Roger Gibson Talmud Portfolio: Rolling Returns

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
Rolling Period	Average (%)	Best (%)	Worst (%)	Negative Periods
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.