Data Source: from March 2010 to May 2023 (~13 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.90%
1 Day
Jun 02 2023
2.60%
Current Month
June 2023
The Roger Gibson Talmud Portfolio 2x Leveraged is a High Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 66.67% on the Stock Market.
In the last 10 Years, the Roger Gibson Talmud Portfolio 2x Leveraged obtained a 8.91% compound annual return, with a 20.45% standard deviation.
Asset Allocation and ETFs
The Roger Gibson Talmud Portfolio 2x Leveraged has the following asset allocation:
66.67% Stocks
33.33% Fixed Income
0% Commodities
The Roger Gibson Talmud Portfolio 2x Leveraged can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 33.34 |
SSO
|
ProShares Ultra S&P 500 | 2x, Equity, U.S., Large Cap |
| 33.33 |
URE
|
ProShares Ultra Real Estate | 2x, Real Estate, U.S. |
| 33.33 |
UST
|
ProShares Ultra 7-10 Year Treasury | 2x, Bond, U.S., Intermediate-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of May 31, 2023
The Roger Gibson Talmud Portfolio 2x Leveraged guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~13Y) |
||
| Roger Gibson Talmud Portfolio 2x Leveraged | 1.90 | 2.60 | -3.91 | -4.94 | -16.98 | 5.39 | 8.91 | 12.59 | ||
| US Inflation Adjusted return | -3.91 | -6.71 | -20.00 | 1.52 | 6.07 | 9.77 | ||||
| Components | ||||||||||
|
SSO
|
ProShares Ultra S&P 500 | 2.95 | Jun 02 2023 | 4.82 | 0.29 | 2.43 | -3.84 | 13.82 | 18.47 | 11.95 |
|
URE
|
ProShares Ultra Real Estate | 4.39 | Jun 02 2023 | 4.27 | -9.48 | -18.07 | -35.59 | -1.86 | 4.05 | -5.48 |
|
UST
|
ProShares Ultra 7-10 Year Treasury | -1.62 | Jun 02 2023 | -1.28 | -3.21 | 0.00 | -10.94 | -1.26 | -0.04 | 3.23 |
Returns over 1 year are annualized | Available data source: since Mar 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
Live update: World Markets and Indexes
In 2022, the Roger Gibson Talmud Portfolio 2x Leveraged granted a 0.42% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio 2x Leveraged: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Roger Gibson Talmud Portfolio 2x Leveraged, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED
Portfolio Metrics
Data Source: 1 March 2010 - 31 May 2023 (~13 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~13Y) |
|
| Portfolio Return (%) | -3.91 | 0.31 | -4.94 | -16.98 | 3.04 | 5.39 | 8.91 | 12.59 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.57 |
| Infl. Adjusted Return (%) | -3.91 | -0.52 | -6.71 | -20.00 | -2.58 | 1.52 | 6.07 | 9.77 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 33.25 | 26.66 | 25.25 | 20.45 | 19.91 | |||
| Sharpe Ratio | -0.61 | 0.08 | 0.16 | 0.40 | 0.43 | |||
| Sortino Ratio | -0.87 | 0.10 | 0.21 | 0.52 | 0.57 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -25.07 | -42.70 | -42.70 | -42.70 | -42.70 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 17
|
> 17
|
> 17
|
> 17
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 56.90 | 30.30 | 24.48 | 18.24 | ||||
| Worst Return (%) | -39.60 | -2.74 | 3.79 | 8.81 | ||||
| % Positive Periods | 83% | 98% | 100% | 100% | ||||
| MONTHS | ||||||||
| Positive | 0 | 2 | 3 | 6 | 21 | 39 | 77 | 104 |
| Negative | 1 | 1 | 3 | 6 | 15 | 21 | 43 | 55 |
| % Positive | 0% | 67% | 50% | 50% | 58% | 65% | 64% | 65% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 39.52 | 24.85 | 16.56 | 19.25 | ||||
| Perpetual WR (%) | 0.00 | 1.50 | 5.72 | 8.90 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Asset |
SSO
|
URE
|
UST
|
|---|---|---|---|
|
SSO
|
-
|
0.90
|
0.74
|
|
URE
|
0.90
|
-
|
0.82
|
|
UST
|
0.74
|
0.82
|
-
|
| Asset |
SSO
|
URE
|
UST
|
|---|---|---|---|
|
SSO
|
-
|
0.85
|
0.11
|
|
URE
|
0.85
|
-
|
0.19
|
|
UST
|
0.11
|
0.19
|
-
|
| Asset |
SSO
|
URE
|
UST
|
|---|---|---|---|
|
SSO
|
-
|
0.75
|
0.01
|
|
URE
|
0.75
|
-
|
0.29
|
|
UST
|
0.01
|
0.29
|
-
|
| Asset |
SSO
|
URE
|
UST
|
|---|---|---|---|
|
SSO
|
-
|
0.77
|
-0.15
|
|
URE
|
0.77
|
-
|
0.14
|
|
UST
|
-0.15
|
0.14
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 2013,
now would be worth 2347.31$, with a total return of 134.73% (8.91% annualized).
The Inflation Adjusted Capital now would be 1802.44$, with a net total return of 80.24% (6.07% annualized).
The Inflation Adjusted Capital now would be 1802.44$, with a net total return of 80.24% (6.07% annualized).
An investment of 1000$, since March 2010,
now would be worth 4812.17$, with a total return of 381.22% (12.59% annualized).
The Inflation Adjusted Capital now would be 3438.11$, with a net total return of 243.81% (9.77% annualized).
The Inflation Adjusted Capital now would be 3438.11$, with a net total return of 243.81% (9.77% annualized).
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -42.70% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -25.50% | Feb 2020 | Mar 2020 | 2 | Dec 2020 | 9 | 11 |
| -14.56% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -11.50% | Aug 2016 | Nov 2016 | 4 | May 2017 | 6 | 10 |
| -11.02% | Feb 2015 | Aug 2015 | 7 | Mar 2016 | 7 | 14 |
| -8.28% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -7.97% | Jun 2013 | Aug 2013 | 3 | Oct 2013 | 2 | 5 |
| -7.81% | Feb 2018 | Apr 2018 | 3 | Jul 2018 | 3 | 6 |
| -6.02% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
| -3.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -2.00% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -1.76% | Jan 2021 | Jan 2021 | 1 | Mar 2021 | 2 | 3 |
| -1.21% | Apr 2016 | Apr 2016 | 1 | May 2016 | 1 | 2 |
| -1.20% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
| -0.83% | Nov 2013 | Nov 2013 | 1 | Dec 2013 | 1 | 2 |
| -0.11% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -42.70% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -25.50% | Feb 2020 | Mar 2020 | 2 | Dec 2020 | 9 | 11 |
| -16.87% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
| -14.56% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -13.21% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -12.34% | May 2013 | Aug 2013 | 4 | Jan 2014 | 5 | 9 |
| -11.50% | Aug 2016 | Nov 2016 | 4 | May 2017 | 6 | 10 |
| -11.02% | Feb 2015 | Aug 2015 | 7 | Mar 2016 | 7 | 14 |
| -8.28% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -7.81% | Feb 2018 | Apr 2018 | 3 | Jul 2018 | 3 | 6 |
| -6.02% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
| -5.45% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 |
| -3.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -2.26% | Oct 2012 | Oct 2012 | 1 | Dec 2012 | 2 | 3 |
| -2.17% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
| -2.00% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -1.76% | Jan 2021 | Jan 2021 | 1 | Mar 2021 | 2 | 3 |
| -1.21% | Apr 2016 | Apr 2016 | 1 | May 2016 | 1 | 2 |
| -1.20% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
| -1.05% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
Rolling Returns ( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ROGER GIBSON TALMUD PORTFOLIO 2X LEVERAGED
Annualized Rolling Returns
Data Source: from March 2010 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
14.06 | -16.98 |
56.90 Nov 2020 - Oct 2021 |
-39.60 Jan 2022 - Dec 2022 |
16.89% |
| 2 Years |
14.39 | -11.66 |
32.18 Apr 2020 - Mar 2022 |
-11.66 Jun 2021 - May 2023 |
4.41% |
| 3 Years |
14.27 | 3.04 |
30.30 Jan 2019 - Dec 2021 |
-2.74 Oct 2019 - Sep 2022 |
2.42% |
| 5 Years |
13.71 | 5.39 |
24.48 Mar 2010 - Feb 2015 |
3.79 Jan 2018 - Dec 2022 |
0.00% |
| 7 Years |
13.57 | 6.53 |
19.39 Jul 2010 - Jun 2017 |
6.53 Jun 2016 - May 2023 |
0.00% |
| 10 Years |
13.91 | 8.91 |
18.24 Jan 2012 - Dec 2021 |
8.81 May 2013 - Apr 2023 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Roger Gibson Talmud Portfolio 2x Leveraged: Rolling Returns page.
Seasonality
In which months is it better to invest in Roger Gibson Talmud Portfolio 2x Leveraged?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
3.48
60% |
-3.56
40% |
-0.46
80% |
2.55
80% |
-1.09
40% |
0.84
80% |
6.14
100% |
0.94
80% |
-5.95
20% |
1.13
60% |
4.93
80% |
-0.43
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.48
|
99.79
|
99.34
|
101.87
|
100.77
|
101.61
|
107.85
|
108.87
|
102.40
|
103.55
|
108.65
|
108.19
|
| Best |
13.6 2019 |
2.1 2019 |
5.7 2019 |
10.5 2021 |
3.4 2020 |
6.4 2019 |
13.5 2022 |
4.2 2018 |
1.6 2019 |
10.5 2021 |
11.5 2020 |
10.2 2021 |
| Worst |
-10.2 2022 |
-8.5 2023 |
-19.3 2020 |
-11.6 2022 |
-3.9 2023 |
-10.6 2022 |
2.2 2019 |
-9.6 2022 |
-17.1 2022 |
-7.6 2018 |
-2.0 2021 |
-9.9 2018 |
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
2.11
70% |
-1.32
50% |
0.86
70% |
1.21
60% |
0.70
70% |
0.40
70% |
4.62
90% |
-0.64
60% |
-3.13
30% |
2.55
70% |
2.95
60% |
0.38
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.11
|
100.76
|
101.63
|
102.86
|
103.58
|
103.99
|
108.80
|
108.10
|
104.72
|
107.39
|
110.56
|
110.98
|
| Best |
13.6 2019 |
6.4 2014 |
10.8 2016 |
10.5 2021 |
4.5 2014 |
6.4 2019 |
13.5 2022 |
6.2 2014 |
5.7 2013 |
10.5 2021 |
11.5 2020 |
10.2 2021 |
| Worst |
-10.2 2022 |
-8.5 2023 |
-19.3 2020 |
-11.6 2022 |
-3.9 2023 |
-10.6 2022 |
-1.2 2014 |
-9.6 2022 |
-17.1 2022 |
-7.6 2018 |
-2.1 2016 |
-9.9 2018 |
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
2.95
77% |
-0.35
62% |
1.93
71% |
2.40
71% |
-0.75
57% |
0.08
62% |
4.71
92% |
-0.90
54% |
-2.43
38% |
3.11
69% |
1.92
54% |
1.24
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.95
|
102.59
|
104.57
|
107.08
|
106.27
|
106.36
|
111.38
|
110.37
|
107.69
|
111.05
|
113.18
|
114.58
|
| Best |
13.6 2019 |
6.4 2014 |
10.8 2016 |
10.5 2021 |
4.5 2014 |
6.4 2019 |
13.5 2022 |
6.2 2014 |
8.2 2010 |
12.3 2011 |
11.5 2020 |
10.2 2021 |
| Worst |
-10.2 2022 |
-8.5 2023 |
-19.3 2020 |
-11.6 2022 |
-8.6 2010 |
-10.6 2022 |
-1.2 2014 |
-9.6 2022 |
-17.1 2022 |
-7.6 2018 |
-2.7 2011 |
-9.9 2018 |
Monthly Seasonality over the period Mar 2010 - May 2023
Monthly/Yearly Returns
Roger Gibson Talmud Portfolio 2x Leveraged data source starts from March 2010: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Mar 2010 - May 2023
104 Positive Months (65%) - 55 Negative Months (35%)
MONTHLY RETURNS TABLE
Mar 2010 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+3.60 | +1.36 | 12.9 | -8.5 | 2.7 | 1.7 | -3.9 | |||||||
| 2022 |
-39.60 | -43.26 | -10.2 | -5.3 | 3.2 | -11.6 | -2.8 | -10.6 | 13.5 | -9.6 | -17.1 | 5.3 | 9.1 | -8.2 |
| 2021 |
+46.68 | +37.03 | -1.8 | 1.5 | 5.5 | 10.5 | 1.1 | 3.7 | 6.3 | 3.3 | -8.3 | 10.5 | -2.0 | 10.2 |
| 2020 |
+4.10 | +2.70 | 2.9 | -7.6 | -19.3 | 10.1 | 3.4 | 1.6 | 6.4 | 3.8 | -3.8 | -4.5 | 11.5 | 3.6 |
| 2019 |
+44.89 | +41.66 | 13.6 | 2.1 | 5.7 | 2.0 | -3.3 | 6.4 | 2.2 | 3.1 | 1.6 | 1.9 | 1.0 | 2.2 |
| 2018 |
-9.85 | -11.54 | 0.1 | -7.8 | 0.9 | -1.0 | 4.0 | 3.0 | 2.4 | 4.2 | -2.3 | -7.6 | 4.9 | -9.9 |
| 2017 |
+21.37 | +18.87 | 1.2 | 5.9 | -1.0 | 1.7 | 1.2 | 1.3 | 2.3 | 1.3 | -0.1 | 1.5 | 3.5 | 0.9 |
| 2016 |
+10.82 | +8.57 | -4.1 | 0.3 | 10.8 | -1.2 | 2.4 | 6.3 | 5.0 | -3.1 | -1.3 | -5.5 | -2.1 | 4.1 |
| 2015 |
+0.17 | -0.56 | 4.7 | -0.2 | 0.0 | -3.2 | 0.2 | -5.2 | 5.4 | -8.0 | 0.2 | 8.8 | -0.4 | -1.0 |
| 2014 |
+33.69 | +32.69 | 1.9 | 6.4 | 0.1 | 3.0 | 4.5 | 1.9 | -1.2 | 6.2 | -6.0 | 8.6 | 4.6 | 0.3 |
| 2013 |
+19.08 | +17.31 | 5.3 | 2.2 | 4.8 | 6.2 | -4.8 | -4.4 | 4.0 | -7.4 | 5.7 | 6.4 | -0.8 | 1.7 |
| 2012 |
+24.83 | +22.70 | 8.1 | 1.6 | 4.5 | 2.6 | -5.4 | 5.9 | 3.3 | 1.5 | 0.7 | -2.3 | 0.3 | 2.2 |
| 2011 |
+9.95 | +6.79 | 3.8 | 4.9 | -1.1 | 6.3 | 1.3 | -3.7 | 0.5 | -5.4 | -9.2 | 12.3 | -2.7 | 4.3 |
| 2010 |
- | - | 10.1 | 6.4 | -8.6 | -5.1 | 11.3 | -1.5 | 8.2 | 5.0 | -2.2 | 5.7 | ||
Portfolio efficiency
Compared to the Roger Gibson Talmud Portfolio 2x Leveraged, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
Swipe left to see all data
10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +17.93 | 18.04 | -32.58 | 100 | 0 | 0 | ||
| Stocks/Bonds 60/40 with Bitcoin | +16.93 | 37.56 | -22.56 | 59 | 39 | 2 | ||
| Golden Butterfly with Bitcoin | +15.38 | 39.15 | -23.09 | 40 | 40 | 20 | ||
| Stocks/Bonds 40/60 with Bitcoin | +15.16 | 38.23 | -22.55 | 39 | 59 | 2 | ||
| Permanent Portfolio with Bitcoin | +14.93 | 40.55 | -23.85 | 25 | 50 | 25 | ||
| All Weather Portfolio with Bitcoin | +14.70 | 39.90 | -23.45 | 30 | 55 | 15 | ||
| Desert Portfolio with Bitcoin | +14.44 | 38.82 | -23.13 | 30 | 60 | 10 | ||
| Cape US Sector Value | +13.25 | 15.46 | -21.00 | 100 | 0 | 0 | ||
| Stocks/Bonds 60/40 2x Leveraged | +11.97 | 18.26 | -39.53 | 60 | 40 | 0 | ||
| US Stocks | +11.40 | 15.16 | -24.81 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.37 | 15.22 | -30.16 | 100 | 0 | 0 | ||
| Warren Buffett Portfolio | +10.82 | 13.39 | -23.08 | 90 | 10 | 0 | ||
| Dedalo Three | +10.41 | 14.91 | -25.03 | 100 | 0 | 0 | ||
| US Stocks Equal Weight | +10.24 | 16.05 | -26.65 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +10.21 | 12.08 | -19.06 | 100 | 0 | 0 | ||
| US Stocks ESG | +9.62 | 15.71 | -27.79 | 100 | 0 | 0 | ||
| US Stocks Value | +9.61 | 15.15 | -26.06 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +9.51 | 12.54 | -27.23 | 80 | 20 | 0 | ||
| Stocks/Bonds 80/20 | +9.50 | 12.42 | -22.75 | 80 | 20 | 0 | ||
| Simple Path to Wealth | +9.02 | 11.75 | -22.24 | 75 | 25 | 0 | ||
| Talmud Portfolio 2x Leveraged | +8.91 | 20.45 | -42.70 | 66.7 | 33.3 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Talmud Portfolio 2x Leveraged | +5.39 | 25.25 | -42.70 | 66.7 | 33.3 | 0 | ||
| Talmud Portfolio | +5.36 | 13.39 | -22.88 | 66.7 | 33.3 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and High Risk categorization.
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10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Simple Path to Wealth | +9.02 | 11.75 | -22.24 | 75 | 25 | 0 | ||
| Stocks/Bonds 60/40 Momentum | +7.58 | 9.94 | -24.21 | 60 | 40 | 0 | ||
| Stocks/Bonds 60/40 | +7.55 | 9.80 | -20.69 | 60 | 40 | 0 | ||
| Edge Select Moderately Aggressive | +7.10 | 10.82 | -22.31 | 69 | 31 | 0 | ||
| Jane Bryant Quinn Portfolio | +6.75 | 10.82 | -22.74 | 70 | 30 | 0 | ||
