Consolidated Returns as of 31 October 2024
Managing the Aim Ways Shield Strategy Portfolio with a yearly rebalancing, you would have obtained a 10.83% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.91%.
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 Oct 31, 2024
Implementing different rebalancing strategies, the Aim Ways Shield Strategy 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 Oct 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~40Y) |
|||||
| No Rebalancing | 35.71 | (0) | 15.84 | (0) | 13.64 | (0) | 10.83 | (0) | 11.00 | (0) |
| Yearly Rebalancing | 27.92 | (1) | 9.93 | (5) | 8.87 | (10) | 9.21 | (30) | 9.66 | (40) |
| Half Yearly Rebalancing | 27.30 | (2) | 9.73 | (10) | 8.84 | (20) | 8.91 | (60) | 9.47 | (80) |
| Quarterly Rebalancing | 27.09 | (4) | 9.66 | (20) | 8.83 | (40) | 8.99 | (120) | 9.58 | (160) |
| 5% Tolerance per asset | 27.45 | (0) | 9.77 | (2) | 8.93 | (3) | 9.25 | (19) | 9.71 | (22) |
| 10% Tolerance per asset | 29.21 | (0) | 10.42 | (1) | 9.34 | (2) | 9.71 | (6) | 10.11 | (7) |
In order to have complete information about the portfolio, please refer to the Aim Ways Shield Strategy Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Aim Ways Shield Strategy Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 11.00 | (0) | 13.43 | 0.82 | -55.46 | 0.20 |
| Yearly Rebalancing | 9.66 | (40) | 8.72 | 1.11 | -19.36 | 0.50 |
| Half Yearly Rebalancing | 9.47 | (80) | 8.60 | 1.10 | -20.82 | 0.45 |
| Quarterly Rebalancing | 9.58 | (160) | 8.63 | 1.11 | -19.77 | 0.48 |
| 5% Tolerance per asset | 9.71 | (22) | 8.73 | 1.11 | -20.22 | 0.48 |
| 10% Tolerance per asset | 10.11 | (7) | 9.20 | 1.10 | -20.15 | 0.50 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Aim Ways Shield Strategy Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-55.46
Apr 2000 - Jan 2012
|
-19.36
Jan 2022 - Dec 2023
|
-20.82
Sep 2000 - Dec 2003
|
-19.77
Jun 2008 - Nov 2009
|
-20.22
Jan 2022 - Dec 2023
|
-20.15
Jan 2022 - Dec 2023
|
|
-27.69
Jan 2022 - Dec 2023
|
-18.97
Sep 2000 - Nov 2003
|
-19.28
Jan 2022 - Dec 2023
|
-19.41
Jan 2022 - Dec 2023
|
-19.58
Sep 2000 - Dec 2003
|
-19.62
Nov 2007 - Nov 2009
|
|
-14.12
Sep 1987 - Apr 1989
|
-18.89
Nov 2007 - Sep 2009
|
-19.26
Nov 2007 - Nov 2009
|
-19.18
Sep 2000 - Nov 2003
|
-19.24
Jun 2008 - Sep 2009
|
-17.91
Sep 2000 - Aug 2003
|
|
-13.24
Feb 2020 - May 2020
|
-13.14
Sep 1987 - Apr 1989
|
-11.23
Sep 1987 - Apr 1989
|
-10.49
Sep 1987 - Jan 1989
|
-10.38
Sep 1987 - Apr 1989
|
-14.12
Sep 1987 - Apr 1989
|
|
-12.24
Oct 2018 - Apr 2019
|
-7.66
Jul 1998 - Oct 1998
|
-7.65
Feb 2020 - May 2020
|
-7.65
Feb 2020 - May 2020
|
-8.01
Feb 2020 - May 2020
|
-9.01
Feb 2020 - May 2020
|
| 5 Worst Drawdowns - Average | |||||
| -24.55 | -15.61 | -15.65 | -15.30 | -15.49 | -16.16 |
| 10 Worst Drawdowns - Average | |||||
| -16.30 | -10.99 | -10.91 | -10.67 | -10.86 | -11.63 |
For a deeper insight, please refer to the Aim Ways Shield Strategy Portfolio: ETF allocation and returns page.
