Gyroscopic Investing Desert Portfolio
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
| Position | Category/Sector | Weight |
|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 60% |
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
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
Returns
As of Sep 21, 2023, the Gyroscopic Investing Desert Portfolio returned 5.14% Year-To-Date and 4.56% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| Gyroscopic Investing Desert Portfolio | 0.20% | 1.80% | 5.14% | 5.90% | 4.64% | 4.56% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 0.13% | 12.30% | 15.20% | 14.72% | 9.51% | 11.37% |
IAU iShares Gold Trust | 2.06% | -2.16% | 5.84% | 15.82% | 9.88% | 3.64% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.09% | -2.65% | 0.09% | -0.02% | 0.51% | 0.81% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IAU | VTI | IEI | |
|---|---|---|---|
| IAU | 1.00 | 0.06 | 0.26 |
| VTI | 0.06 | 1.00 | -0.31 |
| IEI | 0.26 | -0.31 | 1.00 |
Dividend yield
Gyroscopic Investing Desert Portfolio granted a 1.83% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gyroscopic Investing Desert Portfolio | 1.83% | 1.34% | 0.83% | 1.14% | 1.83% | 1.91% | 1.55% | 1.53% | 1.62% | 1.46% | 1.16% | 1.38% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
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% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.11% | 1.39% | 0.75% | 1.16% | 2.11% | 2.09% | 1.65% | 1.47% | 1.56% | 1.40% | 0.89% | 1.01% |
Expense Ratio
The Gyroscopic Investing Desert Portfolio features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.83 | ||||
IAU iShares Gold Trust | 1.06 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | -0.05 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Gyroscopic Investing Desert Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Gyroscopic Investing Desert Portfolio is 15.57%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.57% | Nov 8, 2021 | 236 | Oct 14, 2022 | — | — | — |
| -14.26% | May 20, 2008 | 202 | Mar 9, 2009 | 133 | Sep 16, 2009 | 335 |
| -8.97% | Feb 21, 2020 | 19 | Mar 18, 2020 | 42 | May 18, 2020 | 61 |
| -4.32% | Aug 30, 2018 | 80 | Dec 24, 2018 | 24 | Jan 30, 2019 | 104 |
| -3.93% | May 9, 2013 | 32 | Jun 24, 2013 | 60 | Sep 18, 2013 | 92 |
Volatility Chart
The current Gyroscopic Investing Desert Portfolio volatility is 1.44%, 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.