PortfoliosLab logo

Roger Gibson Talmud Portfolio

Last updated Dec 3, 2022

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

Rank 26 of 54

0.06%
0.00%0.94%
Dividend Yield

Rank 13 of 54

2.53%
0.00%4.45%
10Y Annualized Return

Rank 27 of 54

8.20%
3.67%55.26%
Sharpe Ratio

Rank 38 of 54

-0.65
-1.010.60
Maximum Drawdown

Rank 37 of 54

-32.02%
-91.88%-19.55%

Roger Gibson Talmud PortfolioAsset Allocation


BND 33.34%VTI 33.33%VNQ 33.33%BondBondEquityEquityReal EstateReal Estate

Roger Gibson Talmud PortfolioPerformance

The chart shows the growth of $10,000 invested in Roger Gibson Talmud Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,210 for a total return of roughly 182.10%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-3.48%
-1.21%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Roger Gibson Talmud PortfolioReturns

As of Dec 3, 2022, the Roger Gibson Talmud Portfolio returned -17.22% Year-To-Date and 8.20% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%11.20%
Roger Gibson Talmud Portfolio5.32%-4.65%-16.05%-11.48%5.55%7.42%
VNQ
Vanguard Real Estate ETF
5.64%-10.50%-22.74%-13.82%4.57%7.28%
VTI
Vanguard Total Stock Market ETF
5.46%-1.68%-14.55%-10.04%10.30%12.95%
BND
Vanguard Total Bond Market ETF
4.85%-2.37%-11.31%-11.78%0.37%1.15%

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 -0.65. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.77
-0.46
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Roger Gibson Talmud PortfolioDividends

Roger Gibson Talmud Portfolio granted a 2.53% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.53%1.95%2.63%2.82%3.54%3.25%3.67%3.46%3.43%3.87%3.98%4.15%4.33%

Roger Gibson Talmud PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-16.07%
-15.11%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
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
-24.61%Dec 31, 2021199Oct 14, 2022
-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, 2018101Jul 5, 2018110
-6.64%Aug 1, 201668Nov 3, 201673Feb 21, 2017141
-5.64%Jan 20, 201014Feb 8, 201018Mar 5, 201032

Roger Gibson Talmud PortfolioVolatility Chart

Current Roger Gibson Talmud Portfolio volatility is 6.80%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
14.56%
20.47%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components