Fulvio Marchese In Saecula Saeculorum To EUR Portfolio: Rebalancing Strategy

Data Source: from August 1953 to December 2024
Consolidated Returns as of 31 December 2024
This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

Managing the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio with a yearly rebalancing, you would have obtained a 10.99% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.64%.

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.

Rebalancing can be performed in several ways.

At fixed time intervals:
  • Yearly: Jan 1st
  • Half Yearly: Jan 1st, Jul 1st
  • Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
When a component (at least one) diverges from its original weight beyond a certain threshold (e.g. 5% or 10%).

Portfolio Returns as of Dec 31, 2024

Implementing different rebalancing strategies, the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on August 1953.

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)
FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO RETURNS
Period: August 1953 - December 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Dec 31, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~71Y)
No Rebalancing 30.39 (0) 15.04 (0) 13.70 (0) 10.99 (0) 10.04 (0)
Yearly Rebalancing 20.49 (1) 9.05 (5) 8.86 (10) 8.79 (30) 8.83 (71)
Half Yearly Rebalancing 20.19 (2) 9.05 (10) 8.89 (20) 8.64 (60) 8.74 (142)
Quarterly Rebalancing 20.09 (4) 9.17 (20) 8.98 (40) 8.76 (120) 8.73 (285)
5% Tolerance per asset 20.51 (1) 9.36 (4) 9.05 (6) 8.85 (22) 8.78 (44)
10% Tolerance per asset 22.02 (0) 9.50 (1) 9.20 (2) 9.13 (8) 9.05 (17)

In order to have complete information about the portfolio, please refer to the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio: ETF allocation and returns page.

Performances as of Dec 31, 2024

Historical returns and stats of Fulvio Marchese In Saecula Saeculorum To EUR Portfolio, after implementing different rebalancing strategies.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO PERFORMANCES
Period: August 1953 - December 2024
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Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 10.04 (0) 14.22 0.71 -52.44 0.19
Yearly Rebalancing 8.83 (71) 10.35 0.85 -26.33 0.34
Half Yearly Rebalancing 8.74 (142) 10.31 0.85 -27.17 0.32
Quarterly Rebalancing 8.73 (285) 10.33 0.84 -26.10 0.33
5% Tolerance per asset 8.78 (44) 10.40 0.84 -26.20 0.34
10% Tolerance per asset 9.05 (17) 10.49 0.86 -25.86 0.35
(*) Since Aug 1953 (~71 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Dec 31, 2024

Historical Drawdowns of Fulvio Marchese In Saecula Saeculorum To EUR Portfolio, after implementing different rebalancing strategies.

FULVIO MARCHESE IN SAECULA SAECULORUM TO EUR PORTFOLIO DRAWDOWNS
Period: August 1953 - December 2024
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Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-52.44
Sep 2000 - Mar 2013
-26.33
Nov 2000 - Feb 2010
-27.17
Nov 2000 - Mar 2010
-26.10
Nov 2000 - Mar 2010
-26.20
Nov 2000 - Feb 2010
-25.86
Nov 2000 - Feb 2010
-38.13
Jan 1973 - Dec 1976
-25.68
Mar 1985 - Mar 1989
-24.74
Mar 1985 - Jan 1989
-24.50
Sep 1989 - May 1991
-25.13
Mar 1985 - Mar 1989
-25.10
Sep 1989 - May 1991
-31.30
Sep 1987 - Mar 1989
-24.89
Sep 1989 - May 1991
-24.61
Sep 1989 - May 1991
-24.05
Mar 1985 - Jan 1989
-24.86
Sep 1989 - May 1991
-24.76
Mar 1985 - Mar 1989
-31.10
Sep 1989 - May 1991
-19.96
Jan 1973 - Nov 1975
-20.56
Feb 1974 - Nov 1975
-20.98
Jan 1973 - Dec 1975
-21.47
Jan 1973 - Jan 1976
-19.04
Feb 1974 - Nov 1975
-24.56
Dec 1968 - Mar 1971
-15.39
Jul 1977 - May 1979
-15.64
Jul 1977 - May 1979
-15.63
Jul 1977 - May 1979
-16.62
Jan 1977 - May 1979
-15.07
Jul 1977 - May 1979
5 Worst Drawdowns - Average
-35.51 -22.45 -22.54 -22.25 -22.86 -21.97
10 Worst Drawdowns - Average
-26.45 -17.31 -17.91 -17.19 -17.58 -17.56

For a deeper insight, please refer to the Fulvio Marchese In Saecula Saeculorum To EUR Portfolio: ETF allocation and returns page.