Roger Gibson Five Asset vs Gretchen Tai Portfolio Comparison

Last Update: 31 March 2024

The Roger Gibson Five Asset Portfolio obtained a 7.51% compound annual return, with a 11.27% standard deviation, in the last 30 Years.

The Gretchen Tai Portfolio obtained a 7.37% compound annual return, with a 11.61% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Roger Gibson Five Asset Portfolio Gretchen Tai Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 70%
Fixed Income 20% 30%
Commodities 20% 0%
30 Years Stats Return +7.51% +7.37%
Std Dev 11.27% 11.61%
Max Drawdown -44.75% -41.80%
All time Stats
(Since Jan 1986)		 Return +8.55% +8.83%
Std Dev 10.73% 11.86%
Max Drawdown -44.75% -41.80%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1986

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Roger Gibson Five Asset Portfolio +2.56 +11.33 +10.96 +7.37 +5.49 +7.51 +8.55
Gretchen Tai Portfolio +2.48 +14.59 +13.30 +6.51 +5.99 +7.37 +8.83
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

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).

Gretchen Tai Portfolio: an investment of 1$, since April 1994, now would be worth 8.44$, with a total return of 743.65% (7.37% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1986, now would be worth 23.06$, with a total return of 2205.81% (8.55% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 25.49$, with a total return of 2448.56% (8.83% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Roger Gibson Five Asset Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-5.25% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.31
-4.84% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.50

Drawdown comparison chart since January 1986.

Swipe left to see all data
Roger Gibson Five Asset Portfolio
Gretchen Tai Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.38% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-7.29% Jan 1990 Apr 1990 (4) Jan 1991 (13) 3.44

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.20%
 -0.91%
+3.99%
 -0.85%
2023
+10.78%
 -7.73%
+15.12%
 -9.19%
2022
-11.00%
 -16.29%
-17.30%
 -23.59%
2021
+22.77%
 -3.55%
+12.15%
 -3.19%
2020
+5.29%
 -19.30%
+12.24%
 -16.24%
2019
+20.35%
 -3.32%
+20.82%
 -3.77%
2018
-7.26%
 -10.00%
-7.59%
 -10.37%
2017
+12.32%
 -0.50%
+18.32%
 0.00%
2016
+9.61%
 -3.95%
+7.93%
 -3.80%
2015
-5.77%
 -8.86%
-2.21%
 -8.93%
2014
+3.39%
 -4.13%
+4.44%
 -3.36%
2013
+8.12%
 -4.34%
+14.58%
 -4.17%
2012
+12.31%
 -6.55%
+14.85%
 -6.38%
2011
+0.22%
 -15.14%
-1.45%
 -14.25%
2010
+15.28%
 -9.00%
+12.51%
 -8.38%
2009
+23.98%
 -16.95%
+26.58%
 -15.87%
2008
-29.02%
 -36.68%
-27.67%
 -32.64%
2007
+8.47%
 -3.75%
+9.39%
 -4.36%
2006
+15.69%
 -2.03%
+17.39%
 -3.34%
2005
+11.50%
 -3.59%
+10.26%
 -3.11%
2004
+17.11%
 -5.79%
+15.60%
 -4.14%
2003
+28.11%
 -2.15%
+29.40%
 -2.98%
2002
+3.88%
 -5.15%
-7.43%
 -14.03%
2001
-8.31%
 -11.36%
-6.29%
 -15.42%
2000
+12.13%
 -2.94%
-4.67%
 -9.28%
1999
+18.03%
 -2.76%
+22.01%
 -2.31%
1998
-0.41%
 -13.25%
+10.02%
 -12.86%
1997
+8.02%
 -3.37%
+11.39%
 -4.43%
1996
+19.46%
 -2.51%
+10.62%
 -3.29%
1995
+18.27%
 -1.10%
+17.98%
 -1.12%
1994
+0.49%
 -6.61%
-0.51%
 -7.04%
1993
+11.92%
 -4.90%
+26.87%
 -4.15%
1992
+4.38%
 -3.09%
+0.50%
 -4.36%
1991
+17.71%
 -3.33%
+30.31%
 -4.13%
1990
-1.78%
 -7.29%
-8.54%
 -16.12%
1989
+20.20%
 -1.50%
+25.15%
 -2.12%
1988
+18.43%
 -1.97%
+19.39%
 -3.11%
1987
+11.07%
 -11.38%
+4.96%
 -17.50%
1986
+22.93%
 -2.98%
+29.74%
 -4.54%