Last Update: 30 April 2022

Implementing the Roger Gibson Talmud Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 6 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 92.43% of times

All the returns are calculated over the available historical serie, starting from January 1972 until April 2022.

In order to have complete information about the portfolio, please refer to the Roger Gibson Talmud Portfolio: ETF allocation and returns page.

Rolling Returns

Roger Gibson Talmud Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.71 50.65
Jul 1982 - Jun 1983
-34.12
Mar 2008 - Feb 2009
15.68%
2 Years
10.41 34.84
Mar 2009 - Feb 2011
-21.88
Mar 2007 - Feb 2009
7.57%
3 Years
10.48 25.91
Jul 1982 - Jun 1985
-10.82
Mar 2006 - Feb 2009
6.15%
4 Years
10.54 25.56
Jul 1982 - Jun 1986
-5.19
Mar 2005 - Feb 2009
1.62%
5 Years
10.58 22.84
Aug 1982 - Jul 1987
-2.47
Mar 2004 - Feb 2009
0.55%
6 Years
10.60 20.68
Apr 1980 - Mar 1986
2.32
Mar 2003 - Feb 2009
0.00%
7 Years
10.63 19.85
Apr 1980 - Mar 1987
1.35
Mar 2002 - Feb 2009
0.00%
8 Years
10.67 18.58
Mar 1979 - Feb 1987
1.81
Mar 2001 - Feb 2009
0.00%
9 Years
10.68 17.94
Mar 1978 - Feb 1987
2.48
Mar 2000 - Feb 2009
0.00%
10 Years
10.68 16.67
Jun 1976 - May 1986
2.98
Mar 1999 - Feb 2009
0.00%
11 Years
10.69 17.04
Jan 1975 - Dec 1985
2.83
Mar 1998 - Feb 2009
0.00%
12 Years
10.65 17.28
Sep 1974 - Aug 1986
4.16
Mar 1997 - Feb 2009
0.00%
13 Years
10.60 16.88
Oct 1974 - Sep 1987
5.27
Mar 1996 - Feb 2009
0.00%
14 Years
10.53 15.60
Oct 1974 - Sep 1988
5.98
Apr 2006 - Mar 2020
0.00%
15 Years
10.51 15.71
Oct 1974 - Sep 1989
5.75
Mar 1994 - Feb 2009
0.00%
16 Years
10.50 14.64
Apr 1982 - Mar 1998
5.88
Mar 1993 - Feb 2009
0.00%
17 Years
10.51 14.90
Jan 1975 - Dec 1991
6.43
Mar 1992 - Feb 2009
0.00%
18 Years
10.50 14.65
Oct 1975 - Sep 1993
7.06
Apr 1991 - Mar 2009
0.00%
19 Years
10.50 14.91
Oct 1974 - Sep 1993
7.14
Mar 1990 - Feb 2009
0.00%
20 Years
10.49 14.06
Mar 1978 - Feb 1998
7.05
Apr 2000 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.71% +50.65%
Jul 1982 - Jun 1983
-34.12%
Mar 2008 - Feb 2009
15.68%
93 out of 593
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.41% +34.84%
Mar 2009 - Feb 2011
-21.88%
Mar 2007 - Feb 2009
7.57%
44 out of 581
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.48% +25.91%
Jul 1982 - Jun 1985
-10.82%
Mar 2006 - Feb 2009
6.15%
35 out of 569
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.54% +25.56%
Jul 1982 - Jun 1986
-5.19%
Mar 2005 - Feb 2009
1.62%
9 out of 557
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.58% +22.84%
Aug 1982 - Jul 1987
-2.47%
Mar 2004 - Feb 2009
0.55%
3 out of 545
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.60% +20.68%
Apr 1980 - Mar 1986
+2.32%
Mar 2003 - Feb 2009
0.00%
0 out of 533
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.63% +19.85%
Apr 1980 - Mar 1987
+1.35%
Mar 2002 - Feb 2009
0.00%
0 out of 521
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.67% +18.58%
Mar 1979 - Feb 1987
+1.81%
Mar 2001 - Feb 2009
0.00%
0 out of 509
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.68% +17.94%
Mar 1978 - Feb 1987
+2.48%
Mar 2000 - Feb 2009
0.00%
0 out of 497
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.68% +16.67%
Jun 1976 - May 1986
+2.98%
Mar 1999 - Feb 2009
0.00%
0 out of 485
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.69% +17.04%
Jan 1975 - Dec 1985
+2.83%
Mar 1998 - Feb 2009
0.00%
0 out of 473
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.65% +17.28%
Sep 1974 - Aug 1986
+4.16%
Mar 1997 - Feb 2009
0.00%
0 out of 461
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.60% +16.88%
Oct 1974 - Sep 1987
+5.27%
Mar 1996 - Feb 2009
0.00%
0 out of 449
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.53% +15.60%
Oct 1974 - Sep 1988
+5.98%
Apr 2006 - Mar 2020
0.00%
0 out of 437
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.51% +15.71%
Oct 1974 - Sep 1989
+5.75%
Mar 1994 - Feb 2009
0.00%
0 out of 425
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 16 Years (192 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.50% +14.64%
Apr 1982 - Mar 1998
+5.88%
Mar 1993 - Feb 2009
0.00%
0 out of 413
16 Years Annualized Rolling Returns over time
16 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 17 Years (204 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.51% +14.90%
Jan 1975 - Dec 1991
+6.43%
Mar 1992 - Feb 2009
0.00%
0 out of 401
17 Years Annualized Rolling Returns over time
17 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 18 Years (216 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.50% +14.65%
Oct 1975 - Sep 1993
+7.06%
Apr 1991 - Mar 2009
0.00%
0 out of 389
18 Years Annualized Rolling Returns over time
18 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 19 Years (228 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.50% +14.91%
Oct 1974 - Sep 1993
+7.14%
Mar 1990 - Feb 2009
0.00%
0 out of 377
19 Years Annualized Rolling Returns over time
19 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+10.49% +14.06%
Mar 1978 - Feb 1998
+7.05%
Apr 2000 - Mar 2020
0.00%
0 out of 365
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the Roger Gibson Talmud Portfolio: ETF allocation and returns page.

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