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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Roger Gibson Five Asset Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 60% | 40% |
| Fixed Income | 20% | 60% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.51% | +8.24% |
| Std Dev | 11.27% | 6.99% | |
| Max Drawdown | -44.75% | -21.11% | |
| All time Stats (Since Jan 1985) |
Return | +8.98% | +9.30% |
| Std Dev | 10.67% | 7.33% | |
| Max Drawdown | -44.75% | -21.11% | |
| 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 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.30 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.79$, with a total return of 3179.46% (9.30% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.79$, with a total return of 3179.46% (9.30% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Roger Gibson Five Asset Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.14% | 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 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.17 | |||||
| -5.25% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.31 | |||||
| -4.84% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.50 | |||||
| -4.34% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 2.36 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.04% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 2.19 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Roger Gibson Five Asset Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.30% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -16.29% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 7.96 | |||||
| -15.14% | May 2011 | Sep 2011 (5) | Aug 2012 (16) | 5.99 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -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 | |||||
| -10.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 4.59 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.29% | Jan 1990 | Apr 1990 (4) | Jan 1991 (13) | 3.44 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.61% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 3.46 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.17 | |||||
| -5.29% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.29 | |||||
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% |
+7.39%
|
0.00% |
| 2023 |
+10.78%
|
-7.73% |
+6.91%
|
-5.18% |
| 2022 |
-11.00%
|
-16.29% |
-15.17%
|
-19.48% |
| 2021 |
+22.77%
|
-3.55% |
+4.23%
|
-2.38% |
| 2020 |
+5.29%
|
-19.30% |
+16.57%
|
-7.10% |
| 2019 |
+20.35%
|
-3.32% |
+16.20%
|
-0.81% |
| 2018 |
-7.26%
|
-10.00% |
-0.73%
|
-5.89% |
| 2017 |
+12.32%
|
-0.50% |
+17.14%
|
0.00% |
| 2016 |
+9.61%
|
-3.95% |
+3.51%
|
-3.61% |
| 2015 |
-5.77%
|
-8.86% |
+3.91%
|
-2.95% |
| 2014 |
+3.39%
|
-4.13% |
+9.34%
|
-1.49% |
| 2013 |
+8.12%
|
-4.34% |
+12.57%
|
-1.74% |
| 2012 |
+12.31%
|
-6.55% |
+7.87%
|
-2.05% |
| 2011 |
+0.22%
|
-15.14% |
+7.13%
|
-3.62% |
| 2010 |
+15.28%
|
-9.00% |
+10.93%
|
-3.48% |
| 2009 |
+23.98%
|
-16.95% |
+9.16%
|
-9.41% |
| 2008 |
-29.02%
|
-36.68% |
-12.27%
|
-15.80% |
| 2007 |
+8.47%
|
-3.75% |
+11.21%
|
-0.82% |
| 2006 |
+15.69%
|
-2.03% |
+6.78%
|
-1.50% |
| 2005 |
+11.50%
|
-3.59% |
+9.09%
|
-0.93% |
| 2004 |
+17.11%
|
-5.79% |
+9.22%
|
-2.12% |
| 2003 |
+28.11%
|
-2.15% |
+12.78%
|
-1.27% |
| 2002 |
+3.88%
|
-5.15% |
+0.04%
|
-5.36% |
| 2001 |
-8.31%
|
-11.36% |
-1.88%
|
-6.89% |
| 2000 |
+12.13%
|
-2.94% |
+2.99%
|
-3.33% |
| 1999 |
+18.03%
|
-2.76% |
+15.71%
|
-1.69% |
| 1998 |
-0.41%
|
-13.25% |
+24.65%
|
-4.13% |
| 1997 |
+8.02%
|
-3.37% |
+20.41%
|
-2.69% |
| 1996 |
+19.46%
|
-2.51% |
+14.08%
|
-1.52% |
| 1995 |
+18.27%
|
-1.10% |
+27.84%
|
0.00% |
| 1994 |
+0.49%
|
-6.61% |
-2.03%
|
-5.91% |
| 1993 |
+11.92%
|
-4.90% |
+11.10%
|
-0.87% |
| 1992 |
+4.38%
|
-3.09% |
+6.01%
|
-2.11% |
| 1991 |
+17.71%
|
-3.33% |
+23.91%
|
-1.79% |
| 1990 |
-1.78%
|
-7.29% |
+5.79%
|
-5.29% |
| 1989 |
+20.20%
|
-1.50% |
+25.29%
|
-1.01% |
| 1988 |
+18.43%
|
-1.97% |
+7.24%
|
-2.95% |
| 1987 |
+11.07%
|
-11.38% |
+1.86%
|
-13.77% |
| 1986 |
+22.93%
|
-2.98% |
+18.14%
|
-4.37% |
| 1985 |
+26.81%
|
-0.45% |
+26.30%
|
-0.74% |
