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Gyroscopic Investing Desert Portfolio

Last updated Feb 24, 2024

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


VGIT 60%IAU 10%VTI 30%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

60%

IAU
iShares Gold Trust
Precious Metals, Gold

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

30%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%300.00%350.00%SeptemberOctoberNovemberDecember2024February
123.11%
360.01%
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

As of Feb 24, 2024, the Gyroscopic Investing Desert Portfolio returned 0.84% Year-To-Date and 4.94% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Gyroscopic Investing Desert Portfolio0.84%0.88%6.98%11.31%5.55%4.92%
VGIT
Vanguard Intermediate-Term Treasury ETF
-1.44%-0.72%2.64%3.20%0.36%1.04%
VTI
Vanguard Total Stock Market ETF
6.23%4.08%16.20%28.34%13.77%11.99%
IAU
iShares Gold Trust
-1.31%0.89%6.23%12.21%8.75%4.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.37%
20231.28%-0.81%-2.95%-0.57%4.89%3.31%

Sharpe Ratio

The current Gyroscopic Investing Desert Portfolio Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.77

The Sharpe ratio of Gyroscopic Investing Desert Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.77
2.23
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gyroscopic Investing Desert Portfolio granted a 2.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gyroscopic Investing Desert Portfolio2.12%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
2.85%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
1.35%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%

Expense Ratio

The Gyroscopic Investing Desert Portfolio has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Gyroscopic Investing Desert Portfolio
1.77
VGIT
Vanguard Intermediate-Term Treasury ETF
0.44
VTI
Vanguard Total Stock Market ETF
2.15
IAU
iShares Gold Trust
0.89

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
VTI1.000.04-0.27
IAU0.041.000.31
VGIT-0.270.311.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.56%
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. The portfolio has not yet recovered.

The current Gyroscopic Investing Desert Portfolio drawdown is 1.56%.


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

Volatility Chart

The current Gyroscopic Investing Desert Portfolio volatility is 2.05%, 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%SeptemberOctoberNovemberDecember2024February
2.05%
3.90%
Gyroscopic Investing Desert Portfolio
Benchmark (^GSPC)
Portfolio components
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