Consolidated Returns as of 30 September 2024
Managing the Pinwheel To EUR Portfolio with a yearly rebalancing, you would have obtained a 9.37% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.68%.
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 Pinwheel To EUR Portfolio 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 Sep 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~49Y) |
|||||
| No Rebalancing | 21.35 | (0) | 9.89 | (0) | 9.60 | (0) | 9.37 | (0) | 10.81 | (0) |
| Yearly Rebalancing | 19.68 | (1) | 8.04 | (5) | 8.02 | (10) | 7.82 | (30) | 9.57 | (49) |
| Half Yearly Rebalancing | 19.78 | (2) | 8.11 | (10) | 8.09 | (20) | 7.68 | (60) | 9.37 | (98) |
| Quarterly Rebalancing | 19.76 | (4) | 8.25 | (20) | 8.20 | (40) | 7.77 | (120) | 9.37 | (195) |
| 5% Tolerance per asset | 20.05 | (1) | 7.94 | (2) | 7.96 | (3) | 7.90 | (13) | 9.58 | (22) |
| 10% Tolerance per asset | 20.86 | (0) | 7.97 | (0) | 8.21 | (1) | 8.48 | (6) | 10.23 | (9) |
In order to have complete information about the portfolio, please refer to the Pinwheel To EUR Portfolio: ETF allocation and returns page.
Performances as of Sep 30, 2024
Historical returns and stats of Pinwheel To EUR Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.81 | (0) | 15.42 | 0.70 | -50.49 | 0.21 |
| Yearly Rebalancing | 9.57 | (49) | 11.34 | 0.84 | -28.89 | 0.33 |
| Half Yearly Rebalancing | 9.37 | (98) | 11.34 | 0.83 | -29.92 | 0.31 |
| Quarterly Rebalancing | 9.37 | (195) | 11.37 | 0.82 | -30.40 | 0.31 |
| 5% Tolerance per asset | 9.58 | (22) | 11.40 | 0.84 | -29.38 | 0.33 |
| 10% Tolerance per asset | 10.23 | (9) | 11.62 | 0.88 | -26.51 | 0.39 |
Drawdowns as of Sep 30, 2024
Historical Drawdowns of Pinwheel To EUR Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-50.49
Feb 2007 - Jan 2012
|
-28.89
Jun 2007 - Mar 2010
|
-29.92
Jun 2007 - Mar 2010
|
-30.40
Jun 2007 - Mar 2010
|
-29.38
Jun 2007 - Apr 2010
|
-26.51
Apr 2002 - Jun 2005
|
|
-34.13
Apr 2002 - Jun 2005
|
-26.90
Apr 2002 - Jun 2005
|
-27.14
Apr 2002 - Jun 2005
|
-26.99
Apr 2002 - Jun 2005
|
-26.86
Apr 2002 - Jun 2005
|
-24.71
Jun 1986 - Mar 1989
|
|
-33.60
Sep 1989 - Jan 1992
|
-25.31
Jun 1986 - Jan 1989
|
-25.54
Jun 1986 - Jan 1989
|
-25.15
Jun 1986 - Jan 1989
|
-25.26
Jun 1986 - Mar 1989
|
-24.42
Jun 2007 - Dec 2009
|
|
-30.03
Jan 2020 - Jan 2021
|
-22.75
Sep 1989 - May 1991
|
-23.00
Sep 1989 - May 1991
|
-22.80
Sep 1989 - May 1991
|
-23.33
Sep 1989 - May 1991
|
-23.54
Sep 1989 - May 1991
|
|
-27.51
Mar 1985 - Jan 1989
|
-21.38
Feb 1994 - Apr 1996
|
-21.44
Feb 1994 - May 1996
|
-21.24
Feb 1994 - Apr 1996
|
-21.93
Feb 1994 - Sep 1996
|
-21.47
Feb 1994 - May 1996
|
| 5 Worst Drawdowns - Average | |||||
| -35.15 | -25.04 | -25.41 | -25.31 | -25.35 | -24.13 |
| 10 Worst Drawdowns - Average | |||||
| -26.72 | -19.28 | -19.48 | -19.45 | -19.43 | -19.08 |
For a deeper insight, please refer to the Pinwheel To EUR Portfolio: ETF allocation and returns page.
