Last Update: 31 July 2022
The Roger Gibson Five Asset Portfolio obtained a 7.78% compound annual return, with a 10.96% standard deviation, in the last 30 Years.
The Aggressive Global Income Portfolio obtained a 9.48% compound annual return, with a 13.99% standard deviation, in the last 30 Years.
Summary
| Roger Gibson Five Asset Portfolio | Aggressive Global Income Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 60% | 80% |
| Fixed Income | 20% | 20% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.78% | +9.48% |
| Std Dev | 10.96% | 13.99% | |
| Max Drawdown | -44.75% | -52.63% | |
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(*) | |
|---|---|---|---|---|---|---|---|
| Roger Gibson Five Asset Portfolio | +3.66 | -2.77 | -0.06 | +7.75 | +6.41 | +7.78 | +8.76 |
| Aggressive Global Income Portfolio | +4.61 | -5.55 | -3.11 | +4.76 | +7.11 | +9.48 | +9.99 |
Capital Growth as of Jul 31, 2022
Roger Gibson Five Asset Portfolio: an investment of 1000$, since August 1992, now would be worth 9453.40$, with a total return of 845.34% (7.78% annualized).
Aggressive Global Income Portfolio: an investment of 1000$, since August 1992, now would be worth 15140.80$, with a total return of 1414.08% (9.48% annualized).
Roger Gibson Five Asset Portfolio: an investment of 1000$, since January 1986, now would be worth 21554.79$, with a total return of 2055.48% (8.76% annualized).
Aggressive Global Income Portfolio: an investment of 1000$, since January 1986, now would be worth 32518.68$, with a total return of 3151.87% (9.99% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Roger Gibson Five Asset Portfolio |
Aggressive Global Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -44.75% | Jun 2008 | Feb 2009 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -19.30% | Jan 2020 | Mar 2020 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.17% | May 2002 | Feb 2003 | |||
| -16.13% | Mar 2000 | Sep 2001 | |||
| -15.33% | May 1998 | Aug 1998 | |||
| -15.14% | May 2011 | Sep 2011 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -13.25% | Apr 1998 | Aug 1998 | |||
| -13.03% | Sep 2014 | Feb 2016 | |||
| -11.36% | Feb 2001 | Oct 2001 | |||
| -10.76% | Jan 2022 | Jun 2022 | |||
| -10.00% | Oct 2018 | Dec 2018 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -8.71% | Apr 2022 | Jun 2022 | |||
| -6.61% | Feb 1994 | Nov 1994 | |||
| -5.80% | Apr 2004 | Apr 2004 | |||
| -5.79% | Apr 2004 | Apr 2004 | |||
Drawdown comparison chart since January 1986.
Roger Gibson Five Asset Portfolio |
Aggressive Global Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -52.63% | Nov 2007 | Feb 2009 | |||
| -44.75% | Jun 2008 | Feb 2009 | |||
| -23.84% | Jan 2020 | Mar 2020 | |||
| -20.76% | Sep 1987 | Nov 1987 | |||
| -19.34% | Jan 1990 | Sep 1990 | |||
| -19.30% | Jan 2020 | Mar 2020 | |||
| -17.13% | May 2011 | Sep 2011 | |||
| -16.17% | May 2002 | Feb 2003 | |||
| -16.13% | Mar 2000 | Sep 2001 | |||
| -15.33% | May 1998 | Aug 1998 | |||
| -15.14% | May 2011 | Sep 2011 | |||
| -13.63% | May 2015 | Jan 2016 | |||
| -13.25% | Apr 1998 | Aug 1998 | |||
| -13.03% | Sep 2014 | Feb 2016 | |||
| -11.38% | Sep 1987 | Nov 1987 | |||
| -11.36% | Feb 2001 | Oct 2001 | |||
| -10.76% | Jan 2022 | Jun 2022 | |||
| -10.00% | Oct 2018 | Dec 2018 | |||
| -9.93% | Feb 2018 | Dec 2018 | |||
| -8.71% | Apr 2022 | Jun 2022 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1986.
| Year | Roger Gibson Five Asset Portfolio | Aggressive Global Income Portfolio |
|---|---|---|
| 2022 |
-4.88% | -6.65% |
| 2021 |
+22.77% | +17.07% |
| 2020 |
+5.29% | -1.13% |
| 2019 |
+20.35% | +19.97% |
| 2018 |
-7.26% | -8.07% |
| 2017 |
+12.32% | +13.53% |
| 2016 |
+9.61% | +18.29% |
| 2015 |
-5.77% | -6.99% |
| 2014 |
+3.39% | +3.96% |
| 2013 |
+8.12% | +19.30% |
| 2012 |
+12.31% | +12.95% |
| 2011 |
+0.22% | +0.62% |
| 2010 |
+15.28% | +14.37% |
| 2009 |
+23.98% | +33.97% |
| 2008 |
-29.02% | -34.21% |
| 2007 |
+8.47% | +3.78% |
| 2006 |
+15.69% | +23.12% |
| 2005 |
+11.50% | +12.89% |
| 2004 |
+17.11% | +15.91% |
| 2003 |
+28.11% | +33.93% |
| 2002 |
+3.88% | -7.75% |
| 2001 |
-8.31% | +5.43% |
| 2000 |
+12.13% | +0.11% |
| 1999 |
+18.03% | +41.89% |
| 1998 |
-0.41% | +10.70% |
| 1997 |
+8.02% | +17.80% |
| 1996 |
+19.46% | +13.23% |
| 1995 |
+18.27% | +21.51% |
| 1994 |
+0.49% | +2.43% |
| 1993 |
+11.92% | +19.55% |
| 1992 |
+4.38% | +4.78% |
| 1991 |
+17.71% | +27.42% |
| 1990 |
-1.78% | -14.05% |
| 1989 |
+20.20% | +16.55% |
| 1988 |
+18.43% | +20.36% |
| 1987 |
+11.07% | +9.17% |
| 1986 |
+22.93% | +28.71% |