Last Update: 31 May 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 5.34% compound annual return, with a 10.53% standard deviation.
In 2019, the portfolio granted a 3.02% 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 | +3.81 | -4.83 | -9.17 | -2.21 | +2.41 | +2.49 | +5.34 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | +5.40 | +2.65 | -2.97 | +11.28 | +9.52 | +9.14 | +12.78 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| VNQ - Vanguard Real Estate | +1.73 | -10.67 | -15.29 | -7.67 | +2.11 | +3.86 | +8.83 |
| BND - Vanguard Total Bond Market | +0.67 | +1.97 | +5.64 | +9.75 | +5.18 | +4.02 | +3.79 |
| BNDX - Vanguard Total International Bond | +0.41 | -0.65 | +1.59 | +5.21 | +4.60 | +4.03 | +4.92 |
| DBC - Invesco DB Commodity Tracking | +8.07 | -13.45 | -21.82 | -20.89 | -5.98 | -7.30 | -5.77 |
- 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 May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.81%
|
0.00%
|
1 - 0 | |
|
3M
|
-4.83%
|
-13.21%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-9.17%
|
-19.29%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-11.50%
|
-19.29%
Jan 2020 - Mar 2020
|
2 - 3 | |
|
1Y
|
-2.21%
|
16.76%
|
-19.29%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+2.41%
annualized
|
12.07%
|
-19.29%
Jan 2020 - Mar 2020
|
27 - 9 |
|
5Y
|
+2.49%
annualized
|
10.61%
|
-19.29%
Jan 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+5.34%
annualized
|
10.53%
|
-19.29%
Jan 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Jan 2007
|
+3.50%
annualized
|
13.16%
|
-44.74%
Jun 2008 - Feb 2009
|
103 - 58 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|---|
| Technology |
+18.99% | 1 | 100 | 0 | 0 | Compare | |
| US Stocks |
+12.78% | 1 | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.02% | 2 | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.60% | 3 | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.18% | 12 | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Roger Gibson Five Asset Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.83% |
+47.13% Mar 2009 - Feb 2010 |
-40.59% Mar 2008 - Feb 2009 |
23.33% |
| 2 Years |
+4.46% |
+34.54% Mar 2009 - Feb 2011 |
-20.89% Mar 2007 - Feb 2009 |
26.09% |
| 3 Years |
+5.33% |
+22.84% Mar 2009 - Feb 2012 |
-3.94% Jul 2007 - Jun 2010 |
11.90% |
| 5 Years |
+5.21% |
+16.59% Mar 2009 - Feb 2014 |
+0.68% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+5.33% |
+10.20% Apr 2009 - Mar 2016 |
+1.70% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+5.34% |
+9.78% Mar 2009 - Feb 2019 |
+3.37% Nov 2007 - Oct 2017 |
0.00% |
* 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 |
| 2020 |
-11.50% | -1.8 | -5.3 | -13.2 | 5.6 | 3.8 | |||||||
| 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