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Roger Gibson Talmud Portfolio

Last updated Aug 13, 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 21 of 54

2.16%
0.00%4.34%
10Y Annualized Return

Rank 26 of 54

9.10%
4.13%64.70%
Sharpe Ratio

Rank 11 of 54

-0.26
-0.980.14
Maximum Drawdown

Rank 37 of 54

-32.02%
-91.88%-17.74%

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 $30,284 for a total return of roughly 202.84%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-2.13%
-2.76%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Roger Gibson Talmud PortfolioReturns

As of Aug 13, 2022, the Roger Gibson Talmud Portfolio returned -10.48% Year-To-Date and 9.10% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Roger Gibson Talmud Portfolio8.45%-3.43%-9.88%-4.91%8.00%8.25%
VNQ
Vanguard Real Estate ETF
11.15%-1.24%-11.28%-1.33%8.37%8.67%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
BND
Vanguard Total Bond Market ETF
1.49%-4.92%-8.75%-9.37%0.97%1.54%

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 -0.26. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.37
-0.20
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Roger Gibson Talmud PortfolioDividends

Roger Gibson Talmud Portfolio granted a 2.16% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.16%1.93%2.61%2.80%3.51%3.22%3.63%3.43%3.40%3.83%3.94%4.11%4.29%

Roger Gibson Talmud PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-9.90%
-10.77%
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
-19.97%Dec 31, 2021116Jun 16, 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 10.32%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
12.40%
16.68%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

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