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Gyroscopic Investing Desert Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGIT 60%IAU 10%VTI 30%BondBondCommodityCommodityEquityEquity

S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGIT

Returns By Period

As of May 31, 2025, the Gyroscopic Investing Desert Portfolio returned 4.82% Year-To-Date and 5.80% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.51%6.15%-2.00%12.92%14.19%10.85%
Gyroscopic Investing Desert Portfolio4.82%1.35%2.98%12.20%5.40%5.80%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.53%-0.82%2.37%6.83%-0.96%1.36%
VTI
Vanguard Total Stock Market ETF
0.38%6.25%-2.68%13.67%15.23%12.13%
IAU
iShares Gold Trust
25.55%-0.02%23.70%40.51%13.46%10.41%
*Annualized

Monthly Returns

The table below presents the monthly returns of Gyroscopic Investing Desert Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.93%0.76%-0.40%1.10%1.35%4.82%
20240.36%0.73%2.16%-2.21%2.42%1.51%2.52%1.57%1.81%-1.23%2.13%-1.76%10.31%
20234.08%-2.73%3.44%0.85%-0.64%1.11%1.28%-0.81%-2.95%-0.57%4.89%3.31%11.46%
2022-2.93%-0.37%-0.88%-4.41%0.00%-2.92%3.68%-3.13%-5.11%1.80%3.94%-2.00%-12.09%
2021-0.69%-0.50%0.34%2.28%1.10%0.09%1.48%0.67%-2.27%1.71%-0.27%1.26%5.26%
20201.77%-1.18%-2.06%4.57%2.21%1.05%3.13%1.93%-1.52%-1.02%3.12%2.17%14.84%
20193.12%0.94%1.31%1.03%-0.59%3.44%0.38%1.62%-0.25%1.06%0.58%1.04%14.49%
20181.03%-1.66%-0.11%-0.48%1.18%-0.08%0.57%1.28%-0.44%-2.03%1.20%-0.82%-0.43%
20171.30%1.70%0.03%0.96%0.66%-0.21%1.05%1.00%-0.13%0.46%0.75%0.60%8.45%
20160.13%1.64%1.98%0.60%-0.22%2.19%1.44%-0.69%0.38%-1.50%-1.03%0.35%5.33%
20151.54%0.10%-0.10%0.08%0.40%-1.15%0.37%-1.56%-0.25%2.25%-0.70%-0.71%0.21%
20140.40%2.26%-0.60%0.40%0.97%1.31%-1.25%1.95%-1.61%1.17%1.14%0.07%6.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Gyroscopic Investing Desert Portfolio has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, Gyroscopic Investing Desert Portfolio is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Gyroscopic Investing Desert Portfolio is 9494
Overall Rank
The Sharpe Ratio Rank of Gyroscopic Investing Desert Portfolio is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of Gyroscopic Investing Desert Portfolio is 9393
Sortino Ratio Rank
The Omega Ratio Rank of Gyroscopic Investing Desert Portfolio is 9393
Omega Ratio Rank
The Calmar Ratio Rank of Gyroscopic Investing Desert Portfolio is 9494
Calmar Ratio Rank
The Martin Ratio Rank of Gyroscopic Investing Desert Portfolio is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGIT
Vanguard Intermediate-Term Treasury ETF
1.492.241.270.593.53
VTI
Vanguard Total Stock Market ETF
0.680.981.140.632.36
IAU
iShares Gold Trust
2.292.981.384.8513.25

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Gyroscopic Investing Desert Portfolio Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.82
  • 5-Year: 0.76
  • 10-Year: 0.94
  • All Time: 1.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Gyroscopic Investing Desert Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Gyroscopic Investing Desert Portfolio provided a 2.63% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.63%2.58%2.07%1.54%1.38%1.77%1.87%1.84%1.52%1.59%1.61%1.46%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.73%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Gyroscopic Investing Desert Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Gyroscopic Investing Desert Portfolio was 16.15%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.15%Nov 10, 2021234Oct 14, 2022349Mar 7, 2024583
-8.85%Feb 21, 202019Mar 18, 202029Apr 29, 202048
-4.37%Feb 20, 202534Apr 8, 202513Apr 28, 202547
-4.26%Aug 30, 201880Dec 24, 201824Jan 30, 2019104
-4.25%May 9, 201332Jun 24, 201360Sep 18, 201392
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.17, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCIAUVGITVTIPortfolio
^GSPC1.000.04-0.240.990.75
IAU0.041.000.300.050.46
VGIT-0.240.301.00-0.240.31
VTI0.990.05-0.241.000.75
Portfolio0.750.460.310.751.00
The correlation results are calculated based on daily price changes starting from Nov 24, 2009
Go to the full Correlations tool for more customization options

AI Insight on Diversification


The portfolio is moderately diversified, with a mix of assets showing varying degrees of correlation that both support and limit diversification benefits. The correlation matrix reveals that IAU (gold) and VGIT (intermediate-term government bonds) have a moderate positive correlation of 0.3, which suggests some shared movement but not enough to significantly reduce diversification. VTI (total stock market) exhibits very low correlation with IAU (0.05) and a slight negative correlation with VGIT (-0.24), indicating that equities provide meaningful diversification relative to bonds and gold.

The portfolio’s correlation with individual positions shows that it is most closely aligned with VTI at 0.75, implying that equities have a dominant influence on the portfolio’s overall behavior. IAU and VGIT have lower correlations with the portfolio at 0.46 and 0.31 respectively, reflecting their smaller or less impactful weightings or more independent price movements.

No pair of positions is heavily correlated to the extent that it would severely hurt diversification, but the relatively high correlation between the portfolio and VTI suggests a concentration toward equities. The presence of low or negative correlations between VTI and VGIT, as well as the low correlation between VTI and IAU, helps reduce overall portfolio volatility and enhances risk mitigation.

In summary, the portfolio balances exposure across asset classes with some concentration in equities. It is not highly concentrated nor fully diversified but occupies a middle ground where diversification benefits exist, primarily through the inclusion of bonds and gold, which have low to moderate correlations with the dominant equity position.

Last updated May 31, 2025
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