Consolidated Returns as of 31 October 2024
Managing the Harry Browne US Permanent Portfolio To CAD with a yearly rebalancing, you would have obtained a 9.78% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.86%.
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 Harry Browne US Permanent Portfolio To CAD guaranteed the following returns.
Portfolio returns are calculated in CAD, 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 | 36.99 | (0) | 14.29 | (0) | 13.44 | (0) | 9.78 | (0) | 9.60 | (0) |
| Yearly Rebalancing | 24.24 | (1) | 7.34 | (5) | 8.10 | (10) | 6.99 | (30) | 8.11 | (71) |
| Half Yearly Rebalancing | 23.65 | (2) | 7.24 | (10) | 8.12 | (20) | 6.86 | (60) | 8.00 | (142) |
| Quarterly Rebalancing | 23.79 | (4) | 7.39 | (20) | 8.23 | (40) | 6.91 | (120) | 7.94 | (285) |
| 5% Tolerance per asset | 24.68 | (1) | 7.57 | (4) | 8.26 | (6) | 7.01 | (20) | 8.00 | (47) |
| 10% Tolerance per asset | 24.94 | (0) | 8.00 | (1) | 8.50 | (2) | 7.45 | (8) | 8.31 | (18) |
In order to have complete information about the portfolio, please refer to the Harry Browne US Permanent Portfolio To CAD: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Harry Browne US Permanent Portfolio To CAD, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.60 | (0) | 10.36 | 0.93 | -34.87 | 0.28 |
| Yearly Rebalancing | 8.11 | (71) | 7.30 | 1.11 | -13.09 | 0.62 |
| Half Yearly Rebalancing | 8.00 | (142) | 7.22 | 1.11 | -12.95 | 0.62 |
| Quarterly Rebalancing | 7.94 | (285) | 7.16 | 1.11 | -13.06 | 0.61 |
| 5% Tolerance per asset | 8.00 | (47) | 7.18 | 1.11 | -13.58 | 0.59 |
| 10% Tolerance per asset | 8.31 | (18) | 7.17 | 1.16 | -13.81 | 0.60 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Harry Browne US Permanent Portfolio To CAD, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-34.87
Sep 2000 - Jan 2013
|
-13.09
Jun 1969 - Sep 1971
|
-12.95
Jun 1969 - Aug 1971
|
-13.06
Jun 1969 - Aug 1971
|
-13.58
Jun 1969 - Sep 1971
|
-13.81
Jun 1969 - Sep 1971
|
|
-23.28
Dec 1980 - Dec 1982
|
-12.07
Mar 2007 - Oct 2008
|
-12.01
Mar 2007 - Oct 2008
|
-12.10
Mar 2007 - Oct 2008
|
-11.98
Mar 2007 - Oct 2008
|
-11.76
Jan 2009 - Aug 2010
|
|
-20.68
Jun 1969 - Dec 1971
|
-11.36
Jan 2009 - Aug 2010
|
-11.36
Jan 2009 - Aug 2010
|
-11.39
Jan 2009 - Aug 2010
|
-11.69
Jan 2009 - Aug 2010
|
-11.25
Aug 1987 - Feb 1990
|
|
-19.50
Jan 2022 - Aug 2023
|
-10.75
Aug 1987 - Feb 1990
|
-11.04
Apr 1974 - Jan 1975
|
-10.68
Feb 1980 - Jun 1980
|
-10.68
Feb 1980 - Jun 1980
|
-10.89
Mar 2007 - Oct 2008
|
|
-18.95
Sep 1987 - Feb 1991
|
-10.68
Feb 1980 - Jun 1980
|
-10.68
Feb 1980 - Jun 1980
|
-10.33
Aug 2020 - Dec 2023
|
-10.33
Jan 2003 - Mar 2006
|
-10.12
Jan 2003 - Mar 2006
|
| 5 Worst Drawdowns - Average | |||||
| -23.46 | -11.59 | -11.61 | -11.51 | -11.65 | -11.56 |
| 10 Worst Drawdowns - Average | |||||
| -18.43 | -10.60 | -10.55 | -10.49 | -10.55 | -10.46 |
For a deeper insight, please refer to the Harry Browne US Permanent Portfolio To CAD: ETF allocation and returns page.
