Consolidated Returns as of 31 October 2024
Managing the Gyroscopic Investing Desert Portfolio To EUR with a yearly rebalancing, you would have obtained a 10.42% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.95%.
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 Gyroscopic Investing Desert Portfolio To EUR guaranteed the following returns.
Portfolio returns are calculated in EUR, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
| Return (%) and number of rebalances as of Oct 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~71Y) |
|||||
| No Rebalancing | 34.37 | (0) | 14.80 | (0) | 13.46 | (0) | 10.42 | (0) | 9.55 | (0) |
| Yearly Rebalancing | 18.48 | (1) | 6.37 | (5) | 6.28 | (10) | 7.10 | (30) | 7.79 | (71) |
| Half Yearly Rebalancing | 18.15 | (2) | 6.24 | (10) | 6.25 | (20) | 6.95 | (60) | 7.70 | (142) |
| Quarterly Rebalancing | 17.97 | (4) | 6.26 | (20) | 6.31 | (40) | 7.03 | (120) | 7.68 | (285) |
| 5% Tolerance per asset | 18.36 | (0) | 6.28 | (3) | 6.28 | (5) | 7.13 | (22) | 7.77 | (44) |
| 10% Tolerance per asset | 19.45 | (0) | 6.77 | (1) | 6.64 | (2) | 7.52 | (9) | 8.05 | (17) |
In order to have complete information about the portfolio, please refer to the Gyroscopic Investing Desert Portfolio To EUR: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Gyroscopic Investing Desert Portfolio To EUR, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.55 | (0) | 13.04 | 0.73 | -47.26 | 0.20 |
| Yearly Rebalancing | 7.79 | (71) | 9.22 | 0.84 | -26.41 | 0.29 |
| Half Yearly Rebalancing | 7.70 | (142) | 9.17 | 0.84 | -25.57 | 0.30 |
| Quarterly Rebalancing | 7.68 | (285) | 9.16 | 0.84 | -25.08 | 0.31 |
| 5% Tolerance per asset | 7.77 | (44) | 9.22 | 0.84 | -25.88 | 0.30 |
| 10% Tolerance per asset | 8.05 | (17) | 9.33 | 0.86 | -25.80 | 0.31 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Gyroscopic Investing Desert Portfolio To EUR, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-47.26
Sep 2000 - Feb 2013
|
-26.41
Mar 1985 - May 1989
|
-25.57
Mar 1985 - May 1989
|
-25.08
Mar 1985 - May 1989
|
-25.88
Mar 1985 - May 1989
|
-25.80
Mar 1985 - May 1989
|
|
-30.63
Jan 1973 - Feb 1976
|
-21.16
Sep 1989 - May 1991
|
-21.31
Feb 2002 - Jan 2010
|
-20.96
Feb 2002 - Jan 2010
|
-21.35
Sep 1989 - May 1991
|
-21.16
Sep 1989 - Apr 1991
|
|
-29.03
Sep 1989 - May 1991
|
-20.61
Feb 2002 - Nov 2008
|
-20.93
Sep 1989 - Apr 1991
|
-20.85
Sep 1989 - Apr 1991
|
-21.00
Feb 2002 - Nov 2008
|
-19.84
Feb 2002 - Oct 2008
|
|
-28.29
Sep 1987 - Mar 1989
|
-15.15
Jan 1973 - Jan 1974
|
-14.88
Feb 1994 - Nov 1995
|
-15.79
Jan 1973 - Jan 1974
|
-14.85
Jan 1973 - Jan 1974
|
-15.14
Feb 1994 - Nov 1995
|
|
-21.09
Dec 1968 - Jan 1971
|
-14.89
Feb 1994 - Nov 1995
|
-14.51
Jan 1973 - Jan 1974
|
-14.90
Feb 1994 - Nov 1995
|
-14.84
Feb 1994 - Nov 1995
|
-14.26
Jan 1973 - Jan 1974
|
| 5 Worst Drawdowns - Average | |||||
| -31.26 | -19.64 | -19.44 | -19.52 | -19.58 | -19.24 |
| 10 Worst Drawdowns - Average | |||||
| -23.24 | -15.31 | -15.31 | -15.29 | -15.27 | -15.10 |
For a deeper insight, please refer to the Gyroscopic Investing Desert Portfolio To EUR: ETF allocation and returns page.
