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Roger Gibson Talmud Portfolio

Talmud Portfolio is a three-fund portfolio of stocks, REITs, and bonds. It was created in 1989 by Roger Gibson, a financial advisor and author of Asset Allocation: Balancing Financial Risk.

Expense Ratio
0.06%
Dividend Yield
2.33%

Roger Gibson Talmud PortfolioAsset Allocation


BND 33.34%VTI 33.33%VNQ 33.33%BondBondEquityEquityReal EstateReal Estate
S&P 500

Roger Gibson Talmud PortfolioPerformance

The chart shows the growth of $10,000 invested in Roger Gibson Talmud Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,982 for a total return of roughly 199.82%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Roger Gibson Talmud Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Talmud PortfolioReturns

As of Apr 18, 2021, the Roger Gibson Talmud Portfolio returned 7.56% Year-To-Date and 9.32% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Roger Gibson Talmud Portfolio4.31%7.56%13.97%27.00%9.62%9.32%
BND
Vanguard Total Bond Market ETF
1.25%-2.85%-2.07%-0.41%3.28%3.38%
VNQ
Vanguard Real Estate ETF
5.39%13.84%21.55%31.36%7.13%9.24%
VTI
Vanguard Total Stock Market ETF
6.28%11.94%23.21%54.15%17.44%14.36%

Roger Gibson Talmud 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 Talmud Portfolio Sharpe ratio is 2.15. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Roger Gibson Talmud Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Talmud PortfolioDividends

Roger Gibson Talmud Portfolio granted a 2.34% dividend yield in the last twelve months, as of Apr 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
2.34%2.58%2.63%3.27%2.97%3.08%2.82%2.72%2.95%2.67%3.01%3.04%

Roger Gibson Talmud PortfolioDrawdowns Chart

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


Roger Gibson Talmud Portfolio
Benchmark (S&P 500)
Portfolio components

Roger Gibson Talmud PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Roger Gibson Talmud 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 Talmud Portfolio is 26.60%, recorded on Mar 23, 2020. It took 163 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-26.6%Feb 21, 202022Mar 23, 2020163Nov 11, 2020185
-13.3%Jul 25, 201150Oct 3, 201176Jan 23, 2012126
-10.53%Aug 30, 201880Dec 24, 201834Feb 13, 2019114
-9.98%Apr 30, 201046Jul 6, 201053Sep 20, 201099
-9.05%Mar 23, 2015109Aug 25, 2015148Mar 29, 2016257
-8.37%May 22, 201323Jun 24, 2013160Feb 11, 2014183
-6.76%Jan 29, 20189Feb 8, 201893Jun 22, 2018102
-6.64%Aug 1, 201668Nov 3, 201673Feb 21, 2017141
-5.64%Jan 20, 201014Feb 8, 201018Mar 5, 201032
-5.56%May 2, 201223Jun 4, 201221Jul 3, 201244

Roger Gibson Talmud PortfolioVolatility Chart

Current Roger Gibson Talmud Portfolio volatility is 3.90%. 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 Talmud Portfolio
Benchmark (S&P 500)
Portfolio components

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