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 Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.63% compound annual return, with a 13.23% standard deviation, in the last 30 Years.
Summary
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| Roger Gibson Five Asset Portfolio | Merrill Lynch Edge Select Aggressive Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 60% | 84% |
| Fixed Income | 20% | 16% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.51% | +8.63% |
| Std Dev | 11.27% | 13.23% | |
| Max Drawdown | -44.75% | -45.65% | |
| All time Stats (Since Jan 1985) |
Return | +8.98% | +10.52% |
| Std Dev | 10.67% | 13.37% | |
| Max Drawdown | -44.75% | -45.65% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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 | +8.98 |
| Merrill Lynch Edge Select Aggressive Portfolio | +2.65 | +17.85 | +20.37 | +10.10 | +8.69 | +8.63 | +10.52 |
| 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).
Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since April 1994, now would be worth 11.99$, with a total return of 1098.96% (8.63% annualized).
Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since April 1994, now would be worth 11.99$, with a total return of 1098.96% (8.63% 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).
Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 50.76$, with a total return of 4976.06% (10.52% annualized).
Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 50.76$, with a total return of 4976.06% (10.52% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Roger Gibson Five Asset Portfolio
|
Merrill Lynch Edge Select Aggressive Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 (16) | Mar 2011 (41) | 21.44 | |||||
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -33.96% | Apr 2000 | Sep 2002 (30) | Nov 2004 (56) | 18.03 | |||||
| -23.81% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.92 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -17.64% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 7.92 | |||||
| -16.85% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.50 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.97% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 6.38 | |||||
| -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 | |||||
| -11.27% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.43 | |||||
| -10.51% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.56 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -7.41% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.38 | |||||
| -6.20% | Aug 1997 | Oct 1997 (3) | Feb 1998 (7) | 3.62 | |||||
| -5.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.17 | |||||
| -5.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 3.07 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Roger Gibson Five Asset Portfolio
|
Merrill Lynch Edge Select Aggressive Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 (16) | Mar 2011 (41) | 21.44 | |||||
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -33.96% | Apr 2000 | Sep 2002 (30) | Nov 2004 (56) | 18.03 | |||||
| -23.81% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.92 | |||||
| -22.86% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 11.68 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -17.64% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 7.92 | |||||
| -16.85% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.50 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.96% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 9.08 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.97% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 6.38 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.68 | |||||
| -13.03% | Sep 2014 | Feb 2016 (18) | Jan 2017 (29) | 5.79 | |||||
| -11.38% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.93 | |||||
| -11.36% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.61 | |||||
| -11.27% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.43 | |||||
| -10.51% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.56 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.72% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 5.23 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.20%
|
-0.91% |
+6.27%
|
-0.21% |
| 2023 |
+10.78%
|
-7.73% |
+21.48%
|
-8.85% |
| 2022 |
-11.00%
|
-16.29% |
-17.87%
|
-23.81% |
| 2021 |
+22.77%
|
-3.55% |
+15.74%
|
-3.70% |
| 2020 |
+5.29%
|
-19.30% |
+17.62%
|
-17.64% |
| 2019 |
+20.35%
|
-3.32% |
+24.61%
|
-5.32% |
| 2018 |
-7.26%
|
-10.00% |
-6.88%
|
-11.27% |
| 2017 |
+12.32%
|
-0.50% |
+21.70%
|
0.00% |
| 2016 |
+9.61%
|
-3.95% |
+9.21%
|
-4.97% |
| 2015 |
-5.77%
|
-8.86% |
-1.81%
|
-9.34% |
| 2014 |
+3.39%
|
-4.13% |
+6.27%
|
-3.59% |
| 2013 |
+8.12%
|
-4.34% |
+20.62%
|
-2.29% |
| 2012 |
+12.31%
|
-6.55% |
+15.28%
|
-7.41% |
| 2011 |
+0.22%
|
-15.14% |
-2.72%
|
-16.85% |
| 2010 |
+15.28%
|
-9.00% |
+14.37%
|
-10.38% |
| 2009 |
+23.98%
|
-16.95% |
+30.72%
|
-15.46% |
| 2008 |
-29.02%
|
-36.68% |
-32.45%
|
-35.23% |
| 2007 |
+8.47%
|
-3.75% |
+10.67%
|
-4.82% |
| 2006 |
+15.69%
|
-2.03% |
+16.89%
|
-3.81% |
| 2005 |
+11.50%
|
-3.59% |
+9.86%
|
-4.16% |
| 2004 |
+17.11%
|
-5.79% |
+13.59%
|
-3.69% |
| 2003 |
+28.11%
|
-2.15% |
+30.43%
|
-3.69% |
| 2002 |
+3.88%
|
-5.15% |
-14.01%
|
-20.65% |
| 2001 |
-8.31%
|
-11.36% |
-9.00%
|
-19.93% |
| 2000 |
+12.13%
|
-2.94% |
-8.67%
|
-12.07% |
| 1999 |
+18.03%
|
-2.76% |
+23.19%
|
-2.88% |
| 1998 |
-0.41%
|
-13.25% |
+18.05%
|
-13.97% |
| 1997 |
+8.02%
|
-3.37% |
+17.27%
|
-6.20% |
| 1996 |
+19.46%
|
-2.51% |
+15.00%
|
-3.98% |
| 1995 |
+18.27%
|
-1.10% |
+23.68%
|
-0.91% |
| 1994 |
+0.49%
|
-6.61% |
+0.50%
|
-7.08% |
| 1993 |
+11.92%
|
-4.90% |
+21.88%
|
-3.14% |
| 1992 |
+4.38%
|
-3.09% |
+3.09%
|
-3.48% |
| 1991 |
+17.71%
|
-3.33% |
+34.86%
|
-4.62% |
| 1990 |
-1.78%
|
-7.29% |
-6.03%
|
-15.96% |
| 1989 |
+20.20%
|
-1.50% |
+30.19%
|
-2.36% |
| 1988 |
+18.43%
|
-1.97% |
+18.97%
|
-3.56% |
| 1987 |
+11.07%
|
-11.38% |
+4.52%
|
-22.86% |
| 1986 |
+22.93%
|
-2.98% |
+25.81%
|
-5.82% |
| 1985 |
+26.81%
|
-0.45% |
+34.45%
|
-2.58% |
