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:
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(*) | 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 |
- 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 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 |
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 | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Roger Gibson Five Asset Portfolio: annualized rolling and average returns
| 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.
| 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Roger Gibson Five Asset Portfolio
| 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