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

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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

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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.

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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.

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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.

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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%