Last Update: 31 March 2024
The Roger Gibson Talmud 2x Leveraged Portfolio obtained a 9.51% compound annual return, with a 21.43% standard deviation, in the last 10 Years.
The US Stocks Equal Weight Portfolio obtained a 10.64% compound annual return, with a 16.53% standard deviation, in the last 10 Years.
Summary
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| Roger Gibson Talmud 2x Leveraged Portfolio | US Stocks Equal Weight Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Very High | |
| Asset Allocation | Stocks | 66.67% | 100% |
| Fixed Income | 33.33% | 0% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +9.51% | +10.64% |
| Std Dev | 21.43% | 16.53% | |
| Max Drawdown | -44.36% | -26.65% | |
| All time Stats (Since Mar 2010) |
Return | +13.24% | +12.68% |
| Std Dev | 20.38% | 16.25% | |
| Max Drawdown | -44.36% | -26.65% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Roger Gibson Talmud 2x Leveraged Portfolio | +3.62 | +27.57 | +16.95 | +6.22 | +9.51 | +13.24 |
| US Stocks Equal Weight Portfolio | +4.47 | +20.50 | +19.09 | +12.15 | +10.64 | +12.68 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 2.48$, with a total return of 147.98%
(9.51% annualized).
US Stocks Equal Weight Portfolio: an investment of 1$, since April 2014, now would be worth 2.75$, with a total return of 174.99% (10.64% annualized).
US Stocks Equal Weight Portfolio: an investment of 1$, since April 2014, now would be worth 2.75$, with a total return of 174.99% (10.64% annualized).
Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 5.76$, with a total return of 476.13%
(13.24% annualized).
US Stocks Equal Weight Portfolio: an investment of 1$, since March 2010, now would be worth 5.37$, with a total return of 437.43% (12.68% annualized).
US Stocks Equal Weight Portfolio: an investment of 1$, since March 2010, now would be worth 5.37$, with a total return of 437.43% (12.68% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Roger Gibson Talmud 2x Leveraged Portfolio
|
US Stocks Equal Weight Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.36% | Jan 2022 | Oct 2023 (22) | In progress (27) | 31.55 | |||||
| -26.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.97 | |||||
| -25.50% | Feb 2020 | Mar 2020 (2) | Dec 2020 (11) | 12.15 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.62 | |||||
| -14.56% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 6.59 | |||||
| -13.90% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.16 | |||||
| -11.50% | Aug 2016 | Nov 2016 (4) | May 2017 (10) | 5.79 | |||||
| -11.02% | Feb 2015 | Aug 2015 (7) | Mar 2016 (14) | 5.84 | |||||
| -10.58% | Jun 2015 | Jan 2016 (8) | May 2016 (12) | 5.57 | |||||
| -8.28% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.78 | |||||
| -7.81% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 5.18 | |||||
| -6.93% | May 2019 | May 2019 (1) | Jun 2019 (2) | 4.00 | |||||
| -6.02% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 3.48 | |||||
| -5.28% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.60 | |||||
| -3.79% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.19 | |||||
| -3.27% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.89 | |||||
| -3.27% | Aug 2019 | Aug 2019 (1) | Oct 2019 (3) | 1.63 | |||||
| -2.92% | Jan 2015 | Jan 2015 (1) | Feb 2015 (2) | 1.69 | |||||
| -2.64% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.53 | |||||
| -2.58% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.49 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Roger Gibson Talmud 2x Leveraged Portfolio
|
US Stocks Equal Weight Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -44.36% | Jan 2022 | Oct 2023 (22) | In progress (27) | 31.55 | |||||
| -26.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.97 | |||||
| -25.50% | Feb 2020 | Mar 2020 (2) | Dec 2020 (11) | 12.15 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.62 | |||||
| -19.88% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 8.65 | |||||
| -16.87% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 7.73 | |||||
| -14.56% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 6.59 | |||||
| -13.90% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 6.16 | |||||
| -13.21% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 6.87 | |||||
| -13.21% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 7.63 | |||||
| -12.34% | May 2013 | Aug 2013 (4) | Jan 2014 (9) | 5.87 | |||||
| -11.50% | Aug 2016 | Nov 2016 (4) | May 2017 (10) | 5.79 | |||||
| -11.02% | Feb 2015 | Aug 2015 (7) | Mar 2016 (14) | 5.84 | |||||
| -10.58% | Jun 2015 | Jan 2016 (8) | May 2016 (12) | 5.57 | |||||
| -8.28% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 4.78 | |||||
| -7.81% | Feb 2018 | Apr 2018 (3) | Jul 2018 (6) | 5.18 | |||||
| -7.69% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.67 | |||||
| -6.93% | May 2019 | May 2019 (1) | Jun 2019 (2) | 4.00 | |||||
| -6.02% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 3.48 | |||||
| -5.45% | May 2012 | May 2012 (1) | Jun 2012 (2) | 3.14 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.82%
|
-2.46% |
+7.78%
|
-0.85% |
| 2023 |
+19.47%
|
-18.58% |
+13.70%
|
-11.92% |
| 2022 |
-39.60%
|
-42.70% |
-11.62%
|
-20.69% |
| 2021 |
+46.68%
|
-8.28% |
+29.41%
|
-3.79% |
| 2020 |
+4.10%
|
-25.50% |
+12.71%
|
-26.65% |
| 2019 |
+44.89%
|
-3.27% |
+28.91%
|
-6.93% |
| 2018 |
-9.85%
|
-14.56% |
-7.82%
|
-13.90% |
| 2017 |
+21.37%
|
-0.99% |
+18.51%
|
-1.00% |
| 2016 |
+10.82%
|
-11.50% |
+14.50%
|
-5.56% |
| 2015 |
+0.17%
|
-11.02% |
-2.66%
|
-9.53% |
| 2014 |
+33.69%
|
-6.02% |
+14.06%
|
-2.96% |
| 2013 |
+19.08%
|
-12.34% |
+35.54%
|
-2.92% |
| 2012 |
+24.83%
|
-5.45% |
+17.16%
|
-7.69% |
| 2011 |
+9.95%
|
-16.87% |
-0.67%
|
-19.88% |
