Roger Gibson Talmud vs Roger Gibson Talmud 2x Leveraged Portfolio Comparison

Last Update: 31 May 2023

The Roger Gibson Talmud Portfolio obtained a 6.35% compound annual return, with a 10.77% standard deviation, in the last 10 Years.

The Roger Gibson Talmud 2x Leveraged Portfolio obtained a 8.91% compound annual return, with a 20.45% standard deviation, in the last 10 Years.

Summary

Swipe left to see all data
Roger Gibson Talmud Portfolio Roger Gibson Talmud 2x Leveraged Portfolio
Risk High High
Asset Allocation Stocks 66.67% 66.67%
Fixed Income 33.33% 33.33%
Commodities 0% 0%
10 Years Stats Return +6.35% +8.91%
Std Dev 10.77% 20.45%
Max Drawdown -22.88% -42.70%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from March 2010

Swipe left to see all data
1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Roger Gibson Talmud Portfolio -1.52 -0.90 -5.44 +5.36 +6.35 +8.00
Roger Gibson Talmud 2x Leveraged Portfolio -3.91 -4.94 -16.98 +5.39 +8.91 +12.59
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Roger Gibson Talmud Portfolio: an investment of 1000$, since June 2013, now would be worth 1850.29$, with a total return of 85.03% (6.35% annualized).

Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1000$, since June 2013, now would be worth 2347.31$, with a total return of 134.73% (8.91% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since March 2010, now would be worth 2771.50$, with a total return of 177.15% (8.00% annualized).

Roger Gibson Talmud 2x Leveraged Portfolio: an investment of 1000$, since March 2010, now would be worth 4812.17$, with a total return of 381.22% (12.59% annualized).

Drawdowns

Drawdown comparison chart since May 2013.

Swipe left to see all data
Roger Gibson Talmud Portfolio
Roger Gibson Talmud 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.70% Jan 2022 Sep 2022
-25.50% Feb 2020 Mar 2020
-22.88% Jan 2022 Sep 2022
-15.16% Feb 2020 Mar 2020
-14.56% Sep 2018 Dec 2018
-11.50% Aug 2016 Nov 2016
-11.02% Feb 2015 Aug 2015
-8.28% Sep 2021 Sep 2021
-7.97% Jun 2013 Aug 2013
-7.81% Feb 2018 Apr 2018
-7.57% Sep 2018 Dec 2018
-6.02% Sep 2014 Sep 2014
-5.69% Apr 2015 Aug 2015
-4.84% Aug 2016 Oct 2016
-4.20% Jan 2018 Feb 2018
-3.93% Sep 2021 Sep 2021
-3.81% Sep 2020 Oct 2020
-3.68% Aug 2013 Aug 2013
-3.27% May 2019 May 2019
-3.05% Sep 2014 Sep 2014

Drawdown comparison chart since March 2010.

Swipe left to see all data
Roger Gibson Talmud Portfolio
Roger Gibson Talmud 2x Leveraged Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.70% Jan 2022 Sep 2022
-25.50% Feb 2020 Mar 2020
-22.88% Jan 2022 Sep 2022
-16.87% Jun 2011 Sep 2011
-15.16% Feb 2020 Mar 2020
-14.56% Sep 2018 Dec 2018
-13.21% May 2010 Jun 2010
-12.34% May 2013 Aug 2013
-11.50% Aug 2016 Nov 2016
-11.02% Feb 2015 Aug 2015
-10.50% Jun 2011 Sep 2011
-8.28% Sep 2021 Sep 2021
-7.81% Feb 2018 Apr 2018
-7.57% Sep 2018 Dec 2018
-7.29% May 2010 Jun 2010
-6.02% Sep 2014 Sep 2014
-5.69% Apr 2015 Aug 2015
-5.45% May 2012 May 2012
-4.84% Aug 2016 Oct 2016
-4.74% May 2013 Aug 2013

Yearly Returns

Yearly return comparison. Common historical serie start from March 2010.

Swipe left to see all data
Year Roger Gibson Talmud Portfolio Roger Gibson Talmud 2x Leveraged Portfolio
2023
 +3.05% +3.60%
2022
 -19.62% -39.60%
2021
 +21.44% +46.68%
2020
 +8.02% +4.10%
2019
 +22.79% +44.89%
2018
 -3.78% -9.85%
2017
 +9.90% +21.37%
2016
 +7.99% +10.82%
2015
 +1.11% +0.17%
2014
 +16.24% +33.69%
2013
 +11.22% +19.08%
2012
 +12.41% +24.83%
2011
 +5.83% +9.95%