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
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
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 |
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.
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.
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.
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% |