Data Source: from January 1972 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.74%
1 Day
Jul 05 2022, 02:00PM Eastern Time
0.46%
Current Month
July 2022

The Roger Gibson Talmud Portfolio is a High Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 66.67% on the Stock Market.

In the last 30 Years, the Roger Gibson Talmud Portfolio obtained a 8.56% compound annual return, with a 10.30% standard deviation.

Asset Allocation and ETFs

The Roger Gibson Talmud Portfolio has the following asset allocation:

66.67% Stocks
33.33% Fixed Income
0% Commodities

The Roger Gibson Talmud Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
33.34 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
33.33 % VNQ Vanguard Real Estate Real Estate, U.S.
33.33 % BND Vanguard Total Bond Market Bond, U.S., All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Roger Gibson Talmud Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1972.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ROGER GIBSON TALMUD PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Roger Gibson Talmud Portfolio -0.74 0.46 -5.70 -17.40 -10.13 6.11 7.45 8.56
US Inflation Adjusted return -5.70 -20.62 -16.45 2.42 4.87 5.94
Components
VTI
Vanguard Total Stock Market
-0.84 01:59PM
Jul 05 2022
0.21 -8.23 -21.32 -14.17 10.53 12.52 9.81
VNQ
Vanguard Real Estate
-1.65 01:59PM
Jul 05 2022
0.12 -7.46 -20.54 -8.02 5.69 7.49 9.57
BND
Vanguard Total Bond Market
0.26 02:00PM
Jul 05 2022
1.06 -1.66 -10.35 -10.42 0.84 1.40 4.63
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the Roger Gibson Talmud Portfolio granted a 2.37% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Roger Gibson Talmud Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ROGER GIBSON TALMUD PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1972 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.70
-5.70
-5.70
Jun 2022 - Jun 2022
0 - 1
3M
-12.34
-13.47
-12.34
Apr 2022 - Jun 2022
0 - 3
6M
-17.40
-20.62
-17.40
Jan 2022 - Jun 2022
1 - 5
YTD
-17.40
-20.62
-17.40
Jan 2022 - Jun 2022
1 - 5
1Y
-10.13
-16.45
13.17
-17.40
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
5.09
0.55
13.16
-17.40
Jan 2022 - Jun 2022
24 - 12
67% pos
5Y(*)
6.11
2.42
11.60
-17.40
Jan 2022 - Jun 2022
42 - 18
70% pos
10Y(*)
7.45
4.87
9.65
-17.40
Jan 2022 - Jun 2022
84 - 36
70% pos
15Y(*)
6.43
4.04
12.40
-40.11
Nov 2007 - Feb 2009
120 - 60
67% pos
20Y(*)
7.74
5.17
11.45
-40.17
Jun 2007 - Feb 2009
163 - 77
68% pos
25Y(*)
7.62
5.08
10.90
-40.17
Jun 2007 - Feb 2009
199 - 101
66% pos
30Y(*)
8.56
5.94
10.30
-40.17
Jun 2007 - Feb 2009
243 - 117
68% pos
MAX(*)
01 Jan 1972
9.69
5.52
10.29
-40.17
Jun 2007 - Feb 2009
405 - 201
67% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 11752.71$, with a total return of 1075.27% (8.56% annualized).

The Inflation Adjusted Capital now would be 5649.06$, with a net total return of 464.91% (5.94% annualized).
An investment of 1000$, since January 1972, now would be worth 106900.33$, with a total return of 10590.03% (9.69% annualized).

The Inflation Adjusted Capital now would be 15073.74$, with a net total return of 1407.37% (5.52% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-40.17% Jun 2007 Feb 2009 21 Oct 2010 20 41
-17.40% Jan 2022 Jun 2022 6 in progress 6
-15.16% Feb 2020 Mar 2020 2 Aug 2020 5 7
-10.50% Jun 2011 Sep 2011 4 Jan 2012 4 8
-10.43% Jul 1998 Aug 1998 2 Dec 1998 4 6
-8.70% Oct 1993 Nov 1994 14 May 1995 6 20
-8.26% Apr 2002 Oct 2002 7 May 2003 7 14
-7.57% Sep 2018 Dec 2018 4 Feb 2019 2 6
-6.69% Apr 2004 Apr 2004 1 Aug 2004 4 5
-5.69% Apr 2015 Aug 2015 5 Mar 2016 7 12
-5.08% Feb 2001 Mar 2001 2 Jun 2001 3 5
-4.84% Aug 2016 Oct 2016 3 Feb 2017 4 7
-4.74% May 2013 Aug 2013 4 Oct 2013 2 6
-4.64% Jul 1999 Sep 1999 3 Dec 1999 3 6
-4.34% Jul 2001 Sep 2001 3 Dec 2001 3 6
-4.20% Jan 2018 Feb 2018 2 Jun 2018 4 6
-4.13% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.93% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.81% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.47% Jan 2005 Jan 2005 1 May 2005 4 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-40.17% Jun 2007 Feb 2009 21 Oct 2010 20 41
-25.53% Dec 1972 Sep 1974 22 Jan 1976 16 38
-17.40% Jan 2022 Jun 2022 6 in progress 6
-15.52% Sep 1987 Nov 1987 3 Jan 1989 14 17
-15.16% Feb 2020 Mar 2020 2 Aug 2020 5 7
-10.50% Jun 2011 Sep 2011 4 Jan 2012 4 8
-10.43% Jul 1998 Aug 1998 2 Dec 1998 4 6
-10.14% Jul 1990 Oct 1990 4 Jan 1991 3 7
-9.71% Feb 1980 Mar 1980 2 Jun 1980 3 5
-8.78% Sep 1979 Oct 1979 2 Jan 1980 3 5
-8.70% Oct 1993 Nov 1994 14 May 1995 6 20
-8.59% Jul 1981 Sep 1981 3 Nov 1981 2 5
-8.26% Apr 2002 Oct 2002 7 May 2003 7 14
-7.57% Sep 2018 Dec 2018 4 Feb 2019 2 6
-7.13% Sep 1978 Oct 1978 2 Jan 1979 3 5
-6.69% Apr 2004 Apr 2004 1 Aug 2004 4 5
-5.69% Apr 2015 Aug 2015 5 Mar 2016 7 12
-5.37% Dec 1981 Mar 1982 4 Aug 1982 5 9
-5.08% Feb 2001 Mar 2001 2 Jun 2001 3 5
-4.84% Aug 2016 Oct 2016 3 Feb 2017 4 7

Rolling Returns ( more details)

Roger Gibson Talmud Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.65 50.65
Jul 1982 - Jun 1983
-34.12
Mar 2008 - Feb 2009
15.97%
2 Years
10.41 34.84
Mar 2009 - Feb 2011
-21.88
Mar 2007 - Feb 2009
7.55%
3 Years
10.47 25.91
Jul 1982 - Jun 1985
-10.82
Mar 2006 - Feb 2009
6.13%
5 Years
10.57 22.84
Aug 1982 - Jul 1987
-2.47
Mar 2004 - Feb 2009
0.55%
7 Years
10.62 19.85
Apr 1980 - Mar 1987
1.35
Mar 2002 - Feb 2009
0.00%
10 Years
10.67 16.67
Jun 1976 - May 1986
2.98
Mar 1999 - Feb 2009
0.00%
15 Years
10.49 15.71
Oct 1974 - Sep 1989
5.75
Mar 1994 - Feb 2009
0.00%
20 Years
10.47 14.06
Mar 1978 - Feb 1998
7.05
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 Talmud Portfolio: Rolling Returns page.

Seasonality

Roger Gibson Talmud Portfolio: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.28
67%
0.30
65%
0.96
73%
1.21
71%
0.57
63%
0.88
71%
0.98
68%
0.51
62%
0.13
56%
0.29
58%
1.10
70%
1.63
80%
Best
Year
9.6
1975
4.1
1986
6.0
2016
12.2
2009
5.2
1980
5.4
1979
6.5
2009
6.7
1982
5.5
1997
8.8
1982
7.4
2020
7.0
2008
Worst
Year
-9.2
2009
-10.0
2009
-11.2
2020
-6.7
2004
-4.2
2010
-6.3
2008
-4.8
1974
-7.8
1998
-5.9
2011
-17.5
2008
-8.2
1973
-5.2
2018
Statistics calculated for the period Jan 1972 - Jun 2022

Monthly/Yearly Returns

Roger Gibson Talmud Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
405 Positive Months (67%) - 201 Negative Months (33%)
Jan 1972 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-17.40 -20.62 -5.5 -2.3 2.1 -5.7 -1.4 -5.7
2021
+21.44 +13.40 -0.4 1.7 2.6 4.7 0.5 2.1 2.5 1.7 -3.9 4.9 -1.2 4.8
2020
+8.02 +6.66 1.0 -4.4 -11.2 7.8 2.5 1.7 3.5 2.2 -2.1 -1.8 7.4 2.6
2019
+22.79 +20.08 7.2 1.4 2.5 1.3 -1.7 3.3 1.1 1.4 1.1 1.2 0.8 1.2
2018
-3.78 -5.59 -0.1 -4.1 0.7 0.1 2.3 1.6 1.3 2.3 -1.0 -3.9 2.4 -5.2
2017
+9.90 +7.61 0.6 2.6 -0.8 0.7 0.3 1.1 1.2 0.2 0.7 0.4 1.9 0.5
2016
+7.99 +5.82 -2.7 0.2 6.0 -0.5 1.3 3.1 3.0 -1.4 -0.5 -3.0 0.1 2.4
2015
+1.11 +0.47 2.2 0.1 0.4 -1.9 0.2 -2.5 2.7 -4.2 0.3 4.5 -0.1 -0.2
2014
+16.24 +15.49 0.9 3.5 0.3 1.4 1.9 1.3 -0.7 2.8 -3.0 4.6 1.8 0.7
2013
+11.22 +9.56 2.8 1.0 2.3 3.2 -1.8 -1.7 2.5 -3.7 2.9 3.3 -0.8 0.9
2012
+12.41 +10.47 4.0 1.0 2.6 1.1 -3.4 3.3 1.4 0.9 0.3 -1.0 0.3 1.4
2011
+5.83 +2.69 1.8 2.9 -0.5 3.4 0.5 -1.9 0.3 -3.4 -5.9 8.2 -1.4 2.3
2010
+17.33 +15.67 -2.6 3.1 5.4 3.5 -4.2 -3.2 5.8 -1.4 4.4 3.1 -0.7 3.6
2009
+20.87 +17.56 -9.2 -10.0 4.2 12.2 2.9 -0.7 6.5 6.2 4.0 -2.4 4.6 3.1
2008
-22.37 -22.36 -1.9 -1.8 2.0 3.6 0.2 -6.3 0.9 1.6 -3.0 -17.5 -7.4 7.0
2007
-1.40 -5.29 3.5 -1.0 -0.3 1.5 0.9 -3.7 -3.5 3.0 2.8 1.6 -3.9 -1.8
2006
+18.42 +15.50 3.6 0.8 2.0 -1.0 -2.1 1.8 1.8 2.5 1.7 3.6 2.9 -0.5
2005
+6.88 +3.43 -3.5 1.5 -1.4 1.6 2.8 2.0 3.5 -1.4 0.4 -2.0 3.1 0.3
2004
+15.93 +12.18 2.6 1.4 1.8 -6.7 2.6 1.8 -0.7 3.3 0.5 2.8 2.8 3.2
2003
+23.46 +21.00 -1.8 0.5 0.9 4.4 4.4 1.3 1.5 1.2 1.6 2.3 2.1 2.8
2002
-2.82 -5.17 -0.1 0.4 2.8 -0.7 0.3 -1.0 -4.2 0.9 -3.6 -0.1 3.2 -0.4
2001
+3.27 +1.64 2.0 -3.5 -1.7 3.1 1.3 1.7 -0.5 -0.2 -3.7 0.1 3.6 1.2
2000
+9.05 +5.43 -1.2 0.7 3.5 0.3 -0.8 3.0 2.8 1.1 -0.2 -2.2 -1.8 3.7
1999
+6.34 +3.57 0.7 -2.4 1.4 4.8 -0.3 0.9 -2.2 -0.7 -1.8 1.6 0.8 3.6
1998
+5.18 +3.51 0.2 1.9 2.7 -0.5 -0.9 1.5 -2.9 -7.8 4.7 1.9 2.9 2.1
1997
+19.74 +17.74 2.0 -0.1 -1.7 1.0 3.7 3.6 4.6 -1.9 5.5 -1.7 1.9 1.8
1996
+19.46 +15.56 1.4 0.4 0.2 0.6 1.6 0.7 -1.6 2.2 3.1 2.0 4.4 3.0
1995
+22.03 +19.02 0.4 2.6 1.1 1.2 3.8 1.9 1.7 1.0 2.2 -0.9 2.4 2.8
1994
-3.74 -6.18 2.2 -1.5 -4.1 -0.1 0.1 -1.8 1.7 2.1 -2.2 -0.8 -2.4 3.1
1993
+13.33 +10.23 3.1 2.6 3.9 -2.3 0.4 1.9 0.7 2.7 1.9 -0.1 -2.8 0.7
1992
+10.28 +7.10 1.2 -0.2 -1.5 0.6 2.2 -0.6 3.4 -0.2 1.5 -0.1 2.1 1.7
1991
+27.78 +24.08 5.7 3.2 4.2 1.3 1.9 -2.6 2.8 1.4 1.1 0.5 -1.3 7.0
1990
-4.26 -9.89 -4.4 0.5 1.2 -1.8 3.8 0.9 -0.2 -5.7 -3.6 -0.8 5.0 1.4
1989
+16.87 +11.69 3.2 -0.9 1.0 3.2 2.5 1.5 4.6 0.6 -0.2 -1.1 0.7 0.8
1988
+12.71 +7.95 4.3 3.4 -0.7 0.4 -0.8 3.7 0.0 -1.1 2.1 0.9 -1.5 1.4
1987
+0.17 -3.99 6.6 3.0 0.7 -1.9 -0.2 2.9 1.7 0.4 -1.7 -12.7 -1.6 4.3
1986
+16.28 +14.92 1.9 4.1 5.4 -0.1 0.4 3.1 -1.8 4.3 -3.6 2.8 0.6 -1.6
1985
+24.20 +19.66 5.4 0.9 1.0 1.0 4.8 1.6 0.5 -0.5 -1.8 3.0 2.9 3.4
1984
+12.71 +8.33 1.4 -1.2 0.1 0.6 -3.4 1.1 0.2 5.3 3.1 2.2 1.1 1.9
1983
+19.51 +15.15 2.7 1.7 4.0 5.5 0.4 2.0 -2.6 0.1 1.1 0.2 2.1 1.0
1982
+24.41 +19.83 -0.9 -1.7 -0.7 3.3 -0.3 -2.7 1.1 6.7 3.7 8.8 3.4 2.0
1981
+3.76 -4.73 -0.6 0.0 3.2 -0.7 1.2 0.6 -1.1 -3.7 -4.0 5.8 5.6 -2.1
1980
+20.13 +6.93 4.0 -1.9 -8.0 5.1 5.2 4.3 4.4 0.2 0.5 3.6 2.9 -1.0
1979
+21.82 +7.56 3.7 -0.4 5.0 0.6 -0.2 5.4 1.9 6.5 -0.7 -8.1 4.6 2.5
1978
+6.65 -2.15 -2.7 0.2 2.8 3.9 -0.3 -0.7 3.3 3.2 -0.1 -7.0 2.8 1.6
1977
+6.70 +0.02 -0.1 -0.2 0.2 0.9 0.0 3.6 -0.6 -0.1 0.2 -1.5 3.3 0.9
1976
+29.26 +23.06 9.1 2.1 1.3 0.6 -1.7 3.4 1.0 1.8 1.5 0.2 2.5 4.5
1975
+21.49 +13.41 9.6 3.3 1.8 2.1 2.4 4.0 -3.0 -1.3 -3.7 2.4 1.6 1.0
1974
-14.51 -23.74 1.7 1.6 -2.2 -3.9 -3.3 -0.3 -4.8 -5.1 -2.2 6.4 -2.1 -0.7
1973
-9.74 -17.15 -0.5 -3.5 0.6 -2.9 -1.5 0.5 1.7 -1.4 4.9 0.4 -8.2 0.4
1972
+9.45 +5.85 0.7 1.9 -0.2 1.9 -2.3 2.2 2.0 0.6 1.3 -0.4 1.5 -0.1

Portofolio Returns, up to December 2007, 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
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007

Portfolio efficiency

Is the Roger Gibson Talmud Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Roger Gibson Talmud Portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+7.62%
(+5.08%)
Average : 2.4 / 5
Good : 3.2 / 5
Standard Deviation
over 25 Years
10.90%
Average : 2.1 / 5
Good : 3.2 / 5
Maximum Drawdown
over 25 Years
-40.17%
Poor : 1 / 5
Average : 2.4 / 5
Easy to manage 3 ETFs
Good : 4 / 5
Good : 4 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.
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