Consolidated Returns as of 30 November 2024
Managing the Craig Israelsen 7Twelve Portfolio with a yearly rebalancing, you would have obtained a 9.10% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.04%.
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 Craig Israelsen 7Twelve 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 (~49Y) |
|||||
| No Rebalancing | 28.72 | (0) | 9.65 | (0) | 8.59 | (0) | 9.10 | (0) | 10.46 | (0) |
| Yearly Rebalancing | 14.46 | (1) | 6.48 | (5) | 4.79 | (10) | 7.09 | (30) | 9.28 | (49) |
| Half Yearly Rebalancing | 14.41 | (2) | 6.73 | (10) | 4.93 | (20) | 7.04 | (60) | 9.19 | (98) |
| Quarterly Rebalancing | 14.63 | (4) | 6.88 | (20) | 4.97 | (40) | 7.03 | (120) | 9.20 | (196) |
| 5% Tolerance per asset | 15.06 | (0) | 7.31 | (4) | 5.35 | (7) | 7.49 | (21) | 9.68 | (32) |
| 10% Tolerance per asset | 14.44 | (0) | 7.58 | (2) | 5.46 | (3) | 7.84 | (7) | 9.60 | (8) |
In order to have complete information about the portfolio, please refer to the Craig Israelsen 7Twelve Portfolio: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Craig Israelsen 7Twelve Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.46 | (0) | 12.72 | 0.82 | -49.17 | 0.21 |
| Yearly Rebalancing | 9.28 | (49) | 9.44 | 0.98 | -37.96 | 0.24 |
| Half Yearly Rebalancing | 9.19 | (98) | 9.41 | 0.98 | -36.33 | 0.25 |
| Quarterly Rebalancing | 9.20 | (196) | 9.46 | 0.97 | -38.04 | 0.24 |
| 5% Tolerance per asset | 9.68 | (32) | 9.59 | 1.01 | -37.25 | 0.26 |
| 10% Tolerance per asset | 9.60 | (8) | 9.77 | 0.98 | -37.87 | 0.25 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Craig Israelsen 7Twelve Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-49.17
Nov 2007 - Apr 2011
|
-37.96
Jun 2008 - Feb 2011
|
-36.33
Jun 2008 - Dec 2010
|
-38.04
Jun 2008 - Feb 2011
|
-37.25
Jun 2008 - Dec 2010
|
-37.87
Jun 2008 - Feb 2011
|
|
-24.61
Jan 2020 - Nov 2020
|
-17.90
Jan 2020 - Nov 2020
|
-17.90
Jan 2020 - Nov 2020
|
-17.90
Jan 2020 - Nov 2020
|
-17.53
Jan 2020 - Nov 2020
|
-17.48
Jan 2020 - Nov 2020
|
|
-24.34
Jan 2022 - Jul 2024
|
-14.54
Jul 2014 - Jul 2017
|
-14.68
Jul 2014 - Jul 2017
|
-15.23
Jul 2014 - Sep 2017
|
-14.61
May 2011 - Dec 2012
|
-15.00
May 2011 - Dec 2012
|
|
-18.36
Apr 1998 - Jun 1999
|
-13.54
Apr 1998 - Apr 1999
|
-13.77
Apr 1998 - Apr 1999
|
-14.00
Oct 1997 - Apr 1999
|
-14.49
Jul 2014 - Jul 2017
|
-14.67
Apr 1998 - Apr 1999
|
|
-17.87
May 2011 - Mar 2012
|
-13.50
May 2011 - Dec 2012
|
-13.39
Sep 1987 - Oct 1988
|
-13.70
Apr 2022 - Feb 2024
|
-13.58
Apr 1998 - Apr 1999
|
-13.87
Sep 1987 - Oct 1988
|
| 5 Worst Drawdowns - Average | |||||
| -26.87 | -19.49 | -19.21 | -19.78 | -19.49 | -19.78 |
| 10 Worst Drawdowns - Average | |||||
| -20.36 | -15.46 | -15.29 | -15.51 | -15.32 | -15.64 |
For a deeper insight, please refer to the Craig Israelsen 7Twelve Portfolio: ETF allocation and returns page.
