Consolidated Returns as of 31 January 2025
Managing the DFA Dimensional 2030 Retirement Income Portfolio with a yearly rebalancing, you would have obtained a 8.37% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.57%.
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 Jan 31, 2025
Implementing different rebalancing strategies, the DFA Dimensional 2030 Retirement Income 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 Jan 31, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~40Y) |
|||||
| No Rebalancing | 20.63 | (0) | 10.84 | (0) | 9.55 | (0) | 8.37 | (0) | 9.57 | (0) |
| Yearly Rebalancing | 12.87 | (1) | 6.86 | (5) | 6.68 | (10) | 7.73 | (30) | 9.22 | (41) |
| Half Yearly Rebalancing | 12.66 | (2) | 6.91 | (10) | 6.66 | (20) | 7.57 | (60) | 9.07 | (81) |
| Quarterly Rebalancing | 12.61 | (4) | 7.02 | (20) | 6.73 | (40) | 7.63 | (120) | 9.12 | (161) |
| 5% Tolerance per asset | 13.48 | (0) | 7.20 | (1) | 6.89 | (2) | 7.85 | (13) | 9.26 | (16) |
| 10% Tolerance per asset | 13.19 | (0) | 7.81 | (1) | 7.29 | (1) | 8.42 | (6) | 9.94 | (8) |
In order to have complete information about the portfolio, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: ETF allocation and returns page.
Performances as of Jan 31, 2025
Historical returns and stats of DFA Dimensional 2030 Retirement Income Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.57 | (0) | 11.26 | 0.85 | -38.80 | 0.25 |
| Yearly Rebalancing | 9.22 | (41) | 9.47 | 0.97 | -31.78 | 0.29 |
| Half Yearly Rebalancing | 9.07 | (81) | 9.46 | 0.96 | -32.53 | 0.28 |
| Quarterly Rebalancing | 9.12 | (161) | 9.50 | 0.96 | -33.02 | 0.28 |
| 5% Tolerance per asset | 9.26 | (16) | 9.55 | 0.97 | -32.73 | 0.28 |
| 10% Tolerance per asset | 9.94 | (8) | 10.06 | 0.99 | -31.20 | 0.32 |
Drawdowns as of Jan 31, 2025
Historical Drawdowns of DFA Dimensional 2030 Retirement Income Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-38.80
Nov 2007 - Apr 2011
|
-31.78
Nov 2007 - Oct 2010
|
-32.53
Nov 2007 - Oct 2010
|
-33.02
Nov 2007 - Oct 2010
|
-32.73
Nov 2007 - Oct 2010
|
-31.20
Nov 2007 - Sep 2010
|
|
-25.75
Apr 2000 - Oct 2004
|
-20.34
Jan 2022 - Mar 2024
|
-20.37
Jan 2022 - Mar 2024
|
-20.42
Jan 2022 - Mar 2024
|
-20.35
Jan 2022 - Mar 2024
|
-21.88
Jan 2022 - Mar 2024
|
|
-23.39
Jan 2022 - Feb 2024
|
-15.36
Sep 1987 - Dec 1988
|
-16.47
Sep 2000 - Oct 2003
|
-15.98
Sep 2000 - Oct 2003
|
-15.84
Sep 2000 - Oct 2003
|
-15.29
Sep 1987 - Oct 1988
|
|
-16.20
Jan 2020 - Jul 2020
|
-15.10
Sep 2000 - Oct 2003
|
-14.33
Sep 1987 - Oct 1988
|
-13.48
Sep 1987 - Oct 1988
|
-13.75
Sep 1987 - Oct 1988
|
-14.22
Apr 2000 - Aug 2003
|
|
-15.29
Sep 1987 - Oct 1988
|
-11.58
Feb 2020 - Jul 2020
|
-11.58
Feb 2020 - Jul 2020
|
-11.58
Feb 2020 - Jul 2020
|
-12.03
Feb 2020 - Jul 2020
|
-13.26
Feb 2020 - Jul 2020
|
| 5 Worst Drawdowns - Average | |||||
| -23.89 | -18.83 | -19.06 | -18.90 | -18.94 | -19.17 |
| 10 Worst Drawdowns - Average | |||||
| -17.49 | -13.76 | -13.87 | -13.77 | -13.93 | -14.54 |
For a deeper insight, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: ETF allocation and returns page.
