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

Last Update: 29 February 2024

The Stocks/Bonds 60/40 Portfolio obtained a 8.22% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 60/40 Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 66.67%
Fixed Income 40% 33.33%
Commodities 0% 0%
30 Years Stats Return +8.22% +8.20%
Std Dev 9.62% 10.85%
Max Drawdown -30.55% -40.17%
All time Stats
(Since Jan 1928)
Return +8.36% +7.77%
Std Dev 11.57% 12.36%
Max Drawdown -62.03% -57.05%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1928

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 60/40 Portfolio +2.65 +9.22 +18.40 +8.67 +7.85 +8.22 +8.36
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +7.77
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 968.39% (8.22% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1928, now would be worth 2257.36$, with a total return of 225636.17% (8.36% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1928, now would be worth 1332.83$, with a total return of 133183.30% (7.77% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Stocks/Bonds 60/40 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68

Drawdown comparison chart since January 1928.

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Stocks/Bonds 60/40 Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-62.03% Sep 1929 May 1932 (33) Jul 1936 (83) 33.36
-57.05% Sep 1929 May 1932 (33) Jan 1937 (89) 28.90
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-31.73% Mar 1937 Mar 1938 (13) Jan 1943 (71) 13.31
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-29.48% Aug 1937 Mar 1938 (8) Feb 1943 (67) 12.56
-27.28% Jan 1973 Sep 1974 (21) Jan 1976 (37) 11.90
-25.53% Dec 1972 Sep 1974 (22) Jan 1976 (38) 11.81
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-18.76% Dec 1968 Jun 1970 (19) Jan 1971 (26) 9.23
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.49% Dec 1968 Jun 1970 (19) Nov 1970 (24) 6.74
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-13.30% Jun 1946 Nov 1946 (6) Sep 1949 (40) 8.06
-13.02% Dec 1961 Jun 1962 (7) Jan 1963 (14) 6.37
-12.63% Jan 1962 Jun 1962 (6) Mar 1963 (15) 6.40
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29

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.
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Year Return Drawdown Return Drawdown
2024
+3.27%
0.00%
+0.59%
-1.37%
2023
+17.79%
-7.47%
+14.42%
-9.16%
2022
-16.95%
-20.69%
-19.62%
-22.88%
2021
+14.66%
-3.24%
+21.44%
-3.93%
2020
+15.70%
-12.29%
+8.02%
-15.16%
2019
+21.94%
-3.41%
+22.79%
-1.65%
2018
-3.17%
-8.38%
-3.78%
-7.57%
2017
+14.15%
0.00%
+9.90%
-0.80%
2016
+8.71%
-2.95%
+7.99%
-4.84%
2015
+0.44%
-5.24%
+1.11%
-5.69%
2014
+9.85%
-1.50%
+16.24%
-3.05%
2013
+19.23%
-2.27%
+11.22%
-4.74%
2012
+11.13%
-3.54%
+12.41%
-3.41%
2011
+3.75%
-9.00%
+5.83%
-10.50%
2010
+12.93%
-7.13%
+17.33%
-7.24%
2009
+18.79%
-11.70%
+20.87%
-18.28%
2008
-19.44%
-22.19%
-22.37%
-28.90%
2007
+5.99%
-3.07%
-1.40%
-7.11%
2006
+11.12%
-2.03%
+18.42%
-3.01%
2005
+4.74%
-2.34%
+6.88%
-3.47%
2004
+9.37%
-2.68%
+15.93%
-6.69%
2003
+20.04%
-1.99%
+23.46%
-1.81%
2002
-8.98%
-13.74%
-2.82%
-8.26%
2001
-3.21%
-11.68%
+3.27%
-5.08%
2000
-1.79%
-8.27%
+9.05%
-4.13%
1999
+13.98%
-3.76%
+6.34%
-4.64%
1998
+17.39%
-10.18%
+5.18%
-10.43%
1997
+22.37%
-3.12%
+19.74%
-1.89%
1996
+14.01%
-3.33%
+19.46%
-1.65%
1995
+28.74%
-0.20%
+22.03%
-0.94%
1994
-1.16%
-6.47%
-3.74%
-8.67%
1993
+10.25%
-1.36%
+13.33%
-2.90%
1992
+8.32%
-1.65%
+10.28%
-1.73%
1991
+25.53%
-2.86%
+27.78%
-2.56%
1990
-0.19%
-8.52%
-4.26%
-10.14%
1989
+22.33%
-1.36%
+16.87%
-1.33%
1988
+13.33%
-2.24%
+12.71%
-1.50%
1987
+2.18%
-19.17%
+0.17%
-15.52%
1986
+14.79%
-5.58%
+16.28%
-3.57%
1985
+27.66%
-2.15%
+24.20%
-2.28%
1984
+7.32%
-6.58%
+12.71%
-4.02%
1983
+15.69%
-2.85%
+19.51%
-2.63%
1982
+24.75%
-4.29%
+24.41%
-3.38%
1981
+1.27%
-8.82%
+3.76%
-8.59%
1980
+21.05%
-9.57%
+20.13%
-9.71%
1979
+16.69%
-6.65%
+21.82%
-8.78%
1978
+5.53%
-7.92%
+6.65%
-7.13%
1977
-1.60%
-4.89%
+6.70%
-1.95%
1976
+21.38%
-1.34%
+29.26%
-1.67%
1975
+25.64%
-8.13%
+21.49%
-7.79%
1974
-14.41%
-20.38%
-14.51%
-20.06%
1973
-9.12%
-9.87%
-9.74%
-10.13%
1972
+11.66%
-1.45%
+9.45%
-2.27%
1971
+14.37%
-5.73%
+10.45%
-6.96%
1970
+9.77%
-11.52%
+10.08%
-12.17%
1969
-7.02%
-8.24%
-1.80%
-6.18%
1968
+9.19%
-3.30%
+6.81%
-3.69%
1967
+16.22%
-2.87%
+9.72%
-3.90%
1966
-3.25%
-9.79%
-0.84%
-8.95%
1965
+8.81%
-2.63%
+5.52%
-3.72%
1964
+11.40%
-0.78%
+7.19%
-1.30%
1963
+13.34%
-1.77%
+8.31%
-2.46%
1962
-3.49%
-12.63%
-1.20%
-12.80%
1961
+16.69%
-2.07%
+9.75%
-2.91%
1960
+5.77%
-4.00%
+4.91%
-4.48%
1959
+6.99%
-3.96%
+3.73%
-4.97%
1958
+25.76%
-0.76%
+14.22%
-2.11%
1957
-2.53%
-7.55%
+0.45%
-7.30%
1956
+4.48%
-5.10%
+2.62%
-6.16%
1955
+15.12%
-1.72%
+8.32%
-3.92%
1954
+31.48%
-2.16%
+18.11%
-3.79%
1953
+1.85%
-4.96%
+5.28%
-3.00%
1952
+9.07%
-2.48%
+6.76%
-3.14%
1951
+12.47%
-3.94%
+8.95%
-5.14%
1950
+18.15%
-3.45%
+11.28%
-4.60%
1949
+13.74%
-2.42%
+8.15%
-4.52%
1948
+2.46%
-6.51%
+2.34%
-7.33%
1947
+2.12%
-3.61%
+8.22%
-2.39%
1946
-3.48%
-13.30%
+6.18%
-10.61%
1945
+24.98%
-2.30%
+18.38%
-3.34%
1944
+13.65%
-0.91%
+13.36%
-1.14%
1943
+17.73%
-5.22%
+13.94%
-7.79%
1942
+10.55%
-7.45%
+7.12%
-9.40%
1941
-5.16%
-8.44%
-5.41%
-8.93%
1940
-2.58%
-14.56%
+0.15%
-15.43%
1939
+2.64%
-8.45%
+1.38%
-9.87%
1938
+18.78%
-15.43%
+10.63%
-18.12%
1937
-20.16%
-23.31%
-10.14%
-17.27%
1936
+22.00%
-4.48%
+13.80%
-5.89%
1935
+29.34%
-5.09%
+19.99%
-8.97%
1934
+4.30%
-9.46%
+4.17%
-10.97%
1933
+35.51%
-12.66%
+18.79%
-17.83%
1932
-0.28%
-25.51%
-2.29%
-28.97%
1931
-27.30%
-34.34%
-18.11%
-28.11%
1930
-13.91%
-22.76%
-8.30%
-19.91%
1929
-5.08%
-21.42%
-3.04%
-22.74%
1928
+22.84%
-2.72%
+13.08%
-4.68%