Gyroscopic Investing Desert Portfolio
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.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 60% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gyroscopic Investing Desert Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGIT
Returns By Period
As of Dec 28, 2024, the Gyroscopic Investing Desert Portfolio returned 10.58% Year-To-Date and 5.48% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| Gyroscopic Investing Desert Portfolio | 18.20% | -1.64% | 8.15% | 18.20% | 9.07% | 7.89% |
| Portfolio components: | ||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 1.16% | -1.35% | 1.56% | 1.16% | -0.21% | 1.05% |
VTI Vanguard Total Stock Market ETF | 25.46% | -1.75% | 10.48% | 25.46% | 14.18% | 12.68% |
IAU iShares Gold Trust | 26.49% | -1.75% | 12.38% | 26.49% | 11.27% | 8.01% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.70% | 2.94% | 2.80% | -3.21% | 3.59% | 2.28% | 2.25% | 1.87% | 1.99% | -0.84% | 4.37% | 18.20% | |
| 2023 | 5.30% | -2.62% | 3.17% | 0.95% | -0.19% | 3.52% | 2.40% | -1.34% | -3.84% | -1.44% | 6.93% | 4.21% | 17.74% |
| 2022 | -4.37% | -1.31% | 0.98% | -6.55% | -0.15% | -5.25% | 5.93% | -3.38% | -6.81% | 4.34% | 4.48% | -3.60% | -15.54% |
| 2021 | -0.57% | 0.82% | 1.59% | 3.40% | 0.83% | 1.08% | 1.59% | 1.61% | -3.23% | 3.86% | -0.80% | 2.38% | 13.09% |
| 2020 | 1.15% | -3.43% | -5.73% | 6.53% | 2.98% | 1.39% | 3.89% | 3.45% | -2.13% | -1.32% | 5.84% | 3.04% | 15.95% |
| 2019 | 4.54% | 1.66% | 1.39% | 1.92% | -2.42% | 4.45% | 0.70% | 0.44% | 0.38% | 1.36% | 1.58% | 1.58% | 18.86% |
| 2018 | 2.21% | -2.27% | -0.66% | -0.21% | 1.63% | 0.17% | 1.43% | 1.98% | -0.24% | -3.85% | 1.47% | -3.58% | -2.15% |
| 2017 | 1.36% | 2.13% | 0.04% | 0.98% | 0.75% | 0.09% | 1.24% | 0.75% | 0.54% | 0.92% | 1.35% | 0.73% | 11.41% |
| 2016 | -1.09% | 1.12% | 2.97% | 0.55% | 0.22% | 1.75% | 1.88% | -0.50% | 0.35% | -1.62% | 0.11% | 0.70% | 6.52% |
| 2015 | 0.64% | 1.22% | -0.28% | 0.19% | 0.57% | -1.24% | 0.73% | -2.50% | -0.76% | 3.13% | -0.38% | -0.97% | 0.23% |
| 2014 | -0.20% | 2.62% | -0.40% | 0.35% | 1.17% | 1.49% | -1.37% | 2.34% | -1.68% | 1.49% | 1.39% | 0.04% | 7.39% |
| 2013 | 1.45% | 0.24% | 1.57% | 0.21% | -0.66% | -2.31% | 2.79% | -1.15% | 1.72% | 1.94% | 0.51% | 0.07% | 6.43% |
Expense Ratio
Gyroscopic Investing Desert Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Gyroscopic Investing Desert Portfolio is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 0.18 | 0.28 | 1.03 | 0.07 | 0.43 |
VTI Vanguard Total Stock Market ETF | 1.94 | 2.60 | 1.36 | 2.91 | 12.37 |
IAU iShares Gold Trust | 1.70 | 2.29 | 1.30 | 3.14 | 8.87 |
Dividends
Dividend yield
Gyroscopic Investing Desert Portfolio provided a 2.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.59% | 2.07% | 1.54% | 1.38% | 1.77% | 1.87% | 1.84% | 1.52% | 1.59% | 1.61% | 1.46% | 1.50% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.68% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
VTI Vanguard Total Stock Market ETF | 1.25% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
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 20.29%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.
The current Gyroscopic Investing Desert Portfolio drawdown is 1.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.29% | Dec 28, 2021 | 202 | Oct 14, 2022 | 320 | Jan 25, 2024 | 522 |
| -17.22% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -9.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -5.49% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -5.47% | Apr 27, 2015 | 186 | Jan 20, 2016 | 47 | Mar 29, 2016 | 233 |
Volatility
Volatility Chart
The current Gyroscopic Investing Desert Portfolio volatility is 3.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VTI | IAU | VGIT | |
|---|---|---|---|
| VTI | 1.00 | 0.06 | -0.24 |
| IAU | 0.06 | 1.00 | 0.31 |
| VGIT | -0.24 | 0.31 | 1.00 |