Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.
The Roger Gibson Talmud Portfolio obtained a 8.41% compound annual return, with a 10.81% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Roger Gibson Talmud Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 66.67% |
| Fixed Income | 0% | 33.33% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +8.41% |
| Std Dev | 16.50% | 10.81% | |
| Max Drawdown | -57.00% | -40.17% | |
| All time Stats (Since Jan 1970) |
Return | +8.27% | +9.65% |
| Std Dev | 17.12% | 10.59% | |
| Max Drawdown | -57.00% | -40.17% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.27 |
| Roger Gibson Talmud Portfolio | +1.65 | +14.76 | +12.54 | +6.33 | +6.86 | +8.41 | +9.65 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since April 1994, now would be worth 11.26$, with a total return of 1026.50% (8.41% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since April 1994, now would be worth 11.26$, with a total return of 1026.50% (8.41% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970,
now would be worth 74.59$, with a total return of 7359.18%
(8.27% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since January 1970, now would be worth 147.97$, with a total return of 14697.35% (9.65% annualized).
Roger Gibson Talmud Portfolio: an investment of 1$, since January 1970, now would be worth 147.97$, with a total return of 14697.35% (9.65% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -10.50% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.43 | |||||
| -10.43% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 5.05 | |||||
| -8.26% | Apr 2002 | Oct 2002 (7) | May 2003 (14) | 5.13 | |||||
| -7.57% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.56 | |||||
| -6.69% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 3.63 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.69% | Apr 2015 | Aug 2015 (5) | Mar 2016 (12) | 3.12 | |||||
| -5.28% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.68 | |||||
| -5.08% | Feb 2001 | Mar 2001 (2) | Jun 2001 (5) | 2.68 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -41.73% | Jan 1973 | Sep 1974 (21) | Sep 1977 (57) | 16.13 | |||||
| -40.17% | Jun 2007 | Feb 2009 (21) | Oct 2010 (41) | 17.05 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -27.31% | Jan 1970 | Jun 1970 (6) | Mar 1971 (15) | 15.11 | |||||
| -25.53% | Dec 1972 | Sep 1974 (22) | Jan 1976 (38) | 11.81 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -22.88% | Jan 2022 | Sep 2022 (9) | In progress (27) | 14.25 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.52% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 6.69 | |||||
| -15.16% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.94 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -12.17% | Apr 1970 | Jun 1970 (3) | Nov 1970 (8) | 6.52 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -11.03% | Feb 1980 | Mar 1980 (2) | Jul 1980 (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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+2.25%
|
-1.37% |
| 2023 |
+17.94%
|
-10.71% |
+14.42%
|
-9.16% |
| 2022 |
-15.36%
|
-27.52% |
-19.62%
|
-22.88% |
| 2021 |
+11.67%
|
-4.89% |
+21.44%
|
-3.93% |
| 2020 |
+9.74%
|
-23.99% |
+8.02%
|
-15.16% |
| 2019 |
+22.62%
|
-5.21% |
+22.79%
|
-1.65% |
| 2018 |
-14.75%
|
-18.62% |
-3.78%
|
-7.57% |
| 2017 |
+26.42%
|
0.00% |
+9.90%
|
-0.80% |
| 2016 |
+2.67%
|
-8.44% |
+7.99%
|
-4.84% |
| 2015 |
-0.38%
|
-12.39% |
+1.11%
|
-5.69% |
| 2014 |
-5.98%
|
-10.04% |
+16.24%
|
-3.05% |
| 2013 |
+21.83%
|
-5.66% |
+11.22%
|
-4.74% |
| 2012 |
+18.56%
|
-13.28% |
+12.41%
|
-3.41% |
| 2011 |
-12.30%
|
-23.95% |
+5.83%
|
-10.50% |
| 2010 |
+8.35%
|
-15.54% |
+17.33%
|
-7.24% |
| 2009 |
+27.49%
|
-22.68% |
+20.87%
|
-18.28% |
| 2008 |
-40.65%
|
-45.54% |
-22.37%
|
-28.90% |
| 2007 |
+11.15%
|
-6.29% |
-1.40%
|
-7.11% |
| 2006 |
+26.27%
|
-3.73% |
+18.42%
|
-3.01% |
| 2005 |
+13.60%
|
-4.72% |
+6.88%
|
-3.47% |
| 2004 |
+20.25%
|
-3.59% |
+15.93%
|
-6.69% |
| 2003 |
+38.67%
|
-8.24% |
+23.46%
|
-1.81% |
| 2002 |
-15.62%
|
-23.19% |
-2.82%
|
-8.26% |
| 2001 |
-21.94%
|
-26.63% |
+3.27%
|
-5.08% |
| 2000 |
-14.29%
|
-17.14% |
+9.05%
|
-4.13% |
| 1999 |
+37.96%
|
-4.28% |
+6.34%
|
-4.64% |
| 1998 |
+16.51%
|
-14.47% |
+5.18%
|
-10.43% |
| 1997 |
-1.39%
|
-11.23% |
+19.74%
|
-1.89% |
| 1996 |
+4.68%
|
-4.13% |
+19.46%
|
-1.65% |
| 1995 |
+3.98%
|
-8.89% |
+22.03%
|
-0.94% |
| 1994 |
+9.76%
|
-5.55% |
-3.74%
|
-8.67% |
| 1993 |
+29.92%
|
-10.94% |
+13.33%
|
-2.90% |
| 1992 |
-14.79%
|
-15.85% |
+10.28%
|
-1.73% |
| 1991 |
+9.48%
|
-9.97% |
+27.78%
|
-2.56% |
| 1990 |
-24.79%
|
-31.21% |
-4.26%
|
-10.14% |
| 1989 |
+12.85%
|
-7.94% |
+16.87%
|
-1.33% |
| 1988 |
+25.66%
|
-9.43% |
+12.71%
|
-1.50% |
| 1987 |
+30.48%
|
-13.46% |
+0.17%
|
-15.52% |
| 1986 |
+63.38%
|
-8.70% |
+16.28%
|
-3.57% |
| 1985 |
+56.04%
|
-1.19% |
+24.20%
|
-2.28% |
| 1984 |
+7.32%
|
-6.40% |
+12.71%
|
-4.02% |
| 1983 |
+23.61%
|
-3.06% |
+19.51%
|
-2.63% |
| 1982 |
-1.94%
|
-22.97% |
+24.41%
|
-3.38% |
| 1981 |
-2.36%
|
-10.87% |
+3.76%
|
-8.59% |
| 1980 |
+22.48%
|
-11.03% |
+20.13%
|
-9.71% |
| 1979 |
+4.69%
|
-8.91% |
+21.82%
|
-8.78% |
| 1978 |
+32.52%
|
-5.86% |
+6.65%
|
-7.13% |
| 1977 |
+17.99%
|
-2.80% |
+6.70%
|
-1.95% |
| 1976 |
+2.46%
|
-11.28% |
+29.26%
|
-1.67% |
| 1975 |
+35.29%
|
-12.20% |
+21.49%
|
-7.79% |
| 1974 |
-23.23%
|
-31.46% |
-14.51%
|
-20.06% |
| 1973 |
-14.99%
|
-16.30% |
-9.74%
|
-10.13% |
| 1972 |
+36.24%
|
-0.55% |
+9.45%
|
-2.27% |
| 1971 |
+29.49%
|
-3.82% |
+10.45%
|
-6.96% |
| 1970 |
-11.71%
|
-27.31% |
+10.08%
|
-12.17% |
