Data Source: from January 1994 to December 2021

Last Update: 31 December 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 7.71% compound annual return, with a 9.89% standard deviation.

In the last 25 years, a 7.49% compound annual return, with a 11.50% 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 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: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Roger Gibson Five Asset Portfolio +5.01 +6.04 +6.67 +22.77 +15.87 +10.14 +7.71 +8.00 +7.49
--- Inflation Adjusted return +4.51 +3.75 +3.16 +14.60 +11.92 +7.01 +5.48 +5.56 +5.08
Components
VTI
Vanguard Total Stock Market
+3.79 +9.11 +9.08 +25.67 +25.73 +17.96 +16.29 +9.91 +9.88
VEU
Vanguard FTSE All-World ex-US
+3.69 +1.96 -1.37 +8.28 +13.60 +9.89 +7.57 +6.87 +5.48
VNQ
Vanguard Real Estate
+9.69 +15.03 +15.74 +40.52 +19.96 +11.22 +11.50 +10.89 +9.94
BND
Vanguard Total Bond Market
-0.31 -0.04 -0.08 -1.86 +4.78 +3.54 +2.75 +4.09 +4.73
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
DBC
Invesco DB Commodity Tracking
+6.67 +2.97 +7.95 +41.36 +13.37 +6.19 -2.24 +4.21 +2.40
(*) 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

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the 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

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

ROGER GIBSON FIVE ASSET PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+5.01%
+4.51%
0.00%
1 - 0
3M
+6.04%
+3.75%
-3.55%
Nov 2021 - Nov 2021
2 - 1
6M
+6.67%
+3.16%
-3.55%
Nov 2021 - Nov 2021
4 - 2
YTD
+22.77%
+14.60%
8.68%
-3.55%
Nov 2021 - Nov 2021
10 - 2
83% pos
1Y
+22.77%
+14.60%
8.68%
-3.55%
Nov 2021 - Nov 2021
10 - 2
83% pos
3Y
+15.87%
annualized
+11.92%
annualized
13.36%
-19.30%
Jan 2020 - Mar 2020
27 - 9
75% pos
5Y
+10.14%
annualized
+7.01%
annualized
11.36%
-19.30%
Jan 2020 - Mar 2020
46 - 14
77% pos
10Y
+7.71%
annualized
+5.48%
annualized
9.89%
-19.30%
Jan 2020 - Mar 2020
82 - 38
68% pos
20Y
+8.00%
annualized
+5.56%
annualized
11.96%
-44.75%
Jun 2008 - Feb 2009
160 - 80
67% pos
25Y
+7.49%
annualized
+5.08%
annualized
11.50%
-44.75%
Jun 2008 - Feb 2009
195 - 105
65% pos
MAX
01 Jan 1994
+8.00%
annualized
+5.53%
annualized
11.09%
-44.75%
Jun 2008 - Feb 2009
223 - 113
66% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

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

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
+9.88% -50.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+9.38% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.25% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.17% -41.09% 80 20 0 Compare

See all portfolios

Our overall ratings, assigned to the Roger Gibson Five Asset Portfolio. The 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)
+7.49%
(+5.08%)
Bad : 1.5 / 5
Good : 3.2 / 5
Standard Deviation
over 25 Years
11.50%
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

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 6081.08$, with a total return of 508.11% (7.49% annualized).

The Inflation Adjusted Capital now would be 3452.99$, with a net total return of 245.30% (5.08% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

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
-5.79% Apr 2004 Apr 2004 1 Sep 2004 5 6
-5.25% Nov 2007 Jan 2008 3 Apr 2008 3 6
-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
-2.47% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.37% May 1999 May 1999 1 Jun 1999 1 2
-2.25% Jan 2005 Jan 2005 1 Feb 2005 1 2

Rolling Returns ( more details)

Roger Gibson Five Asset Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.70% +47.13%
Mar 2009 - Feb 2010
-40.59%
Mar 2008 - Feb 2009
19.69%
2 Years
+7.96% +34.54%
Mar 2009 - Feb 2011
-20.89%
Mar 2007 - Feb 2009
15.02%
3 Years
+7.65% +22.84%
Mar 2009 - Feb 2012
-10.40%
Mar 2006 - Feb 2009
9.63%
5 Years
+7.38% +17.70%
Nov 2002 - Oct 2007
-1.76%
Mar 2004 - Feb 2009
0.72%
7 Years
+7.23% +12.41%
Sep 1998 - Aug 2005
+1.70%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.45% +11.28%
Mar 1995 - Feb 2005
+3.26%
Dec 2006 - Nov 2016
0.00%
15 Years
+7.12% +8.93%
May 1995 - Apr 2010
+4.23%
Apr 2005 - Mar 2020
0.00%
20 Years
+7.27% +8.75%
Dec 1994 - Nov 2014
+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 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 %
0.26
61%
0.32
64%
0.83
71%
2.01
82%
0.38
61%
0.53
64%
0.86
61%
0.19
64%
0.22
61%
0.28
61%
0.64
61%
1.82
86%
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
-9.0
2011
-20.1
2008
-8.8
2008
-5.0
2018
Statistics calculated for the period Jan 1994 - Dec 2021

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

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
223 Positive Months (66%) - 113 Negative Months (34%)
Jan 1994 - Dec 2021
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
2021
+22.77 +14.60 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 +3.93 -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 +10.01 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

* 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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