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:
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 | +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 |
- 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.
| 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
|
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 | |
Our overall ratings, assigned to the Roger Gibson Five Asset Portfolio. The portfolio is classified as Very High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
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
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
Worst drawdowns since January 1997 - Chart and 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
| 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.
| 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 |
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?
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