European Stocks vs Roger Gibson Talmud Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 66.67%
Fixed Income 0% 33.33%
Commodities 0% 0%
30 Years Stats Return +6.89% +8.20%
Std Dev 17.88% 10.85%
Max Drawdown -59.77% -40.17%
All time Stats
(Since Jan 1970)
Return +8.75% +9.63%
Std Dev 17.39% 10.59%
Max Drawdown -59.77% -40.17%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +8.75
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +9.63
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% annualized).

European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 93.95$, with a total return of 9294.61% (8.75% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1970, now would be worth 145.57$, with a total return of 14457.39% (9.63% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks Portfolio
Roger Gibson Talmud 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
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96

Drawdown comparison chart since January 1970.

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European Stocks Portfolio
Roger Gibson Talmud 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
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-38.16% Jan 1973 Sep 1974 (21) Jun 1975 (30) 16.35
-33.23% Dec 1980 Jul 1982 (20) Apr 1983 (29) 17.61
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-26.83% Jan 1970 Jun 1970 (6) Mar 1971 (15) 14.63
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-25.53% Dec 1972 Sep 1974 (22) Jan 1976 (38) 11.81
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-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
-19.23% Feb 1976 Nov 1976 (10) Dec 1977 (23) 11.06
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.84% Feb 1980 Mar 1980 (2) Sep 1980 (8) 6.26

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.
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Year Return Drawdown Return Drawdown
2024
+1.15%
-1.23%
+0.59%
-1.37%
2023
+20.21%
-11.19%
+14.42%
-9.16%
2022
-16.00%
-30.58%
-19.62%
-22.88%
2021
+16.88%
-5.48%
+21.44%
-3.93%
2020
+6.11%
-25.65%
+8.02%
-15.16%
2019
+24.86%
-5.67%
+22.79%
-1.65%
2018
-14.91%
-19.44%
-3.78%
-7.57%
2017
+26.99%
-0.51%
+9.90%
-0.80%
2016
-0.37%
-8.60%
+7.99%
-4.84%
2015
-1.94%
-11.47%
+1.11%
-5.69%
2014
-7.10%
-11.75%
+16.24%
-3.05%
2013
+24.38%
-4.42%
+11.22%
-4.74%
2012
+21.57%
-14.17%
+12.41%
-3.41%
2011
-11.64%
-27.74%
+5.83%
-10.50%
2010
+6.05%
-17.10%
+17.33%
-7.24%
2009
+31.33%
-22.78%
+20.87%
-18.28%
2008
-44.71%
-48.36%
-22.37%
-28.90%
2007
+13.24%
-5.77%
-1.40%
-7.11%
2006
+33.06%
-2.93%
+18.42%
-3.01%
2005
+9.26%
-4.49%
+6.88%
-3.47%
2004
+20.86%
-3.93%
+15.93%
-6.69%
2003
+38.70%
-9.25%
+23.46%
-1.81%
2002
-17.95%
-25.96%
-2.82%
-8.26%
2001
-20.30%
-27.21%
+3.27%
-5.08%
2000
-8.21%
-14.23%
+9.05%
-4.13%
1999
+16.66%
-4.90%
+6.34%
-4.64%
1998
+28.86%
-16.03%
+5.18%
-10.43%
1997
+24.23%
-5.68%
+19.74%
-1.89%
1996
+21.25%
-1.20%
+19.46%
-1.65%
1995
+22.28%
-3.97%
+22.03%
-0.94%
1994
+1.88%
-7.00%
-3.74%
-8.67%
1993
+29.13%
-2.19%
+13.33%
-2.90%
1992
-3.32%
-12.85%
+10.28%
-1.73%
1991
+12.40%
-12.16%
+27.78%
-2.56%
1990
-3.87%
-20.21%
-4.26%
-10.14%
1989
+28.18%
-6.85%
+16.87%
-1.33%
1988
+13.69%
-6.81%
+12.71%
-1.50%
1987
+7.05%
-23.15%
+0.17%
-15.52%
1986
+40.96%
-8.83%
+16.28%
-3.57%
1985
+78.72%
0.00%
+24.20%
-2.28%
1984
+0.52%
-9.51%
+12.71%
-4.02%
1983
+20.82%
-3.29%
+19.51%
-2.63%
1982
+3.86%
-19.58%
+24.41%
-3.38%
1981
-12.54%
-16.77%
+3.76%
-8.59%
1980
+11.80%
-12.84%
+20.13%
-9.71%
1979
+12.18%
-7.42%
+21.82%
-8.78%
1978
+21.77%
-6.97%
+6.65%
-7.13%
1977
+21.77%
-2.49%
+6.70%
-1.95%
1976
-7.88%
-19.23%
+29.26%
-1.67%
1975
+41.32%
-10.90%
+21.49%
-7.79%
1974
-24.15%
-32.15%
-14.51%
-20.06%
1973
-8.86%
-10.68%
-9.74%
-10.13%
1972
+14.25%
-2.68%
+9.45%
-2.27%
1971
+26.21%
-4.56%
+10.45%
-6.96%
1970
-10.74%
-26.83%
+10.08%
-12.17%