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Roger Gibson Talmud Portfolio

Last updated Apr 1, 2023

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 27 of 55

0.06%
0.00%0.94%
Dividend Yield

Rank 10 of 55

3.25%
0.00%4.33%
10Y Annualized Return

Rank 28 of 55

6.56%
2.63%52.97%
Sharpe Ratio

Rank 51 of 55

-0.70
-0.930.49
Maximum Drawdown

Rank 38 of 55

-44.88%
-82.98%-16.15%

Asset Allocation


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

Performance

The chart shows the growth of $10,000 invested in Roger Gibson Talmud Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,733 for a total return of roughly 157.33%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


130.00%140.00%150.00%160.00%170.00%180.00%190.00%NovemberDecember2023FebruaryMarch
157.33%
183.72%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Roger Gibson Talmud Portfolio returned 4.06% Year-To-Date and 6.56% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Roger Gibson Talmud Portfolio1.08%4.06%8.39%-11.96%6.15%6.56%
VNQ
Vanguard Real Estate ETF
-2.16%1.69%7.29%-21.13%5.81%5.76%
VTI
Vanguard Total Stock Market ETF
2.71%7.18%13.17%-10.19%10.36%11.75%
BND
Vanguard Total Bond Market ETF
2.68%3.25%4.69%-4.65%0.87%1.29%

Sharpe 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 -0.70. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.70
-0.46
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Roger Gibson Talmud Portfolio granted a 3.25% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

3.25%2.74%1.98%2.68%2.86%3.60%3.30%3.73%3.51%3.48%3.93%4.04%

Drawdowns Chart

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


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%NovemberDecember2023FebruaryMarch
-16.32%
-14.33%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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 44.88%, recorded on Mar 6, 2009. It took 402 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.88%Oct 8, 2007356Mar 6, 2009402Oct 8, 2010758
-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
-9.05%Mar 23, 2015109Aug 25, 2015148Mar 29, 2016257
-8.98%Jun 5, 200751Aug 15, 200735Oct 4, 200786
-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

Volatility Chart

Current Roger Gibson Talmud Portfolio volatility is 8.57%. 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%NovemberDecember2023FebruaryMarch
14.48%
15.42%
Roger Gibson Talmud Portfolio
Benchmark (^GSPC)
Portfolio components