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 6.81% compound annual return, with a 9.84% standard deviation (Last Update: August 2019).
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 |
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
Historical Returns
Roger Gibson Five Asset Portfolio - Historical returns and stats:
| Range | Returns Aug 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-0.51%
|
-0.51%
Aug 2019 - Aug 2019
|
0 - 1 | |
|
YTD
|
+12.82%
|
-3.32%
May 2019 - May 2019
|
6 - 2 | |
|
1Y
|
+1.74%
|
11.69%
|
-9.99%
Oct 2018 - Dec 2018
|
7 - 5 |
|
3Y
|
+5.99%
annualized
|
7.80%
|
-9.99%
Oct 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+3.13%
annualized
|
8.12%
|
-13.03%
Sep 2014 - Feb 2016
|
38 - 22 |
|
10Y
|
+6.81%
annualized
|
9.84%
|
-15.14%
May 2011 - Sep 2011
|
78 - 42 |
|
MAX
Dec 2006
|
+4.18%
annualized
|
12.73%
|
-44.74%
Jun 2008 - Feb 2009
|
97 - 55 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| US Stocks |
+13.36% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.24% | 2 | 90 | 10 | 0 | |
| Core Four Rick Ferri |
+9.60% | 4 | 80 | 20 | 0 | |
| Four Funds Bogleheads |
+9.06% | 4 | 80 | 20 | 0 | |
| Three Funds Bogleheads |
+9.06% | 3 | 80 | 20 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Roger Gibson Five Asset Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+4.90% |
+47.13% Mar 2009 - Feb 2010 |
-40.59% Mar 2008 - Feb 2009 |
| 2 Years |
+4.61% |
+34.54% Mar 2009 - Feb 2011 |
-20.89% Mar 2007 - Feb 2009 |
| 3 Years |
+5.36% |
+22.84% Mar 2009 - Feb 2012 |
-3.94% Jul 2007 - Jun 2010 |
| 5 Years |
+5.38% |
+16.59% Mar 2009 - Feb 2014 |
+1.16% Jun 2007 - May 2012 |
| 7 Years |
+5.49% |
+10.20% Apr 2009 - Mar 2016 |
+2.79% Jun 2008 - May 2015 |
| 10 Years |
+5.20% |
+9.78% Mar 2009 - Feb 2019 |
+3.37% Nov 2007 - Oct 2017 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+12.82% | 7.2 | 1.8 | 1.6 | 1.6 | -3.3 | 4.0 | 0.2 | -0.5 | ||||
| 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