Last Update: 28 February 2021
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 8.58% compound annual return, with a 9.42% standard deviation.
In 2020, the portfolio granted a 2.63% 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:
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 |
Portfolio and ETF Returns
The Roger Gibson Talmud Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Roger Gibson Talmud Portfolio | +1.68 | +3.88 | +7.29 | +13.29 | +10.50 | +9.49 | +8.58 |
Components | |||||||
VTI - Vanguard Total Stock Market | +3.14 | +7.60 | +13.78 | +35.31 | +15.02 | +17.46 | +13.44 |
VNQ - Vanguard Real Estate | +3.43 | +6.28 | +10.03 | +4.79 | +10.55 | +7.18 | +8.19 |
BND - Vanguard Total Bond Market | -1.55 | -2.25 | -1.71 | +1.40 | +5.35 | +3.52 | +3.44 |
- 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.
Period | Returns Feb 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+1.68%
|
0.00%
|
1 - 0 | |
3M
|
+3.88%
|
-0.39%
Jan 2021 - Jan 2021
|
2 - 1 | |
6M
|
+7.29%
|
-3.81%
Sep 2020 - Oct 2020
|
3 - 3 | |
YTD
|
+1.29%
|
-0.39%
Jan 2021 - Jan 2021
|
1 - 1 | |
1Y
|
+13.29%
|
16.39%
|
-11.23%
Mar 2020 - Mar 2020
|
8 - 4 |
3Y
|
+10.50%
annualized
|
11.89%
|
-15.15%
Feb 2020 - Mar 2020
|
27 - 9 |
5Y
|
+9.49%
annualized
|
10.21%
|
-15.15%
Feb 2020 - Mar 2020
|
44 - 16 |
10Y
|
+8.58%
annualized
|
9.42%
|
-15.15%
Feb 2020 - Mar 2020
|
85 - 35 |
MAX
01 Jan 1994
|
+8.70%
annualized
|
10.34%
|
-40.18%
Jun 2007 - Feb 2009
|
221 - 105 |
* 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 |
+11.06% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.59% | 60 | 40 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+8.84% | 69 | 31 | 0 | Compare | |
Family Taxable Portfolio Ted Aronson |
+8.71% | 70 | 30 | 0 | Compare | |
Yale Endowment David Swensen |
+8.70% | 70 | 30 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Roger Gibson Talmud Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+9.32% |
+50.23% Apr 2009 - Mar 2010 |
-34.12% Mar 2008 - Feb 2009 |
13.33% |
2 Years |
+9.13% |
+34.84% Mar 2009 - Feb 2011 |
-21.88% Mar 2007 - Feb 2009 |
7.59% |
3 Years |
+8.88% |
+24.52% Mar 2009 - Feb 2012 |
-10.81% Mar 2006 - Feb 2009 |
7.90% |
5 Years |
+8.51% |
+19.10% Mar 2009 - Feb 2014 |
-2.47% Mar 2004 - Feb 2009 |
1.12% |
7 Years |
+8.38% |
+15.12% Apr 2009 - Mar 2016 |
+1.35% Mar 2002 - Feb 2009 |
0.00% |
10 Years |
+8.34% |
+12.85% Mar 2009 - Feb 2019 |
+2.98% Mar 1999 - Feb 2009 |
0.00% |
15 Years |
+7.99% |
+9.16% May 1995 - Apr 2010 |
+5.75% Mar 1994 - Feb 2009 |
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 and Yearly/Monthly Returns
Roger Gibson Talmud Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.6 | 0.0 | 0.8 | 1.7 | 0.7 | 0.5 | 1.2 | 0.3 | 0.3 | 0.1 | 1.1 | 1.7 |
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 |
7.4 2020 |
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 |
64 | 68 | 70 | 74 | 70 | 67 | 70 | 63 | 59 | 56 | 70 | 81 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2021 |
+1.29% | -0.4 | 1.7 | ||||||||||
2020 |
+8.02% | 1.1 | -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% | 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