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Roger Gibson Five Asset Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 14.00%BNDX 6.00%DBC 20.00%VXUS 20.00%VTI 20.00%VNQ 20.00%BondBondCommodityCommodityEquityEquityReal EstateReal Estate

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roger Gibson Five Asset Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 11, 2026, the Roger Gibson Five Asset Portfolio returned 8.84% Year-To-Date and 8.56% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%2.78%-0.42%4.03%27.10%18.38%10.55%12.70%
Portfolio
Roger Gibson Five Asset Portfolio
-0.10%2.43%8.84%12.57%26.59%12.44%8.19%8.56%
VXUS
Vanguard Total International Stock ETF
0.25%6.01%7.84%14.80%39.69%17.22%8.26%9.30%
BNDX
Vanguard Total International Bond ETF
-0.27%0.23%0.00%-0.22%2.54%3.93%0.19%1.75%
VTI
Vanguard Total Stock Market ETF
-0.12%3.06%0.25%4.74%29.52%19.61%10.91%14.16%
VNQ
Vanguard Real Estate ETF
0.22%1.97%6.20%7.60%15.60%8.09%3.71%5.16%
BND
Vanguard Total Bond Market ETF
-0.15%0.46%0.39%0.77%6.32%3.55%0.28%1.69%
DBC
Invesco DB Commodity Index Tracking Fund
-0.73%-0.73%27.46%33.48%40.75%10.32%14.31%9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, Roger Gibson Five Asset Portfolio's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +9.0%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Roger Gibson Five Asset Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +5.5%, while the worst single day was Mar 16, 2020 at -8.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.86%2.90%-0.86%2.72%8.84%
20252.26%1.11%-1.20%-1.65%2.67%3.10%0.84%1.95%1.86%0.72%0.84%0.03%13.16%
2024-0.92%1.50%2.79%-3.02%2.80%0.95%2.40%1.86%2.02%-1.81%2.00%-2.81%7.75%
20235.97%-3.88%1.21%0.60%-2.83%3.93%3.64%-2.09%-3.13%-2.51%6.28%4.19%11.14%
2022-2.27%-0.51%3.39%-3.56%0.39%-6.47%4.48%-3.81%-8.59%3.87%5.83%-3.44%-11.23%
20210.50%3.54%1.79%4.81%1.68%1.83%1.52%0.91%-1.95%4.47%-3.27%4.67%22.13%

Benchmark Metrics

Roger Gibson Five Asset Portfolio has an annualized alpha of -0.21%, beta of 0.59, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

  • This portfolio participated in 72.63% of S&P 500 Index downside but only 59.84% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.21%
Beta
0.59
0.79
Upside Capture
59.84%
Downside Capture
72.63%

Expense Ratio

Roger Gibson Five Asset Portfolio has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Roger Gibson Five Asset Portfolio ranks 96 for risk / return — in the top 96% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Roger Gibson Five Asset Portfolio Risk / Return Rank: 9696
Overall Rank
Roger Gibson Five Asset Portfolio Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
Roger Gibson Five Asset Portfolio Sortino Ratio Rank: 9696
Sortino Ratio Rank
Roger Gibson Five Asset Portfolio Omega Ratio Rank: 9696
Omega Ratio Rank
Roger Gibson Five Asset Portfolio Calmar Ratio Rank: 9898
Calmar Ratio Rank
Roger Gibson Five Asset Portfolio Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.72

2.23

+1.49

Sortino ratio

Return per unit of downside risk

5.18

3.12

+2.06

Omega ratio

Gain probability vs. loss probability

1.72

1.42

+0.31

Calmar ratio

Return relative to maximum drawdown

10.32

4.05

+6.28

Martin ratio

Return relative to average drawdown

37.74

17.91

+19.83


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VXUS
Vanguard Total International Stock ETF
783.044.071.564.5218.15
BNDX
Vanguard Total International Bond ETF
160.771.111.140.823.09
VTI
Vanguard Total Stock Market ETF
662.363.281.444.3819.06
VNQ
Vanguard Real Estate ETF
281.261.771.232.548.05
BND
Vanguard Total Bond Market ETF
311.582.361.282.297.38
DBC
Invesco DB Commodity Index Tracking Fund
672.443.201.436.5414.58

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Roger Gibson Five Asset Portfolio Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 3.72
  • 5-Year: 0.74
  • 10-Year: 0.72
  • All Time: 0.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Roger Gibson Five Asset Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Roger Gibson Five Asset Portfolio provided a 2.88% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.88%3.11%3.51%3.41%2.31%1.89%1.90%2.55%2.83%2.22%2.40%2.20%
VXUS
Vanguard Total International Stock ETF
2.81%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
BNDX
Vanguard Total International Bond ETF
4.46%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
VTI
Vanguard Total Stock Market ETF
1.13%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VNQ
Vanguard Real Estate ETF
3.75%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
BND
Vanguard Total Bond Market ETF
3.92%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
DBC
Invesco DB Commodity Index Tracking Fund
2.61%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Roger Gibson Five Asset Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Roger Gibson Five Asset Portfolio was 27.82%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Roger Gibson Five Asset Portfolio drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.82%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-18.3%Apr 5, 2022134Oct 14, 2022364Mar 28, 2024498
-17.45%Jul 2, 2014407Feb 11, 2016251Feb 9, 2017658
-12.62%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-11.15%Feb 21, 202533Apr 8, 202542Jun 9, 202575

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 5.46, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBNDXBNDDBCVNQVXUSVTIPortfolio
Benchmark1.000.01-0.010.270.580.800.990.83
BNDX0.011.000.72-0.100.190.030.010.11
BND-0.010.721.00-0.080.240.04-0.010.13
DBC0.27-0.10-0.081.000.120.350.280.56
VNQ0.580.190.240.121.000.520.600.73
VXUS0.800.030.040.350.521.000.800.85
VTI0.990.01-0.010.280.600.801.000.84
Portfolio0.830.110.130.560.730.850.841.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013

AI Insight on Diversification


The portfolio is moderately diversified, with a mix of asset classes that exhibit varying degrees of correlation. The correlation matrix reveals that certain positions are quite closely correlated, potentially reducing diversification benefits. For example, VTI (a broad U.S. equity ETF) and VXUS (an international equity ETF) have a high correlation of 0.80, indicating that these equity exposures tend to move in tandem, which may concentrate equity risk within the portfolio. Similarly, VNQ (real estate) shows relatively strong correlations with VTI (0.60) and VXUS (0.52), suggesting that real estate exposure also shares some common risk factors with equities.

On the other hand, the commodity position (DBC) exhibits low or even slightly negative correlations with the bond positions (BNDX and BND) and only moderate correlations with the equity and real estate holdings. This low correlation of DBC with other assets enhances diversification by providing exposure to a different risk factor that is less tied to traditional equity and bond markets.

The bond positions BNDX (international bonds) and BND (U.S. bonds) are highly correlated at 0.72, which is expected given their similar fixed income nature, but this high correlation means that the bond allocation is somewhat concentrated within fixed income risk rather than diversified across different bond types.

Looking at the portfolio's correlation with individual positions, it is most strongly correlated with VXUS (0.85), VTI (0.84), and VNQ (0.73), indicating that the portfolio's overall performance is heavily influenced by equity and real estate components. The lower correlations with bond ETFs (BNDX at 0.11 and BND at 0.13) and commodities (DBC at 0.56) show that these assets contribute to reducing overall portfolio volatility.

In summary, while the portfolio benefits from including asset classes like commodities and bonds that have lower correlations with equities, the strong correlations among the equity and real estate holdings suggest a concentration of risk in these areas. The portfolio is not highly concentrated but leans toward equity-driven returns, with bonds and commodities providing some diversification. Further diversification could be achieved by reducing overlap among equity exposures or increasing allocations to less correlated assets.

Last updated Apr 11, 2026
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