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:

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

Portfolio and ETF Returns

The Roger Gibson Five Asset Portfolio guaranteed the following returns.

ROGER GIBSON FIVE ASSET PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
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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
(*) 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: 31 May 2020
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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

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Roger Gibson Five Asset Portfolio: annualized rolling and average returns

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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

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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

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