Last Update: 31 March 2024
The Roger Gibson Talmud 2x Leveraged Portfolio obtained a 9.51% compound annual return, with a 21.43% standard deviation, in the last 10 Years.
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 8.75% compound annual return, with a 10.30% standard deviation, in the last 10 Years.
Summary
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| Roger Gibson Talmud 2x Leveraged Portfolio | Stocks/Bonds 60/40 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 66.67% | 60% |
| Fixed Income | 33.33% | 40% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +9.51% | +8.75% |
| Std Dev | 21.43% | 10.30% | |
| Max Drawdown | -44.36% | -24.21% | |
| All time Stats (Since Mar 2010) |
Return | +13.24% | +9.78% |
| Std Dev | 20.38% | 9.71% | |
| Max Drawdown | -44.36% | -24.21% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Roger Gibson Talmud 2x Leveraged Portfolio | +3.62 | +27.57 | +16.95 | +6.22 | +9.51 | +13.24 |
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.78 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 2.48$, with a total return of 147.98%
(9.51% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 2.31$, with a total return of 131.39% (8.75% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 2014, now would be worth 2.31$, with a total return of 131.39% (8.75% annualized).
Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 5.76$, with a total return of 476.13%
(13.24% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 3.72$, with a total return of 272.13% (9.78% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 3.72$, with a total return of 272.13% (9.78% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Roger Gibson Talmud 2x Leveraged Portfolio
|
Stocks/Bonds 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.36% | Jan 2022 | Oct 2023 (22) | In progress (27) | 31.55 | |||||
| -25.50% | Feb 2020 | Mar 2020 (2) | Dec 2020 (11) | 12.15 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -14.56% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 6.59 | |||||
| -11.50% | Aug 2016 | Nov 2016 (4) | May 2017 (10) | 5.79 | |||||
| -11.02% | Feb 2015 | Aug 2015 (7) | Mar 2016 (14) | 5.84 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.28% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.78 | |||||
| -7.81% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 5.18 | |||||
| -6.02% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 3.48 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
| -3.27% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.89 | |||||
| -3.18% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 1.83 | |||||
| -2.56% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.48 | |||||
| -2.18% | Feb 2021 | Mar 2021 (2) | Apr 2021 (3) | 1.19 | |||||
| -2.00% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.16 | |||||
| -1.76% | Jan 2021 | Jan 2021 (1) | Mar 2021 (3) | 0.89 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Roger Gibson Talmud 2x Leveraged Portfolio
|
Stocks/Bonds 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.36% | Jan 2022 | Oct 2023 (22) | In progress (27) | 31.55 | |||||
| -25.50% | Feb 2020 | Mar 2020 (2) | Dec 2020 (11) | 12.15 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -16.87% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 7.73 | |||||
| -14.56% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 6.59 | |||||
| -13.21% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 6.87 | |||||
| -12.34% | May 2013 | Aug 2013 (4) | Jan 2014 (9) | 5.87 | |||||
| -11.50% | Aug 2016 | Nov 2016 (4) | May 2017 (10) | 5.79 | |||||
| -11.02% | Feb 2015 | Aug 2015 (7) | Mar 2016 (14) | 5.84 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.28% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.78 | |||||
| -7.81% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 5.18 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.49% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.73 | |||||
| -6.02% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 3.48 | |||||
| -5.45% | May 2012 | May 2012 (1) | Jun 2012 (2) | 3.14 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.61% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 2.30 | |||||
| -3.57% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 1.87 | |||||
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 |
+3.82%
|
-2.46% |
+11.43%
|
0.00% |
| 2023 |
+19.47%
|
-18.58% |
+7.66%
|
-5.48% |
| 2022 |
-39.60%
|
-42.70% |
-16.20%
|
-21.97% |
| 2021 |
+46.68%
|
-8.28% |
+7.27%
|
-2.88% |
| 2020 |
+4.10%
|
-25.50% |
+20.99%
|
-10.73% |
| 2019 |
+44.89%
|
-3.27% |
+19.89%
|
-0.92% |
| 2018 |
-9.85%
|
-14.56% |
-1.04%
|
-9.29% |
| 2017 |
+21.37%
|
-0.99% |
+23.93%
|
0.00% |
| 2016 |
+10.82%
|
-11.50% |
+4.01%
|
-3.57% |
| 2015 |
+0.17%
|
-11.02% |
+5.58%
|
-4.61% |
| 2014 |
+33.69%
|
-6.02% |
+11.10%
|
-2.40% |
| 2013 |
+19.08%
|
-12.34% |
+19.91%
|
-2.13% |
| 2012 |
+24.83%
|
-5.45% |
+10.22%
|
-3.51% |
| 2011 |
+9.95%
|
-16.87% |
+6.73%
|
-7.14% |
