Roger Gibson Talmud vs Stocks/Bonds 60/40 Portfolio Comparison

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 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Roger Gibson Talmud Portfolio Stocks/Bonds 60/40 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% +8.42%
Std Dev 10.81% 9.60%
Max Drawdown -40.17% -30.55%
All time Stats
(Since Jan 1928)		 Return +7.78% +8.38%
Std Dev 12.36% 11.56%
Max Drawdown -57.05% -62.03%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1928

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Roger Gibson Talmud Portfolio +1.65 +14.76 +12.54 +6.33 +6.86 +8.41 +7.78
Stocks/Bonds 60/40 Portfolio +2.12 +16.12 +17.74 +8.77 +8.05 +8.42 +8.38
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 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1928, now would be worth 1354.80$, with a total return of 135380.32% (7.78% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1928, now would be worth 2305.14$, with a total return of 230413.60% (8.38% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Roger Gibson Talmud Portfolio
Stocks/Bonds 60/40 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
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-22.88% Jan 2022 Sep 2022 (9) In progress (27) 14.25
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.28% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.68
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68

Drawdown comparison chart since January 1928.

Swipe left to see all data
Roger Gibson Talmud Portfolio
Stocks/Bonds 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-62.03% Sep 1929 May 1932 (33) Jul 1936 (83) 33.36
-57.05% Sep 1929 May 1932 (33) Jan 1937 (89) 28.90
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-31.73% Mar 1937 Mar 1938 (13) Jan 1943 (71) 13.31
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-29.48% Aug 1937 Mar 1938 (8) Feb 1943 (67) 12.56
-27.28% Jan 1973 Sep 1974 (21) Jan 1976 (37) 11.90
-25.53% Dec 1972 Sep 1974 (22) Jan 1976 (38) 11.81
-22.88% Jan 2022 Sep 2022 (9) In progress (27) 14.25
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-18.76% Dec 1968 Jun 1970 (19) Jan 1971 (26) 9.23
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.49% Dec 1968 Jun 1970 (19) Nov 1970 (24) 6.74
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-13.30% Jun 1946 Nov 1946 (6) Sep 1949 (40) 8.06
-13.02% Dec 1961 Jun 1962 (7) Jan 1963 (14) 6.37
-12.63% Jan 1962 Jun 1962 (6) Mar 1963 (15) 6.40
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+2.25%
 -1.37%
+5.46%
 0.00%
2023
+14.42%
 -9.16%
+17.79%
 -7.47%
2022
-19.62%
 -22.88%
-16.95%
 -20.69%
2021
+21.44%
 -3.93%
+14.66%
 -3.24%
2020
+8.02%
 -15.16%
+15.70%
 -12.29%
2019
+22.79%
 -1.65%
+21.94%
 -3.41%
2018
-3.78%
 -7.57%
-3.17%
 -8.38%
2017
+9.90%
 -0.80%
+14.15%
 0.00%
2016
+7.99%
 -4.84%
+8.71%
 -2.95%
2015
+1.11%
 -5.69%
+0.44%
 -5.24%
2014
+16.24%
 -3.05%
+9.85%
 -1.50%
2013
+11.22%
 -4.74%
+19.23%
 -2.27%
2012
+12.41%
 -3.41%
+11.13%
 -3.54%
2011
+5.83%
 -10.50%
+3.75%
 -9.00%
2010
+17.33%
 -7.24%
+12.93%
 -7.13%
2009
+20.87%
 -18.28%
+18.79%
 -11.70%
2008
-22.37%
 -28.90%
-19.44%
 -22.19%
2007
-1.40%
 -7.11%
+5.99%
 -3.07%
2006
+18.42%
 -3.01%
+11.12%
 -2.03%
2005
+6.88%
 -3.47%
+4.74%
 -2.34%
2004
+15.93%
 -6.69%
+9.37%
 -2.68%
2003
+23.46%
 -1.81%
+20.04%
 -1.99%
2002
-2.82%
 -8.26%
-8.98%
 -13.74%
2001
+3.27%
 -5.08%
-3.21%
 -11.68%
2000
+9.05%
 -4.13%
-1.79%
 -8.27%
1999
+6.34%
 -4.64%
+13.98%
 -3.76%
1998
+5.18%
 -10.43%
+17.39%
 -10.18%
1997
+19.74%
 -1.89%
+22.37%
 -3.12%
1996
+19.46%
 -1.65%
+14.01%
 -3.33%
1995
+22.03%
 -0.94%
+28.74%
 -0.20%
1994
-3.74%
 -8.67%
-1.16%
 -6.47%
1993
+13.33%
 -2.90%
+10.25%
 -1.36%
1992
+10.28%
 -1.73%
+8.32%
 -1.65%
1991
+27.78%
 -2.56%
+25.53%
 -2.86%
1990
-4.26%
 -10.14%
-0.19%
 -8.52%
1989
+16.87%
 -1.33%
+22.33%
 -1.36%
1988
+12.71%
 -1.50%
+13.33%
 -2.24%
1987
+0.17%
 -15.52%
+2.18%
 -19.17%
1986
+16.28%
 -3.57%
+14.79%
 -5.58%
1985
+24.20%
 -2.28%
+27.66%
 -2.15%
1984
+12.71%
 -4.02%
+7.32%
 -6.58%
1983
+19.51%
 -2.63%
+15.69%
 -2.85%
1982
+24.41%
 -3.38%
+24.75%
 -4.29%
1981
+3.76%
 -8.59%
+1.27%
 -8.82%
1980
+20.13%
 -9.71%
+21.05%
 -9.57%
1979
+21.82%
 -8.78%
+16.69%
 -6.65%
1978
+6.65%
 -7.13%
+5.53%
 -7.92%
1977
+6.70%
 -1.95%
-1.60%
 -4.89%
1976
+29.26%
 -1.67%
+21.38%
 -1.34%
1975
+21.49%
 -7.79%
+25.64%
 -8.13%
1974
-14.51%
 -20.06%
-14.41%
 -20.38%
1973
-9.74%
 -10.13%
-9.12%
 -9.87%
1972
+9.45%
 -2.27%
+11.66%
 -1.45%
1971
+10.45%
 -6.96%
+14.37%
 -5.73%
1970
+10.08%
 -12.17%
+9.77%
 -11.52%
1969
-1.80%
 -6.18%
-7.02%
 -8.24%
1968
+6.81%
 -3.69%
+9.19%
 -3.30%
1967
+9.72%
 -3.90%
+16.22%
 -2.87%
1966
-0.84%
 -8.95%
-3.25%
 -9.79%
1965
+5.52%
 -3.72%
+8.81%
 -2.63%
1964
+7.19%
 -1.30%
+11.40%
 -0.78%
1963
+8.31%
 -2.46%
+13.34%
 -1.77%
1962
-1.20%
 -12.80%
-3.49%
 -12.63%
1961
+9.75%
 -2.91%
+16.69%
 -2.07%
1960
+4.91%
 -4.48%
+5.77%
 -4.00%
1959
+3.73%
 -4.97%
+6.99%
 -3.96%
1958
+14.22%
 -2.11%
+25.76%
 -0.76%
1957
+0.45%
 -7.30%
-2.53%
 -7.55%
1956
+2.62%
 -6.16%
+4.48%
 -5.10%
1955
+8.32%
 -3.92%
+15.12%
 -1.72%
1954
+18.11%
 -3.79%
+31.48%
 -2.16%
1953
+5.28%
 -3.00%
+1.85%
 -4.96%
1952
+6.76%
 -3.14%
+9.07%
 -2.48%
1951
+8.95%
 -5.14%
+12.47%
 -3.94%
1950
+11.28%
 -4.60%
+18.15%
 -3.45%
1949
+8.15%
 -4.52%
+13.74%
 -2.42%
1948
+2.34%
 -7.33%
+2.46%
 -6.51%
1947
+8.22%
 -2.39%
+2.12%
 -3.61%
1946
+6.18%
 -10.61%
-3.48%
 -13.30%
1945
+18.38%
 -3.34%
+24.98%
 -2.30%
1944
+13.36%
 -1.14%
+13.65%
 -0.91%
1943
+13.94%
 -7.79%
+17.73%
 -5.22%
1942
+7.12%
 -9.40%
+10.55%
 -7.45%
1941
-5.41%
 -8.93%
-5.16%
 -8.44%
1940
+0.15%
 -15.43%
-2.58%
 -14.56%
1939
+1.38%
 -9.87%
+2.64%
 -8.45%
1938
+10.63%
 -18.12%
+18.78%
 -15.43%
1937
-10.14%
 -17.27%
-20.16%
 -23.31%
1936
+13.80%
 -5.89%
+22.00%
 -4.48%
1935
+19.99%
 -8.97%
+29.34%
 -5.09%
1934
+4.17%
 -10.97%
+4.30%
 -9.46%
1933
+18.79%
 -17.83%
+35.51%
 -12.66%
1932
-2.29%
 -28.97%
-0.28%
 -25.51%
1931
-18.11%
 -28.11%
-27.30%
 -34.34%
1930
-8.30%
 -19.91%
-13.91%
 -22.76%
1929
-3.04%
 -22.74%
-5.08%
 -21.42%
1928
+13.08%
 -4.68%
+22.84%
 -2.72%