Data Source: from January 1996 to September 2021

Last Update: 30 September 2021

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 7.87% compound annual return, with a 9.96% standard deviation.

In the last 25 years, a 7.56% compound annual return, with a 11.44% 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:

60% Stocks
20% Fixed Income
20% Commodities

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
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.

ROGER GIBSON FIVE ASSET PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Roger Gibson Five Asset Portfolio -1.80 +0.60 +9.36 +28.11 +9.70 +8.95 +7.87 +7.83 +7.56
Components
VTI
Vanguard Total Stock Market
-4.46 -0.03 +8.10 +32.16 +16.05 +16.88 +16.60 +10.07 +9.79
VEU
Vanguard FTSE All-World ex-US
-3.33 -3.26 +1.87 +23.82 +8.34 +9.04 +7.99 +7.18 +5.40
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
BND
Vanguard Total Bond Market
-1.01 -0.05 +1.88 -1.04 +5.36 +2.88 +2.88 +4.09 +4.86
BNDX
Vanguard Total International Bond
-1.08 -0.03 +0.15 -1.08 +3.98 +2.63 +4.08 +5.06 +5.33
DBC
Invesco DB Commodity Tracking
+5.21 +4.83 +21.49 +54.52 +4.95 +6.71 -2.13 +3.43 +2.64
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

ROGER GIBSON FIVE ASSET PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.80%
-1.80%
Sep 2021 - Sep 2021
0 - 1
3M
+0.60%
-1.80%
Sep 2021 - Sep 2021
2 - 1
6M
+9.36%
-1.80%
Sep 2021 - Sep 2021
5 - 1
YTD
+15.78%
-1.80%
Sep 2021 - Sep 2021
8 - 1
1Y
+28.11%
9.73%
-2.00%
Oct 2020 - Oct 2020
10 - 2
3Y
+9.70%
annualized
13.67%
-19.29%
Jan 2020 - Mar 2020
25 - 11
5Y
+8.95%
annualized
11.01%
-19.29%
Jan 2020 - Mar 2020
46 - 14
10Y
+7.87%
annualized
9.96%
-19.29%
Jan 2020 - Mar 2020
82 - 38
20Y
+7.83%
annualized
11.86%
-44.74%
Jun 2008 - Feb 2009
160 - 80
25Y
+7.56%
annualized
11.44%
-44.74%
Jun 2008 - Feb 2009
196 - 104
MAX
01 Jan 1996
+7.76%
annualized
11.31%
-44.74%
Jun 2008 - Feb 2009
204 - 105
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+13.30% -81.08% 100 0 0 Compare
US Stocks
+9.79% -50.84% 100 0 0 Compare
Warren Buffett
+9.32% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.18% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.12% -41.09% 80 20 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Roger Gibson Five Asset Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.25% +47.13%
Mar 2009 - Feb 2010
-40.59%
Mar 2008 - Feb 2009
20.81%
2 Years
+7.32% +34.54%
Mar 2009 - Feb 2011
-20.89%
Mar 2007 - Feb 2009
16.43%
3 Years
+7.11% +22.84%
Mar 2009 - Feb 2012
-10.40%
Mar 2006 - Feb 2009
10.58%
5 Years
+6.99% +17.70%
Nov 2002 - Oct 2007
-1.76%
Mar 2004 - Feb 2009
0.80%
7 Years
+7.04% +12.41%
Sep 1998 - Aug 2005
+1.70%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.07% +11.24%
Sep 1998 - Aug 2008
+3.26%
Dec 2006 - Nov 2016
0.00%
15 Years
+6.99% +8.83%
Mar 1996 - Feb 2011
+4.23%
Apr 2005 - Mar 2020
0.00%
20 Years
+6.87% +7.83%
Oct 2001 - Sep 2021
+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 and Yearly/Monthly Returns

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

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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 %
0.14
62%
0.37
65%
0.94
73%
2.04
81%
0.33
58%
0.56
65%
0.77
58%
0.18
62%
0.24
62%
0.15
60%
0.89
64%
1.56
84%
Best
Year
7.2
2019
4.2
2014
6.1
2016
9.8
2009
8.1
2009
4.1
2000
6.7
2010
4.3
2000
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
-2.7
2008
-3.6
2002
-8.8
1998
-9.1
2011
-20.1
2008
-8.8
2008
-5.0
2018
Statistics calculated for the period Jan 1996 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Roger Gibson Five Asset Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+15.78% 0.5 3.5 1.8 4.9 1.7 1.9 1.5 0.9 -1.8
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
2006
+15.69% 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% -2.3 3.2 -0.6 -0.4 1.6 1.8 3.3 1.7 2.1 -3.6 2.3 2.1
2004
+17.11% 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% -0.2 1.4 -2.2 4.3 5.9 0.6 0.8 2.3 2.2 3.7 1.8 4.7
2002
+3.88% -1.7 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% 0.4 -3.9 -3.1 4.4 -0.5 -1.1 -0.7 -0.4 -6.2 -0.2 2.2 0.9
2000
+12.13% -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% 0.5 -2.8 5.1 4.8 -2.4 2.7 -0.1 1.3 0.4 0.3 2.2 5.0
1998
-0.41% 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% 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% 0.8 1.2 1.9 2.4 0.5 1.3 -2.5 2.1 2.9 0.9 5.0 1.7

* 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:

  • 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
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