Roger Gibson Talmud 2x Leveraged vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Roger Gibson Talmud 2x Leveraged Portfolio obtained a 9.13% compound annual return, with a 21.41% standard deviation, in the last 10 Years.

The Stocks/Bonds 80/20 Momentum Portfolio obtained a 10.50% compound annual return, with a 12.97% standard deviation, in the last 10 Years.

Summary

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Roger Gibson Talmud 2x Leveraged Portfolio Stocks/Bonds 80/20 Momentum Portfolio
Portfolio Risk High Very High
Asset Allocation Stocks 66.67% 80%
Fixed Income 33.33% 20%
Commodities 0% 0%
10 Years Stats Return +9.13% +10.50%
Std Dev 21.41% 12.97%
Max Drawdown -44.36% -27.23%
All time Stats
(Since Mar 2010)
Return +13.04% +12.11%
Std Dev 20.43% 12.42%
Max Drawdown -44.36% -27.23%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from March 2010

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1M 6M 1Y 5Y 10Y MAX
Roger Gibson Talmud 2x Leveraged Portfolio +2.73 +10.44 +15.90 +6.64 +9.13 +13.04
Stocks/Bonds 80/20 Momentum Portfolio +7.82 +19.94 +26.62 +9.80 +10.50 +12.11
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since March 2014, now would be worth 2.40$, with a total return of 139.63% (9.13% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 2.71$, with a total return of 171.47% (10.50% annualized).

Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 5.56$, with a total return of 456.01% (13.04% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since March 2010, now would be worth 4.96$, with a total return of 395.54% (12.11% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Roger Gibson Talmud 2x Leveraged Portfolio
Stocks/Bonds 80/20 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 (26) 31.77
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.50% Feb 2020 Mar 2020 (2) Dec 2020 (11) 12.15
-14.56% Sep 2018 Dec 2018 (4) Mar 2019 (7) 6.59
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-11.50% Aug 2016 Nov 2016 (4) May 2017 (10) 5.79
-11.02% Feb 2015 Aug 2015 (7) Mar 2016 (14) 5.84
-8.28% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.78
-7.81% Feb 2018 Apr 2018 (3) Jul 2018 (6) 5.18
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-6.02% Sep 2014 Sep 2014 (1) Oct 2014 (2) 3.48
-4.02% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.22
-3.53% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.88
-3.39% Mar 2014 Apr 2014 (2) Jun 2014 (4) 1.96
-3.27% May 2019 May 2019 (1) Jun 2019 (2) 1.89
-3.03% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.75
-2.00% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.16
-1.97% Feb 2021 Mar 2021 (2) Apr 2021 (3) 1.06

Drawdown comparison chart since March 2010.

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Roger Gibson Talmud 2x Leveraged Portfolio
Stocks/Bonds 80/20 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 (26) 31.77
-27.23% Nov 2021 Sep 2022 (11) In progress (28) 18.50
-25.50% Feb 2020 Mar 2020 (2) Dec 2020 (11) 12.15
-16.87% Jun 2011 Sep 2011 (4) Jan 2012 (8) 7.73
-14.56% Sep 2018 Dec 2018 (4) Mar 2019 (7) 6.59
-14.33% Feb 2020 Mar 2020 (2) Jun 2020 (5) 6.76
-13.21% May 2010 Jun 2010 (2) Sep 2010 (5) 6.87
-12.46% Oct 2018 Dec 2018 (3) Jun 2019 (9) 6.19
-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
-10.88% May 2011 Sep 2011 (5) Jan 2012 (9) 4.39
-9.35% May 2010 Jun 2010 (2) Oct 2010 (6) 5.23
-8.28% Sep 2021 Sep 2021 (1) Oct 2021 (2) 4.78
-7.81% Feb 2018 Apr 2018 (3) Jul 2018 (6) 5.18
-6.55% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.63
-6.22% Aug 2015 Sep 2015 (2) Mar 2016 (8) 3.19
-6.02% Sep 2014 Sep 2014 (1) Oct 2014 (2) 3.48
-5.45% May 2012 May 2012 (1) Jun 2012 (2) 3.14
-5.19% Apr 2012 May 2012 (2) Aug 2012 (5) 2.34

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.
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Year Return Drawdown Return Drawdown
2024
+0.20%
-2.46%
+12.61%
0.00%
2023
+19.47%
-18.58%
+8.41%
-5.88%
2022
-39.60%
-42.70%
-17.23%
-24.45%
2021
+46.68%
-8.28%
+10.32%
-3.67%
2020
+4.10%
-25.50%
+25.42%
-14.33%
2019
+44.89%
-3.27%
+23.57%
-1.46%
2018
-9.85%
-14.56%
-1.35%
-12.46%
2017
+21.37%
-0.99%
+30.71%
0.00%
2016
+10.82%
-11.50%
+4.51%
-3.62%
2015
+0.17%
-11.02%
+7.25%
-6.22%
2014
+33.69%
-6.02%
+12.86%
-3.39%
2013
+19.08%
-12.34%
+27.24%
-2.48%
2012
+24.83%
-5.45%
+12.58%
-5.19%
2011
+9.95%
-16.87%
+6.33%
-10.88%