Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | S&P 500 | 50% |
IGLN.L iShares Physical Gold ETC | Gold, Precious Metals | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gyroscopic Investing Desert Portfolio - Jolyne, 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 May 5, 2014, corresponding to the inception date of CSPX.AS
Returns By Period
As of Apr 7, 2026, the Gyroscopic Investing Desert Portfolio - Jolyne returned 2.00% Year-To-Date and 14.56% 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 Portfolio - Jolyne | 0.09% | -6.17% | 2.00% | 7.71% | 44.74% | 25.77% | 16.66% | 14.56% |
| 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% |
Monthly Returns
Based on dividend-adjusted daily data since May 6, 2014, Gyroscopic Investing Desert Portfolio - Jolyne's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +8.0%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Gyroscopic Investing Desert Portfolio - Jolyne closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.8%, while the worst single day was Mar 12, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.00% | 2.40% | -9.19% | 1.56% | 2.00% | ||||||||
| 2025 | 5.39% | -0.96% | 2.41% | 2.57% | 3.18% | 2.68% | 1.51% | 2.87% | 7.31% | 3.36% | 2.86% | 1.66% | 40.67% |
| 2024 | 0.89% | 2.05% | 5.92% | 0.12% | 2.07% | 2.77% | 2.35% | 2.26% | 3.91% | 2.19% | 1.17% | -2.12% | 26.04% |
| 2023 | 5.96% | -3.42% | 5.41% | 1.18% | 0.11% | 1.79% | 2.90% | -1.19% | -4.51% | 2.12% | 5.44% | 3.06% | 19.84% |
| 2022 | -3.97% | 1.97% | 3.37% | -4.77% | -2.86% | -4.81% | 3.02% | -2.77% | -5.36% | 1.77% | 5.11% | -0.32% | -9.92% |
| 2021 | -0.69% | -2.13% | 1.54% | 4.39% | 3.85% | -2.31% | 2.85% | 1.17% | -3.34% | 3.42% | 0.08% | 3.37% | 12.50% |
Benchmark Metrics
Gyroscopic Investing Desert Portfolio - Jolyne has an annualized alpha of 9.00%, beta of 0.28, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since May 06, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.39%) than losses (40.24%) — typical of diversified or defensive assets.
- Beta of 0.28 may look defensive, but with R² of 0.19 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.19 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 9.00%
- Beta
- 0.28
- R²
- 0.19
- Upside Capture
- 60.39%
- Downside Capture
- 40.24%
Expense Ratio
Gyroscopic Investing Desert Portfolio - Jolyne has an expense ratio of 0.16%, 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 Portfolio - Jolyne ranks 64 for risk / return — better than 64% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.83 | 1.87 | +0.96 |
Sortino ratioReturn per unit of downside risk | 3.77 | 3.01 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.41 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.49 | +1.04 |
Martin ratioReturn relative to average drawdown | 14.85 | 11.08 | +3.77 |
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 | |
|---|---|---|---|---|---|---|
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 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Gyroscopic Investing Desert Portfolio - Jolyne. 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 - Jolyne was 19.63%, occurring on Mar 18, 2020. Recovery took 54 trading sessions.
The current Gyroscopic Investing Desert Portfolio - Jolyne drawdown is 8.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.63% | Feb 24, 2020 | 18 | Mar 18, 2020 | 54 | Jun 4, 2020 | 72 |
| -17.85% | Mar 31, 2022 | 140 | Oct 14, 2022 | 189 | Jul 12, 2023 | 329 |
| -12.19% | Jan 29, 2026 | 41 | Mar 26, 2026 | — | — | — |
| -11.48% | Jan 23, 2015 | 255 | Jan 20, 2016 | 41 | Mar 17, 2016 | 296 |
| -9.96% | Jan 29, 2018 | 234 | Dec 24, 2018 | 39 | Feb 20, 2019 | 273 |
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 2 assets, with an effective number of assets of 2.00, 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 | IGLN.L | CSPX.AS | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | 0.59 | 0.41 |
| IGLN.L | -0.01 | 1.00 | -0.03 | 0.66 |
| CSPX.AS | 0.59 | -0.03 | 1.00 | 0.66 |
| Portfolio | 0.41 | 0.66 | 0.66 | 1.00 |