Roger Gibson Talmud Portfolio: ETF allocation and returns

Last Update: 31 October 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 8.2% compound annual return, with a 9.24% 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 October 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Roger Gibson Talmud Portfolio	-1.76	-1.68	+6.16	+0.09	+5.90	+6.52	+8.20
*Components*
VTI - Vanguard Total Stock Market	-1.95	+1.30	+15.48	+10.34	+10.11	+11.52	+12.81
VNQ - Vanguard Real Estate	-3.00	-5.18	+2.39	-15.86	+1.66	+3.39	+7.65
BND - Vanguard Total Bond Market	-0.56	-1.59	+1.18	+6.14	+5.07	+4.05	+3.41

(*) 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 October 2020

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Period	Returns Oct 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.76%		-1.76% Oct 2020 - Oct 2020	0 - 1
3M	-1.68%		-3.81% Sep 2020 - Oct 2020	1 - 2
6M	+6.16%		-3.81% Sep 2020 - Oct 2020	4 - 2
YTD	-1.90%		-15.15% Feb 2020 - Mar 2020	6 - 4
1Y	+0.09%	15.60%	-15.15% Feb 2020 - Mar 2020	8 - 4
3Y	+5.90% annualized	11.54%	-15.15% Feb 2020 - Mar 2020	26 - 10
5Y	+6.52% annualized	9.83%	-15.15% Feb 2020 - Mar 2020	42 - 18
10Y	+8.20% annualized	9.24%	-15.15% Feb 2020 - Mar 2020	85 - 35
MAX 01 Jan 1994	+8.37% annualized	10.31%	-40.18% Jun 2007 - Feb 2009	218 - 104

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	Stocks	Bonds
Simple Path to Wealth JL Collins	+10.58%	75	25	Compare
Stocks/Bonds 60/40	+9.21%	60	40	Compare
Talmud Portfolio Roger Gibson	+8.20%	66.67	33.33
Edge Select Moderately Aggressive Merrill Lynch	+8.16%	69	31	Compare
Yale Endowment David Swensen	+8.12%	70	30	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.15%	Feb 2020	Mar 2020	2	Aug 2020	5	7
-10.49%	Jun 2011	Sep 2011	4	Jan 2012	4	8
-7.58%	Sep 2018	Dec 2018	4	Feb 2019	2	6
-5.69%	Apr 2015	Aug 2015	5	Mar 2016	7	12
-4.84%	Aug 2016	Oct 2016	3	Feb 2017	4	7
-4.75%	May 2013	Aug 2013	4	Oct 2013	2	6
-4.20%	Jan 2018	Feb 2018	2	Jun 2018	4	6
-3.81%	Sep 2020	Oct 2020	2	in progress	0	2
-3.41%	May 2012	May 2012	1	Jul 2012	2	3
-3.05%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-1.65%	May 2019	May 2019	1	Jun 2019	1	2
-0.97%	Oct 2012	Oct 2012	1	Dec 2012	2	3
-0.80%	Mar 2017	Mar 2017	1	May 2017	2	3
-0.76%	Nov 2013	Nov 2013	1	Dec 2013	1	2
-0.73%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.71%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.46%	Mar 2011	Mar 2011	1	Apr 2011	1	2
-0.46%	Apr 2016	Apr 2016	1	May 2016	1	2

Worst drawdowns since December 1993.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-40.18%	Jun 2007	Feb 2009	21	Oct 2010	20	41
-15.15%	Feb 2020	Mar 2020	2	Aug 2020	5	7
-10.49%	Jun 2011	Sep 2011	4	Jan 2012	4	8
-10.43%	Jul 1998	Aug 1998	2	Dec 1998	4	6
-8.68%	Feb 1994	Nov 1994	10	May 1995	6	16
-8.26%	Apr 2002	Oct 2002	7	May 2003	7	14
-7.58%	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
-4.75%	May 2013	Aug 2013	4	Oct 2013	2	6
-4.64%	Jul 1999	Sep 1999	3	Dec 1999	3	6
-4.33%	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
-3.81%	Sep 2020	Oct 2020	2	in progress	0	2
-3.47%	Jan 2005	Jan 2005	1	May 2005	4	5
-3.41%	May 2012	May 2012	1	Jul 2012	2	3
-3.05%	Sep 2014	Sep 2014	1	Oct 2014	1	2

Rolling Returns

Roger Gibson Talmud Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+9.33%	+50.23% Apr 2009 - Mar 2010	-34.12% Mar 2008 - Feb 2009	13.50%
2 Years	+9.09%	+34.84% Mar 2009 - Feb 2011	-21.88% Mar 2007 - Feb 2009	7.69%
3 Years	+8.88%	+24.52% Mar 2009 - Feb 2012	-10.81% Mar 2006 - Feb 2009	8.01%
5 Years	+8.51%	+19.10% Mar 2009 - Feb 2014	-2.47% Mar 2004 - Feb 2009	1.14%
7 Years	+8.38%	+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	+8.00%	+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	0.3	0.1	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	59	56	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	-1.90%	1.1	-4.4	-11.2	7.8	2.5	1.7	3.5	2.2	-2.1	-1.8
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