PortfoliosLab logoPortfoliosLab logo
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

Portfolio Optimizer

Find the right asset allocation for Roger Gibson Five Asset Portfolio

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

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.


Loading charts...

Returns By Period

As of Jun 3, 2026, the Roger Gibson Five Asset Portfolio returned 14.66% Year-To-Date and 8.78% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.13%5.25%11.16%11.43%28.20%21.12%12.66%13.75%
Portfolio
Roger Gibson Five Asset Portfolio
0.40%1.41%14.66%15.29%24.90%14.71%8.15%8.78%
BND
Vanguard Total Bond Market ETF
0.03%0.12%0.46%0.46%5.19%4.03%0.20%1.60%
BNDX
Vanguard Total International Bond ETF
0.19%0.72%0.89%0.65%2.18%4.16%0.45%1.72%
DBC
Invesco DB Commodity Index Tracking Fund
0.43%-2.24%34.70%35.25%46.03%14.87%12.90%9.04%
VNQ
Vanguard Real Estate ETF
0.46%-1.60%7.96%7.15%9.88%9.19%2.21%5.22%
VTI
Vanguard Total Stock Market ETF
0.26%5.37%12.01%12.40%30.01%22.37%13.05%15.13%
VXUS
Vanguard Total International Stock ETF
0.75%4.81%15.39%18.56%32.67%19.70%8.88%9.86%
*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 +0.62%. At this rate, an investment would double in approximately 9.3 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%6.89%0.76%0.48%14.66%
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 -0.30%, 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 59.21% 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
-0.30%
Beta
0.59
0.79
Upside Capture
59.21%
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 93 for risk / return — in the top 93% 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: 9393
Overall Rank
Roger Gibson Five Asset Portfolio Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
Roger Gibson Five Asset Portfolio Sortino Ratio Rank: 9191
Sortino Ratio Rank
Roger Gibson Five Asset Portfolio Omega Ratio Rank: 9393
Omega Ratio Rank
Roger Gibson Five Asset Portfolio Calmar Ratio Rank: 9696
Calmar Ratio Rank
Roger Gibson Five Asset Portfolio Martin Ratio Rank: 9595
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

The table below presents risk-adjusted performance metrics for Roger Gibson Five Asset Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.45

2.39

+1.06

Sortino ratio

Return per unit of downside risk

4.70

3.25

+1.44

Omega ratio

Gain probability vs. loss probability

1.66

1.43

+0.23

Calmar ratio

Return relative to maximum drawdown

7.97

3.11

+4.86

Martin ratio

Return relative to average drawdown

29.59

14.38

+15.21


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
381.382.071.241.855.66
BNDX
Vanguard Total International Bond ETF
180.640.931.120.712.05
DBC
Invesco DB Commodity Index Tracking Fund
772.483.171.436.9714.90
VNQ
Vanguard Real Estate ETF
230.751.111.141.203.80
VTI
Vanguard Total Stock Market ETF
742.483.371.453.4415.88
VXUS
Vanguard Total International Stock ETF
632.162.961.403.0211.82

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 Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 3.45
  • 5-Year: 0.74
  • 10-Year: 0.73
  • All Time: 0.63

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 1.95 to 2.94, 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.


Loading charts...

Dividends

Dividend yield

Roger Gibson Five Asset Portfolio provided a 2.78% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.78%3.11%3.51%3.41%2.31%1.89%1.90%2.55%2.83%2.22%2.40%2.20%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
BNDX
Vanguard Total International Bond ETF
4.48%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
DBC
Invesco DB Commodity Index Tracking Fund
2.47%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.69%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VTI
Vanguard Total Stock Market ETF
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VXUS
Vanguard Total International Stock ETF
2.63%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-27.82%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Bear market2022
-18.30%Oct 2022
6mo 12d1y 5mo
1y 11moApr 2022 - Mar 2024
2016 correction2016
-17.45%Feb 2016
1y 7mo12mo 4d
2y 7moJul 2014 - Feb 2017
Rate-hike selloffLate 2018
-12.62%Dec 2018
3mo 26d2mo 27d
6mo 23dAug 2018 - Mar 2019
2025 selloff2025
-11.15%Apr 2025
1mo 16d2mo 2d
3mo 18dFeb 2025 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

AI Analysis


Thesis

The portfolio is a broad macro allocation: global equities, REITs, bonds, and commodities, with a clear bet that several different inflation and growth regimes can be held at once without any one of them dominating the whole story.

The numbers

  • The diversification ratio is 1.31 incept-to-date and 1.73 over 1Y, which is a meaningful recent improvement and puts the portfolio in the 54.8th and 79.8th percentiles, respectively.
  • Effective asset count is 5.46 of 6, so the weights are fairly spread; the issue is not concentration, exactly, but correlation.
  • Mean pairwise correlation is 0.25, with a fairly familiar split between equity-linked sleeves and the bond sleeve, such as it is.

What works

  • BNDX and BND form a clean bond cluster, and BNDX/BND correlations near 0.73 are at least internally coherent rather than decorative.
  • DBC gives the portfolio a genuine commodity sleeve, and its low correlation to BNDX/BND helps the whole thing avoid being just equities in different wrappers.

What does not

  • VXUS and VTI correlate at 0.80, so the domestic-versus-international equity distinction is real, but not very diversifying.
  • VNQ sits closer to equities than to bonds, with 0.60 correlation to VTI and 0.52 to VXUS, so the REIT sleeve behaves more like equity beta with a property accent.
  • The portfolio’s better-looking 1Y diversification mostly comes from the recent behavior of rates and inflation-sensitive assets, which is useful until that regime stops being useful.

Stress Scenario

  • A synchronized equity rally or selloff driven by growth and rates would pull VXUS, VTI, and VNQ together, leaving the bond pair and DBC to do more of the work than their weights suggest.

Worth knowing

  • Portfolios with this structure are often best understood as regime mixtures, not as six independent bets.
  • The low correlation between DBC and the bond sleeves is the main source of true diversification here.
AI-generated analysis. Not investment advice. Verify key facts independently.
Was this useful?

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.73

1.44

1.38

1.31

1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Roger Gibson Five Asset Portfolio correlation to the S&P 500 Index

Roger Gibson Five Asset Portfolio has a 0.68 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.83


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.01.

BND
-0.01
BNDX
0.02
DBC
0.26
VNQ
0.58
VXUS
0.80
VTI
0.99

Portfolio Correlations

Correlation vs. Roger Gibson Five Asset Portfolio. VXUS has the highest portfolio correlation at 0.85, while BNDX has the lowest at 0.11.

BNDX
0.11
BND
0.13
DBC
0.55
VNQ
0.73
VTI
0.84
VXUS
0.85

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 5, 2013
Diversification Analysis

Find what Roger Gibson Five Asset Portfolio is missing

See which holdings overlap, where Roger Gibson Five Asset Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification