Data Source: from January 1928 to November 2023 (~96 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.37%
1 Day
Dec 01 2023
1.37%
Current Month
December 2023
The Roger Gibson Talmud Portfolio 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 30 Years, the Roger Gibson Talmud Portfolio obtained a 8.01% compound annual return, with a 10.81% standard deviation.
Table of contents
Asset Allocation and ETFs
The Roger Gibson Talmud Portfolio has the following asset allocation:
66.67% Stocks
33.33% Fixed Income
0% Commodities
The Roger Gibson Talmud Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 33.34 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 33.33 |
VNQ
|
USD | Vanguard Real Estate | Real Estate, U.S. |
| 33.33 |
BND
|
USD | Vanguard Total Bond Market | Bond, U.S., All-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 Nov 30, 2023
The Roger Gibson Talmud Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
ROGER GIBSON TALMUD PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~96Y) |
|||
| Roger Gibson Talmud Portfolio | 1.37 | 1.37 | 8.64 | 4.70 | 3.75 | 5.78 | 6.58 | 8.01 | 7.72 | |||
| US Inflation Adjusted return | 8.64 | 3.49 | 0.39 | 1.64 | 3.66 | 5.36 | 4.53 | |||||
| Components | ||||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | 0.84 | Dec 01 2023 | 0.84 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 9.90 | 9.80 |
|
VNQ
|
USD | Vanguard Real Estate | 2.46 | Dec 01 2023 | 2.46 | 12.08 | 4.30 | -2.99 | 3.66 | 6.41 | 8.34 | 6.94 |
|
BND
|
USD | Vanguard Total Bond Market | 0.82 | Dec 01 2023 | 0.82 | 4.54 | -0.60 | 0.97 | 0.72 | 1.33 | 4.12 | 4.81 |
Returns over 1 year are annualized | Available data source: since Jan 1928
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the Roger Gibson Talmud Portfolio granted a 2.13% dividend yield. If you are interested in getting periodic income, please refer to the Roger Gibson Talmud Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 10.10$, with a total return of 910.27% (8.01% annualized).
The Inflation Adjusted Capital now would be 4.79$, with a net total return of 378.75% (5.36% annualized).
The Inflation Adjusted Capital now would be 4.79$, with a net total return of 378.75% (5.36% annualized).
An investment of 1$, since January 1928,
now would be worth 1249.41$, with a total return of 124840.85% (7.72% annualized).
The Inflation Adjusted Capital now would be 70.25$, with a net total return of 6925.29% (4.53% annualized).
The Inflation Adjusted Capital now would be 70.25$, with a net total return of 6925.29% (4.53% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Roger Gibson Talmud Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
ROGER GIBSON TALMUD PORTFOLIO
Advanced Metrics
Data Source: 1 January 1928 - 30 November 2023 (~96 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Investment Return (%) | 8.64 | 0.70 | 4.70 | 3.75 | 2.60 | 5.78 | 6.58 | 7.26 | 8.01 | 7.72 |
| Infl. Adjusted Return (%) details | 8.64 | 0.49 | 3.49 | 0.39 | -2.97 | 1.64 | 3.66 | 4.55 | 5.36 | 4.53 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 3.05 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -9.16 | -22.88 | -22.88 | -22.88 | -40.17 | -40.17 | -57.05 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 41 | 41 | 89 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 20 | 20 | 56 | |||
| End (yyyy mm) | - | - | - | - | 2010 10 | 2010 10 | 1937 01 | |||
| Longest Drawdown Depth (%) | -3.75 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 5 | |||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 21 | 21 | 33 | |||
| Bottom (yyyy mm) | 2023 02 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 4 | 14 | 14 | 14 | 20 | 20 | 56 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2010 10 | 2010 10 | 1937 01 | |||
| Longest negative period (# months) details | 11 | 35 | 35 | 35 | 64 | 65 | 160 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2020 12 | 2020 12 | 2003 12 | 2003 10 | 1929 09 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 03 | 2009 02 | 1942 12 | |||
| Annualized Return (%) | -4.90 | -0.20 | -0.20 | -0.20 | -0.33 | -0.26 | 0.00 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.75 | -27.67 | -27.67 | -27.67 | -42.36 | -42.36 | -45.76 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 49 | 49 | 46 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 1929 09 | |||
| Start to Bottom (# months) | 3 | 22 | 22 | 22 | 25 | 25 | 33 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 1932 05 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 24 | 24 | 13 | |||
| End (yyyy mm) | - | - | - | - | 2011 02 | 2011 02 | 1933 06 | |||
| Longest Drawdown Depth (%) | -5.16 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-37.59 | |||
| Start to Recovery (# months) details | 6 | 96 | ||||||||
| Start (yyyy mm) | 2023 02 | 2022 01 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 1972 12 | |||
| Start to Bottom (# months) | 4 | 22 | 22 | 22 | 25 | 25 | 22 | |||
| Bottom (yyyy mm) | 2023 05 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 1974 09 | |||
| Bottom to End (# months) | 2 | 1 | 1 | 1 | 24 | 24 | 74 | |||
| End (yyyy mm) | 2023 07 | - | - | - | 2011 02 | 2011 02 | 1980 11 | |||
| Longest negative period (# months) details | 11 | 36* | 59 | 71 | 71 | 118 | 225 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2017 12 | 2017 12 | 1999 05 | 1956 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 1974 12 | |||
| Annualized Return (%) | -8.25 | -2.97 | -0.03 | -0.04 | -0.04 | -0.11 | -0.10 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.40 | 14.15 | 14.08 | 11.15 | 12.06 | 10.81 | 12.36 | |||
| Sharpe Ratio | -0.08 | 0.05 | 0.29 | 0.50 | 0.50 | 0.53 | 0.30 | |||
| Sortino Ratio | -0.13 | 0.07 | 0.39 | 0.66 | 0.64 | 0.69 | 0.41 | |||
| Ulcer Index | 3.81 | 12.14 | 9.83 | 7.15 | 8.83 | 7.43 | 10.10 | |||
| Ratio: Return / Standard Deviation | 0.26 | 0.18 | 0.41 | 0.59 | 0.60 | 0.74 | 0.62 | |||
| Ratio: Return / Deepest Drawdown | 0.41 | 0.11 | 0.25 | 0.29 | 0.18 | 0.20 | 0.14 | |||
| % Positive Months details | 50% | 55% | 63% | 67% | 66% | 66% | 63% | |||
| Positive Months | 6 | 20 | 38 | 81 | 160 | 240 | 728 | |||
| Negative Months | 6 | 16 | 22 | 39 | 80 | 120 | 423 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 6.58 | 12.85 | 12.85 | 16.67 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.62 | 2.98 | -1.00 | |||||||
| Best 10 Years Return (%) - Annualized | 3.66 | 10.89 | 10.89 | 11.26 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.75 | 0.40 | -3.03 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 50.23 | 24.51 | 19.10 | 12.85 | 9.91 | 8.01 | ||||
| Worst Rolling Return (%) - Annualized | -34.12 | -10.82 | -2.47 | 2.98 | 6.93 | |||||
| % Positive Periods | 83% | 92% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 46.83 | 21.63 | 16.72 | 10.89 | 7.48 | 5.36 | ||||
| Worst Rolling Return (%) - Annualized | -34.28 | -12.75 | -4.98 | 0.40 | 4.24 | |||||
| % Positive Periods | 79% | 88% | 96% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 1928 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 80.26 | 25.91 | 22.84 | 16.67 | 14.06 | 12.99 | ||||
| Worst Rolling Return (%) - Annualized | -44.00 | -21.82 | -7.45 | -1.00 | 3.02 | 4.83 | ||||
| % Positive Periods | 79% | 90% | 95% | 99% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 93.04 | 21.63 | 19.10 | 11.26 | 9.25 | 8.20 | ||||
| Worst Rolling Return (%) - Annualized | -37.82 | -15.62 | -5.97 | -3.03 | 0.53 | 1.86 | ||||
| % Positive Periods | 70% | 83% | 88% | 93% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 33.64 | 22.48 | 13.12 | 7.96 | 7.28 | 3.74 | ||||
| Perpetual WR (%) | 0.00 | 1.61 | 3.53 | 4.35 | 5.09 | 4.34 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
VTI
|
VNQ
|
BND
|
|---|---|---|---|
|
VTI
|
-
|
0.93
|
0.80
|
|
VNQ
|
0.93
|
-
|
0.83
|
|
BND
|
0.80
|
0.83
|
-
|
| Asset |
VTI
|
VNQ
|
BND
|
|---|---|---|---|
|
VTI
|
-
|
0.87
|
0.48
|
|
VNQ
|
0.87
|
-
|
0.56
|
|
BND
|
0.48
|
0.56
|
-
|
| Asset |
VTI
|
VNQ
|
BND
|
|---|---|---|---|
|
VTI
|
-
|
0.75
|
0.37
|
|
VNQ
|
0.75
|
-
|
0.57
|
|
BND
|
0.37
|
0.57
|
-
|
| Asset |
VTI
|
VNQ
|
BND
|
|---|---|---|---|
|
VTI
|
-
|
0.63
|
0.16
|
|
VNQ
|
0.63
|
-
|
0.31
|
|
BND
|
0.16
|
0.31
|
-
|
| Asset |
VTI
|
VNQ
|
BND
|
|---|---|---|---|
|
VTI
|
-
|
0.83
|
0.14
|
|
VNQ
|
0.83
|
-
|
0.16
|
|
BND
|
0.14
|
0.16
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1928 - 30 November 2023 (~96 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -40.17% | Jun 2007 | Feb 2009 | 21 | Oct 2010 | 20 | 41 | 17.05 |
| -22.88% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 15.06 |
| -15.16% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 | 6.94 |
| -10.50% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 | 4.43 |
| -10.43% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 5.05 |
| -8.67% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.94 |
| -8.26% | Apr 2002 | Oct 2002 | 7 | May 2003 | 7 | 14 | 5.13 |
| -7.57% | Sep 2018 | Dec 2018 | 4 | Feb 2019 | 2 | 6 | 3.56 |
| -6.69% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 | 3.63 |
| -5.69% | Apr 2015 | Aug 2015 | 5 | Mar 2016 | 7 | 12 | 3.12 |
| -5.08% | Feb 2001 | Mar 2001 | 2 | Jun 2001 | 3 | 5 | 2.68 |
| -4.84% | Aug 2016 | Oct 2016 | 3 | Feb 2017 | 4 | 7 | 2.76 |
| -4.74% | May 2013 | Aug 2013 | 4 | Oct 2013 | 2 | 6 | 2.49 |
| -4.64% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 | 2.68 |
| -4.34% | Jul 2001 | Sep 2001 | 3 | Dec 2001 | 3 | 6 | 2.32 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -42.36% | Feb 2007 | Feb 2009 | 25 | Feb 2011 | 24 | 49 | 18.45 |
| -27.67% | Jan 2022 | Oct 2023 | 22 | in progress | 1 | 23 | 20.55 |
| -15.21% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 | 6.83 |
| -11.02% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 | 4.08 |
| -10.87% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 | 4.58 |
| -10.81% | Feb 1994 | Nov 1994 | 10 | Jun 1995 | 7 | 17 | 6.37 |
| -9.53% | Apr 2002 | Oct 2002 | 7 | Jun 2003 | 8 | 15 | 6.16 |
| -7.23% | Sep 2018 | Dec 2018 | 4 | Feb 2019 | 2 | 6 | 3.50 |
| -7.07% | Feb 2015 | Aug 2015 | 7 | Mar 2016 | 7 | 14 | 3.81 |
| -6.99% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 | 3.67 |
| -5.67% | Feb 2001 | Mar 2001 | 2 | Dec 2001 | 9 | 11 | 3.15 |
| -5.61% | Jul 1999 | Sep 1999 | 3 | Mar 2000 | 6 | 9 | 2.93 |
| -5.29% | May 2013 | Aug 2013 | 4 | Oct 2013 | 2 | 6 | 2.85 |
| -5.27% | Aug 2016 | Oct 2016 | 3 | Jun 2017 | 8 | 11 | 2.58 |
| -5.15% | Jan 2018 | Feb 2018 | 2 | Aug 2018 | 6 | 8 | 3.08 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -57.05% | Sep 1929 | May 1932 | 33 | Jan 1937 | 56 | 89 | 28.90 |
| -40.17% | Jun 2007 | Feb 2009 | 21 | Oct 2010 | 20 | 41 | 17.05 |
| -29.48% | Aug 1937 | Mar 1938 | 8 | Feb 1943 | 59 | 67 | 12.56 |
| -25.53% | Dec 1972 | Sep 1974 | 22 | Jan 1976 | 16 | 38 | 11.81 |
| -22.88% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 15.06 |
| -15.52% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 6.69 |
| -15.49% | Dec 1968 | Jun 1970 | 19 | Nov 1970 | 5 | 24 | 6.74 |
| -15.16% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 | 6.94 |
| -13.02% | Dec 1961 | Jun 1962 | 7 | Jan 1963 | 7 | 14 | 6.37 |
| -10.61% | Jun 1946 | Sep 1946 | 4 | Jul 1947 | 10 | 14 | 5.77 |
| -10.50% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 | 4.43 |
| -10.43% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 | 5.05 |
| -10.14% | Jul 1990 | Oct 1990 | 4 | Jan 1991 | 3 | 7 | 5.88 |
| -9.71% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 | 4.55 |
| -9.18% | Jul 1948 | May 1949 | 11 | Dec 1949 | 7 | 18 | 5.13 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.76% | Sep 1929 | May 1932 | 33 | Jun 1933 | 13 | 46 | 22.29 |
| -42.36% | Feb 2007 | Feb 2009 | 25 | Feb 2011 | 24 | 49 | 18.45 |
| -37.59% | Dec 1972 | Sep 1974 | 22 | Nov 1980 | 74 | 96 | 17.97 |
| -28.30% | Mar 1937 | Apr 1942 | 62 | Feb 1945 | 34 | 96 | 12.97 |
| -27.67% | Jan 2022 | Oct 2023 | 22 | in progress | 1 | 23 | 20.55 |
| -24.08% | Jun 1946 | Feb 1948 | 21 | Dec 1952 | 58 | 79 | 14.53 |
| -22.90% | Dec 1968 | Jun 1970 | 19 | Mar 1971 | 9 | 28 | 11.32 |
| -22.16% | Jul 1933 | Mar 1935 | 21 | Dec 1935 | 9 | 30 | 13.69 |
| -16.32% | Aug 1987 | Nov 1987 | 4 | May 1989 | 18 | 22 | 7.49 |
| -15.90% | Sep 1989 | Oct 1990 | 14 | Mar 1991 | 5 | 19 | 7.46 |
| -15.21% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 | 6.83 |
| -13.96% | Dec 1980 | Sep 1981 | 10 | Oct 1982 | 13 | 23 | 7.22 |
| -13.60% | Dec 1961 | Jun 1962 | 7 | Apr 1963 | 10 | 17 | 6.43 |
| -11.51% | Oct 1993 | Nov 1994 | 14 | Jul 1995 | 8 | 22 | 6.27 |
| -11.15% | Feb 1966 | Aug 1966 | 7 | Jan 1967 | 5 | 12 | 5.82 |
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
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1928 - 30 November 2023 (~96 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -34.12 |
03/2008 02/2009 |
0.65$ | -0.89 | 0.99$ | 9.22 | 1.09$ | 19.44 | 1.19$ | 50.23 |
04/2009 03/2010 |
1.50$ | 3.75 | 16.62% |
| 2Y | -21.88 |
03/2007 02/2009 |
0.61$ | 2.53 | 1.05$ | 9.12 | 1.19$ | 15.16 | 1.32$ | 34.84 |
03/2009 02/2011 |
1.81$ | -4.67 | 10.09% |
| 3Y | -10.82 |
03/2006 02/2009 |
0.70$ | 4.06 | 1.12$ | 8.53 | 1.27$ | 14.11 | 1.48$ | 24.51 |
03/2009 02/2012 |
1.93$ | 2.60 | 7.08% |
| 5Y | -2.47 |
03/2004 02/2009 |
0.88$ | 4.48 | 1.24$ | 8.54 | 1.50$ | 12.30 | 1.78$ | 19.10 |
03/2009 02/2014 |
2.39$ | 5.78 | 1.00% |
| 7Y | 1.35 |
03/2002 02/2009 |
1.09$ | 6.15 | 1.51$ | 8.26 | 1.74$ | 10.29 | 1.98$ | 15.12 |
04/2009 03/2016 |
2.67$ | 6.09 | 0.00% |
| 10Y | 2.98 |
03/1999 02/2009 |
1.34$ | 6.47 | 1.87$ | 8.03 | 2.16$ | 10.51 | 2.71$ | 12.85 |
03/2009 02/2019 |
3.34$ | 6.58 | 0.00% |
| 15Y | 5.75 |
03/1994 02/2009 |
2.31$ | 7.16 | 2.82$ | 7.91 | 3.13$ | 8.54 | 3.41$ | 9.24 |
12/2008 11/2023 |
3.76$ | 9.24 | 0.00% |
| 20Y | 6.93 |
11/2003 10/2023 |
3.81$ | 7.60 | 4.32$ | 8.16 | 4.80$ | 9.05 | 5.65$ | 9.91 |
12/1994 11/2014 |
6.61$ | 7.26 | 0.00% |
| 30Y | 8.01 |
12/1993 11/2023 |
10.10$ | 8.01 | 10.10$ | 8.01 | 10.10$ | 8.01 | 10.10$ | 8.01 |
12/1993 11/2023 |
10.10$ | 8.01 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -34.28 |
03/2008 02/2009 |
0.65$ | -3.37 | 0.96$ | 6.63 | 1.06$ | 16.08 | 1.16$ | 46.83 |
04/2009 03/2010 |
1.46$ | 0.39 | 20.63% |
| 2Y | -23.50 |
03/2007 02/2009 |
0.58$ | 0.17 | 1.00$ | 6.90 | 1.14$ | 12.36 | 1.26$ | 32.03 |
03/2009 02/2011 |
1.74$ | -9.39 | 14.54% |
| 3Y | -12.75 |
03/2006 02/2009 |
0.66$ | 0.88 | 1.02$ | 6.56 | 1.20$ | 11.51 | 1.38$ | 21.63 |
03/2009 02/2012 |
1.79$ | -2.97 | 12.00% |
| 5Y | -4.98 |
03/2004 02/2009 |
0.77$ | 1.67 | 1.08$ | 6.25 | 1.35$ | 9.52 | 1.57$ | 16.72 |
03/2009 02/2014 |
2.16$ | 1.64 | 3.32% |
| 7Y | -1.18 |
03/2002 02/2009 |
0.92$ | 3.69 | 1.28$ | 6.01 | 1.50$ | 7.90 | 1.70$ | 13.28 |
04/2009 03/2016 |
2.39$ | 2.47 | 0.72% |
| 10Y | 0.40 |
03/1999 02/2009 |
1.04$ | 4.10 | 1.49$ | 5.75 | 1.74$ | 7.95 | 2.14$ | 10.89 |
03/2009 02/2019 |
2.81$ | 3.66 | 0.00% |
| 15Y | 3.18 |
03/1994 02/2009 |
1.60$ | 4.78 | 2.01$ | 5.55 | 2.24$ | 6.09 | 2.42$ | 6.86 |
02/2003 01/2018 |
2.70$ | 6.58 | 0.00% |
| 20Y | 4.24 |
11/2003 10/2023 |
2.29$ | 5.20 | 2.75$ | 5.87 | 3.12$ | 6.64 | 3.61$ | 7.48 |
02/1995 01/2015 |
4.22$ | 4.55 | 0.00% |
| 30Y | 5.36 |
12/1993 11/2023 |
4.78$ | 5.36 | 4.78$ | 5.36 | 4.78$ | 5.36 | 4.78$ | 5.36 |
12/1993 11/2023 |
4.78$ | 5.36 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -44.00 |
07/1931 06/1932 |
0.56$ | -2.40 | 0.97$ | 8.62 | 1.08$ | 19.39 | 1.19$ | 80.26 |
07/1932 06/1933 |
1.80$ | 3.75 | 20.53% |
| 2Y | -30.93 |
06/1930 05/1932 |
0.47$ | 1.50 | 1.03$ | 7.93 | 1.16$ | 16.07 | 1.34$ | 34.84 |
03/2009 02/2011 |
1.81$ | -4.67 | 11.79% |
| 3Y | -21.82 |
07/1929 06/1932 |
0.47$ | 2.69 | 1.08$ | 8.10 | 1.26$ | 14.08 | 1.48$ | 25.91 |
07/1982 06/1985 |
1.99$ | 2.60 | 9.41% |
| 5Y | -7.45 |
04/1928 03/1933 |
0.67$ | 3.91 | 1.21$ | 7.97 | 1.46$ | 12.95 | 1.83$ | 22.84 |
08/1982 07/1987 |
2.79$ | 5.78 | 4.21% |
| 7Y | -1.75 |
04/1928 03/1935 |
0.88$ | 4.74 | 1.38$ | 7.94 | 1.70$ | 11.96 | 2.20$ | 19.85 |
04/1980 03/1987 |
3.55$ | 6.09 | 0.94% |
| 10Y | -1.00 |
09/1929 08/1939 |
0.90$ | 5.25 | 1.66$ | 7.83 | 2.12$ | 11.96 | 3.09$ | 16.67 |
06/1976 05/1986 |
4.67$ | 6.58 | 0.29% |
| 15Y | 1.47 |
09/1929 08/1944 |
1.24$ | 5.91 | 2.36$ | 7.86 | 3.11$ | 12.33 | 5.72$ | 15.71 |
10/1974 09/1989 |
8.92$ | 9.24 | 0.00% |
| 20Y | 3.02 |
09/1929 08/1949 |
1.81$ | 6.20 | 3.33$ | 8.05 | 4.70$ | 11.48 | 8.78$ | 14.06 |
03/1978 02/1998 |
13.90$ | 7.26 | 0.00% |
| 30Y | 4.83 |
10/1929 09/1959 |
4.12$ | 6.49 | 6.59$ | 8.94 | 13.06$ | 11.06 | 23.24$ | 12.99 |
01/1975 12/2004 |
38.99$ | 8.01 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -37.82 |
07/1931 06/1932 |
0.62$ | -6.12 | 0.93$ | 5.13 | 1.05$ | 15.61 | 1.15$ | 93.04 |
07/1932 06/1933 |
1.93$ | 0.39 | 29.04% |
| 2Y | -23.50 |
03/2007 02/2009 |
0.58$ | -1.81 | 0.96$ | 4.71 | 1.09$ | 12.17 | 1.25$ | 32.03 |
03/2009 02/2011 |
1.74$ | -9.39 | 21.81% |
| 3Y | -15.62 |
07/1929 06/1932 |
0.60$ | -0.56 | 0.98$ | 4.67 | 1.14$ | 10.39 | 1.34$ | 21.63 |
07/1982 06/1985 |
1.79$ | -2.97 | 16.22% |
| 5Y | -5.97 |
10/1969 09/1974 |
0.73$ | 0.64 | 1.03$ | 4.76 | 1.26$ | 8.89 | 1.53$ | 19.10 |
08/1982 07/1987 |
2.39$ | 1.64 | 11.36% |
| 7Y | -5.31 |
10/1967 09/1974 |
0.68$ | 1.27 | 1.09$ | 4.84 | 1.39$ | 8.06 | 1.72$ | 14.23 |
04/1980 03/1987 |
2.53$ | 2.47 | 8.33% |
| 10Y | -3.03 |
10/1964 09/1974 |
0.73$ | 1.56 | 1.16$ | 4.81 | 1.59$ | 8.21 | 2.20$ | 11.26 |
08/1982 07/1992 |
2.90$ | 3.66 | 6.69% |
| 15Y | -0.52 |
01/1960 12/1974 |
0.92$ | 2.02 | 1.34$ | 4.93 | 2.05$ | 7.51 | 2.96$ | 11.06 |
08/1982 07/1997 |
4.82$ | 6.58 | 1.03% |
| 20Y | 0.53 |
01/1955 12/1974 |
1.11$ | 2.43 | 1.61$ | 4.58 | 2.44$ | 7.29 | 4.08$ | 9.25 |
04/1980 03/2000 |
5.86$ | 4.55 | 0.00% |
| 30Y | 1.86 |
06/1946 05/1976 |
1.73$ | 3.10 | 2.49$ | 4.28 | 3.51$ | 6.93 | 7.46$ | 8.20 |
01/1975 12/2004 |
10.63$ | 5.36 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Roger Gibson Talmud Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Roger Gibson Talmud Portfolio?
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 |
1.84
60% |
-1.48
40% |
-0.59
80% |
1.74
80% |
-0.31
40% |
1.09
80% |
3.15
100% |
-0.16
60% |
-3.68
20% |
1.01
60% |
4.10
80% |
-0.09
60% |
| Best |
7.2 2019 |
1.7 2021 |
2.6 2021 |
7.8 2020 |
2.5 2020 |
4.1 2023 |
6.6 2022 |
2.2 2020 |
1.1 2019 |
4.9 2021 |
8.6 2023 |
4.8 2021 |
| Worst |
-5.5 2022 |
-4.4 2020 |
-11.2 2020 |
-5.7 2022 |
-1.7 2019 |
-5.7 2022 |
1.1 2019 |
-4.2 2022 |
-8.6 2022 |
-2.6 2023 |
-1.2 2021 |
-5.2 2018 |
Monthly Seasonality over the period Feb 1928 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.01
60% |
-0.52
60% |
0.37
80% |
0.86
70% |
0.45
70% |
1.00
80% |
2.32
90% |
-0.11
60% |
-2.20
30% |
0.77
60% |
2.66
80% |
0.39
70% |
| Best |
7.2 2019 |
3.5 2014 |
6.0 2016 |
7.8 2020 |
2.5 2020 |
4.1 2023 |
6.6 2022 |
2.8 2014 |
1.1 2019 |
4.9 2021 |
8.6 2023 |
4.8 2021 |
| Worst |
-5.5 2022 |
-4.4 2020 |
-11.2 2020 |
-5.7 2022 |
-1.7 2019 |
-5.7 2022 |
-0.7 2014 |
-4.2 2015 |
-8.6 2022 |
-3.9 2018 |
-1.2 2021 |
-5.2 2018 |
Monthly Seasonality over the period Feb 1928 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.22
68% |
0.11
56% |
0.63
68% |
1.03
66% |
0.06
59% |
0.93
65% |
1.42
68% |
0.75
61% |
-0.45
50% |
0.22
60% |
0.91
61% |
1.41
77% |
| Best |
9.6 1975 |
8.8 1931 |
6.6 1930 |
26.9 1933 |
11.4 1933 |
16.0 1938 |
21.0 1932 |
23.5 1932 |
9.2 1939 |
8.8 1982 |
9.0 1928 |
7.0 2008 |
| Worst |
-9.2 2009 |
-13.8 1933 |
-18.1 1938 |
-11.8 1932 |
-15.4 1940 |
-10.2 1930 |
-8.0 1933 |
-7.8 1998 |
-16.8 1931 |
-17.5 2008 |
-8.2 1973 |
-6.6 1931 |
Monthly Seasonality over the period Feb 1928 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Roger Gibson Talmud Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ROGER GIBSON TALMUD PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1928 - 30 November 2023 (~96 years)
240 Positive Months (67%) - 120 Negative Months (33%)
728 Positive Months (63%) - 423 Negative Months (37%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- VTI - Vanguard Total Stock Market, up to December 2001
- VNQ - Vanguard Real Estate, up to December 2004
- BND - Vanguard Total Bond Market, up to December 2007
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 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 | +5.78 | 14.08 | -22.88 | 66.7 | 33.3 | 0 | ||
| Talmud Portfolio 2x Leveraged | +5.34 | 26.66 | -44.36 | 66.7 | 33.3 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.34 | 9.56 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Talmud Portfolio | +8.01 | 10.81 | -40.17 | 66.7 | 33.3 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
