Last Update: 30 April 2022

The Roger Gibson Talmud Portfolio obtained a 8.88% compound annual return, with a 10.24% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.59% compound annual return, with a 10.38% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Talmud Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 66.67% 70%
Fixed Income 33.33% 30%
Commodities 0% 0%
30 Years Stats Return +8.88% +8.59%
Std Dev 10.24% 10.38%
Max Drawdown -40.17% -40.89%

Last Update: 30 April 2022

Historical Returns as of Apr 30, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Roger Gibson Talmud Portfolio -5.74 -8.07 -0.87 +7.96 +8.21 +8.88 +8.91
David Swensen Lazy Portfolio -5.44 -8.36 -2.72 +7.58 +7.46 +8.59 +8.59
(*) Returns over 1 year are annualized

Capital Growth as of Apr 30, 2022

Roger Gibson Talmud Portfolio: an investment of 1000$, since May 1992, now would be worth 12841.80$, with a total return of 1184.18% (8.88% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since May 1992, now would be worth 11841.57$, with a total return of 1084.16% (8.59% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since June 1991, now would be worth 13994.86$, with a total return of 1299.49% (8.91% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12788.19$, with a total return of 1178.82% (8.59% annualized).

Drawdowns

Drawdown comparison chart since April 1992.

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Roger Gibson Talmud Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-40.17% Jun 2007 Feb 2009
-15.16% Feb 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-11.18% Jan 2022 Apr 2022
-10.67% Sep 2000 Sep 2002
-10.50% Jun 2011 Sep 2011
-10.46% Jan 2022 Apr 2022
-10.43% Jul 1998 Aug 1998
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.57% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-6.69% Apr 2004 Apr 2004
-5.90% Apr 2004 Apr 2004
-5.69% Apr 2015 Aug 2015

Drawdown comparison chart since June 1991.

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Roger Gibson Talmud Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-40.17% Jun 2007 Feb 2009
-15.16% Feb 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-11.18% Jan 2022 Apr 2022
-10.67% Sep 2000 Sep 2002
-10.50% Jun 2011 Sep 2011
-10.46% Jan 2022 Apr 2022
-10.43% Jul 1998 Aug 1998
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.57% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-6.69% Apr 2004 Apr 2004
-5.90% Apr 2004 Apr 2004
-5.69% Apr 2015 Aug 2015

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Roger Gibson Talmud Portfolio David Swensen Lazy Portfolio
2022
-11.18% -10.46%
2021
+21.44% +17.34%
2020
+8.02% +10.56%
2019
+22.79% +21.27%
2018
-3.78% -5.67%
2017
+9.90% +13.94%
2016
+7.99% +7.74%
2015
+1.11% -0.95%
2014
+16.24% +9.97%
2013
+11.22% +10.89%
2012
+12.41% +13.49%
2011
+5.83% +2.21%
2010
+17.33% +15.37%
2009
+20.87% +24.86%
2008
-22.37% -25.53%
2007
-1.40% +5.59%
2006
+18.42% +17.84%
2005
+6.88% +8.97%
2004
+15.93% +16.10%
2003
+23.46% +26.85%
2002
-2.82% -3.41%
2001
+3.27% -1.71%
2000
+9.05% +3.13%
1999
+6.34% +12.70%
1998
+5.18% +8.13%
1997
+19.74% +15.35%
1996
+19.46% +15.04%
1995
+22.03% +20.31%
1994
-3.74% -2.86%
1993
+13.33% +20.71%
1992
+10.28% +5.36%
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