Last Update: 31 December 2020
The Roger Gibson Five Asset Portfolio is exposed for 60% on the Stock Market and for 20% on Commodities.
It's a Very High Risk portfolio and it can be replicated with 6 ETFs.
In the last 10 years, the portfolio obtained a 5.54% compound annual return, with a 10.48% standard deviation.
In 2020, the portfolio granted a 1.93% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Five Asset Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Roger Gibson Five Asset Portfolio has the following asset allocation:
The Roger Gibson Five Asset Portfolio can be replicated 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 |
Portfolio and ETF Returns
The Roger Gibson Five Asset Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Roger Gibson Five Asset Portfolio | +3.73 | +10.65 | +15.85 | +5.29 | +5.53 | +7.67 | +5.54 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | +4.68 | +14.75 | +25.36 | +21.03 | +14.45 | +15.44 | +13.77 |
| VEU - Vanguard FTSE All-World ex-US | +5.72 | +16.59 | +24.39 | +11.12 | +5.12 | +9.20 | +5.12 |
| VNQ - Vanguard Real Estate | +2.72 | +9.28 | +10.71 | -4.68 | +4.91 | +5.63 | +8.66 |
| BND - Vanguard Total Bond Market | +0.15 | +0.80 | +1.21 | +7.71 | +5.40 | +4.45 | +3.73 |
| BNDX - Vanguard Total International Bond | +0.36 | +1.09 | +2.15 | +4.65 | +5.09 | +4.45 | +4.90 |
| DBC - Invesco DB Commodity Tracking | +5.45 | +12.56 | +19.42 | -7.84 | -3.06 | +2.52 | -5.82 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Roger Gibson Five Asset Portfolio: Dividend Yield page.
Historical Returns
Roger Gibson Five Asset Portfolio - Historical returns and stats.
| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.73%
|
0.00%
|
1 - 0 | |
|
3M
|
+10.65%
|
-2.00%
Oct 2020 - Oct 2020
|
2 - 1 | |
|
6M
|
+15.85%
|
-4.16%
Sep 2020 - Oct 2020
|
4 - 2 | |
|
YTD
|
+5.29%
|
19.51%
|
-19.29%
Jan 2020 - Mar 2020
|
7 - 5 |
|
1Y
|
+5.29%
|
19.51%
|
-19.29%
Jan 2020 - Mar 2020
|
7 - 5 |
|
3Y
|
+5.53%
annualized
|
13.53%
|
-19.29%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+7.67%
annualized
|
11.19%
|
-19.29%
Jan 2020 - Mar 2020
|
44 - 16 |
|
10Y
|
+5.54%
annualized
|
10.48%
|
-19.29%
Jan 2020 - Mar 2020
|
79 - 41 |
|
MAX
01 Jan 2007
|
+4.64%
annualized
|
13.21%
|
-44.74%
Jun 2008 - Feb 2009
|
108 - 60 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.35% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.77% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.76% | 90 | 10 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+11.86% | 80 | 20 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+10.28% | 90 | 10 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Roger Gibson Five Asset Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.66% |
+47.13% Mar 2009 - Feb 2010 |
-40.59% Mar 2008 - Feb 2009 |
24.20% |
| 2 Years |
+4.45% |
+34.54% Mar 2009 - Feb 2011 |
-20.89% Mar 2007 - Feb 2009 |
24.83% |
| 3 Years |
+5.25% |
+22.84% Mar 2009 - Feb 2012 |
-3.94% Jul 2007 - Jun 2010 |
11.28% |
| 5 Years |
+5.23% |
+16.59% Mar 2009 - Feb 2014 |
+0.68% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+5.23% |
+10.20% Apr 2009 - Mar 2016 |
+1.70% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+5.37% |
+9.78% Mar 2009 - Feb 2019 |
+3.37% Nov 2007 - Oct 2017 |
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 and Yearly/Monthly Returns
Roger Gibson Five Asset Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.0 | 0.1 | 0.6 | 2.7 | -0.1 | 0.0 | 1.4 | -0.1 | -0.1 | -0.2 | -0.1 | 1.3 |
| Best |
7.2 2019 |
4.2 2014 |
6.1 2016 |
9.8 2009 |
8.1 2009 |
4.0 2019 |
6.7 2010 |
3.5 2009 |
6.3 2010 |
8.7 2011 |
8.9 2020 |
5.6 2010 |
| Worst |
-8.8 2009 |
-8.9 2009 |
-13.2 2020 |
0.0 2012 |
-6.6 2010 |
-2.7 2008 |
-2.8 2008 |
-4.3 2015 |
-9.1 2011 |
-20.1 2008 |
-8.8 2008 |
-5.0 2018 |
| Gain Frequency |
57 | 64 | 79 | 100 | 57 | 50 | 71 | 50 | 64 | 57 | 43 | 79 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+5.29% | -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% | 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% | 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% | 1.0 | 1.8 | -0.5 | 0.3 | 0.6 | 0.6 | 2.2 | 0.4 | 1.2 | 1.4 | 1.5 | 1.3 |
| 2016 |
+9.61% | -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% | 0.1 | 2.1 | -1.2 | 1.1 | -0.7 | -1.8 | -0.9 | -4.3 | -1.3 | 4.2 | -1.5 | -1.6 |
| 2014 |
+3.39% | -1.2 | 4.2 | 0.3 | 1.4 | 1.2 | 1.6 | -1.6 | 1.7 | -4.1 | 2.3 | -0.3 | -1.7 |
| 2013 |
+8.12% | 2.7 | -0.6 | 1.7 | 2.0 | -2.1 | -2.3 | 3.1 | -2.2 | 2.6 | 2.7 | -0.5 | 1.0 |
| 2012 |
+12.31% | 4.6 | 2.8 | 1.1 | 0.0 | -6.6 | 3.7 | 2.1 | 2.2 | 0.8 | -1.2 | 0.9 | 1.8 |
| 2011 |
+0.22% | 2.0 | 3.2 | 0.2 | 4.0 | -1.5 | -2.2 | 0.7 | -3.8 | -9.1 | 8.7 | -1.4 | 0.5 |
| 2010 |
+15.28% | -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% | -8.8 | -8.9 | 5.4 | 9.8 | 8.1 | -1.3 | 6.5 | 3.5 | 3.6 | -0.9 | 4.6 | 2.2 |
| 2008 |
-29.02% | -2.0 | 1.3 | 0.9 | 4.5 | 2.0 | -2.7 | -2.8 | -1.7 | -6.6 | -20.1 | -8.8 | 5.1 |
| 2007 |
+8.47% | 1.8 | 0.4 | 0.5 | 1.8 | 1.1 | -1.9 | -1.9 | 1.1 | 4.9 | 4.0 | -3.4 | 0.1 |
* Note: 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:
VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013