Consolidated Returns as of 30 September 2024
Managing the Scott Burns Seven Value Portfolio with a yearly rebalancing, you would have obtained a 8.34% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.35%.
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 Scott Burns Seven Value 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 (~40Y) |
|||||
| No Rebalancing | 24.32 | (0) | 10.07 | (0) | 7.87 | (0) | 8.34 | (0) | 9.50 | (0) |
| Yearly Rebalancing | 20.36 | (1) | 9.24 | (5) | 7.21 | (10) | 8.48 | (30) | 9.67 | (40) |
| Half Yearly Rebalancing | 20.19 | (2) | 8.85 | (10) | 7.03 | (20) | 8.35 | (60) | 9.58 | (80) |
| Quarterly Rebalancing | 20.64 | (4) | 9.18 | (20) | 7.18 | (40) | 8.46 | (120) | 9.68 | (159) |
| 5% Tolerance per asset | 20.35 | (0) | 9.57 | (3) | 7.46 | (4) | 8.62 | (10) | 9.85 | (14) |
| 10% Tolerance per asset | 19.50 | (0) | 10.14 | (2) | 7.97 | (2) | 8.93 | (5) | 10.05 | (6) |
In order to have complete information about the portfolio, please refer to the Scott Burns Seven Value Portfolio: ETF allocation and returns page.
Performances as of Sep 30, 2024
Historical returns and stats of Scott Burns Seven Value Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.50 | (0) | 12.11 | 0.78 | -45.29 | 0.21 |
| Yearly Rebalancing | 9.67 | (40) | 11.00 | 0.88 | -41.22 | 0.23 |
| Half Yearly Rebalancing | 9.58 | (80) | 10.98 | 0.87 | -41.38 | 0.23 |
| Quarterly Rebalancing | 9.68 | (159) | 11.04 | 0.88 | -41.45 | 0.23 |
| 5% Tolerance per asset | 9.85 | (14) | 11.13 | 0.89 | -41.38 | 0.24 |
| 10% Tolerance per asset | 10.05 | (6) | 10.78 | 0.93 | -39.90 | 0.25 |
Drawdowns as of Sep 30, 2024
Historical Drawdowns of Scott Burns Seven Value Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-45.29
Nov 2007 - Apr 2011
|
-41.22
Nov 2007 - Jan 2011
|
-41.38
Nov 2007 - Dec 2010
|
-41.45
Nov 2007 - Dec 2010
|
-41.38
Nov 2007 - Dec 2010
|
-39.90
Nov 2007 - Feb 2011
|
|
-22.90
Jan 2020 - Dec 2020
|
-20.44
Jan 2020 - Dec 2020
|
-20.44
Jan 2020 - Dec 2020
|
-20.44
Jan 2020 - Nov 2020
|
-20.32
Jan 2020 - Nov 2020
|
-19.46
Jan 2020 - Nov 2020
|
|
-21.91
Sep 2000 - Dec 2003
|
-17.34
Sep 1987 - Dec 1988
|
-16.09
Sep 1987 - Oct 1988
|
-15.64
Feb 2001 - Sep 2003
|
-17.54
Sep 1987 - Jan 1989
|
-16.42
Sep 1987 - Dec 1988
|
|
-16.77
Sep 1987 - Nov 1988
|
-15.04
Feb 2001 - Sep 2003
|
-15.91
Feb 2001 - Oct 2003
|
-15.64
Sep 1987 - Oct 1988
|
-14.49
Feb 2001 - Aug 2003
|
-15.22
Apr 2022 - Dec 2023
|
|
-16.75
Apr 2022 - Jul 2023
|
-14.49
Apr 2022 - Jul 2023
|
-15.04
Apr 2022 - Jul 2023
|
-15.34
Apr 2022 - Dec 2023
|
-14.44
Apr 2022 - Jul 2023
|
-14.78
May 1998 - Mar 1999
|
| 5 Worst Drawdowns - Average | |||||
| -24.72 | -21.71 | -21.77 | -21.70 | -21.63 | -21.16 |
| 10 Worst Drawdowns - Average | |||||
| -18.89 | -16.41 | -16.44 | -16.38 | -16.29 | -15.61 |
For a deeper insight, please refer to the Scott Burns Seven Value Portfolio: ETF allocation and returns page.
