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:
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(*) | |
|---|---|---|---|---|---|---|---|
| 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 |
- 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 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
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.14% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.48% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.62% | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.82% | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.41% | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Roger Gibson Five Asset Portfolio: annualized rolling and average returns
| 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
| 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
| 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