Data Source: from January 1986 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.95%
1 Day
Jul 05 2022, 03:00PM Eastern Time
1.15%
Current Month
July 2022

The Roger Gibson Five Asset Portfolio is a Very High Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 60% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Roger Gibson Five Asset Portfolio obtained a 7.69% compound annual return, with a 10.94% standard deviation.

Asset Allocation and ETFs

The Roger Gibson Five Asset Portfolio has the following asset allocation:

60% Stocks
20% Fixed Income
20% Commodities

The Roger Gibson Five Asset Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
20.00 % VNQ Vanguard Real Estate Real Estate, U.S.
14.00 % BND Vanguard Total Bond Market Bond, U.S., All-Term
6.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
20.00 % DBC Invesco DB Commodity Tracking Commodity, Broad Diversified
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Roger Gibson Five Asset Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1986.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ROGER GIBSON FIVE ASSET PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Roger Gibson Five Asset Portfolio -1.95 -1.15 -6.57 -8.25 -2.13 7.44 6.24 7.69
US Inflation Adjusted return -6.57 -11.82 -9.02 3.70 3.69 5.09
Components
VTI
Vanguard Total Stock Market
-0.20 02:59PM
Jul 05 2022
0.85 -8.23 -21.32 -14.17 10.53 12.52 9.81
VEU
Vanguard FTSE All-World ex-US
-2.22 03:00PM
Jul 05 2022
-2.24 -7.68 -17.38 -18.51 2.89 5.19 5.29
VNQ
Vanguard Real Estate
-0.86 03:00PM
Jul 05 2022
0.93 -7.46 -20.54 -8.02 5.69 7.49 9.57
BND
Vanguard Total Bond Market
0.23 02:59PM
Jul 05 2022
1.03 -1.66 -10.35 -10.42 0.84 1.40 4.63
BNDX
Vanguard Total International Bond
-0.13 02:59PM
Jul 05 2022
0.50 -1.72 -9.84 -10.00 0.81 2.34 5.36
DBC
Invesco DB Commodity Tracking
-6.62 02:59PM
Jul 05 2022
-6.16 -7.50 28.20 38.39 13.67 0.63 4.10
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the Roger Gibson Five Asset Portfolio granted a 2.16% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Five Asset Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Roger Gibson Five Asset Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ROGER GIBSON FIVE ASSET PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1986 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-6.57
-6.57
-6.57
Jun 2022 - Jun 2022
0 - 1
3M
-8.71
-9.89
-8.71
Apr 2022 - Jun 2022
1 - 2
6M
-8.25
-11.82
-8.71
Apr 2022 - Jun 2022
2 - 4
YTD
-8.25
-11.82
-8.71
Apr 2022 - Jun 2022
2 - 4
1Y
-2.13
-9.02
11.59
-8.71
Apr 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
8.03
3.37
13.66
-19.30
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y(*)
7.44
3.70
12.05
-19.30
Jan 2020 - Mar 2020
43 - 17
72% pos
10Y(*)
6.24
3.69
9.88
-19.30
Jan 2020 - Mar 2020
79 - 41
66% pos
15Y(*)
4.91
2.55
13.18
-44.75
Jun 2008 - Feb 2009
115 - 65
64% pos
20Y(*)
7.34
4.77
12.07
-44.75
Jun 2008 - Feb 2009
160 - 80
67% pos
25Y(*)
6.90
4.37
11.61
-44.75
Jun 2008 - Feb 2009
193 - 107
64% pos
30Y(*)
7.69
5.09
10.94
-44.75
Jun 2008 - Feb 2009
239 - 121
66% pos
MAX(*)
01 Jan 1986
8.67
5.79
10.58
-44.75
Jun 2008 - Feb 2009
296 - 142
68% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 9228.88$, with a total return of 822.89% (7.69% annualized).

The Inflation Adjusted Capital now would be 4435.95$, with a net total return of 343.60% (5.09% annualized).
An investment of 1000$, since January 1986, now would be worth 20792.94$, with a total return of 1979.29% (8.67% annualized).

The Inflation Adjusted Capital now would be 7811.42$, with a net total return of 681.14% (5.79% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-44.75% Jun 2008 Feb 2009 9 Feb 2011 24 33
-19.30% Jan 2020 Mar 2020 3 Nov 2020 8 11
-15.14% May 2011 Sep 2011 5 Aug 2012 11 16
-13.25% Apr 1998 Aug 1998 5 Apr 1999 8 13
-13.03% Sep 2014 Feb 2016 18 Jan 2017 11 29
-11.36% Feb 2001 Oct 2001 9 May 2003 19 28
-10.00% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.71% Apr 2022 Jun 2022 3 in progress 3
-6.61% Feb 1994 Nov 1994 10 May 1995 6 16
-5.79% Apr 2004 Apr 2004 1 Sep 2004 5 6
-5.25% Nov 2007 Jan 2008 3 Apr 2008 3 6
-4.90% Oct 1993 Nov 1993 2 Jan 1994 2 4
-4.34% May 2013 Jun 2013 2 Oct 2013 4 6
-4.04% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.75% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.59% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.55% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.37% Oct 1997 Nov 1997 2 Mar 1998 4 6
-3.32% May 2019 May 2019 1 Jun 2019 1 2
-2.94% Sep 2000 Oct 2000 2 Jan 2001 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-44.75% Jun 2008 Feb 2009 9 Feb 2011 24 33
-19.30% Jan 2020 Mar 2020 3 Nov 2020 8 11
-15.14% May 2011 Sep 2011 5 Aug 2012 11 16
-13.25% Apr 1998 Aug 1998 5 Apr 1999 8 13
-13.03% Sep 2014 Feb 2016 18 Jan 2017 11 29
-11.38% Sep 1987 Nov 1987 3 Jun 1988 7 10
-11.36% Feb 2001 Oct 2001 9 May 2003 19 28
-10.00% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.71% Apr 2022 Jun 2022 3 in progress 3
-7.29% Jan 1990 Apr 1990 4 Jan 1991 9 13
-6.61% Feb 1994 Nov 1994 10 May 1995 6 16
-5.79% Apr 2004 Apr 2004 1 Sep 2004 5 6
-5.25% Nov 2007 Jan 2008 3 Apr 2008 3 6
-4.90% Oct 1993 Nov 1993 2 Jan 1994 2 4
-4.34% May 2013 Jun 2013 2 Oct 2013 4 6
-4.04% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.75% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.59% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.55% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.37% Oct 1997 Nov 1997 2 Mar 1998 4 6

Rolling Returns ( more details)

Roger Gibson Five Asset Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.39 47.13
Mar 2009 - Feb 2010
-40.59
Mar 2008 - Feb 2009
16.63%
2 Years
8.64 34.54
Mar 2009 - Feb 2011
-20.89
Mar 2007 - Feb 2009
11.33%
3 Years
8.34 22.84
Mar 2009 - Feb 2012
-10.40
Mar 2006 - Feb 2009
7.20%
5 Years
8.13 17.70
Nov 2002 - Oct 2007
-1.76
Mar 2004 - Feb 2009
0.53%
7 Years
8.00 13.31
Feb 1986 - Jan 1993
1.70
Apr 2013 - Mar 2020
0.00%
10 Years
8.10 12.16
Feb 1986 - Jan 1996
3.26
Dec 2006 - Nov 2016
0.00%
15 Years
8.06 11.81
Feb 1986 - Jan 2001
4.23
Apr 2005 - Mar 2020
0.00%
20 Years
8.18 11.48
Feb 1986 - Jan 2006
5.41
Apr 2000 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Roger Gibson Five Asset Portfolio: Rolling Returns page.

Seasonality

Roger Gibson Five Asset Portfolio: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.54
62%
0.60
65%
1.19
73%
1.71
81%
0.55
65%
0.32
62%
1.09
69%
0.38
67%
0.27
64%
-0.03
56%
0.46
58%
1.85
89%
Best
Year
7.5
1987
4.5
1991
6.1
2016
9.8
2009
8.1
2009
4.2
1986
6.7
2010
5.7
1986
6.3
2010
8.7
2011
8.9
2020
5.6
2010
Worst
Year
-8.8
2009
-8.9
2009
-13.2
2020
-5.8
2004
-6.6
2010
-6.6
2022
-3.6
2002
-8.8
1998
-9.0
2011
-20.1
2008
-8.8
2008
-5.0
2018
Statistics calculated for the period Jan 1986 - Jun 2022

Monthly/Yearly Returns

Roger Gibson Five Asset Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
296 Positive Months (68%) - 142 Negative Months (32%)
Jan 1986 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-8.25 -11.82 -2.2 -0.5 3.3 -3.0 0.7 -6.6
2021
+22.77 +14.63 0.5 3.5 1.8 4.9 1.7 1.9 1.5 0.9 -1.8 4.7 -3.5 5.0
2020
+5.29 +3.96 -1.8 -5.3 -13.2 5.6 3.8 2.7 3.9 3.1 -2.2 -2.0 8.9 3.7
2019
+20.35 +17.69 7.2 1.8 1.6 1.6 -3.3 4.0 0.2 -0.5 1.5 1.7 0.7 2.6
2018
-7.26 -9.00 1.7 -4.0 0.8 0.9 1.5 0.1 0.8 1.0 0.2 -5.0 -0.3 -5.0
2017
+12.32 +9.98 1.0 1.8 -0.5 0.3 0.6 0.5 2.2 0.4 1.2 1.4 1.5 1.3
2016
+9.61 +7.41 -3.6 -0.4 6.1 2.0 0.9 2.6 1.1 -0.5 0.8 -2.2 0.1 2.7
2015
-5.77 -6.37 0.1 2.1 -1.2 1.1 -0.7 -1.8 -0.9 -4.3 -1.3 4.2 -1.4 -1.6
2014
+3.39 +2.72 -1.2 4.2 0.3 1.4 1.2 1.5 -1.6 1.7 -4.1 2.3 -0.3 -1.7
2013
+8.12 +6.51 2.7 -0.6 1.7 2.0 -2.1 -2.3 3.0 -2.2 2.6 2.7 -0.5 1.0
2012
+12.31 +10.37 4.6 2.8 1.0 0.0 -6.6 3.7 2.1 2.2 0.8 -1.2 0.9 1.8
2011
+0.22 -2.76 2.0 3.2 0.2 4.0 -1.5 -2.2 0.7 -3.8 -9.0 8.7 -1.4 0.5
2010
+15.28 +13.65 -4.2 2.9 4.6 2.6 -6.6 -2.6 6.7 -2.0 6.3 3.4 -1.4 5.6
2009
+23.98 +20.58 -8.8 -8.9 5.4 9.8 8.1 -1.3 6.5 3.5 3.6 -0.9 4.6 2.1
2008
-29.02 -29.00 -2.0 1.3 0.8 4.5 2.0 -2.7 -2.8 -1.7 -6.6 -20.1 -8.8 5.1
2007
+8.47 +4.19 1.8 0.4 0.5 1.8 1.1 -1.9 -1.9 1.1 4.9 4.0 -3.4 0.1
2006
+15.69 +12.84 3.8 -1.0 1.8 1.7 -2.0 0.6 2.1 1.6 -0.2 3.8 3.7 -1.0
2005
+11.50 +7.90 -2.3 3.2 -0.6 -0.4 1.5 1.8 3.3 1.7 2.1 -3.6 2.3 2.1
2004
+17.11 +13.32 2.4 3.1 2.1 -5.8 2.4 0.6 -0.5 2.2 2.3 2.9 2.8 1.9
2003
+28.11 +25.55 -0.2 1.4 -2.1 4.3 5.9 0.6 0.8 2.3 2.2 3.7 1.8 4.7
2002
+3.88 +1.36 -1.6 1.2 5.6 -0.1 -0.6 -0.7 -3.6 2.2 -2.4 0.1 2.7 1.3
2001
-8.31 -9.76 0.4 -3.9 -3.1 4.4 -0.4 -1.1 -0.7 -0.4 -6.2 -0.2 2.2 0.8
2000
+12.13 +8.41 -0.6 2.3 2.5 -1.0 1.5 4.1 -1.0 4.3 -1.3 -1.7 0.6 2.1
1999
+18.03 +14.95 0.5 -2.8 5.1 4.7 -2.4 2.7 -0.1 1.2 0.4 0.3 2.2 5.0
1998
-0.41 -1.99 0.3 1.4 2.1 -0.6 -1.8 0.2 -2.8 -8.8 4.4 2.9 0.9 2.0
1997
+8.02 +6.22 0.1 -1.1 -0.8 0.9 3.8 2.3 3.6 -2.5 5.1 -2.4 -1.0 0.0
1996
+19.46 +15.56 0.8 1.2 1.9 2.4 0.5 1.3 -2.5 2.1 2.9 0.9 5.0 1.7
1995
+18.27 +15.35 -1.1 0.7 2.1 2.1 1.8 0.4 2.7 0.4 1.7 -0.9 2.6 4.4
1994
+0.49 -2.05 4.9 -1.3 -3.2 1.2 0.3 -0.2 1.4 0.0 -2.0 0.3 -3.2 2.6
1993
+11.92 +8.86 2.0 2.5 4.8 0.5 0.6 -0.1 1.3 2.9 0.4 -0.3 -4.6 1.6
1992
+4.38 +1.37 0.7 -1.0 -2.1 0.8 3.2 -1.3 1.2 1.0 0.6 -1.5 1.2 1.4
1991
+17.71 +14.30 1.9 4.5 2.2 1.6 1.1 -3.3 3.4 0.6 2.0 1.2 -2.6 4.1
1990
-1.78 -7.57 -3.4 -1.1 -1.1 -1.9 4.2 0.2 1.9 -1.9 1.3 0.1 -0.4 0.5
1989
+20.20 +14.87 2.5 0.4 1.5 2.8 0.3 1.2 4.3 0.3 2.0 -1.5 1.7 3.1
1988
+18.43 +13.43 3.9 3.2 1.8 1.3 -0.3 0.9 0.5 -2.0 1.3 2.7 1.7 2.2
1987
+11.07 +6.45 7.5 1.1 4.3 2.2 0.9 1.6 1.7 1.7 -1.1 -9.7 -0.7 2.0
1986
+22.93 +21.49 -0.2 4.1 6.0 2.5 -1.2 4.2 0.6 5.7 -2.9 0.0 2.1 0.4

Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • DBC - Invesco DB Commodity Tracking: simulated historical serie, up to December 2006

Portfolio efficiency

Is the Roger Gibson Five Asset Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Roger Gibson Five Asset Portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Very High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.90%
(+4.37%)
Poor : 1 / 5
Average : 2.8 / 5
Standard Deviation
over 25 Years
11.61%
Excellent : 5 / 5
Average : 3 / 5
Maximum Drawdown
over 25 Years
-44.75%
Excellent : 5 / 5
Average : 2.1 / 5
Easy to manage 6 ETFs
Average : 2.5 / 5
Average : 2.5 / 5
Rating assigned considering all the Very High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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