Roger Gibson Talmud vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Roger Gibson Talmud Portfolio obtained a 8.00% compound annual return, with a 10.64% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Talmud Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 66.67% 60%
Fixed Income 33.33% 40%
Commodities 0% 0%
30 Years Stats Return +8.00% +9.28%
Std Dev 10.64% 9.43%
Max Drawdown -40.17% -32.52%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Roger Gibson Talmud Portfolio -1.52 -0.90 -5.44 +5.36 +6.35 +8.00 +9.73
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.91
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Roger Gibson Talmud Portfolio: an investment of 1000$, since June 1993, now would be worth 10063.64$, with a total return of 906.36% (8.00% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since January 1982, now would be worth 46779.37$, with a total return of 4577.94% (9.73% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 72812.54$, with a total return of 7181.25% (10.91% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Roger Gibson Talmud Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-22.88% Jan 2022 Sep 2022
-21.14% Sep 2000 Sep 2002
-15.16% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-9.29% Oct 2018 Dec 2018
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998
-6.69% Apr 2004 Apr 2004
-6.35% Feb 1994 Jun 1994
-5.69% Apr 2015 Aug 2015
-5.20% Sep 2020 Oct 2020
-5.08% Feb 2001 Mar 2001

Drawdown comparison chart since January 1982.

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Roger Gibson Talmud Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-22.88% Jan 2022 Sep 2022
-21.14% Sep 2000 Sep 2002
-20.08% Sep 1987 Nov 1987
-15.52% Sep 1987 Nov 1987
-15.16% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-10.14% Jul 1990 Oct 1990
-9.29% Oct 2018 Dec 2018
-8.70% Oct 1993 Nov 1994
-8.26% Apr 2002 Oct 2002
-7.66% Aug 1990 Sep 1990
-7.57% Sep 2018 Dec 2018
-7.54% Dec 1983 May 1984
-7.14% May 2011 Sep 2011
-6.78% Aug 1998 Aug 1998

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Roger Gibson Talmud Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +3.05% -2.99%
2022
 -19.62% -16.20%
2021
 +21.44% +7.27%
2020
 +8.02% +20.99%
2019
 +22.79% +19.89%
2018
 -3.78% -1.04%
2017
 +9.90% +23.93%
2016
 +7.99% +4.01%
2015
 +1.11% +5.58%
2014
 +16.24% +11.10%
2013
 +11.22% +19.91%
2012
 +12.41% +10.22%
2011
 +5.83% +6.73%
2010
 +17.33% +13.29%
2009
 +20.87% +11.92%
2008
 -22.37% -21.83%
2007
 -1.40% +13.35%
2006
 +18.42% +8.04%
2005
 +6.88% +12.44%
2004
 +15.93% +11.72%
2003
 +23.46% +17.18%
2002
 -2.82% -4.07%
2001
 +3.27% -7.04%
2000
 +9.05% -1.21%
1999
 +6.34% +23.95%
1998
 +5.18% +32.69%
1997
 +19.74% +25.89%
1996
 +19.46% +19.33%
1995
 +22.03% +32.67%
1994
 -3.74% -1.72%
1993
 +13.33% +11.81%
1992
 +10.28% +5.45%
1991
 +27.78% +28.24%
1990
 -4.26% +4.36%
1989
 +16.87% +31.11%
1988
 +12.71% +7.18%
1987
 +0.17% +2.02%
1986
 +16.28% +19.66%
1985
 +24.20% +28.33%
1984
 +12.71% +5.51%
1983
 +19.51% +12.26%
1982
 +24.41% +30.72%