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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
PositionCategory/SectorWeight
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 Quarterly


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
8.52%
13.50%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Oct 12, 2024, the Gyroscopic Investing Desert Portfolio returned 10.83% Year-To-Date and 5.82% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.91%4.70%13.50%33.69%14.40%11.99%
Gyroscopic Investing Desert Portfolio10.83%1.01%8.52%19.14%6.19%5.82%
VGIT
Vanguard Intermediate-Term Treasury ETF
2.85%-1.75%5.17%8.28%0.05%1.23%
VTI
Vanguard Total Stock Market ETF
21.84%5.11%13.84%35.17%15.51%13.48%
IAU
iShares Gold Trust
28.52%5.64%13.23%41.82%12.15%7.76%

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
20240.36%0.73%2.16%-2.21%2.42%1.51%2.52%1.57%1.81%10.83%
20234.08%-2.73%3.44%0.85%-0.64%1.11%1.28%-0.81%-2.94%-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%0.11%1.48%0.67%-2.27%1.71%-0.27%1.26%5.28%
20201.77%-1.18%-2.06%4.57%2.21%1.07%3.13%1.93%-1.52%-1.02%3.12%2.18%14.87%
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%
20131.28%0.29%1.44%0.20%-0.88%-2.21%2.50%-0.84%1.38%1.60%0.17%-0.34%4.58%

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.


Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Gyroscopic Investing Desert Portfolio is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Gyroscopic Investing Desert Portfolio is 7373
Gyroscopic Investing Desert Portfolio
The Sharpe Ratio Rank of Gyroscopic Investing Desert Portfolio is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of Gyroscopic Investing Desert Portfolio is 8282Sortino Ratio Rank
The Omega Ratio Rank of Gyroscopic Investing Desert Portfolio is 8181Omega Ratio Rank
The Calmar Ratio Rank of Gyroscopic Investing Desert Portfolio is 3232Calmar Ratio Rank
The Martin Ratio Rank of Gyroscopic Investing Desert Portfolio is 8484Martin 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.


Gyroscopic Investing Desert Portfolio
Sharpe ratio
The chart of Sharpe ratio for Gyroscopic Investing Desert Portfolio, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for Gyroscopic Investing Desert Portfolio, currently valued at 4.58, compared to the broader market-2.000.002.004.006.004.58
Omega ratio
The chart of Omega ratio for Gyroscopic Investing Desert Portfolio, currently valued at 1.60, compared to the broader market0.801.001.201.401.601.801.60
Calmar ratio
The chart of Calmar ratio for Gyroscopic Investing Desert Portfolio, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.0012.001.80
Martin ratio
The chart of Martin ratio for Gyroscopic Investing Desert Portfolio, currently valued at 24.61, compared to the broader market0.0010.0020.0030.0040.0050.0024.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.0012.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.0010.0020.0030.0040.0050.0016.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGIT
Vanguard Intermediate-Term Treasury ETF
1.442.141.260.505.50
VTI
Vanguard Total Stock Market ETF
2.663.561.482.4216.19
IAU
iShares Gold Trust
2.873.931.504.1118.76

Sharpe Ratio

The current Gyroscopic Investing Desert Portfolio Sharpe ratio is 3.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.12 to 2.90, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Gyroscopic Investing Desert Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.07
2.63
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gyroscopic Investing Desert Portfolio granted a 2.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gyroscopic Investing Desert Portfolio2.46%2.07%1.54%1.38%1.77%1.87%1.84%1.52%1.59%1.61%1.46%1.50%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.45%2.73%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
1.31%1.44%1.66%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.64%
0
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

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.

The current Gyroscopic Investing Desert Portfolio drawdown is 0.64%.


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
-4.26%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

Volatility

Volatility Chart

The current Gyroscopic Investing Desert Portfolio volatility is 1.25%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.25%
2.82%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

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.

VTIIAUVGIT
VTI1.000.05-0.25
IAU0.051.000.31
VGIT-0.250.311.00
The correlation results are calculated based on daily price changes starting from Nov 24, 2009