Consolidated Returns as of 31 August 2024
Managing the Larry Swedroe Larry Portfolio To EUR with a yearly rebalancing, you would have obtained a 5.19% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 3.91%.
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 Aug 31, 2024
Implementing different rebalancing strategies, the Larry Swedroe Larry 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 Aug 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~26Y) |
||||
| No Rebalancing | 11.30 | (0) | 6.17 | (0) | 5.19 | (0) | 5.30 | (0) |
| Yearly Rebalancing | 9.04 | (1) | 3.72 | (5) | 3.78 | (10) | 5.09 | (26) |
| Half Yearly Rebalancing | 9.06 | (2) | 3.86 | (10) | 3.91 | (20) | 5.00 | (53) |
| Quarterly Rebalancing | 9.06 | (4) | 4.15 | (20) | 4.09 | (40) | 5.18 | (105) |
| 5% Tolerance per asset | 9.45 | (1) | 4.18 | (4) | 3.98 | (5) | 5.25 | (21) |
| 10% Tolerance per asset | 9.24 | (0) | 3.90 | (1) | 3.91 | (2) | 5.08 | (5) |
In order to have complete information about the portfolio, please refer to the Larry Swedroe Larry Portfolio To EUR: ETF allocation and returns page.
Performances as of Aug 31, 2024
Historical returns and stats of Larry Swedroe Larry 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 | 5.30 | (0) | 8.81 | 0.60 | -18.90 | 0.28 |
| Yearly Rebalancing | 5.09 | (26) | 7.89 | 0.64 | -18.61 | 0.27 |
| Half Yearly Rebalancing | 5.00 | (53) | 7.85 | 0.64 | -18.67 | 0.27 |
| Quarterly Rebalancing | 5.18 | (105) | 7.87 | 0.66 | -18.02 | 0.29 |
| 5% Tolerance per asset | 5.25 | (21) | 7.99 | 0.66 | -18.25 | 0.29 |
| 10% Tolerance per asset | 5.08 | (5) | 7.96 | 0.64 | -18.90 | 0.27 |
Drawdowns as of Aug 31, 2024
Historical Drawdowns of Larry Swedroe Larry Portfolio To EUR, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-18.90
Feb 2002 - Dec 2005
|
-18.61
Feb 2002 - Nov 2005
|
-18.67
Feb 2002 - Nov 2005
|
-18.02
Feb 2002 - Nov 2005
|
-18.25
Apr 2002 - Nov 2005
|
-18.90
Feb 2002 - Dec 2005
|
|
-13.15
Jan 2020 - Nov 2020
|
-12.88
Mar 2006 - Oct 2008
|
-12.92
Mar 2006 - Oct 2008
|
-12.86
Mar 2006 - Oct 2008
|
-12.15
Mar 2006 - Oct 2008
|
-12.60
Mar 2006 - Oct 2008
|
|
-12.59
Mar 2006 - Jan 2010
|
-9.90
Jan 2022 - Jul 2024
|
-9.83
Jan 2022 - Jul 2024
|
-9.72
Jan 2022 - Jul 2024
|
-9.84
Jan 2022 - Jul 2024
|
-9.84
Jan 2022 - Jul 2024
|
|
-9.70
Jan 2022 - Dec 2023
|
-8.44
Dec 2010 - Nov 2011
|
-8.24
Dec 2010 - Nov 2011
|
-8.43
Dec 2010 - Nov 2011
|
-8.12
Dec 2010 - Nov 2011
|
-8.46
Dec 2010 - Nov 2011
|
|
-8.46
Apr 2015 - Nov 2016
|
-7.83
Jun 2001 - Jan 2002
|
-7.78
Jun 2001 - Jan 2002
|
-7.80
Jun 2001 - Jan 2002
|
-7.82
Jun 2001 - Jan 2002
|
-7.74
Jun 2001 - Jan 2002
|
| 5 Worst Drawdowns - Average | |||||
| -12.56 | -11.53 | -11.49 | -11.37 | -11.24 | -11.51 |
| 10 Worst Drawdowns - Average | |||||
| -10.03 | -8.91 | -8.87 | -8.82 | -8.79 | -9.03 |
For a deeper insight, please refer to the Larry Swedroe Larry Portfolio To EUR: ETF allocation and returns page.
