Last Update: 31 March 2024
The European Stocks Portfolio obtained a 7.14% compound annual return, with a 17.87% standard deviation, in the last 30 Years.
The Roger Gibson Five Asset Portfolio obtained a 7.51% compound annual return, with a 11.27% standard deviation, in the last 30 Years.
Summary
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| European Stocks Portfolio | Roger Gibson Five Asset Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 60% |
| Fixed Income | 0% | 20% | |
| Commodities | 0% | 20% | |
| 30 Years Stats | Return | +7.14% | +7.51% |
| Std Dev | 17.87% | 11.27% | |
| Max Drawdown | -59.77% | -44.75% | |
| All time Stats (Since Jan 1985) |
Return | +9.93% | +8.98% |
| Std Dev | 17.87% | 10.67% | |
| Max Drawdown | -59.77% | -44.75% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | +3.82 | +17.73 | +14.41 | +8.17 | +4.70 | +7.14 | +9.93 |
| Roger Gibson Five Asset Portfolio | +2.56 | +11.33 | +10.96 | +7.37 | +5.49 | +7.51 | +8.98 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
European Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 7.91$, with a total return of 690.82%
(7.14% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since April 1994, now would be worth 8.77$, with a total return of 777.02% (7.51% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since April 1994, now would be worth 8.77$, with a total return of 777.02% (7.51% annualized).
European Stocks Portfolio: an investment of 1$, since January 1985,
now would be worth 41.04$, with a total return of 4004.20%
(9.93% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 29.24$, with a total return of 2824.00% (8.98% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 29.24$, with a total return of 2824.00% (8.98% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
European Stocks Portfolio
|
Roger Gibson Five Asset Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.68 | |||||
| -13.03% | Sep 2014 | Feb 2016 (18) | Jan 2017 (29) | 5.79 | |||||
| -11.36% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.61 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -5.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.17 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -5.25% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.31 | |||||
| -5.18% | May 1994 | Jun 1994 (2) | Aug 1994 (4) | 2.96 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
European Stocks Portfolio
|
Roger Gibson Five Asset Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -23.15% | Oct 1987 | Nov 1987 (2) | Jul 1989 (22) | 13.00 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -20.21% | Aug 1990 | Sep 1990 (2) | May 1992 (22) | 10.46 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.68 | |||||
| -13.03% | Sep 2014 | Feb 2016 (18) | Jan 2017 (29) | 5.79 | |||||
| -12.85% | Jun 1992 | Nov 1992 (6) | Aug 1993 (15) | 7.00 | |||||
| -11.38% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.93 | |||||
| -11.36% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.61 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.83% | May 1986 | May 1986 (1) | Aug 1986 (4) | 5.18 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.01%
|
-1.23% |
+3.20%
|
-0.91% |
| 2023 |
+20.21%
|
-11.19% |
+10.78%
|
-7.73% |
| 2022 |
-16.00%
|
-30.58% |
-11.00%
|
-16.29% |
| 2021 |
+16.88%
|
-5.48% |
+22.77%
|
-3.55% |
| 2020 |
+6.11%
|
-25.65% |
+5.29%
|
-19.30% |
| 2019 |
+24.86%
|
-5.67% |
+20.35%
|
-3.32% |
| 2018 |
-14.91%
|
-19.44% |
-7.26%
|
-10.00% |
| 2017 |
+26.99%
|
-0.51% |
+12.32%
|
-0.50% |
| 2016 |
-0.37%
|
-8.60% |
+9.61%
|
-3.95% |
| 2015 |
-1.94%
|
-11.47% |
-5.77%
|
-8.86% |
| 2014 |
-7.10%
|
-11.75% |
+3.39%
|
-4.13% |
| 2013 |
+24.38%
|
-4.42% |
+8.12%
|
-4.34% |
| 2012 |
+21.57%
|
-14.17% |
+12.31%
|
-6.55% |
| 2011 |
-11.64%
|
-27.74% |
+0.22%
|
-15.14% |
| 2010 |
+6.05%
|
-17.10% |
+15.28%
|
-9.00% |
| 2009 |
+31.33%
|
-22.78% |
+23.98%
|
-16.95% |
| 2008 |
-44.71%
|
-48.36% |
-29.02%
|
-36.68% |
| 2007 |
+13.24%
|
-5.77% |
+8.47%
|
-3.75% |
| 2006 |
+33.06%
|
-2.93% |
+15.69%
|
-2.03% |
| 2005 |
+9.26%
|
-4.49% |
+11.50%
|
-3.59% |
| 2004 |
+20.86%
|
-3.93% |
+17.11%
|
-5.79% |
| 2003 |
+38.70%
|
-9.25% |
+28.11%
|
-2.15% |
| 2002 |
-17.95%
|
-25.96% |
+3.88%
|
-5.15% |
| 2001 |
-20.30%
|
-27.21% |
-8.31%
|
-11.36% |
| 2000 |
-8.21%
|
-14.23% |
+12.13%
|
-2.94% |
| 1999 |
+16.66%
|
-4.90% |
+18.03%
|
-2.76% |
| 1998 |
+28.86%
|
-16.03% |
-0.41%
|
-13.25% |
| 1997 |
+24.23%
|
-5.68% |
+8.02%
|
-3.37% |
| 1996 |
+21.25%
|
-1.20% |
+19.46%
|
-2.51% |
| 1995 |
+22.28%
|
-3.97% |
+18.27%
|
-1.10% |
| 1994 |
+1.88%
|
-7.00% |
+0.49%
|
-6.61% |
| 1993 |
+29.13%
|
-2.19% |
+11.92%
|
-4.90% |
| 1992 |
-3.32%
|
-12.85% |
+4.38%
|
-3.09% |
| 1991 |
+12.40%
|
-12.16% |
+17.71%
|
-3.33% |
| 1990 |
-3.87%
|
-20.21% |
-1.78%
|
-7.29% |
| 1989 |
+28.18%
|
-6.85% |
+20.20%
|
-1.50% |
| 1988 |
+13.69%
|
-6.81% |
+18.43%
|
-1.97% |
| 1987 |
+7.05%
|
-23.15% |
+11.07%
|
-11.38% |
| 1986 |
+40.96%
|
-8.83% |
+22.93%
|
-2.98% |
| 1985 |
+78.72%
|
0.00% |
+26.81%
|
-0.45% |
