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Roger Gibson Talmud Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roger Gibson Talmud 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.


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Returns By Period

As of Jun 3, 2026, the Roger Gibson Talmud Portfolio returned 6.65% Year-To-Date and 7.56% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.74%4.90%10.35%10.28%26.52%20.83%12.30%13.66%
Portfolio
Roger Gibson Talmud Portfolio
-0.36%1.47%6.65%6.21%14.46%11.90%5.19%7.56%
BND
Vanguard Total Bond Market ETF
-0.19%0.27%0.27%0.12%5.11%3.96%0.09%1.58%
VNQ
Vanguard Real Estate ETF
-0.12%-1.10%7.83%6.75%9.97%9.15%2.18%5.21%
VTI
Vanguard Total Stock Market ETF
-0.72%4.99%11.20%11.09%28.18%22.07%12.69%15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2007, Roger Gibson Talmud Portfolio's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +14.4%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Roger Gibson Talmud Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -8.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.47%2.16%-4.35%6.43%1.68%-0.60%6.65%
20251.76%1.32%-2.79%-0.93%2.23%2.51%0.70%2.33%1.53%0.12%1.08%-0.85%9.25%
2024-1.36%1.98%2.06%-4.91%3.64%1.96%4.08%2.99%2.22%-2.19%4.03%-4.35%10.03%
20236.88%-3.68%1.07%0.66%-1.57%4.05%1.86%-2.00%-4.84%-2.60%8.65%6.17%14.50%
2022-5.52%-2.34%2.12%-5.72%-1.38%-5.70%6.77%-4.20%-8.76%3.47%5.02%-3.99%-19.56%
2021-0.39%1.69%2.59%4.58%0.48%2.04%2.44%1.61%-3.76%4.61%-1.14%4.43%20.56%

Benchmark Metrics

Roger Gibson Talmud Portfolio has an annualized alpha of 0.63%, beta of 0.68, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.

  • This portfolio participated in 74.39% of S&P 500 Index downside but only 68.33% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 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
0.63%
Beta
0.68
0.81
Upside Capture
68.33%
Downside Capture
74.39%

Expense Ratio

Roger Gibson Talmud Portfolio has an expense ratio of 0.06%, 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 Talmud Portfolio ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Roger Gibson Talmud Portfolio Risk / Return Rank: 2828
Overall Rank
Roger Gibson Talmud Portfolio Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
Roger Gibson Talmud Portfolio Sortino Ratio Rank: 2626
Sortino Ratio Rank
Roger Gibson Talmud Portfolio Omega Ratio Rank: 2626
Omega Ratio Rank
Roger Gibson Talmud Portfolio Calmar Ratio Rank: 2828
Calmar Ratio Rank
Roger Gibson Talmud Portfolio Martin Ratio Rank: 3535
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 Talmud Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.85

2.24

-0.39

Sortino ratio

Return per unit of downside risk

2.63

3.07

-0.45

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratio

Return relative to maximum drawdown

2.41

2.93

-0.51

Martin ratio

Return relative to average drawdown

10.15

13.52

-3.37


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
371.362.031.241.925.80
VNQ
Vanguard Real Estate ETF
230.761.121.141.203.78
VTI
Vanguard Total Stock Market ETF
682.333.181.423.1714.62

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 Talmud Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 1.85
  • 5-Year: 0.44
  • 10-Year: 0.61
  • All Time: 0.46

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 1.94 to 2.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Roger Gibson Talmud Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Roger Gibson Talmud Portfolio provided a 2.89% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.89%2.97%2.93%2.83%2.73%1.96%2.58%2.63%3.20%2.83%3.08%2.82%
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
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%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Roger Gibson Talmud 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 Talmud Portfolio was 44.88%, occurring on Mar 6, 2009. Recovery took 402 trading sessions.

The current Roger Gibson Talmud Portfolio drawdown is 0.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-44.88%Mar 2009
1y 5mo1y 7mo
3y 1dOct 2007 - Oct 2010
COVID crash2020
-26.60%Mar 2020
1mo 1d7mo 23d
8mo 24dFeb 2020 - Nov 2020
Bear market2022
-24.61%Oct 2022
9mo 17d1y 10mo
2y 7moDec 2021 - Aug 2024
2011 correction2011
-13.30%Oct 2011
2mo 10d3mo 22d
6mo 2dJul 2011 - Jan 2012
2025 selloff2025
-11.86%Apr 2025
4mo 7d2mo 26d
7mo 3dDec 2024 - Jul 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


Thesis

The portfolio is a plain three-sleeve bet on U.S. real estate, U.S. equities, and the broad bond market, with the equity and property pieces doing most of the shared risk work.

The numbers

  • The diversification ratio is 1.24 at 1Y and 1.17–1.20 over longer windows, which is only modest diversification benefit and sits around the 33rd–41st percentile on the platform.
  • The effective number of assets is 3.0 of 3, so concentration is not the problem; correlation is.
  • VNQ (REIT) and VTI (VTI) correlate at 0.67, which is enough to make them act like cousins in stress rather than separate engines.

What works

  • BND (BND) is genuinely different here: its correlation to VTI is -0.13 and to VNQ is 0.04, so it supplies the only clear counterweight.
  • The weights are evenly spread, so no single sleeve is carrying the whole structure.

What does not

  • VNQ and VTI sit in the same macro neighborhood, both leaning on growth, rates, and financial conditions; the cluster data agrees and puts them together.
  • The portfolio’s low DR percentile says the mix is more balanced than diversified, in the technical sense.

Stress Scenario

  • A rates-up, risk-off regime would press on both VNQ and VTI at once, while BND may help only if duration rallies instead of merely failing less badly.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, 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

1.24

1.20

1.18

1.17

1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Roger Gibson Talmud Portfolio correlation to the S&P 500 Index

Roger Gibson Talmud Portfolio has a 0.74 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

0.74

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

0.78

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

0.84

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

0.82

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.85


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.14.

BND
-0.14
VNQ
0.66
VTI
0.99

Portfolio Correlations

Correlation vs. Roger Gibson Talmud Portfolio. VNQ has the highest portfolio correlation at 0.94, while BND has the lowest at 0.07.

BND
0.07
VTI
0.86
VNQ
0.94

Asset Correlations Table

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

BNDVNQVTI
BND1.000.04-0.13
VNQ0.041.000.67
VTI-0.130.671.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007
Diversification Analysis

Find what Roger Gibson Talmud Portfolio is missing

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

Analyze Diversification