All Country World 80/20 vs Roger Gibson Talmud Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.00% compound annual return, with a 10.64% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Roger Gibson Talmud Portfolio
Risk Very High High
Asset Allocation Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
30 Years Stats Return +6.32% +8.00%
Std Dev 12.69% 10.64%
Max Drawdown -47.32% -40.17%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Roger Gibson Talmud Portfolio -1.52 -0.90 -5.44 +5.36 +6.35 +8.00 +9.05
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since June 1993, now would be worth 10063.64$, with a total return of 906.36% (8.00% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since January 1985, now would be worth 27915.40$, with a total return of 2691.54% (9.05% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.17% Jun 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.88% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-15.16% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-6.69% Apr 2004 Apr 2004
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.69% Apr 2015 Aug 2015
-5.08% Feb 2001 Mar 2001

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.17% Jun 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.88% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-15.52% Sep 1987 Nov 1987
-15.16% Feb 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-10.14% Jul 1990 Oct 1990
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-6.69% Apr 2004 Apr 2004

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Roger Gibson Talmud Portfolio
2023
 +6.47% +3.05%
2022
 -17.17% -19.62%
2021
 +14.21% +21.44%
2020
 +14.55% +8.02%
2019
 +23.35% +22.79%
2018
 -7.79% -3.78%
2017
 +20.43% +9.90%
2016
 +7.66% +7.99%
2015
 -1.32% +1.11%
2014
 +4.31% +16.24%
2013
 +17.86% +11.22%
2012
 +15.19% +12.41%
2011
 -4.38% +5.83%
2010
 +12.00% +17.33%
2009
 +28.02% +20.87%
2008
 -34.37% -22.37%
2007
 +8.92% -1.40%
2006
 +15.95% +18.42%
2005
 +8.00% +6.88%
2004
 +11.86% +15.93%
2003
 +26.95% +23.46%
2002
 -14.55% -2.82%
2001
 -11.36% +3.27%
2000
 -9.84% +9.05%
1999
 +20.74% +6.34%
1998
 +17.65% +5.18%
1997
 +11.46% +19.74%
1996
 +10.54% +19.46%
1995
 +17.60% +22.03%
1994
 +1.26% -3.74%
1993
 +20.51% +13.33%
1992
 -3.52% +10.28%
1991
 +17.30% +27.78%
1990
 -13.44% -4.26%
1989
 +14.69% +16.87%
1988
 +18.54% +12.71%
1987
 +13.56% +0.17%
1986
 +37.13% +16.28%
1985
 +37.92% +24.20%