Roger Gibson Five Asset vs US Stocks Momentum 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 US Stocks Momentum Portfolio obtained a 12.95% compound annual return, with a 15.35% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Roger Gibson Five Asset Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
30 Years Stats Return +7.51% +12.95%
Std Dev 11.27% 15.35%
Max Drawdown -44.75% -53.85%
All time Stats
(Since Jan 1985)		 Return +8.98% +13.70%
Std Dev 10.67% 15.45%
Max Drawdown -44.75% -53.85%
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
US Stocks Momentum Portfolio +2.91 +34.54 +36.11 +12.19 +13.40 +12.95 +13.70
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).

US Stocks Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 38.63$, with a total return of 3762.72% (12.95% 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).

US Stocks Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 154.45$, with a total return of 15345.49% (13.70% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Roger Gibson Five Asset Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-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
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.25% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.31
-5.01% Apr 2000 May 2000 (2) Aug 2000 (5) 3.38

Drawdown comparison chart since January 1985.

Swipe left to see all data
Roger Gibson Five Asset Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) Mar 2024 (29) 20.09
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-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
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-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
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.79% Sep 1986 Sep 1986 (1) Nov 1986 (3) 4.08
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71

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%
+19.52%
 0.00%
2023
+10.78%
 -7.73%
+9.16%
 -6.59%
2022
-11.00%
 -16.29%
-18.26%
 -26.94%
2021
+22.77%
 -3.55%
+13.37%
 -4.41%
2020
+5.29%
 -19.30%
+29.85%
 -17.90%
2019
+20.35%
 -3.32%
+27.26%
 -2.20%
2018
-7.26%
 -10.00%
-1.66%
 -15.44%
2017
+12.32%
 -0.50%
+37.50%
 0.00%
2016
+9.61%
 -3.95%
+5.00%
 -5.03%
2015
-5.77%
 -8.86%
+8.93%
 -7.78%
2014
+3.39%
 -4.13%
+14.61%
 -4.38%
2013
+8.12%
 -4.34%
+34.58%
 -2.81%
2012
+12.31%
 -6.55%
+14.94%
 -6.80%
2011
+0.22%
 -15.14%
+5.93%
 -14.50%
2010
+15.28%
 -9.00%
+18.02%
 -12.13%
2009
+23.98%
 -16.95%
+17.45%
 -19.56%
2008
-29.02%
 -36.68%
-40.96%
 -41.23%
2007
+8.47%
 -3.75%
+17.64%
 -2.82%
2006
+15.69%
 -2.03%
+10.56%
 -3.64%
2005
+11.50%
 -3.59%
+19.14%
 -1.25%
2004
+17.11%
 -5.79%
+16.70%
 -2.66%
2003
+28.11%
 -2.15%
+25.99%
 -4.14%
2002
+3.88%
 -5.15%
-12.28%
 -22.85%
2001
-8.31%
 -11.36%
-17.35%
 -26.75%
2000
+12.13%
 -2.94%
-9.61%
 -13.35%
1999
+18.03%
 -2.76%
+40.42%
 -1.57%
1998
-0.41%
 -13.25%
+48.76%
 -11.51%
1997
+8.02%
 -3.37%
+36.86%
 -4.89%
1996
+19.46%
 -2.51%
+29.83%
 -3.81%
1995
+18.27%
 -1.10%
+42.32%
 -0.02%
1994
+0.49%
 -6.61%
-1.09%
 -7.23%
1993
+11.92%
 -4.90%
+13.22%
 -2.14%
1992
+4.38%
 -3.09%
+4.32%
 -3.35%
1991
+17.71%
 -3.33%
+36.90%
 -4.00%
1990
-1.78%
 -7.29%
+1.49%
 -12.56%
1989
+20.20%
 -1.50%
+42.76%
 -1.57%
1988
+18.43%
 -1.97%
+7.07%
 -5.33%
1987
+11.07%
 -11.38%
+2.34%
 -30.55%
1986
+22.93%
 -2.98%
+22.70%
 -7.79%
1985
+26.81%
 -0.45%
+32.38%
 -3.74%