Consolidated Returns as of 31 October 2024
Managing the Aim Ways Gold Pivot Ptf Portfolio with a yearly rebalancing, you would have obtained a 10.45% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.09%.
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 Oct 31, 2024
Implementing different rebalancing strategies, the Aim Ways Gold Pivot Ptf 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 Oct 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~40Y) |
|||||
| No Rebalancing | 34.07 | (0) | 15.35 | (0) | 13.25 | (0) | 10.45 | (0) | 10.35 | (0) |
| Yearly Rebalancing | 26.27 | (1) | 8.90 | (5) | 7.86 | (10) | 8.35 | (30) | 8.63 | (40) |
| Half Yearly Rebalancing | 25.53 | (2) | 8.65 | (10) | 7.81 | (20) | 8.09 | (60) | 8.45 | (80) |
| Quarterly Rebalancing | 25.28 | (4) | 8.54 | (20) | 7.76 | (40) | 8.14 | (120) | 8.52 | (160) |
| 5% Tolerance per asset | 25.76 | (1) | 8.81 | (3) | 7.89 | (5) | 8.33 | (22) | 8.61 | (27) |
| 10% Tolerance per asset | 26.65 | (0) | 9.17 | (1) | 8.28 | (2) | 8.83 | (9) | 9.02 | (11) |
In order to have complete information about the portfolio, please refer to the Aim Ways Gold Pivot Ptf Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Aim Ways Gold Pivot Ptf Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.35 | (0) | 12.82 | 0.81 | -56.80 | 0.18 |
| Yearly Rebalancing | 8.63 | (40) | 7.80 | 1.11 | -19.49 | 0.44 |
| Half Yearly Rebalancing | 8.45 | (80) | 7.72 | 1.09 | -19.53 | 0.43 |
| Quarterly Rebalancing | 8.52 | (160) | 7.74 | 1.10 | -19.62 | 0.43 |
| 5% Tolerance per asset | 8.61 | (27) | 7.77 | 1.11 | -19.40 | 0.44 |
| 10% Tolerance per asset | 9.02 | (11) | 7.89 | 1.14 | -19.92 | 0.45 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Aim Ways Gold Pivot Ptf Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-56.80
Apr 2000 - Apr 2011
|
-19.49
Mar 2008 - Aug 2009
|
-19.53
Mar 2008 - Sep 2009
|
-19.62
Mar 2008 - Sep 2009
|
-19.40
Mar 2008 - Jul 2009
|
-19.92
Mar 2008 - Jul 2009
|
|
-27.55
Jan 2022 - Dec 2023
|
-15.46
Jan 2022 - Nov 2023
|
-15.34
Jan 2022 - Nov 2023
|
-15.50
Jan 2022 - Nov 2023
|
-15.59
Jan 2022 - Nov 2023
|
-15.50
Jan 2022 - Nov 2023
|
|
-11.14
Feb 2020 - May 2020
|
-12.99
Mar 2000 - May 2003
|
-13.02
Mar 2000 - May 2003
|
-13.15
Sep 2000 - May 2003
|
-12.99
Mar 2000 - May 2003
|
-11.19
Mar 2000 - Jan 2003
|
|
-10.78
Sep 2018 - Apr 2019
|
-9.18
Oct 2012 - Feb 2014
|
-9.17
Oct 2012 - Jun 2014
|
-9.52
Oct 2012 - Jun 2014
|
-9.27
Oct 2012 - Feb 2014
|
-8.88
Oct 2012 - Feb 2014
|
|
-9.99
Aug 1998 - Oct 1998
|
-7.14
Dec 1989 - Feb 1991
|
-6.53
Dec 1989 - Feb 1991
|
-6.37
Dec 1989 - Jan 1991
|
-7.18
Dec 1989 - Feb 1991
|
-7.32
Sep 1987 - May 1989
|
| 5 Worst Drawdowns - Average | |||||
| -23.25 | -12.85 | -12.72 | -12.83 | -12.89 | -12.56 |
| 10 Worst Drawdowns - Average | |||||
| -15.16 | -9.40 | -9.20 | -9.26 | -9.32 | -9.37 |
For a deeper insight, please refer to the Aim Ways Gold Pivot Ptf Portfolio: ETF allocation and returns page.
