Consolidated Returns as of 30 November 2024
Managing the Andrew Tobias Portfolio with a yearly rebalancing, you would have obtained a 8.07% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.73%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Nov 30, 2024
Implementing different rebalancing strategies, the Andrew Tobias Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Nov 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~55Y) |
|||||
| No Rebalancing | 27.92 | (0) | 12.13 | (0) | 9.97 | (0) | 8.07 | (0) | 9.23 | (0) |
| Yearly Rebalancing | 17.20 | (1) | 7.68 | (5) | 6.60 | (10) | 6.85 | (30) | 8.73 | (55) |
| Half Yearly Rebalancing | 16.83 | (2) | 7.68 | (10) | 6.56 | (20) | 6.73 | (60) | 8.64 | (110) |
| Quarterly Rebalancing | 16.85 | (4) | 7.87 | (20) | 6.65 | (40) | 6.78 | (120) | 8.63 | (220) |
| 5% Tolerance per asset | 17.27 | (1) | 7.75 | (3) | 6.61 | (5) | 6.87 | (21) | 8.76 | (39) |
| 10% Tolerance per asset | 17.09 | (0) | 7.89 | (1) | 6.81 | (2) | 7.03 | (8) | 8.74 | (11) |
In order to have complete information about the portfolio, please refer to the Andrew Tobias Portfolio: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Andrew Tobias Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.23 | (0) | 12.38 | 0.75 | -45.71 | 0.20 |
| Yearly Rebalancing | 8.73 | (55) | 10.38 | 0.84 | -36.42 | 0.24 |
| Half Yearly Rebalancing | 8.64 | (110) | 10.42 | 0.83 | -37.21 | 0.23 |
| Quarterly Rebalancing | 8.63 | (220) | 10.48 | 0.82 | -37.81 | 0.23 |
| 5% Tolerance per asset | 8.76 | (39) | 10.56 | 0.83 | -37.51 | 0.23 |
| 10% Tolerance per asset | 8.74 | (11) | 10.61 | 0.82 | -37.42 | 0.23 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Andrew Tobias Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-45.71
Nov 2007 - Jan 2013
|
-36.42
Nov 2007 - Apr 2011
|
-37.21
Nov 2007 - Apr 2011
|
-37.81
Nov 2007 - Apr 2011
|
-37.51
Nov 2007 - Apr 2011
|
-37.42
Nov 2007 - Apr 2011
|
|
-36.06
Apr 2000 - Sep 2005
|
-29.06
Jan 1973 - Jun 1975
|
-29.79
Jan 1973 - Jan 1976
|
-29.80
Jan 1973 - Jan 1976
|
-29.46
Jan 1973 - Jan 1976
|
-29.22
Jan 1973 - Jun 1975
|
|
-29.22
Jan 1973 - Jan 1976
|
-25.91
Apr 2000 - Oct 2004
|
-26.72
Apr 2000 - Nov 2004
|
-26.36
Apr 2000 - Nov 2004
|
-26.02
Apr 2000 - Oct 2004
|
-26.67
Apr 2000 - Nov 2004
|
|
-24.08
Jan 2022 - Dec 2023
|
-18.85
Jan 2022 - Dec 2023
|
-19.05
Jan 2022 - Dec 2023
|
-19.14
Jan 2022 - Dec 2023
|
-19.83
Jan 2022 - Dec 2023
|
-18.85
Jan 2022 - Dec 2023
|
|
-19.51
Jan 1990 - Dec 1991
|
-14.84
Mar 1970 - Dec 1970
|
-14.84
Mar 1970 - Dec 1970
|
-15.25
Mar 1970 - Dec 1970
|
-14.84
Mar 1970 - Dec 1970
|
-14.97
May 2011 - Dec 2012
|
| 5 Worst Drawdowns - Average | |||||
| -30.92 | -25.02 | -25.52 | -25.67 | -25.53 | -25.43 |
| 10 Worst Drawdowns - Average | |||||
| -22.92 | -19.01 | -19.24 | -19.29 | -19.32 | -19.50 |
For a deeper insight, please refer to the Andrew Tobias Portfolio: ETF allocation and returns page.
