Dynamic 60/40 Income vs Roger Gibson Talmud Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Dynamic 60/40 Income Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 66.67%
Fixed Income 40% 33.33%
Commodities 0% 0%
30 Years Stats Return +6.98% +8.20%
Std Dev 9.36% 10.85%
Max Drawdown -41.44% -40.17%
All time Stats
(Since Jan 1992)
Return +7.40% +8.40%
Std Dev 9.11% 10.59%
Max Drawdown -41.44% -40.17%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +8.40
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1992, now would be worth 13.37$, with a total return of 1237.40% (8.40% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Dynamic 60/40 Income Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68
-4.84% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.76

Drawdown comparison chart since January 1992.

Swipe left to see all data
Dynamic 60/40 Income Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.70% Oct 1993 Nov 1994 (14) May 1995 (20) 4.54
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68
-4.84% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.76

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
+1.48%
-0.14%
+0.59%
-1.37%
2023
+12.28%
-6.45%
+14.42%
-9.16%
2022
-15.89%
-18.21%
-19.62%
-22.88%
2021
+15.27%
-2.58%
+21.44%
-3.93%
2020
+6.26%
-14.24%
+8.02%
-15.16%
2019
+18.59%
-1.55%
+22.79%
-1.65%
2018
-3.28%
-6.80%
-3.78%
-7.57%
2017
+8.11%
-0.39%
+9.90%
-0.80%
2016
+7.39%
-2.92%
+7.99%
-4.84%
2015
+0.49%
-4.42%
+1.11%
-5.69%
2014
+11.87%
-2.32%
+16.24%
-3.05%
2013
+8.15%
-3.78%
+11.22%
-4.74%
2012
+12.84%
-3.09%
+12.41%
-3.41%
2011
+3.16%
-10.41%
+5.83%
-10.50%
2010
+14.75%
-5.96%
+17.33%
-7.24%
2009
+25.31%
-19.50%
+20.87%
-18.28%
2008
-21.78%
-30.14%
-22.37%
-28.90%
2007
-3.54%
-7.01%
-1.40%
-7.11%
2006
+14.28%
-1.89%
+18.42%
-3.01%
2005
+5.27%
-2.10%
+6.88%
-3.47%
2004
+12.11%
-4.29%
+15.93%
-6.69%
2003
+22.26%
0.00%
+23.46%
-1.81%
2002
-0.78%
-6.19%
-2.82%
-8.26%
2001
+5.55%
-3.29%
+3.27%
-5.08%
2000
+5.79%
-3.60%
+9.05%
-4.13%
1999
+4.89%
-3.30%
+6.34%
-4.64%
1998
+5.13%
-7.02%
+5.18%
-10.43%
1997
+16.74%
-0.91%
+19.74%
-1.89%
1996
+16.21%
-0.78%
+19.46%
-1.65%
1995
+20.42%
-0.12%
+22.03%
-0.94%
1994
-3.20%
-6.80%
-3.74%
-8.67%
1993
+14.00%
-1.75%
+13.33%
-2.90%
1992
+13.92%
-0.48%
+10.28%
-1.73%