Last Update: 30 November 2019

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 10.05% compound annual return, with a 8.63% 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 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

Historical Returns

Roger Gibson Talmud Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

ROGER GIBSON TALMUD PORTFOLIO
Last Update: 30 November 2019
Swipe left to see all data
Period Returns
Nov 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.80%
0.00%
1 - 0
3M
+3.15%
0.00%
3 - 0
6M
+9.28%
0.00%
6 - 0
YTD
+21.31%
-1.65%
May 2019 - May 2019
10 - 1
1Y
+14.99%
9.55%
-5.21%
Dec 2018 - Dec 2018
10 - 2
3Y
+9.51%
annualized
7.35%
-7.58%
Sep 2018 - Dec 2018
29 - 7
5Y
+7.12%
annualized
7.72%
-7.58%
Sep 2018 - Dec 2018
43 - 17
10Y
+10.05%
annualized
8.63%
-10.49%
Jun 2011 - Sep 2011
85 - 35
MAX
Dec 1993
+8.71%
annualized
10.02%
-40.18%
Jun 2007 - Feb 2009
211 - 100

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.05% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.05% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.59% 2 60 40 0
Yale Endowment
David Swensen
+9.42% 6 70 30 0
Family Taxable Portfolio
Ted Aronson
+8.77% 11 70 30 0

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
+9.46% +50.23%
Apr 2009 - Mar 2010
-34.12%
Mar 2008 - Feb 2009
13.67%
2 Years
+9.16% +34.84%
Mar 2009 - Feb 2011
-21.88%
Mar 2007 - Feb 2009
7.99%
3 Years
+8.97% +24.52%
Mar 2009 - Feb 2012
-10.81%
Mar 2006 - Feb 2009
8.33%
5 Years
+8.59% +19.10%
Mar 2009 - Feb 2014
-2.47%
Mar 2004 - Feb 2009
1.19%
7 Years
+8.41% +15.12%
Apr 2009 - Mar 2016
+1.35%
Mar 2002 - Feb 2009
0.00%
10 Years
+8.29% +12.85%
Mar 2009 - Feb 2019
+2.98%
Mar 1999 - Feb 2009
0.00%
15 Years
+8.06% +9.16%
May 1995 - Apr 2010
+5.75%
Mar 1994 - Feb 2009
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+21.31% 7.2 1.4 2.5 1.3 -1.7 3.3 1.1 1.4 1.1 1.2 0.8
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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