- Portfolio Overview
- Asset Allocation and ETFs
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Portfolio Overview
Buy and Hold (Annually Rebalance)
USStocks VTI 20%
USREITs VNQ 20%
ForeignStocks VEA 20%
Commodities DBC 20%
USBonds BND 14%
IntlBonds BNDX 6%
Simulated from 06/04/2013
Gibson's 5 Equal Asset Allocation Strategy comes from Roger Gibson’s widely read "Asset Allocation: Balancing Financial Risks."
In it, Gibson outlined a simple yet diversified asset allocation model: putting equal amount of investment into 5 asset classes: US Equity, International Equity, REIT, Commodity, Fixed Income. For Fixed Income, he further outlined a 70%/30% US domestic/international bond investment.
The most noticeable feature in this model portfolio is its heavy weight into commodity asset class.
Recent studies suggest that managed futures in commodity could be an excellent diversifier with equity like positive returns. The representative study is a research paper by Yale Professors.
Asset Allocation
| Symbol | Category/Sector | Target Weight |
|---|---|---|
|
VTI Vanguard Total Stock Market ETF |
US Equity | 20% |
|
VNQ Vanguard Real Estate ETF |
Real Estate | 20% |
|
VEA Vanguard FTSE Developed Markets ETF |
International Equity | 20% |
|
DBC Invesco DB Commodity Index Tracking Fund |
Commodities | 20% |
|
BND Vanguard Total Bond Market ETF |
Fixed Income | 14% |
|
BNDX Vanguard Total International Bond ETF |
Fixed Income | 6% |
Historical Performance
The return data shown below all have the same latest date: 04/16/2025.
AR inception is since 06/04/2013.
AR inception is since 06/04/2013.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Roger Gibson Five Assets | -1.80% | 4.95% | 1.43% | 10.49% | 5.67% | NA | NA | 6.08% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | -9.99% | 5.71% | 7.80% | 15.21% | 11.50% | 12.41% | 9.94% | 13.36% |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | -2.46% | 6.56% | 4.41% | 7.52% | 5.36% | 6.37% | 5.86% | 6.54% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | Roger Gibson Five Assets | 0.24 | 4.95 | 1.43 | 10.49 | 5.67 | NA | NA | 6.08 | -1.80 | 7.47 | 11.39 | -10.04 | 23.39 | 5.39 | 20.44 | -7.03 | 12.25 | 8.91 | -4.83 | 2.39 | 4.30 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | -3.29 | 5.71 | 7.80 | 15.21 | 11.50 | 12.41 | 9.94 | 13.36 | -9.99 | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| VSMGX (VANGUA...R SHARES) | -0.23 | 6.56 | 4.41 | 7.52 | 5.36 | 6.37 | 5.86 | 6.54 | -2.46 | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | Roger Gibson Five Assets | NA | -12.08 | -22.92 | 64.12 | 32.19 | NA | NA | 35.63 | -15.56 | 10.51 | 70.22 | -71.90 | 236.57 | 21.40 | 264.78 | -87.54 | 225.51 | 85.48 | -47.11 | 34.98 | 47.47 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | -10.40 | 21.08 | 72.55 | 54.57 | NA | NA | 43.78 | -104.79 | 144.05 | 168.50 | -81.42 | 217.48 | 53.11 | 239.69 | -34.37 | 316.32 | 88.64 | 7.76 | 118.55 | 290.33 | 124.85 | 8.24 | 82.04 | 97.09 | -92.28 | 15.05 | 123.84 | 25.29 | 88.29 | 163.16 | -89.66 | -67.65 | -59.22 | 98.26 | 123.57 | 162.11 | 163.05 | 432.60 | -17.93 | 91.08 | 58.43 | 191.72 | -53.33 | 173.14 | 59.74 | -0.19 | 30.84 | 149.03 | -23.73 | 80.36 | 64.68 | -126.79 | 119.12 | -383.89 | |
| VSMGX (VANGUA...R SHARES) | NA | -21.44 | -1.39 | 46.77 | 35.85 | NA | NA | 47.97 | -81.98 | 47.98 | 137.35 | -121.73 | 131.94 | 69.74 | 278.32 | -86.49 | 376.10 | 82.85 | -26.32 | 101.24 | 216.21 | 122.82 | 0.61 | 117.61 | 112.47 | -97.72 | 40.89 | 135.64 | 50.44 | 149.10 | 209.13 | -74.50 | -58.14 | -22.91 | 107.87 | 156.93 | 157.34 | 93.12 | 420.35 | 463.07 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | Roger Gibson Five Assets | NA | 11.60 | 12.52 | 12.30 | 12.41 | NA | NA | 11.82 | 17.02 | 8.37 | 10.17 | 15.89 | 9.88 | 24.09 | 7.19 | 9.52 | 5.15 | 10.19 | 10.32 | 6.79 | 9.03 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 18.89 | 18.52 | 18.03 | 18.38 | NA | NA | 18.11 | 28.94 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| VSMGX (VANGUA...R SHARES) | NA | 10.28 | 10.85 | 10.45 | 10.38 | NA | NA | 11.50 | 14.83 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | Roger Gibson Five Assets | NA | 11.23 | 17.39 | 17.46 | 28.26 | NA | NA | 28.26 | 11.23 | 4.39 | 8.15 | 17.46 | 5.37 | 28.26 | 3.79 | 12.95 | 2.75 | 7.83 | 11.23 | 6.78 | 4.76 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 18.76 | 19.24 | 24.59 | 33.83 | NA | NA | 55.25 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| VSMGX (VANGUA...R SHARES) | NA | 9.62 | 15.52 | 22.29 | 22.43 | NA | NA | 41.18 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | Roger Gibson Five Assets | NA | 4.08 | 2.76 | 2.64 | 2.52 | NA | NA | 2.79 | NA | 0.98 | 3.66 | 1.96 | 2.19 | 1.90 | 3.04 | 2.64 | 2.46 | 2.61 | 2.22 | 2.47 | 1.73 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Roger Gibson Five Assets Return Calculator
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Calculators
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Rolling Returns
From 06/04/2013 to 04/16/2025, the worst annualized return of 3-year rolling returns for Roger Gibson Five Assets is -0.38%.
From 06/04/2013 to 04/16/2025, the worst annualized return of 5-year rolling returns for Roger Gibson Five Assets is 0.57%.
From 06/04/2013 to 04/16/2025, the worst annualized return of 10-year rolling returns for Roger Gibson Five Assets is 4.69%.
Maximum Drawdown
Roger Gibson Five Assets Maximum Drawdown