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 Roger Gibson Talmud Portfolio obtained a 8.41% compound annual return, with a 10.81% standard deviation, in the last 30 Years.
Summary
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| Roger Gibson Five Asset Portfolio | Roger Gibson Talmud Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 60% | 66.67% |
| Fixed Income | 20% | 33.33% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.51% | +8.41% |
| Std Dev | 11.27% | 10.81% | |
| Max Drawdown | -44.75% | -40.17% | |
| All time Stats (Since Jan 1985) |
Return | +8.98% | +9.20% |
| Std Dev | 10.67% | 10.50% | |
| Max Drawdown | -44.75% | -40.17% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Roger Gibson Five Asset Portfolio | +2.56 | +11.33 | +10.96 | +7.37 | +5.49 | +7.51 | +8.98 |
| Roger Gibson Talmud Portfolio | +1.65 | +14.76 | +12.54 | +6.33 | +6.86 | +8.41 | +9.20 |
| 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).
Roger Gibson Talmud Portfolio: an investment of 1$, since April 1994, now would be worth 11.26$, with a total return of 1026.50% (8.41% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since April 1994, now would be worth 11.26$, with a total return of 1026.50% (8.41% 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 Talmud Portfolio: an investment of 1$, since January 1985, now would be worth 31.69$, with a total return of 3069.16% (9.20% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since January 1985, now would be worth 31.69$, with a total return of 3069.16% (9.20% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Roger Gibson Five Asset 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 |
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -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 | |||||
| -10.50% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.43 | |||||
| -10.43% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 5.05 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.26% | Apr 2002 | Oct 2002 (7) | May 2003 (14) | 5.13 | |||||
| -7.57% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.56 | |||||
| -6.69% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 3.63 | |||||
| -5.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.17 | |||||
| -5.69% | Apr 2015 | Aug 2015 (5) | Mar 2016 (12) | 3.12 | |||||
| -5.28% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.68 | |||||
| -5.25% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.31 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Roger Gibson Five Asset 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 |
| -44.75% | Jun 2008 | Feb 2009 (9) | Feb 2011 (33) | 23.07 | |||||
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.52% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 6.69 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -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 | |||||
| -11.38% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.93 | |||||
| -11.36% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.61 | |||||
| -10.50% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.43 | |||||
| -10.43% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 5.05 | |||||
| -10.14% | Jul 1990 | Oct 1990 (4) | Jan 1991 (7) | 5.88 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.70% | Oct 1993 | Nov 1994 (14) | May 1995 (20) | 4.54 | |||||
| -8.26% | Apr 2002 | Oct 2002 (7) | May 2003 (14) | 5.13 | |||||
| -7.57% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.56 | |||||
| -7.29% | 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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.20%
|
-0.91% |
+2.25%
|
-1.37% |
| 2023 |
+10.78%
|
-7.73% |
+14.42%
|
-9.16% |
| 2022 |
-11.00%
|
-16.29% |
-19.62%
|
-22.88% |
| 2021 |
+22.77%
|
-3.55% |
+21.44%
|
-3.93% |
| 2020 |
+5.29%
|
-19.30% |
+8.02%
|
-15.16% |
| 2019 |
+20.35%
|
-3.32% |
+22.79%
|
-1.65% |
| 2018 |
-7.26%
|
-10.00% |
-3.78%
|
-7.57% |
| 2017 |
+12.32%
|
-0.50% |
+9.90%
|
-0.80% |
| 2016 |
+9.61%
|
-3.95% |
+7.99%
|
-4.84% |
| 2015 |
-5.77%
|
-8.86% |
+1.11%
|
-5.69% |
| 2014 |
+3.39%
|
-4.13% |
+16.24%
|
-3.05% |
| 2013 |
+8.12%
|
-4.34% |
+11.22%
|
-4.74% |
| 2012 |
+12.31%
|
-6.55% |
+12.41%
|
-3.41% |
| 2011 |
+0.22%
|
-15.14% |
+5.83%
|
-10.50% |
| 2010 |
+15.28%
|
-9.00% |
+17.33%
|
-7.24% |
| 2009 |
+23.98%
|
-16.95% |
+20.87%
|
-18.28% |
| 2008 |
-29.02%
|
-36.68% |
-22.37%
|
-28.90% |
| 2007 |
+8.47%
|
-3.75% |
-1.40%
|
-7.11% |
| 2006 |
+15.69%
|
-2.03% |
+18.42%
|
-3.01% |
| 2005 |
+11.50%
|
-3.59% |
+6.88%
|
-3.47% |
| 2004 |
+17.11%
|
-5.79% |
+15.93%
|
-6.69% |
| 2003 |
+28.11%
|
-2.15% |
+23.46%
|
-1.81% |
| 2002 |
+3.88%
|
-5.15% |
-2.82%
|
-8.26% |
| 2001 |
-8.31%
|
-11.36% |
+3.27%
|
-5.08% |
| 2000 |
+12.13%
|
-2.94% |
+9.05%
|
-4.13% |
| 1999 |
+18.03%
|
-2.76% |
+6.34%
|
-4.64% |
| 1998 |
-0.41%
|
-13.25% |
+5.18%
|
-10.43% |
| 1997 |
+8.02%
|
-3.37% |
+19.74%
|
-1.89% |
| 1996 |
+19.46%
|
-2.51% |
+19.46%
|
-1.65% |
| 1995 |
+18.27%
|
-1.10% |
+22.03%
|
-0.94% |
| 1994 |
+0.49%
|
-6.61% |
-3.74%
|
-8.67% |
| 1993 |
+11.92%
|
-4.90% |
+13.33%
|
-2.90% |
| 1992 |
+4.38%
|
-3.09% |
+10.28%
|
-1.73% |
| 1991 |
+17.71%
|
-3.33% |
+27.78%
|
-2.56% |
| 1990 |
-1.78%
|
-7.29% |
-4.26%
|
-10.14% |
| 1989 |
+20.20%
|
-1.50% |
+16.87%
|
-1.33% |
| 1988 |
+18.43%
|
-1.97% |
+12.71%
|
-1.50% |
| 1987 |
+11.07%
|
-11.38% |
+0.17%
|
-15.52% |
| 1986 |
+22.93%
|
-2.98% |
+16.28%
|
-3.57% |
| 1985 |
+26.81%
|
-0.45% |
+24.20%
|
-2.28% |
