Tyler Pinwheel To EUR Portfolio: Rebalancing Strategy

Data Source: from January 1976 to October 2024
Consolidated Returns as of 31 October 2024

Managing the Tyler Pinwheel To EUR Portfolio with a yearly rebalancing, you would have obtained a 9.57% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.84%.

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 Oct 31, 2024

Implementing different rebalancing strategies, the Tyler Pinwheel To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on January 1976.

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)
TYLER PINWHEEL TO EUR PORTFOLIO RETURNS
Period: January 1976 - October 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Oct 31, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~49Y)
No Rebalancing 31.11 (0) 10.40 (0) 9.04 (0) 9.57 (0) 10.83 (0)
Yearly Rebalancing 24.30 (1) 8.39 (5) 7.88 (10) 7.99 (30) 9.59 (49)
Half Yearly Rebalancing 24.27 (2) 8.45 (10) 7.95 (20) 7.84 (60) 9.38 (98)
Quarterly Rebalancing 24.24 (4) 8.58 (20) 8.06 (40) 7.93 (120) 9.38 (196)
5% Tolerance per asset 24.67 (1) 8.29 (2) 7.81 (3) 8.06 (13) 9.59 (22)
10% Tolerance per asset 25.89 (0) 8.39 (0) 8.07 (1) 8.65 (6) 10.25 (9)

In order to have complete information about the portfolio, please refer to the Tyler Pinwheel To EUR Portfolio: ETF allocation and returns page.

Performances as of Oct 31, 2024

Historical returns and stats of Tyler Pinwheel To EUR Portfolio, after implementing different rebalancing strategies.

TYLER PINWHEEL TO EUR PORTFOLIO PERFORMANCES
Period: January 1976 - October 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 10.83 (0) 15.40 0.70 -50.49 0.21
Yearly Rebalancing 9.59 (49) 11.33 0.85 -28.89 0.33
Half Yearly Rebalancing 9.38 (98) 11.33 0.83 -29.92 0.31
Quarterly Rebalancing 9.38 (196) 11.36 0.83 -30.40 0.31
5% Tolerance per asset 9.59 (22) 11.39 0.84 -29.38 0.33
10% Tolerance per asset 10.25 (9) 11.61 0.88 -26.51 0.39
(*) Since Jan 1976 (~49 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Oct 31, 2024

Historical Drawdowns of Tyler Pinwheel To EUR Portfolio, after implementing different rebalancing strategies.

TYLER PINWHEEL TO EUR PORTFOLIO DRAWDOWNS
Period: January 1976 - October 2024
Swipe left to see all data
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 Tyler Pinwheel To EUR Portfolio: ETF allocation and returns page.