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Gyroscopic Investing Desert Portfolio

Last updated Nov 29, 2022

The Desert Portfolio is a 3-asset lazy portfolio proposed on the forums at Gyroscopic Investing. It consists of 60% intermediate-term bonds, 30% stocks, and 10% gold.

Expense Ratio

Rank 24 of 54

0.06%
0.00%0.94%
Dividend Yield

Rank 37 of 54

1.77%
0.00%4.59%
10Y Annualized Return

Rank 47 of 54

5.77%
3.43%53.98%
Sharpe Ratio

Rank 40 of 54

-0.82
-1.170.32
Maximum Drawdown

Rank 2 of 54

-20.11%
-91.88%-19.55%

Gyroscopic Investing Desert PortfolioAsset Allocation


VGIT 60%IAU 10%VTI 30%BondBondCommodityCommodityEquityEquity

Gyroscopic Investing Desert PortfolioPerformance

The chart shows the growth of $10,000 invested in Gyroscopic Investing Desert Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,026 for a total return of roughly 100.26%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-3.82%
-5.25%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Gyroscopic Investing Desert PortfolioReturns

As of Nov 29, 2022, the Gyroscopic Investing Desert Portfolio returned -14.01% Year-To-Date and 5.77% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Gyroscopic Investing Desert Portfolio2.00%-4.14%-11.57%-10.74%4.18%4.48%
VGIT
Vanguard Intermediate-Term Treasury ETF
1.52%-4.38%-10.50%-10.73%0.18%0.64%
VTI
Vanguard Total Stock Market ETF
1.53%-3.92%-16.94%-14.72%9.81%12.59%
IAU
iShares Gold Trust
6.31%-5.79%-4.65%-2.27%6.19%-0.01%

Gyroscopic Investing Desert PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Gyroscopic Investing Desert Portfolio Sharpe ratio is -0.82. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-1.15
-0.63
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Gyroscopic Investing Desert PortfolioDividends

Gyroscopic Investing Desert Portfolio granted a 1.78% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.78%1.40%1.82%1.97%1.98%1.66%1.77%1.82%1.68%1.76%2.60%2.26%2.94%

Gyroscopic Investing Desert PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-11.90%
-17.49%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Gyroscopic Investing Desert PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Gyroscopic Investing Desert Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Gyroscopic Investing Desert Portfolio is 16.15%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.15%Nov 10, 2021234Oct 14, 2022
-8.85%Feb 21, 202019Mar 18, 202029Apr 29, 202048
-4.26%Aug 30, 201880Dec 24, 201824Jan 30, 2019104
-4.25%May 9, 201332Jun 24, 201360Sep 18, 201392
-3.88%Apr 16, 201592Aug 25, 2015131Mar 3, 2016223
-3.64%Jan 29, 20189Feb 8, 2018140Aug 29, 2018149
-3.58%Sep 19, 201111Oct 3, 201118Oct 27, 201129
-3.5%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-3.36%Nov 9, 201112Nov 25, 201131Jan 11, 201243
-3.16%Sep 8, 201660Dec 1, 201654Feb 21, 2017114

Gyroscopic Investing Desert PortfolioVolatility Chart

Current Gyroscopic Investing Desert Portfolio volatility is 8.74%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
5.79%
13.39%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components