52%
69.01%
Win Ratio (Monthly)
68.55%
62.87%
Win Ratio (Daily)
63.3%
58.82%
Annual Volatility
Annual Volatility 1y
Annual Volatility 3y
Annual Volatility 5y
Annual Volatility 10y
Annual Volatility 20y
Annual Volatility
Gyroscopic Investing Desert Portfolio
6.1%
6.69%
5.76%
5.08%
5.57%
3.59%
S&P 500 (US Large Cap)
17.23%
22.99%
19.84%
16.61%
19.37%
12.39%
Sharpe Ratio
Sharpe Ratio 1y
Sharpe Ratio 3y
Sharpe Ratio 5y
Sharpe Ratio 10y
Sharpe Ratio 20y
Sharpe Ratio
Gyroscopic Investing Desert Portfolio
-0.76
0.86
0.93
1
1.11
1.89
S&P 500 (US Large Cap)
0.11
0.71
0.71
0.86
0.53
0.8
3-Year Rolling Sharpe Ratio
The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.
Drawdown Periods
Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolios/assets in question.
Gyroscopic Investing Desert Portfolio
start
valley
end
Drawdown
days
1929-10-01
1932-05-31
1934-01-11
-31.83%
1563
1937-04-01
1938-03-31
1939-10-10
-15.4%
922
2008-05-21
2008-10-27
2009-09-04
-13.02%
471
1980-01-22
1980-03-31
1980-06-06
-12.61%
136
1974-02-27
1974-09-26
1975-02-07
-11.73%
345
The Gyroscopic Investing Desert Portfolio took approximately 23 months on average to recover from a major drawdown. The longest drawdown lasted 52 months.
S&P 500 (US Large Cap)
start
valley
end
Drawdown
days
1929-10-01
1932-06-30
1944-12-29
-81.76%
5568
2007-10-10
2009-03-09
2012-08-16
-55.2%
1772
2000-03-27
2002-10-09
2006-10-26
-47.5%
2404
1973-02-01
1974-12-31
1976-08-24
-39.16%
1300
2020-02-20
2020-03-23
2020-08-10
-33.7%
172
The S&P 500 (US Large Cap) took approximately 75 months on average to recover from a major drawdown. The longest drawdown lasted 186 months.
Underwater plot
The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.