Last Update: 30 September 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 5.26% compound annual return, with a 10.25% 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
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 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Roger Gibson Five Asset Portfolio -2.20 +4.70 +17.90 -0.01 +3.45 +5.74 +5.26
Components
VTI - Vanguard Total Stock Market -3.54 +9.24 +33.25 +14.90 +11.63 +13.68 +13.48
VEU - Vanguard FTSE All-World ex-US -1.68 +6.69 +24.48 +3.78 +1.42 +6.45 +4.26
VNQ - Vanguard Real Estate -2.68 +1.31 +15.01 -12.28 +2.33 +5.19 +8.48
BND - Vanguard Total Bond Market -0.10 +0.40 +4.56 +7.06 +5.26 +4.17 +3.50
BNDX - Vanguard Total International Bond +0.86 +1.04 +3.95 +2.21 +5.10 +4.36 +4.58
DBC - Invesco DB Commodity Tracking -3.55 +6.09 +16.09 -11.77 -4.43 -2.36 -5.67
(*) 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 2020
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Period Returns
Sep 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.20%
-2.20%
Sep 2020 - Sep 2020
0 - 1
3M
+4.70%
-2.20%
Sep 2020 - Sep 2020
2 - 1
6M
+17.90%
-2.20%
Sep 2020 - Sep 2020
5 - 1
YTD
-4.85%
-19.29%
Jan 2020 - Mar 2020
5 - 4
1Y
-0.01%
17.29%
-19.29%
Jan 2020 - Mar 2020
8 - 4
3Y
+3.45%
annualized
12.45%
-19.29%
Jan 2020 - Mar 2020
26 - 10
5Y
+5.74%
annualized
10.61%
-19.29%
Jan 2020 - Mar 2020
43 - 17
10Y
+5.26%
annualized
10.25%
-19.29%
Jan 2020 - Mar 2020
79 - 41
MAX
01 Jan 2007
+3.96%
annualized
13.09%
-44.74%
Jun 2008 - Feb 2009
106 - 59

* Annualized St.Dev. of monthly returns

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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
+4.71% +47.13%
Mar 2009 - Feb 2010
-40.59%
Mar 2008 - Feb 2009
24.03%
2 Years
+4.38% +34.54%
Mar 2009 - Feb 2011
-20.89%
Mar 2007 - Feb 2009
25.35%
3 Years
+5.28% +22.84%
Mar 2009 - Feb 2012
-3.94%
Jul 2007 - Jun 2010
11.54%
5 Years
+5.20% +16.59%
Mar 2009 - Feb 2014
+0.68%
Apr 2015 - Mar 2020
0.00%
7 Years
+5.27% +10.20%
Apr 2009 - Mar 2016
+1.70%
Apr 2013 - Mar 2020
0.00%
10 Years
+5.37% +9.78%
Mar 2009 - Feb 2019
+3.37%
Nov 2007 - Oct 2017
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Roger Gibson Five Asset Portfolio Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.0 0.1 0.6 2.7 -0.1 0.0 1.4 -0.1 -0.1 -0.1 -0.8 1.1
Best 7.2
2019
4.2
2014
6.1
2016
9.8
2009
8.1
2009
4.0
2019
6.7
2010
3.5
2009
6.3
2010
8.7
2011
4.6
2009
5.6
2010
Worst -8.8
2009
-8.9
2009
-13.2
2020
0.0
2012
-6.6
2010
-2.7
2008
-2.8
2008
-4.3
2015
-9.1
2011
-20.1
2008
-8.8
2008
-5.0
2018
Gain
Frequency
57 64 79 100 57 50 71 50 64 62 38 77

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-4.85% -1.8 -5.3 -13.2 5.6 3.8 2.7 3.9 3.1 -2.2
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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