Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^SSMI Swiss Market Index | 10% | |
IAU iShares Gold Trust | Gold, Precious Metals | 20% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
XLE State Street Energy Select Sector SPDR ETF | Energy Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gyroscopic Investing Desert + Swiss + XLE, 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.
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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 Apr 7, 2026, the Gyroscopic Investing Desert + Swiss + XLE returned 4.45% Year-To-Date and 10.11% of annualized return in the last 10 years.
| 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 + Swiss + XLE | 0.30% | -1.91% | 4.45% | 7.91% | 30.53% | 15.85% | 11.00% | 10.11% |
| Portfolio components: | ||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 0.19% | -0.69% | 0.03% | 0.90% | 3.73% | 2.92% | 0.27% | 1.28% |
VTI Vanguard Total Stock Market ETF | 0.07% | -1.50% | -2.63% | -0.68% | 32.96% | 18.58% | 10.40% | 13.90% |
IAU iShares Gold Trust | 0.97% | -8.79% | 8.98% | 17.93% | 57.68% | 32.47% | 21.46% | 13.97% |
^SSMI Swiss Market Index | -0.46% | -4.06% | -3.37% | 3.25% | 26.22% | 9.31% | 5.96% | 7.04% |
XLE State Street Energy Select Sector SPDR ETF | 0.80% | 7.04% | 35.44% | 36.48% | 58.70% | 16.01% | 24.44% | 11.21% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 24, 2009, Gyroscopic Investing Desert + Swiss + XLE's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +8.7%, while the worst month was Sep 2011 at -7.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Gyroscopic Investing Desert + Swiss + XLE closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +4.6%, while the worst single day was Mar 12, 2020 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.52% | 3.90% | -4.28% | 0.47% | 4.45% | ||||||||
| 2025 | 3.44% | 1.20% | 0.68% | 0.15% | 1.87% | 2.54% | 0.39% | 3.01% | 3.45% | 1.40% | 2.18% | 0.86% | 23.27% |
| 2024 | 0.03% | 1.38% | 3.96% | -1.97% | 2.96% | 1.08% | 3.09% | 1.66% | 1.53% | -0.49% | 2.17% | -2.94% | 12.92% |
| 2023 | 4.84% | -3.67% | 3.64% | 1.54% | -1.85% | 2.14% | 2.60% | -1.01% | -3.08% | -0.62% | 5.02% | 3.34% | 13.13% |
| 2022 | -1.38% | 1.15% | 1.54% | -4.60% | 0.81% | -5.53% | 4.25% | -2.81% | -6.03% | 4.73% | 4.94% | -1.93% | -5.58% |
| 2021 | -0.71% | 1.36% | 1.10% | 2.82% | 2.80% | -0.07% | 0.90% | 0.71% | -2.32% | 3.70% | -0.98% | 2.67% | 12.47% |
Benchmark Metrics
Gyroscopic Investing Desert + Swiss + XLE has an annualized alpha of 3.38%, beta of 0.43, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since November 24, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (51.71%) than losses (47.42%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.43 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.38%
- Beta
- 0.43
- R²
- 0.68
- Upside Capture
- 51.71%
- Downside Capture
- 47.42%
Expense Ratio
Gyroscopic Investing Desert + Swiss + XLE has an expense ratio of 0.08%, 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
Risk / Return Rank
Gyroscopic Investing Desert + Swiss + XLE ranks 93 for risk / return — in the top 93% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.28 | 1.87 | +1.42 |
Sortino ratioReturn per unit of downside risk | 4.66 | 3.01 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.70 | 1.41 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.49 | +1.50 |
Martin ratioReturn relative to average drawdown | 16.46 | 11.08 | +5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 36 | 1.03 | 1.54 | 1.18 | 1.30 | 3.89 |
VTI Vanguard Total Stock Market ETF | 77 | 1.92 | 3.08 | 1.42 | 2.77 | 12.13 |
IAU iShares Gold Trust | 70 | 2.11 | 2.53 | 1.38 | 2.66 | 9.41 |
^SSMI Swiss Market Index | 44 | 1.53 | 2.26 | 1.30 | 0.97 | 3.47 |
XLE State Street Energy Select Sector SPDR ETF | 89 | 2.69 | 3.45 | 1.45 | 5.87 | 15.31 |
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Dividends
Dividend yield
Gyroscopic Investing Desert + Swiss + XLE provided a 1.74% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.80% | 1.82% | 1.60% | 1.39% | 1.29% | 1.66% | 1.88% | 1.58% | 1.32% | 1.31% | 1.44% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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% |
^SSMI Swiss Market Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.48% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
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 + Swiss + XLE. 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 + Swiss + XLE was 17.82%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
The current Gyroscopic Investing Desert + Swiss + XLE drawdown is 4.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -14.78% | Mar 31, 2022 | 127 | Sep 26, 2022 | 204 | Jul 13, 2023 | 331 |
| -10.84% | May 19, 2015 | 174 | Jan 20, 2016 | 115 | Jun 30, 2016 | 289 |
| -9.71% | Jan 29, 2018 | 235 | Dec 24, 2018 | 60 | Mar 20, 2019 | 295 |
| -8.97% | Jul 26, 2011 | 50 | Oct 3, 2011 | 19 | Oct 28, 2011 | 69 |
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 5 assets, with an effective number of assets of 4.17, 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
| Benchmark | VGIT | IAU | ^SSMI | XLE | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.22 | 0.05 | 0.43 | 0.59 | 0.99 | 0.77 |
| VGIT | -0.22 | 1.00 | 0.29 | -0.00 | -0.26 | -0.22 | 0.05 |
| IAU | 0.05 | 0.29 | 1.00 | 0.18 | 0.11 | 0.06 | 0.50 |
| ^SSMI | 0.43 | -0.00 | 0.18 | 1.00 | 0.28 | 0.43 | 0.57 |
| XLE | 0.59 | -0.26 | 0.11 | 0.28 | 1.00 | 0.60 | 0.69 |
| VTI | 0.99 | -0.22 | 0.06 | 0.43 | 0.60 | 1.00 | 0.78 |
| Portfolio | 0.77 | 0.05 | 0.50 | 0.57 | 0.69 | 0.78 | 1.00 |