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Gyroscopic Investing Desert Portfolio

Last updated Apr 1, 2023

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 25 of 55

0.06%
0.00%0.94%
Dividend Yield

Rank 43 of 55

1.84%
0.00%4.33%
10Y Annualized Return

Rank 49 of 55

4.61%
2.63%52.97%
Sharpe Ratio

Rank 24 of 55

-0.43
-0.930.49
Maximum Drawdown

Rank 1 of 55

-16.15%
-82.98%-16.15%

Asset Allocation


VGIT 60%IAU 10%VTI 30%BondBondCommodityCommodityEquityEquity

Performance

The chart shows the growth of $10,000 invested in Gyroscopic Investing Desert Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,791 for a total return of roughly 107.91%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%150.00%200.00%250.00%NovemberDecember2023FebruaryMarch
107.91%
271.47%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Gyroscopic Investing Desert Portfolio returned 4.74% Year-To-Date and 4.61% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Gyroscopic Investing Desert Portfolio3.45%4.74%8.02%-4.31%5.04%4.61%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.07%2.94%3.78%-2.78%1.03%0.94%
VTI
Vanguard Total Stock Market ETF
2.71%7.18%13.17%-10.19%10.36%11.75%
IAU
iShares Gold Trust
7.94%8.04%18.56%1.66%8.07%1.90%

Sharpe 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 -0.43. 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.


-1.50-1.00-0.50NovemberDecember2023FebruaryMarch
-0.43
-0.46
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Gyroscopic Investing Desert Portfolio granted a 1.84% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.84%1.55%1.41%1.83%1.98%1.99%1.67%1.79%1.84%1.69%1.78%2.63%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-8.26%
-14.33%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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

Volatility Chart

Current Gyroscopic Investing Desert Portfolio volatility is 19.57%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
6.11%
15.42%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components