Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Gyroscopic Investing Desert Portfolio | 5.38% | 12.39% | 7.82% | 7.45% | 6.70% | 6.88% | NA | 7.03% |
Data as of 06/04/2025, AR inception is 11/23/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Gyroscopic Investing Desert Portfolio | 11/23/2009 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.11 | 12.39 | 7.82 | 7.45 | 6.70 | 6.88 | NA | 7.03 | 5.38 | 10.91 | 11.42 | -12.31 | 15.63 | 13.43 | 14.27 | -0.89 | 8.62 | 5.12 | -0.04 | 6.38 | 5.52 | 7.05 | 7.16 | 12.58 | -1.23 |
| Sharpe Ratio | NA | 1.36 | 0.59 | 0.66 | 0.77 | NA | NA | 0.94 | 0.54 | 1.23 | 1.20 | -1.42 | 1.41 | 1.49 | 3.52 | -0.47 | 2.93 | 1.23 | -0.01 | 1.74 | 1.09 | 1.54 | 1.12 | 2.15 | -0.24 |
| Standard Deviation(%) | NA | 6.68 | 7.47 | 8.26 | 6.85 | NA | NA | 6.29 | 7.54 | 5.92 | 6.47 | 9.68 | 11.09 | 8.84 | 3.64 | 4.82 | 2.72 | 3.98 | 4.74 | 3.66 | 5.04 | 4.54 | 6.35 | 5.81 | 5.10 |
| Draw Down(%) | NA | 4.22 | 9.38 | 16.29 | 16.29 | NA | NA | 16.29 | 4.22 | 2.44 | 5.39 | 15.94 | 3.15 | 9.10 | 1.22 | 4.91 | 1.42 | 3.30 | 3.88 | 2.14 | 4.20 | 2.77 | 3.61 | 2.63 | 2.16 |
| Yield(%) | NA | 2.66 | 2.17 | 1.97 | 1.84 | NA | NA | 0.00 | 0.59 | 2.69 | 2.22 | 1.33 | 1.50 | 1.94 | 2.08 | 1.80 | 1.62 | 1.66 | 1.53 | 1.55 | 1.62 | 2.32 | 1.95 | 2.53 | 0.35 |
Data as of 06/04/2025, AR inception is 11/23/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Gyroscopic Investing Desert Portfolio |
1.21%
May 2021 - May 2024 |
3.77%
Dec 2013 - Dec 2018 |
4.82%
Sep 2012 - Sep 2022 |
6.64%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Gyroscopic Investing Desert Portfolio |
14.44%
Dec 2018 - Dec 2021 |
10.04%
Dec 2016 - Dec 2021 |
7.46%
Sep 2011 - Sep 2021 |
6.88%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison Chart