Last Update: 31 March 2024
The Roger Gibson Talmud Portfolio obtained a 8.41% compound annual return, with a 10.81% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.
Summary
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| Roger Gibson Talmud 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% | |
| 30 Years Stats | Return | +8.41% | +9.98% |
| Std Dev | 10.81% | 9.57% | |
| Max Drawdown | -40.17% | -32.52% | |
| All time Stats (Since Jan 1982) |
Return | +9.86% | +11.24% |
| Std Dev | 10.41% | 9.89% | |
| Max Drawdown | -40.17% | -32.52% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Roger Gibson Talmud Portfolio | +1.65 | +14.76 | +12.54 | +6.33 | +6.86 | +8.41 | +9.86 |
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.98 | +11.24 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Roger Gibson Talmud Portfolio: an investment of 1$, since April 1994,
now would be worth 11.26$, with a total return of 1026.50%
(8.41% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since January 1982,
now would be worth 53.11$, with a total return of 5210.74%
(9.86% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 90.04$, with a total return of 8904.44% (11.24% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 90.04$, with a total return of 8904.44% (11.24% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Roger Gibson Talmud 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 |
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.50% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.43 | |||||
| -10.43% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 5.05 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.26% | Apr 2002 | Oct 2002 (7) | May 2003 (14) | 5.13 | |||||
| -7.57% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.56 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
| -6.69% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 3.63 | |||||
| -5.69% | Apr 2015 | Aug 2015 (5) | Mar 2016 (12) | 3.12 | |||||
| -5.28% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.68 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -5.08% | Feb 2001 | Mar 2001 (2) | Jun 2001 (5) | 2.68 | |||||
| -4.84% | Aug 2016 | Oct 2016 (3) | Feb 2017 (7) | 2.76 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Roger Gibson Talmud 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 |
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -20.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 11.04 | |||||
| -15.52% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 6.69 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.50% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.43 | |||||
| -10.43% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 5.05 | |||||
| -10.14% | Jul 1990 | Oct 1990 (4) | Jan 1991 (7) | 5.88 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -8.70% | Oct 1993 | Nov 1994 (14) | May 1995 (20) | 4.54 | |||||
| -8.26% | Apr 2002 | Oct 2002 (7) | May 2003 (14) | 5.13 | |||||
| -7.66% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.58 | |||||
| -7.57% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.56 | |||||
| -7.54% | Dec 1983 | May 1984 (6) | Aug 1984 (9) | 3.90 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
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 |
+2.25%
|
-1.37% |
+11.43%
|
0.00% |
| 2023 |
+14.42%
|
-9.16% |
+7.66%
|
-5.48% |
| 2022 |
-19.62%
|
-22.88% |
-16.20%
|
-21.97% |
| 2021 |
+21.44%
|
-3.93% |
+7.27%
|
-2.88% |
| 2020 |
+8.02%
|
-15.16% |
+20.99%
|
-10.73% |
| 2019 |
+22.79%
|
-1.65% |
+19.89%
|
-0.92% |
| 2018 |
-3.78%
|
-7.57% |
-1.04%
|
-9.29% |
| 2017 |
+9.90%
|
-0.80% |
+23.93%
|
0.00% |
| 2016 |
+7.99%
|
-4.84% |
+4.01%
|
-3.57% |
| 2015 |
+1.11%
|
-5.69% |
+5.58%
|
-4.61% |
| 2014 |
+16.24%
|
-3.05% |
+11.10%
|
-2.40% |
| 2013 |
+11.22%
|
-4.74% |
+19.91%
|
-2.13% |
| 2012 |
+12.41%
|
-3.41% |
+10.22%
|
-3.51% |
| 2011 |
+5.83%
|
-10.50% |
+6.73%
|
-7.14% |
| 2010 |
+17.33%
|
-7.24% |
+13.29%
|
-6.43% |
| 2009 |
+20.87%
|
-18.28% |
+11.92%
|
-12.79% |
| 2008 |
-22.37%
|
-28.90% |
-21.83%
|
-24.08% |
| 2007 |
-1.40%
|
-7.11% |
+13.35%
|
-1.41% |
| 2006 |
+18.42%
|
-3.01% |
+8.04%
|
-2.23% |
| 2005 |
+6.88%
|
-3.47% |
+12.44%
|
-0.99% |
| 2004 |
+15.93%
|
-6.69% |
+11.72%
|
-2.06% |
| 2003 |
+23.46%
|
-1.81% |
+17.18%
|
-1.95% |
| 2002 |
-2.82%
|
-8.26% |
-4.07%
|
-11.25% |
| 2001 |
+3.27%
|
-5.08% |
-7.04%
|
-13.57% |
| 2000 |
+9.05%
|
-4.13% |
-1.21%
|
-6.50% |
| 1999 |
+6.34%
|
-4.64% |
+23.95%
|
-1.65% |
| 1998 |
+5.18%
|
-10.43% |
+32.69%
|
-6.78% |
| 1997 |
+19.74%
|
-1.89% |
+25.89%
|
-3.48% |
| 1996 |
+19.46%
|
-1.65% |
+19.33%
|
-2.32% |
| 1995 |
+22.03%
|
-0.94% |
+32.67%
|
0.00% |
| 1994 |
-3.74%
|
-8.67% |
-1.72%
|
-6.35% |
| 1993 |
+13.33%
|
-2.90% |
+11.81%
|
-0.99% |
| 1992 |
+10.28%
|
-1.73% |
+5.45%
|
-2.52% |
| 1991 |
+27.78%
|
-2.56% |
+28.24%
|
-2.57% |
| 1990 |
-4.26%
|
-10.14% |
+4.36%
|
-7.66% |
| 1989 |
+16.87%
|
-1.33% |
+31.11%
|
-1.20% |
| 1988 |
+12.71%
|
-1.50% |
+7.18%
|
-3.36% |
| 1987 |
+0.17%
|
-15.52% |
+2.02%
|
-20.08% |
| 1986 |
+16.28%
|
-3.57% |
+19.66%
|
-5.55% |
| 1985 |
+24.20%
|
-2.28% |
+28.33%
|
-1.52% |
| 1984 |
+12.71%
|
-4.02% |
+5.51%
|
-7.11% |
| 1983 |
+19.51%
|
-2.63% |
+12.26%
|
-3.09% |
| 1982 |
+24.41%
|
-3.38% |
+30.72%
|
-2.23% |
