Last Update: 31 July 2022

The Developed World ex-US 60/40 Portfolio obtained a 5.96% compound annual return, with a 10.04% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.67% compound annual return, with a 10.35% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio Roger Gibson Talmud Portfolio
Risk High High
Asset Allocation Stocks 60% 66.67%
Fixed Income 40% 33.33%
Commodities 0% 0%
30 Years Stats Return +5.96% +8.67%
Std Dev 10.04% 10.35%
Max Drawdown -37.49% -40.17%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1986

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Developed World ex-US 60/40 Portfolio +4.41 -8.94 -11.80 +2.72 +5.05 +5.96 +7.10
Roger Gibson Talmud Portfolio +6.59 -6.82 -6.58 +7.22 +7.99 +8.67 +9.06
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Developed World ex-US 60/40 Portfolio: an investment of 1000$, since August 1992, now would be worth 5676.44$, with a total return of 467.64% (5.96% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since August 1992, now would be worth 12119.52$, with a total return of 1111.95% (8.67% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1000$, since January 1986, now would be worth 12310.99$, with a total return of 1131.10% (7.10% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since January 1986, now would be worth 23891.64$, with a total return of 2289.16% (9.06% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Developed World ex-US 60/40 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-37.49% Nov 2007 Feb 2009
-22.54% Apr 2000 Sep 2002
-17.40% Jan 2022 Jun 2022
-16.08% Sep 2021 Jun 2022
-15.16% Feb 2020 Mar 2020
-14.56% Jan 2020 Mar 2020
-13.28% May 2011 Sep 2011
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-10.09% Feb 2018 Dec 2018
-9.44% May 2015 Feb 2016
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-7.55% Feb 1994 Feb 1995
-7.06% Jul 1997 Dec 1997
-6.93% Jun 1998 Aug 1998
-6.69% Apr 2004 Apr 2004
-6.35% Sep 1993 Nov 1993

Drawdown comparison chart since January 1986.

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Developed World ex-US 60/40 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-37.49% Nov 2007 Feb 2009
-22.54% Apr 2000 Sep 2002
-18.51% Jan 1990 Sep 1990
-17.40% Jan 2022 Jun 2022
-16.08% Sep 2021 Jun 2022
-15.52% Sep 1987 Nov 1987
-15.16% Feb 2020 Mar 2020
-14.56% Jan 2020 Mar 2020
-13.28% May 2011 Sep 2011
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-10.14% Jul 1990 Oct 1990
-10.09% Feb 2018 Dec 2018
-9.44% May 2015 Feb 2016
-8.82% Sep 1987 Oct 1987
-8.78% Jan 1992 Apr 1992
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1986.

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Year Developed World ex-US 60/40 Portfolio Roger Gibson Talmud Portfolio
2022
-11.55% -11.96%
2021
+6.09% +21.44%
2020
+7.71% +8.02%
2019
+16.72% +22.79%
2018
-7.73% -3.78%
2017
+16.81% +9.90%
2016
+3.45% +7.99%
2015
+0.25% +1.11%
2014
-0.09% +16.24%
2013
+12.77% +11.22%
2012
+14.95% +12.41%
2011
-3.94% +5.83%
2010
+8.42% +17.33%
2009
+22.61% +20.87%
2008
-25.33% -22.37%
2007
+8.69% -1.40%
2006
+16.94% +18.42%
2005
+10.15% +6.88%
2004
+14.59% +15.93%
2003
+24.77% +23.46%
2002
-5.65% -2.82%
2001
-8.83% +3.27%
2000
-4.89% +9.05%
1999
+22.89% +6.34%
1998
+16.75% +5.18%
1997
-2.77% +19.74%
1996
+4.67% +19.46%
1995
+10.88% +22.03%
1994
+2.94% -3.74%
1993
+24.52% +13.33%
1992
-4.11% +10.28%
1991
+14.26% +27.78%
1990
-11.99% -4.26%
1989
+12.15% +16.87%
1988
+18.91% +12.71%
1987
+19.68% +0.17%
1986
+44.57% +16.28%
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