Time Inc Tilt Toward Value vs Roger Gibson Talmud Portfolio Comparison

Last Update: 29 February 2024

The Time Inc Tilt Toward Value Portfolio obtained a 7.38% compound annual return, with a 9.44% 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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Time Inc Tilt Toward Value 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 +7.38% +8.20%
Std Dev 9.44% 10.85%
Max Drawdown -34.63% -40.17%
All time Stats
(Since Jan 1985)
Return +8.93% +9.18%
Std Dev 9.39% 10.51%
Max Drawdown -34.63% -40.17%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Time Inc Tilt Toward Value Portfolio +1.83 +7.05 +11.86 +6.08 +5.99 +7.38 +8.93
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +9.18
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Time Inc Tilt Toward Value Portfolio: an investment of 1$, since March 1994, now would be worth 8.47$, with a total return of 746.88% (7.38% 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).

Time Inc Tilt Toward Value Portfolio: an investment of 1$, since January 1985, now would be worth 28.49$, with a total return of 2749.45% (8.93% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1985, now would be worth 31.18$, with a total return of 3017.77% (9.18% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Time Inc Tilt Toward Value 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
-34.63% Nov 2007 Feb 2009 (16) Oct 2010 (36) 15.22
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-20.45% Jan 2022 Sep 2022 (9) In progress (26) 11.35
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-13.65% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.82
-12.06% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.21
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.48% May 2011 Sep 2011 (5) Feb 2012 (10) 4.37
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-9.30% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.64
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.55% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.50
-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
-5.68% Mar 2015 Sep 2015 (7) May 2016 (15) 2.86
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68
-4.87% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.33

Drawdown comparison chart since January 1985.

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Time Inc Tilt Toward Value 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
-34.63% Nov 2007 Feb 2009 (16) Oct 2010 (36) 15.22
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-20.45% Jan 2022 Sep 2022 (9) In progress (26) 11.35
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-14.41% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.60
-13.65% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.82
-12.06% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.21
-10.60% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.29
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.48% May 2011 Sep 2011 (5) Feb 2012 (10) 4.37
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.14% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.88
-9.30% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.64
-8.70% Oct 1993 Nov 1994 (14) May 1995 (20) 4.54
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.55% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.50
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63

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
+1.00%
-0.81%
+0.59%
-1.37%
2023
+13.77%
-8.14%
+14.42%
-9.16%
2022
-15.72%
-20.45%
-19.62%
-22.88%
2021
+13.78%
-3.02%
+21.44%
-3.93%
2020
+9.48%
-13.65%
+8.02%
-15.16%
2019
+19.75%
-2.78%
+22.79%
-1.65%
2018
-4.70%
-7.55%
-3.78%
-7.57%
2017
+12.64%
0.00%
+9.90%
-0.80%
2016
+8.44%
-2.65%
+7.99%
-4.84%
2015
-0.49%
-5.68%
+1.11%
-5.69%
2014
+9.15%
-2.45%
+16.24%
-3.05%
2013
+13.63%
-2.68%
+11.22%
-4.74%
2012
+12.28%
-4.20%
+12.41%
-3.41%
2011
+2.21%
-10.48%
+5.83%
-10.50%
2010
+13.64%
-6.76%
+17.33%
-7.24%
2009
+20.60%
-14.20%
+20.87%
-18.28%
2008
-20.90%
-24.97%
-22.37%
-28.90%
2007
+4.31%
-3.67%
-1.40%
-7.11%
2006
+15.11%
-2.19%
+18.42%
-3.01%
2005
+6.98%
-2.03%
+6.88%
-3.47%
2004
+13.17%
-3.74%
+15.93%
-6.69%
2003
+22.49%
-2.07%
+23.46%
-1.81%
2002
-5.34%
-10.72%
-2.82%
-8.26%
2001
-0.93%
-8.48%
+3.27%
-5.08%
2000
+3.38%
-4.87%
+9.05%
-4.13%
1999
+10.63%
-2.63%
+6.34%
-4.64%
1998
+11.41%
-9.30%
+5.18%
-10.43%
1997
+15.12%
-2.77%
+19.74%
-1.89%
1996
+13.03%
-2.08%
+19.46%
-1.65%
1995
+21.70%
-0.67%
+22.03%
-0.94%
1994
-0.98%
-5.58%
-3.74%
-8.67%
1993
+15.63%
-3.08%
+13.33%
-2.90%
1992
+7.03%
-2.08%
+10.28%
-1.73%
1991
+23.14%
-2.96%
+27.78%
-2.56%
1990
-4.76%
-10.60%
-4.26%
-10.14%
1989
+17.35%
-1.11%
+16.87%
-1.33%
1988
+15.07%
-1.80%
+12.71%
-1.50%
1987
+5.60%
-14.41%
+0.17%
-15.52%
1986
+22.92%
-3.61%
+16.28%
-3.57%
1985
+30.01%
-1.51%
+24.20%
-2.28%