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 Yale Endowment Portfolio obtained a 9.00% compound annual return, with a 10.35% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Talmud Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 66.67% 70%
Fixed Income 33.33% 30%
Commodities 0% 0%
30 Years Stats Return +8.88% +9.00%
Std Dev 10.24% 10.35%
Max Drawdown -40.17% -39.48%

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 Yale Endowment Portfolio -6.59 -10.14 -3.33 +7.72 +7.88 +9.00 +8.99
(*) 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 Yale Endowment Portfolio: an investment of 1000$, since May 1992, now would be worth 13262.89$, with a total return of 1226.29% (9.00% 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 Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14315.30$, with a total return of 1331.53% (8.99% annualized).

Drawdowns

Drawdown comparison chart since April 1992.

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Roger Gibson Talmud Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-15.16% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-12.32% Jan 2022 Apr 2022
-11.18% Jan 2022 Apr 2022
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.70% Oct 1993 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.69% Apr 2004 Apr 2004
-6.27% 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 Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-15.16% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-12.32% Jan 2022 Apr 2022
-11.18% Jan 2022 Apr 2022
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.70% Oct 1993 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.69% Apr 2004 Apr 2004
-6.27% 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 Yale Endowment Portfolio
2022
-11.18% -12.32%
2021
+21.44% +17.53%
2020
+8.02% +12.03%
2019
+22.79% +22.65%
2018
-3.78% -6.20%
2017
+9.90% +14.99%
2016
+7.99% +7.39%
2015
+1.11% -0.81%
2014
+16.24% +13.38%
2013
+11.22% +10.31%
2012
+12.41% +13.55%
2011
+5.83% +6.31%
2010
+17.33% +15.25%
2009
+20.87% +20.32%
2008
-22.37% -21.94%
2007
-1.40% +4.98%
2006
+18.42% +17.42%
2005
+6.88% +9.62%
2004
+15.93% +16.80%
2003
+23.46% +26.48%
2002
-2.82% -3.11%
2001
+3.27% -2.47%
2000
+9.05% +4.18%
1999
+6.34% +13.14%
1998
+5.18% +8.63%
1997
+19.74% +16.00%
1996
+19.46% +14.56%
1995
+22.03% +21.75%
1994
-3.74% -3.27%
1993
+13.33% +21.51%
1992
+10.28% +5.31%
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