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.
Roger Gibson Talmud PortfolioAsset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 33.34% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 33.33% |
VNQ Vanguard Real Estate ETF | REIT | 33.33% |
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
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.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 5.59% | -2.52% | -14.57% | -9.78% | 9.04% | 11.20% |
| Roger Gibson Talmud Portfolio | 5.32% | -4.65% | -16.05% | -11.48% | 5.55% | 7.42% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Roger Gibson Talmud PortfolioDividends
Roger Gibson Talmud Portfolio granted a 2.53% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2020 | 22 | Mar 23, 2020 | 163 | Nov 11, 2020 | 185 |
| -24.61% | Dec 31, 2021 | 199 | Oct 14, 2022 | — | — | — |
| -13.3% | Jul 25, 2011 | 50 | Oct 3, 2011 | 76 | Jan 23, 2012 | 126 |
| -10.53% | Aug 30, 2018 | 80 | Dec 24, 2018 | 34 | Feb 13, 2019 | 114 |
| -9.98% | Apr 30, 2010 | 46 | Jul 6, 2010 | 53 | Sep 20, 2010 | 99 |
| -9.05% | Mar 23, 2015 | 109 | Aug 25, 2015 | 148 | Mar 29, 2016 | 257 |
| -8.37% | May 22, 2013 | 23 | Jun 24, 2013 | 160 | Feb 11, 2014 | 183 |
| -6.76% | Jan 29, 2018 | 9 | Feb 8, 2018 | 101 | Jul 5, 2018 | 110 |
| -6.64% | Aug 1, 2016 | 68 | Nov 3, 2016 | 73 | Feb 21, 2017 | 141 |
| -5.64% | Jan 20, 2010 | 14 | Feb 8, 2010 | 18 | Mar 5, 2010 | 32 |
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.