Roger Gibson Talmud Portfolio: ETF allocation and returns

Last Update: 31 March 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 7.56% compound annual return, with a 9.34% 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

Portfolio and ETF Returns

The Roger Gibson Talmud Portfolio guaranteed the following returns.

Portfolio returns are calculated assuming a rebalancing of the components at the beginning of each year (i.e. at every January 1st).

ROGER GIBSON TALMUD PORTFOLIO RETURNS (%)

Last Update: 31 March 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Roger Gibson Talmud Portfolio	-11.23	-14.27	-11.47	-5.54	+2.82	+3.43	+7.56
*Components*
VTI - Vanguard Total Stock Market	-13.91	-20.84	-13.76	-9.27	+3.99	+5.77	+10.15
VNQ - Vanguard Real Estate	-19.42	-24.16	-23.73	-16.73	-1.49	+0.47	+7.87
BND - Vanguard Total Bond Market	-1.43	+2.20	+2.40	+8.01	+4.52	+3.14	+3.66

(*) annualized

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: 31 March 2020

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Period	Returns Mar 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-11.23%		-11.23% Mar 2020 - Mar 2020	0 - 1
3M	-14.27%		-15.15% Feb 2020 - Mar 2020	1 - 2
6M	-11.47%		-15.15% Feb 2020 - Mar 2020	4 - 2
YTD	-14.27%		-15.15% Feb 2020 - Mar 2020	1 - 2
1Y	-5.54%	12.97%	-15.15% Feb 2020 - Mar 2020	9 - 3
3Y	+2.82% annualized	10.27%	-15.15% Feb 2020 - Mar 2020	28 - 8
5Y	+3.43% annualized	9.56%	-15.15% Feb 2020 - Mar 2020	41 - 19
10Y	+7.56% annualized	9.34%	-15.15% Feb 2020 - Mar 2020	84 - 36
MAX 01 Jan 1994	+8.01% annualized	10.28%	-40.18% Jun 2007 - Feb 2009	213 - 102

* 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	+8.75%	2	75	25	0
Stocks/Bonds 60/40	+7.84%	2	60	40	0
Talmud Portfolio Roger Gibson	+7.56%	3	66.67	33.33	0
Yale Endowment David Swensen	+7.51%	6	70	30	0
Golden Butterfly	+6.89%	5	40	40	20

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since March 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.15%	Feb 2020	Mar 2020	2	in progress	0	2
-10.49%	Jun 2011	Sep 2011	4	Jan 2012	4	8
-7.58%	Sep 2018	Dec 2018	4	Feb 2019	2	6
-7.24%	May 2010	Jun 2010	2	Sep 2010	3	5
-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
-3.41%	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%	Apr 2016	Apr 2016	1	May 2016	1	2
-0.46%	Mar 2011	Mar 2011	1	Apr 2011	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	in progress	0	2
-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
-3.47%	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
-3.03%	Aug 2005	Oct 2005	3	Dec 2005	2	5

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	+9.47%	+50.23% Apr 2009 - Mar 2010	-34.12% Mar 2008 - Feb 2009	13.82%
2 Years	+9.14%	+34.84% Mar 2009 - Feb 2011	-21.88% Mar 2007 - Feb 2009	7.88%
3 Years	+8.95%	+24.52% Mar 2009 - Feb 2012	-10.81% Mar 2006 - Feb 2009	8.21%
5 Years	+8.55%	+19.10% Mar 2009 - Feb 2014	-2.47% Mar 2004 - Feb 2009	1.17%
7 Years	+8.40%	+15.12% Apr 2009 - Mar 2016	+1.35% Mar 2002 - Feb 2009	0.00%
10 Years	+8.31%	+12.85% Mar 2009 - Feb 2019	+2.98% Mar 1999 - Feb 2009	0.00%
15 Years	+8.05%	+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
2020	-14.27%	1.1	-4.4	-11.2
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