Roger Gibson Talmud Portfolio

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.

As of Jun 5, 2026, the Roger Gibson Talmud Portfolio returned 7.51% Year-To-Date and 7.66% of annualized return in the last 10 years.

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, 67% of months were positive and 33% 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%.

Roger Gibson Talmud Portfolio has an annualized alpha of 0.66%, 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 74.35% of S&P 500 Index downside but only 68.39% 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.

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.

Roger Gibson Talmud Portfolio ranks 30 for risk / return — below 30% 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.

The table below presents risk-adjusted performance metrics for Roger Gibson Talmud Portfolio and compares them with S&P 500 Index.

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 5, 2026 (values are recalculated daily):

• 1-Year: 1.92
• 5-Year: 0.45
• 10-Year: 0.61
• All Time: 0.47

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 1.84 to 2.81, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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.

Roger Gibson Talmud Portfolio provided a 2.87% dividend yield over the last twelve months.

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.

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 chart below shows the rolling one-month volatility.