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Roger Gibson Five Asset Portfolio

This is a lazy portfolio introduced by Roger Gibson, a chief investment officer of Gibson Capital, in his famous book Asset Allocation: Balancing Financial Risks. The portfolio follows a simple yet diversified asset allocation strategy. It consists of five equally weighted asset classes: US stocks, international stocks, real estate, commodity, and bonds. Bonds are further divided into 70% US and 30% international.

Expense Ratio

Rank 50 of 53

0.23%
0.00%0.94%
Dividend Yield

Rank 22 of 53

1.70%
0.00%2.89%
10Y Annualized Return

Rank 45 of 53

7.02%
4.73%39.60%
Sharpe Ratio

Rank 1 of 53

3.25
0.503.25
Maximum Drawdown

Rank 33 of 53

-27.82%
-38.24%-10.21%

Roger Gibson Five Asset PortfolioAsset Allocation


Roger Gibson Five Asset PortfolioPerformance

The chart shows the growth of $10,000 invested in Roger Gibson Five Asset Portfolio on Jun 5, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,665 for a total return of roughly 76.65%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Roger Gibson Five Asset Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Five Asset PortfolioReturns

As of Oct 23, 2021, the Roger Gibson Five Asset Portfolio returned 20.73% Year-To-Date and 7.02% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Roger Gibson Five Asset Portfolio4.08%9.90%20.73%31.66%10.25%7.02%
VXUS
Vanguard Total International Stock ETF
2.01%3.06%10.58%25.90%10.01%6.76%
BNDX
Vanguard Total International Bond ETF
-1.34%-0.60%-2.60%-1.78%2.70%3.42%
VTI
Vanguard Total Stock Market ETF
4.47%9.88%21.56%35.74%18.50%15.11%
VNQ
Vanguard Real Estate ETF
3.70%13.67%30.86%41.36%9.88%9.80%
BND
Vanguard Total Bond Market ETF
-1.62%0.36%-2.25%-1.09%3.01%3.07%
DBC
Invesco DB Commodity Index Tracking Fund
11.91%23.49%47.01%62.24%7.73%-1.97%

Roger Gibson Five Asset PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Roger Gibson Five Asset Portfolio Sharpe ratio is 3.25. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


Roger Gibson Five Asset Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Five Asset PortfolioDividends

Roger Gibson Five Asset Portfolio granted a 1.70% dividend yield in the last twelve months, as of Oct 23, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.70%1.90%2.55%2.86%2.28%2.40%2.20%2.24%2.19%2.06%2.22%1.59%

Roger Gibson Five Asset PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Roger Gibson Five Asset Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Five Asset PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Roger Gibson Five Asset Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Roger Gibson Five Asset Portfolio is 27.82%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.82%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-17.45%Jul 2, 2014407Feb 11, 2016251Feb 9, 2017658
-12.62%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-7.04%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-4.78%Jun 19, 20134Jun 24, 201312Jul 11, 201316
-3.86%Jul 11, 201918Aug 5, 201929Sep 16, 201947
-3.5%Apr 15, 201933May 31, 201913Jun 19, 201946
-3.48%Jul 24, 201328Aug 30, 201312Sep 18, 201340
-2.99%Oct 23, 201336Dec 12, 201340Feb 11, 201476
-2.98%Feb 25, 20216Mar 4, 20215Mar 11, 202111

Roger Gibson Five Asset PortfolioVolatility Chart

Current Roger Gibson Five Asset Portfolio volatility is 9.42%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Roger Gibson Five Asset Portfolio
Benchmark (S&P 500)
Portfolio components

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