Data Source: from January 1928 to February 2023 (~95 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.53%
1 Day
Mar 20 2023, 04:00PM Eastern Time
1.40%
Current Month
March 2023
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 8.06% compound annual return, with a 10.66% standard deviation.
Asset Allocation and ETFs
The Roger Gibson Talmud Portfolio has the following asset allocation:
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 as of Feb 28, 2023
The Roger Gibson Talmud Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ROGER GIBSON TALMUD PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~95Y) |
|
| Roger Gibson Talmud Portfolio | 0.53 | -1.40 | -3.75 | -2.02 | -10.39 | 5.99 | 6.71 | 8.06 | 7.73 | |
| US Inflation Adjusted return | -4.29 | -3.54 | -15.49 | 2.06 | 3.98 | 5.42 | 4.54 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
0.87 |
04:00PM Mar 20 2023 |
-1.32 | -2.40 | 1.41 | -8.31 | 9.34 | 11.82 | 9.64 | 9.03 |
|
VNQ Vanguard Real Estate |
1.14 |
04:00PM Mar 20 2023 |
-4.96 | -5.86 | -5.50 | -13.27 | 7.07 | 6.31 | 8.64 | 7.02 |
|
BND Vanguard Total Bond Market |
-0.43 |
04:00PM Mar 20 2023 |
2.08 | -2.90 | -2.30 | -9.97 | 0.49 | 1.05 | 4.25 | 4.49 |
Returns over 1 year are annualized | Available data source: since Jan 1928
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Roger Gibson Talmud Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ROGER GIBSON TALMUD PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1928 - 28 February 2023 (~95 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~95Y) |
|
| Portfolio Return (%) |
-3.75 | -1.08 | -2.02 | -10.39 | 3.95 | 5.99 | 6.71 | 8.06 | 8.06 | 7.73 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 3.05 |
| Infl. Adjusted Return (%) |
-4.29 | -2.10 | -3.54 | -15.49 | -1.16 | 2.06 | 3.98 | 5.41 | 5.42 | 4.54 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 17.62 | 15.70 | 13.38 | 10.82 | 11.86 | 10.66 | 12.36 | |||
| Sharpe Ratio | -0.71 | 0.21 | 0.36 | 0.56 | 0.58 | 0.55 | 0.30 | |||
| Sortino Ratio | -1.05 | 0.27 | 0.47 | 0.73 | 0.74 | 0.71 | 0.42 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.15 | -22.88 | -22.88 | -22.88 | -40.17 | -40.17 | -57.05 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
41
|
41
|
89
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 80.26 | 25.91 | 22.84 | 16.67 | 14.06 | 12.99 | ||||
| Worst Return (%) | -44.00 | -21.82 | -7.45 | -1.00 | 3.02 | 4.83 | ||||
| % Positive Periods | 80% | 91% | 96% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 21 | 40 | 81 | 164 | 241 | 723 |
| Negative | 1 | 2 | 3 | 7 | 15 | 20 | 39 | 76 | 119 | 419 |
| % Positive | 0% | 33% | 50% | 42% | 58% | 67% | 68% | 68% | 67% | 63% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.69 | 23.82 | 13.92 | 9.69 | 7.74 | 3.74 | ||||
| Perpetual WR (%) | 0.00 | 2.01 | 3.83 | 5.13 | 5.14 | 4.34 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 28 February 2023
Swipe left to see all data
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | VNQ | BND | |
| VTI |
1.00
|
0.90
|
0.72
|
|
| VNQ |
0.90
|
1.00
|
0.72
|
|
| BND |
0.72
|
0.72
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | VNQ | BND | |
| VTI |
1.00
|
0.85
|
0.44
|
|
| VNQ |
0.85
|
1.00
|
0.53
|
|
| BND |
0.44
|
0.53
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | VNQ | BND | |
| VTI |
1.00
|
0.72
|
0.33
|
|
| VNQ |
0.72
|
1.00
|
0.57
|
|
| BND |
0.33
|
0.57
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | VNQ | BND | |
| VTI |
1.00
|
0.62
|
0.14
|
|
| VNQ |
0.62
|
1.00
|
0.29
|
|
| BND |
0.14
|
0.29
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | VNQ | BND | |
| VTI |
1.00
|
0.83
|
0.13
|
|
| VNQ |
0.83
|
1.00
|
0.15
|
|
| BND |
0.13
|
0.15
|
1.00
|
Portfolio Dividends
In 2022, the Roger Gibson Talmud Portfolio granted a 2.13% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 10245.28$, with a total return of 924.53% (8.06% annualized).
The Inflation Adjusted Capital now would be 4873.35$, with a net total return of 387.34% (5.42% annualized).
The Inflation Adjusted Capital now would be 4873.35$, with a net total return of 387.34% (5.42% annualized).
An investment of 1000$, since January 1928,
now would be worth 1191276.06$, with a total return of 119027.61% (7.73% annualized).
The Inflation Adjusted Capital now would be 68505.11$, with a net total return of 6750.51% (4.54% annualized).
The Inflation Adjusted Capital now would be 68505.11$, with a net total return of 6750.51% (4.54% 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 |
| -22.88% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -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 |
| -57.05% | Sep 1929 | May 1932 | 33 | Jan 1937 | 56 | 89 |
| -40.17% | Jun 2007 | Feb 2009 | 21 | Oct 2010 | 20 | 41 |
| -29.48% | Aug 1937 | Mar 1938 | 8 | Feb 1943 | 59 | 67 |
| -25.53% | Dec 1972 | Sep 1974 | 22 | Jan 1976 | 16 | 38 |
| -22.88% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -15.52% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -15.49% | Dec 1968 | Jun 1970 | 19 | Nov 1970 | 5 | 24 |
| -15.16% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 |
| -13.02% | Dec 1961 | Jun 1962 | 7 | Jan 1963 | 7 | 14 |
| -10.61% | Jun 1946 | Sep 1946 | 4 | Jul 1947 | 10 | 14 |
| -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 |
| -9.18% | Jul 1948 | May 1949 | 11 | Dec 1949 | 7 | 18 |
| -8.95% | May 1966 | Aug 1966 | 4 | Jan 1967 | 5 | 9 |
| -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 |
Rolling Returns ( more details)
Roger Gibson Talmud Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.48 |
80.26 Jul 1932 - Jun 1933 |
-44.00 Jul 1931 - Jun 1932 |
20.34% |
| 2 Years |
8.15 |
34.84 Mar 2009 - Feb 2011 |
-30.93 Jun 1930 - May 1932 |
11.08% |
| 3 Years |
8.06 |
25.91 Jul 1982 - Jun 1985 |
-21.82 Jul 1929 - Jun 1932 |
9.49% |
| 5 Years |
8.17 |
22.84 Aug 1982 - Jul 1987 |
-7.45 Apr 1928 - Mar 1933 |
4.25% |
| 7 Years |
8.26 |
19.85 Apr 1980 - Mar 1987 |
-1.75 Apr 1928 - Mar 1935 |
0.94% |
| 10 Years |
8.34 |
16.67 Jun 1976 - May 1986 |
-1.00 Sep 1929 - Aug 1939 |
0.29% |
| 15 Years |
8.46 |
15.71 Oct 1974 - Sep 1989 |
1.47 Sep 1929 - Aug 1944 |
0.00% |
| 20 Years |
8.59 |
14.06 Mar 1978 - Feb 1998 |
3.02 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
8.73 |
12.99 Jan 1975 - Dec 2004 |
4.83 Oct 1929 - Sep 1959 |
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
In which months is it better to invest in Roger Gibson Talmud Portfolio?
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.
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 Gain Frequency |
1.84
60% |
-1.48
40% |
-0.65
80% |
1.64
80% |
0.46
60% |
0.59
80% |
3.02
100% |
0.69
80% |
-2.90
20% |
0.75
60% |
2.86
80% |
-0.09
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.84
|
100.33
|
99.67
|
101.30
|
101.77
|
102.38
|
105.47
|
106.21
|
103.13
|
103.90
|
106.88
|
106.78
|
| Best |
7.2 2019 |
1.7 2021 |
2.6 2021 |
7.8 2020 |
2.5 2020 |
3.3 2019 |
6.6 2022 |
2.3 2018 |
1.1 2019 |
4.9 2021 |
7.4 2020 |
4.8 2021 |
| Worst |
-5.5 2022 |
-4.4 2020 |
-11.2 2020 |
-5.7 2022 |
-1.7 2019 |
-5.7 2022 |
1.1 2019 |
-4.2 2022 |
-8.6 2022 |
-3.9 2018 |
-1.2 2021 |
-5.2 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.01
60% |
-0.52
60% |
0.50
80% |
1.11
70% |
0.42
70% |
0.43
70% |
2.38
90% |
-0.28
60% |
-1.42
40% |
1.36
70% |
1.72
70% |
0.39
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.01
|
100.49
|
100.99
|
102.11
|
102.54
|
102.98
|
105.43
|
105.14
|
103.64
|
105.05
|
106.86
|
107.27
|
| Best |
7.2 2019 |
3.5 2014 |
6.0 2016 |
7.8 2020 |
2.5 2020 |
3.3 2019 |
6.6 2022 |
2.8 2014 |
2.9 2013 |
4.9 2021 |
7.4 2020 |
4.8 2021 |
| Worst |
-5.5 2022 |
-4.4 2020 |
-11.2 2020 |
-5.7 2022 |
-1.8 2013 |
-5.7 2022 |
-0.7 2014 |
-4.2 2015 |
-8.6 2022 |
-3.9 2018 |
-1.2 2021 |
-5.2 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.22
68% |
0.11
56% |
0.63
67% |
1.04
65% |
0.08
60% |
0.89
64% |
1.42
67% |
0.78
62% |
-0.40
51% |
0.25
61% |
0.83
61% |
1.41
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.22
|
101.33
|
101.97
|
103.02
|
103.10
|
104.02
|
105.50
|
106.32
|
105.88
|
106.15
|
107.02
|
108.53
|
| Best |
9.6 1975 |
8.8 1931 |
6.6 1930 |
26.9 1933 |
11.4 1933 |
16.0 1938 |
21.0 1932 |
23.5 1932 |
9.2 1939 |
8.8 1982 |
9.0 1928 |
7.0 2008 |
| Worst |
-9.2 2009 |
-13.8 1933 |
-18.1 1938 |
-11.8 1932 |
-15.4 1940 |
-10.2 1930 |
-8.0 1933 |
-7.8 1998 |
-16.8 1931 |
-17.5 2008 |
-8.2 1973 |
-6.6 1931 |
Monthly Seasonality over the period Jan 1928 - Feb 2023
Monthly/Yearly Returns
Roger Gibson Talmud Portfolio data source starts from January 1928: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1928 - Feb 2023
723 Positive Months (63%) - 419 Negative Months (37%)
MONTHLY RETURNS TABLE
Jan 1928 - Feb 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+2.87 | +1.49 | 6.9 | -3.8 | ||||||||||
| 2022 |
-19.62 | -24.50 | -5.5 | -2.3 | 2.1 | -5.7 | -1.4 | -5.7 | 6.6 | -4.2 | -8.6 | 3.3 | 4.9 | -3.8 |
| 2021 |
+21.44 | +13.46 | -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 | +6.57 | 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 | +20.05 | 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 | +7.63 | 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 | +5.79 | -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 | +0.38 | 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 | +15.37 | 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 | +9.58 | 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 | +10.49 | 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 | +2.79 | 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 | +15.60 | -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 | +17.67 | -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 | -22.44 | -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 | -5.27 | 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 | +15.49 | 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 | +3.35 | -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 | +12.27 | 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 | +21.18 | -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 | -5.08 | -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 | +1.69 | 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 | +5.48 | -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 | +3.56 | 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 | +17.73 | 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 | +15.62 | 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 | +19.01 | 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 | -6.25 | 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 | +10.29 | 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 | +7.17 | 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 | +23.98 | 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 | -9.77 | -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 | +11.68 | 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 | +7.94 | 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 | -4.09 | 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 | +15.02 | 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 | +19.65 | 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 | +8.43 | 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 | +15.14 | 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 | +19.82 | -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 | -4.74 | -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 | +6.77 | 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 | +7.53 | 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 | -2.18 | -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 | -0.00 | -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 | +23.26 | 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 | +13.61 | 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 | -23.90 | 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 | -16.97 | -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 |
| 1971 |
+10.45 | +6.96 | 3.9 | 0.6 | 4.1 | 1.2 | -3.4 | -0.6 | -3.1 | 4.0 | 0.3 | -2.4 | -0.2 | 6.0 |
| 1970 |
+10.08 | +4.27 | -4.3 | 6.2 | 0.1 | -7.2 | -3.7 | -1.8 | 5.8 | 3.0 | 3.2 | -0.4 | 5.8 | 4.0 |
| 1969 |
-1.80 | -7.53 | 0.2 | -2.5 | 3.0 | 2.5 | -0.2 | -3.2 | -2.8 | 2.9 | -2.3 | 5.0 | -2.1 | -1.7 |
| 1968 |
+6.81 | +1.99 | -1.1 | -2.0 | 0.2 | 5.4 | 0.6 | 1.3 | -0.5 | 3.6 | -0.2 | 0.3 | 3.0 | -3.7 |
| 1967 |
+9.72 | +6.49 | 5.4 | -0.5 | 3.2 | 2.2 | -3.9 | 0.2 | 3.3 | 1.4 | -0.4 | -3.0 | -0.2 | 2.0 |
| 1966 |
-0.84 | -4.15 | 1.0 | -1.4 | 0.0 | 1.8 | -2.9 | -0.8 | -0.4 | -5.1 | 1.2 | 3.7 | 0.5 | 1.9 |
| 1965 |
+5.52 | +3.53 | 2.3 | -0.1 | -0.9 | 2.3 | -0.5 | -3.2 | 0.9 | 1.4 | 2.0 | 1.8 | -0.7 | 0.2 |
| 1964 |
+7.19 | +6.15 | 1.6 | 0.5 | 0.8 | 0.3 | 0.8 | 1.1 | 1.1 | -1.3 | 2.0 | 0.5 | -0.6 | 0.2 |
| 1963 |
+8.31 | +6.56 | 2.9 | -2.5 | 2.1 | 3.1 | 0.7 | -1.8 | -0.5 | 3.2 | -1.2 | 1.9 | -0.9 | 1.4 |
| 1962 |
-1.20 | -2.50 | -2.1 | 1.9 | 0.5 | -3.5 | -5.1 | -4.8 | 4.2 | 1.7 | -2.3 | 0.9 | 6.6 | 1.6 |
| 1961 |
+9.75 | +9.01 | 3.8 | 1.6 | 1.5 | -0.2 | 1.1 | -2.9 | 1.8 | 0.7 | -1.7 | 1.9 | 2.5 | -0.4 |
| 1960 |
+4.91 | +3.50 | -4.5 | 1.6 | 0.2 | -0.8 | 1.9 | 2.2 | -0.5 | 2.3 | -3.5 | -0.1 | 2.7 | 3.5 |
| 1959 |
+3.73 | +1.97 | 0.2 | 0.1 | -0.1 | 2.2 | 0.8 | -0.3 | 2.3 | -1.1 | -3.9 | 1.2 | 0.9 | 1.5 |
| 1958 |
+14.22 | +12.24 | 2.4 | -2.1 | 1.5 | 1.7 | 0.1 | 0.9 | 1.7 | -0.8 | 2.4 | 1.2 | 1.2 | 3.2 |
| 1957 |
+0.45 | -2.38 | -2.0 | -1.0 | 1.9 | 3.0 | 2.8 | 0.1 | 1.2 | -3.0 | -3.2 | -1.3 | 2.5 | -0.3 |
| 1956 |
+2.62 | -0.36 | -2.2 | 2.7 | 4.5 | -0.5 | -4.0 | 3.1 | 3.4 | -3.0 | -3.0 | 0.7 | -0.9 | 2.4 |
| 1955 |
+8.32 | +7.92 | 0.2 | -0.6 | -1.1 | 1.7 | -0.8 | 5.2 | 3.5 | -1.4 | 0.2 | -2.8 | 5.2 | -0.9 |
| 1954 |
+18.11 | +19.00 | 2.7 | -0.8 | 1.3 | 2.7 | 1.2 | -1.0 | 3.5 | -3.8 | 5.5 | -2.7 | 5.5 | 3.3 |
| 1953 |
+5.28 | +4.49 | 0.0 | -0.6 | -0.9 | -1.1 | 0.0 | -0.4 | 3.0 | -3.0 | 1.1 | 4.7 | 1.3 | 1.2 |
| 1952 |
+6.76 | +5.96 | 0.9 | -2.7 | 3.1 | -2.7 | 1.6 | 3.0 | 1.0 | -1.4 | -1.8 | 0.2 | 3.3 | 2.4 |
| 1951 |
+8.95 | +2.78 | 4.1 | 0.1 | -1.8 | 3.0 | -3.2 | -2.0 | 5.1 | 3.4 | -0.9 | -1.2 | -0.4 | 2.9 |
| 1950 |
+11.28 | +5.04 | 0.6 | 0.3 | -0.1 | 2.7 | 2.5 | -4.6 | 0.4 | 2.2 | 3.8 | 0.0 | -0.3 | 3.4 |
| 1949 |
+8.15 | +10.44 | 0.2 | -2.7 | 2.1 | -1.4 | -2.5 | 0.1 | 4.3 | 1.0 | 1.5 | 2.1 | 0.1 | 3.3 |
| 1948 |
+2.34 | -0.63 | -2.4 | -2.8 | 5.2 | 2.0 | 5.8 | 0.2 | -3.6 | 0.7 | -1.8 | 4.7 | -7.2 | 2.4 |
| 1947 |
+8.22 | -0.57 | 2.4 | -0.2 | -0.4 | -1.9 | 0.2 | 4.0 | 3.2 | -1.1 | -0.3 | 1.9 | -1.4 | 1.7 |
| 1946 |
+6.18 | -10.12 | 6.1 | -3.5 | 4.3 | 3.2 | 2.6 | -1.4 | -0.7 | -3.7 | -5.2 | 0.8 | 0.3 | 3.9 |
| 1945 |
+18.38 | +15.77 | 1.1 | 4.0 | -3.3 | 6.0 | 0.5 | -0.4 | -1.8 | 3.9 | 2.9 | 2.1 | 2.3 | 0.2 |
| 1944 |
+13.36 | +10.82 | 1.3 | 0.3 | 1.4 | -0.6 | 3.0 | 3.8 | -1.1 | 1.0 | 0.1 | 0.3 | 0.6 | 2.7 |
| 1943 |
+13.94 | +10.67 | 5.0 | 3.5 | 3.7 | 0.2 | 3.4 | 1.5 | -3.9 | 0.8 | 1.8 | -0.9 | -5.5 | 4.3 |
| 1942 |
+7.12 | -1.76 | 0.8 | -2.5 | -4.0 | -3.2 | 4.2 | 1.1 | 1.9 | 0.3 | 1.7 | 4.5 | -1.2 | 3.8 |
| 1941 |
-5.41 | -13.96 | -2.6 | -0.7 | 1.2 | -3.4 | 0.7 | 4.3 | 4.5 | -0.2 | -0.1 | -3.7 | -2.2 | -2.9 |
| 1940 |
+0.15 | -0.56 | -1.6 | 1.1 | 1.7 | 0.2 | -15.4 | 6.0 | 2.9 | 2.5 | 1.7 | 3.4 | -1.3 | 0.7 |
| 1939 |
+1.38 | +1.38 | -4.2 | 2.6 | -8.3 | 0.3 | 4.7 | -3.8 | 7.2 | -4.6 | 9.2 | 0.1 | -2.5 | 2.2 |
| 1938 |
+10.63 | +13.79 | 0.4 | 3.7 | -18.1 | 8.7 | -3.5 | 16.0 | 4.7 | -2.6 | 0.3 | 5.4 | -3.3 | 2.4 |
| 1937 |
-10.14 | -12.64 | 4.1 | 2.3 | -0.1 | -4.3 | 0.8 | -2.0 | 7.9 | -2.4 | -7.2 | -4.3 | -3.7 | -0.9 |
| 1936 |
+13.80 | +12.17 | 3.9 | 0.8 | 1.4 | -5.9 | 2.7 | 1.6 | 4.5 | 0.3 | -0.4 | 5.2 | 0.2 | -0.9 |
| 1935 |
+19.99 | +16.51 | -3.1 | -3.3 | -2.9 | 5.7 | 1.5 | 4.0 | 5.4 | 0.5 | 1.0 | 5.3 | 2.4 | 2.5 |
| 1934 |
+4.17 | +2.62 | 7.8 | -1.5 | 0.9 | -1.1 | -4.7 | 2.0 | -6.8 | 3.5 | -0.2 | -1.0 | 5.7 | 0.4 |
| 1933 |
+18.79 | +17.89 | -0.2 | -13.8 | 0.6 | 26.9 | 11.4 | 9.7 | -8.0 | 8.4 | -10.2 | -8.3 | 6.9 | 0.8 |
| 1932 |
-2.29 | +8.90 | -2.3 | 4.6 | -7.0 | -11.8 | -13.4 | 0.2 | 21.0 | 23.5 | -1.9 | -8.9 | -3.2 | 4.0 |
| 1931 |
-18.11 | -9.70 | 4.7 | 8.8 | -3.5 | -5.1 | -7.2 | 9.9 | -3.4 | 1.9 | -16.8 | 4.6 | -3.7 | -6.6 |
| 1930 |
-8.30 | -2.03 | 4.9 | 2.4 | 6.6 | -0.1 | -0.2 | -10.2 | 3.2 | 1.3 | -7.4 | -4.3 | -0.2 | -3.3 |
| 1929 |
-3.04 | -3.60 | 4.0 | -0.3 | -0.1 | 1.8 | -2.5 | 7.8 | 3.7 | 7.1 | -3.2 | -13.6 | -7.7 | 2.0 |
| 1928 |
+13.08 | +14.41 | -1.4 | -2.3 | 6.4 | 1.2 | -0.2 | -4.1 | -0.4 | 4.5 | 1.0 | 0.2 | 9.0 | -0.8 |
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
Compared to the Roger Gibson Talmud Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+8.06 | 10.67 | -40.17 | 66.7 | 33.3 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Talmud Portfolio 2x Leveraged Roger Gibson |
+6.16 | 25.20 | -42.70 | 66.7 | 33.3 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+5.99 | 13.38 | -22.88 | 66.7 | 33.3 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.34 | 11.59 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.14 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
