Consolidated Returns as of 30 September 2024
Managing the Larry Swedroe Larry Portfolio with a yearly rebalancing, you would have obtained a 8.72% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.09%.
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 Sep 30, 2024
Implementing different rebalancing strategies, the Larry Swedroe Larry 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 Sep 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~49Y) |
|||||
| No Rebalancing | 21.20 | (0) | 7.79 | (0) | 7.45 | (0) | 8.72 | (0) | 10.65 | (0) |
| Yearly Rebalancing | 13.26 | (1) | 2.64 | (5) | 3.24 | (10) | 6.16 | (30) | 8.61 | (49) |
| Half Yearly Rebalancing | 13.21 | (2) | 2.96 | (10) | 3.38 | (20) | 6.09 | (60) | 8.50 | (98) |
| Quarterly Rebalancing | 13.28 | (4) | 3.27 | (20) | 3.54 | (40) | 6.21 | (120) | 8.55 | (195) |
| 5% Tolerance per asset | 13.57 | (0) | 3.24 | (3) | 3.47 | (4) | 6.28 | (21) | 8.74 | (33) |
| 10% Tolerance per asset | 14.19 | (0) | 2.79 | (0) | 3.38 | (1) | 6.09 | (5) | 8.59 | (8) |
In order to have complete information about the portfolio, please refer to the Larry Swedroe Larry Portfolio: ETF allocation and returns page.
Performances as of Sep 30, 2024
Historical returns and stats of Larry Swedroe Larry Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.65 | (0) | 13.01 | 0.82 | -40.92 | 0.26 |
| Yearly Rebalancing | 8.61 | (49) | 6.75 | 1.28 | -15.96 | 0.54 |
| Half Yearly Rebalancing | 8.50 | (98) | 6.72 | 1.27 | -16.10 | 0.53 |
| Quarterly Rebalancing | 8.55 | (195) | 6.71 | 1.27 | -16.05 | 0.53 |
| 5% Tolerance per asset | 8.74 | (33) | 6.83 | 1.28 | -16.25 | 0.54 |
| 10% Tolerance per asset | 8.59 | (8) | 6.95 | 1.24 | -17.04 | 0.50 |
Drawdowns as of Sep 30, 2024
Historical Drawdowns of Larry Swedroe Larry Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-40.92
Jun 2007 - Feb 2011
|
-15.96
Jun 2021 - In progress
|
-16.10
Jun 2021 - In progress
|
-16.05
Jun 2021 - In progress
|
-16.25
Jun 2021 - In progress
|
-17.04
Jun 2021 - In progress
|
|
-32.33
Sep 2018 - Dec 2020
|
-11.47
Apr 2008 - Jul 2009
|
-12.43
Apr 2008 - Aug 2009
|
-13.13
Apr 2008 - Aug 2009
|
-13.08
Apr 2008 - Aug 2009
|
-11.57
Apr 2008 - Jul 2009
|
|
-20.38
Jun 2021 - Jul 2024
|
-9.49
Sep 1979 - May 1980
|
-9.47
Sep 1979 - May 1980
|
-9.47
Sep 1979 - May 1980
|
-9.01
Sep 1979 - May 1980
|
-9.63
Sep 1979 - May 1980
|
|
-18.84
May 2002 - Oct 2003
|
-9.16
Sep 1987 - Jun 1988
|
-8.53
Sep 1987 - Feb 1988
|
-7.95
Mar 1987 - Feb 1988
|
-8.53
Sep 1987 - Feb 1988
|
-8.75
Feb 1994 - May 1995
|
|
-18.53
May 1998 - Jul 2000
|
-7.44
Feb 1994 - May 1995
|
-7.44
Feb 1994 - May 1995
|
-7.34
Feb 1994 - May 1995
|
-7.61
Feb 1994 - May 1995
|
-8.20
Mar 1987 - Feb 1988
|
| 5 Worst Drawdowns - Average | |||||
| -26.20 | -10.70 | -10.79 | -10.79 | -10.90 | -11.04 |
| 10 Worst Drawdowns - Average | |||||
| -20.00 | -8.21 | -8.24 | -8.20 | -8.31 | -8.58 |
For a deeper insight, please refer to the Larry Swedroe Larry Portfolio: ETF allocation and returns page.
