Last Update: 31 July 2022
The Bill Bernstein No Brainer Portfolio obtained a 7.86% compound annual return, with a 11.40% standard deviation, in the last 30 Years.
The Roger Gibson Talmud Portfolio obtained a 8.67% compound annual return, with a 10.35% standard deviation, in the last 30 Years.
Summary
| Bill Bernstein No Brainer Portfolio | Roger Gibson Talmud Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 75% | 66.67% |
| Fixed Income | 25% | 33.33% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.86% | +8.67% |
| Std Dev | 11.40% | 10.35% | |
| Max Drawdown | -40.40% | -40.17% | |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1986
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein No Brainer Portfolio | +5.45 | -6.77 | -7.55 | +6.58 | +8.30 | +7.86 | +8.63 |
| Roger Gibson Talmud Portfolio | +6.59 | -6.82 | -6.58 | +7.22 | +7.99 | +8.67 | +9.06 |
Capital Growth as of Jul 31, 2022
Bill Bernstein No Brainer Portfolio: an investment of 1000$, since August 1992, now would be worth 9679.87$, with a total return of 867.99% (7.86% annualized).
Roger Gibson Talmud Portfolio: an investment of 1000$, since August 1992, now would be worth 12119.52$, with a total return of 1111.95% (8.67% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1000$, since January 1986, now would be worth 20652.47$, with a total return of 1965.25% (8.63% annualized).
Roger Gibson Talmud Portfolio: an investment of 1000$, since January 1986, now would be worth 23891.64$, with a total return of 2289.16% (9.06% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Bill Bernstein No Brainer Portfolio |
Roger Gibson Talmud Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.40% | Nov 2007 | Feb 2009 | |||
| -40.17% | Jun 2007 | Feb 2009 | |||
| -24.46% | Apr 2000 | Sep 2002 | |||
| -18.24% | Jan 2020 | Mar 2020 | |||
| -17.40% | Jan 2022 | Jun 2022 | |||
| -16.20% | May 2011 | Sep 2011 | |||
| -15.19% | Jan 2022 | Jun 2022 | |||
| -15.16% | Feb 2020 | Mar 2020 | |||
| -13.95% | May 1998 | Aug 1998 | |||
| -11.92% | Sep 2018 | Dec 2018 | |||
| -10.50% | Jun 2011 | Sep 2011 | |||
| -10.43% | Jul 1998 | Aug 1998 | |||
| -9.17% | Jun 2015 | Feb 2016 | |||
| -8.70% | Oct 1993 | Nov 1994 | |||
| -8.26% | Apr 2002 | Oct 2002 | |||
| -7.57% | Sep 2018 | Dec 2018 | |||
| -6.69% | Apr 2004 | Apr 2004 | |||
| -5.69% | Apr 2015 | Aug 2015 | |||
| -5.08% | Feb 2001 | Mar 2001 | |||
| -4.84% | Aug 2016 | Oct 2016 | |||
Drawdown comparison chart since January 1986.
Bill Bernstein No Brainer Portfolio |
Roger Gibson Talmud Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.40% | Nov 2007 | Feb 2009 | |||
| -40.17% | Jun 2007 | Feb 2009 | |||
| -24.46% | Apr 2000 | Sep 2002 | |||
| -19.71% | Sep 1987 | Nov 1987 | |||
| -18.24% | Jan 2020 | Mar 2020 | |||
| -17.40% | Jan 2022 | Jun 2022 | |||
| -16.20% | May 2011 | Sep 2011 | |||
| -15.52% | Sep 1987 | Nov 1987 | |||
| -15.19% | Jan 2022 | Jun 2022 | |||
| -15.16% | Feb 2020 | Mar 2020 | |||
| -14.76% | Jan 1990 | Sep 1990 | |||
| -13.95% | May 1998 | Aug 1998 | |||
| -11.92% | Sep 2018 | Dec 2018 | |||
| -10.50% | Jun 2011 | Sep 2011 | |||
| -10.43% | Jul 1998 | Aug 1998 | |||
| -10.14% | Jul 1990 | Oct 1990 | |||
| -9.17% | Jun 2015 | Feb 2016 | |||
| -8.70% | Oct 1993 | Nov 1994 | |||
| -8.26% | Apr 2002 | Oct 2002 | |||
| -7.57% | Sep 2018 | Dec 2018 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1986.
| Year | Bill Bernstein No Brainer Portfolio | Roger Gibson Talmud Portfolio |
|---|---|---|
| 2022 |
-10.57% | -11.96% |
| 2021 |
+15.39% | +21.44% |
| 2020 |
+11.61% | +8.02% |
| 2019 |
+19.82% | +22.79% |
| 2018 |
-6.41% | -3.78% |
| 2017 |
+15.70% | +9.90% |
| 2016 |
+11.03% | +7.99% |
| 2015 |
-1.35% | +1.11% |
| 2014 |
+3.78% | +16.24% |
| 2013 |
+22.10% | +11.22% |
| 2012 |
+12.91% | +12.41% |
| 2011 |
-2.59% | +5.83% |
| 2010 |
+14.15% | +17.33% |
| 2009 |
+22.80% | +20.87% |
| 2008 |
-26.26% | -22.37% |
| 2007 |
+7.14% | -1.40% |
| 2006 |
+15.27% | +18.42% |
| 2005 |
+7.66% | +6.88% |
| 2004 |
+13.66% | +15.93% |
| 2003 |
+27.39% | +23.46% |
| 2002 |
-10.88% | -2.82% |
| 2001 |
-4.49% | +3.27% |
| 2000 |
-4.63% | +9.05% |
| 1999 |
+18.99% | +6.34% |
| 1998 |
+12.24% | +5.18% |
| 1997 |
+15.88% | +19.74% |
| 1996 |
+12.52% | +19.46% |
| 1995 |
+20.57% | +22.03% |
| 1994 |
+2.49% | -3.74% |
| 1993 |
+16.21% | +13.33% |
| 1992 |
+4.40% | +10.28% |
| 1991 |
+24.11% | +27.78% |
| 1990 |
-9.08% | -4.26% |
| 1989 |
+18.78% | +16.87% |
| 1988 |
+17.83% | +12.71% |
| 1987 |
+8.39% | +0.17% |
| 1986 |
+25.39% | +16.28% |