Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | S&P 500 | 40% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | Government Bonds | 40% |
IGLN.L iShares Physical Gold ETC | Gold, Precious Metals | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gyroscopic Investing Desert Portfolio EU, 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.
Loading graphics...
The earliest data available for this chart is Feb 6, 2026, corresponding to the inception date of IBTE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio Gyroscopic Investing Desert Portfolio EU | 0.18% | -2.78% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
CSPX.AS iShares Core S&P 500 UCITS ETF | 0.70% | -2.14% | -3.78% | -0.93% | 33.71% | 18.75% | 11.36% | 14.01% |
IGLN.L iShares Physical Gold ETC | -0.52% | -9.57% | 7.79% | 16.53% | 55.76% | 32.06% | 21.35% | 13.91% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% | 0.00% | — | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2026, Gyroscopic Investing Desert Portfolio EU's average daily return is -0.06%, while the average monthly return is -0.87%.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +1.1%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Gyroscopic Investing Desert Portfolio EU closed higher 46% of trading days. The best single day was Apr 1, 2026 with a return of +1.5%, while the worst single day was Mar 19, 2026 at -1.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.10% | -4.82% | 1.12% | -2.70% |
Expense Ratio
Gyroscopic Investing Desert Portfolio EU has an expense ratio of 0.11%, 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 81 | 2.18 | 3.32 | 1.45 | 3.34 | 14.25 |
IGLN.L iShares Physical Gold ETC | 74 | 2.13 | 2.61 | 1.38 | 3.07 | 11.39 |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | — | — | — | — | — | — |
Loading graphics...
Dividends
Dividend yield
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Gyroscopic Investing Desert Portfolio EU. 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 EU was 5.73%, occurring on Mar 27, 2026. The portfolio has not yet recovered.
The current Gyroscopic Investing Desert Portfolio EU drawdown is 4.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.73% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
| -1.5% | Feb 10, 2026 | 6 | Feb 17, 2026 | 6 | Feb 25, 2026 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.78, 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
| Benchmark | IBTE | IGLN.L | CSPX.AS | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.21 | 0.85 | 0.55 |
| IBTE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| IGLN.L | 0.21 | 0.00 | 1.00 | 0.33 | 0.87 |
| CSPX.AS | 0.85 | 0.00 | 0.33 | 1.00 | 0.71 |
| Portfolio | 0.55 | 0.00 | 0.87 | 0.71 | 1.00 |