Last Update: 31 August 2020

The Roger Gibson Talmud Portfolio is exposed for 66.67% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 3 ETFs.

In the last 10 years, the portfolio obtained a 9.43% compound annual return, with a 9.26% standard deviation.

In 2019, the portfolio granted a 3.16% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio: Dividend Yield page.

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 replicated 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.

ROGER GIBSON TALMUD PORTFOLIO RETURNS (%)
Last Update: 31 August 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Roger Gibson Talmud Portfolio +2.22 +7.66 +5.59 +6.48 +7.66 +8.35 +9.43
Components
VTI - Vanguard Total Stock Market +7.10 +15.85 +18.93 +21.25 +13.89 +13.82 +14.92
VNQ - Vanguard Real Estate +0.44 +6.61 -4.77 -8.13 +3.22 +6.40 +9.25
BND - Vanguard Total Bond Market -0.94 +1.17 +3.16 +6.56 +5.13 +4.36 +3.51
(*) annualized
Portfolio returns are calculated assuming:
  • 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 Talmud Portfolio: Dividend Yield page.

Historical Returns

Roger Gibson Talmud Portfolio - Historical returns and stats.

ROGER GIBSON TALMUD PORTFOLIO
Last Update: 31 August 2020
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Period Returns
Aug 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+2.22%
0.00%
1 - 0
3M
+7.66%
0.00%
3 - 0
6M
+5.59%
-11.23%
Mar 2020 - Mar 2020
5 - 1
YTD
+1.98%
-15.15%
Feb 2020 - Mar 2020
6 - 2
1Y
+6.48%
15.30%
-15.15%
Feb 2020 - Mar 2020
10 - 2
3Y
+7.66%
annualized
11.35%
-15.15%
Feb 2020 - Mar 2020
28 - 8
5Y
+8.35%
annualized
9.85%
-15.15%
Feb 2020 - Mar 2020
44 - 16
10Y
+9.43%
annualized
9.26%
-15.15%
Feb 2020 - Mar 2020
87 - 33
MAX
01 Jan 1994
+8.59%
annualized
10.32%
-40.18%
Jun 2007 - Feb 2009
218 - 102

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ Stocks Bonds Comm.
Simple Path to Wealth
JL Collins		 +12.14% 75 25 0 Compare
Stocks/Bonds 60/40
 +10.46% 60 40 0 Compare
Edge Select Moderately Aggressive
Merrill Lynch		 +9.59% 69 31 0 Compare
Talmud Portfolio
Roger Gibson		 +9.43% 66.67 33.33 0
Yale Endowment
David Swensen		 +9.37% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Roger Gibson Talmud Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +9.38% +50.23%
Apr 2009 - Mar 2010 		-34.12%
Mar 2008 - Feb 2009 		13.59%
2 Years
 +9.10% +34.84%
Mar 2009 - Feb 2011 		-21.88%
Mar 2007 - Feb 2009 		7.74%
3 Years
 +8.90% +24.52%
Mar 2009 - Feb 2012 		-10.81%
Mar 2006 - Feb 2009 		8.07%
5 Years
 +8.52% +19.10%
Mar 2009 - Feb 2014 		-2.47%
Mar 2004 - Feb 2009 		1.15%
7 Years
 +8.39% +15.12%
Apr 2009 - Mar 2016 		+1.35%
Mar 2002 - Feb 2009 		0.00%
10 Years
 +8.33% +12.85%
Mar 2009 - Feb 2019 		+2.98%
Mar 1999 - Feb 2009 		0.00%
15 Years
 +8.01% +9.16%
May 1995 - Apr 2010 		+5.75%
Mar 1994 - Feb 2009 		0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Roger Gibson Talmud Portfolio Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.6 -0.1 0.8 1.7 0.7 0.5 1.2 0.3 0.4 0.2 0.9 1.6
Best 7.2
2019 		3.5
2014 		6.1
2016 		12.2
2009 		4.4
2003 		3.6
1997 		6.5
2009 		6.2
2009 		5.5
1997 		8.2
2011 		4.6
2009 		7.0
2008
Worst -9.2
2009 		-10.0
2009 		-11.2
2020 		-6.7
2004 		-4.2
2010 		-6.3
2008 		-4.2
2002 		-7.8
1998 		-5.9
2011 		-17.5
2008 		-7.4
2008 		-5.2
2018
Gain
Frequency		 67 67 70 74 70 67 70 63 62 58 69 81

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +1.98% 1.1 -4.4 -11.2 7.8 2.5 1.7 3.5 2.2
2019
 +22.79% 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% -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% 0.6 2.6 -0.8 0.7 0.4 1.1 1.2 0.2 0.7 0.4 1.9 0.6
2016
 +7.99% -2.7 0.2 6.1 -0.5 1.3 3.1 3.0 -1.4 -0.5 -3.0 0.1 2.4
2015
 +1.11% 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% 0.9 3.5 0.3 1.4 1.9 1.3 -0.7 2.8 -3.1 4.6 1.8 0.7
2013
 +11.22% 2.8 1.0 2.3 3.2 -1.9 -1.7 2.5 -3.7 2.9 3.3 -0.8 0.9
2012
 +12.41% 4.0 1.0 2.6 1.1 -3.4 3.3 1.4 1.0 0.3 -1.0 0.3 1.4
2011
 +5.83% 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% -2.6 3.1 5.4 3.6 -4.2 -3.2 5.8 -1.4 4.5 3.1 -0.7 3.6
2009
 +20.87% -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% -1.9 -1.8 2.0 3.6 0.2 -6.3 0.9 1.6 -3.1 -17.5 -7.4 7.0
2007
 -1.40% 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% 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% -3.5 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% 2.6 1.4 1.8 -6.7 2.6 1.8 -0.7 3.4 0.5 2.8 2.8 3.2
2003
 +23.46% -1.8 0.5 0.9 4.5 4.4 1.3 1.5 1.2 1.6 2.4 2.2 2.8
2002
 -2.82% -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% 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% -1.3 0.7 3.5 0.3 -0.8 3.0 2.8 1.1 -0.2 -2.2 -1.9 3.7
1999
 +6.34% 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% 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% 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% 1.4 0.4 0.2 0.6 1.6 0.7 -1.7 2.2 3.1 2.0 4.4 3.0
1995
 +22.03% 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% 2.2 -1.5 -4.1 -0.1 0.1 -1.8 1.8 2.1 -2.2 -0.8 -2.4 3.1

* Note:
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

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