Talmud Portfolio

Roger Gibson's three-sleeve allocation from Asset Allocation: Balancing Financial Risk (1989), inspired by the Talmudic 'one-third land, one-third business, one-third reserves' rule.

• Type: Fixed
• Frequency: annually
• Asset classes: US Equity, REITs, Intermediate Treasuries
• Backtest window: 2004-09-29 to 2026-06-11

1Y

12.0%

3Y

36.4%

CAGR

4.4%

Max DD

-21.3%

Sharpe

0.10

Methodology

• Allocate one-third each to VTI, VNQ, and IEF.

Source: Gibson, R. C. (1989, 5th ed. 2013). Asset Allocation: Balancing Financial Risk — cites the ancient Talmudic 'one third land, one third business, one third reserves' allocation.

Headline backtest performance as of 2026-06-10.

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