The Roger Gibson Five Asset Portfolio is exposed for 60% on the Stock Market.

In the last 10 years, it obtained a 7.89% compound annual return, with a 10.04% standard deviation (*).

(*) Last Update: June 2019

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 ETF: Ticker - 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

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2007, now would be worth 1686.63$, with a total return of 68.66% (4.27% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Jun 2019		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+3.95%
0.00%
1 - 0
YTD
+13.22%
-3.32%
May 2019 - May 2019
5 - 1
1Y
+4.01%
11.70%
-9.99%
Oct 2018 - Dec 2018
8 - 4
3Y
+6.31%
annualized
7.81%
-9.99%
Oct 2018 - Dec 2018
28 - 8
5Y
+3.22%
annualized
8.19%
-13.03%
Sep 2014 - Feb 2016
38 - 22
10Y
+7.89%
annualized
10.04%
-15.14%
May 2011 - Sep 2011
79 - 41
MAX
Dec 2006
+4.27%
annualized
12.81%
-44.74%
Jun 2008 - Feb 2009
96 - 54

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Roger Gibson Five Asset Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
 +4.93% +47.13%
Mar 2009 - Feb 2010 		-40.59%
Mar 2008 - Feb 2009
2 Years
 +4.60% +34.54%
Mar 2009 - Feb 2011 		-20.89%
Mar 2007 - Feb 2009
3 Years
 +5.35% +22.84%
Mar 2009 - Feb 2012 		-3.94%
Jul 2007 - Jun 2010
5 Years
 +5.43% +16.59%
Mar 2009 - Feb 2014 		+1.16%
Jun 2007 - May 2012
7 Years
 +5.50% +10.20%
Apr 2009 - Mar 2016 		+2.79%
Jun 2008 - May 2015
10 Years
 +5.08% +9.78%
Mar 2009 - Feb 2019 		+3.37%
Nov 2007 - Oct 2017

* 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
2019
 +13.22% 7.2 1.8 1.6 1.6 -3.3 4.0
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