Consolidated Returns as of 30 November 2024
Managing the Tony Dong Cockroach Portfolio with a yearly rebalancing, you would have obtained a 8.94% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.60%.
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 Nov 30, 2024
Implementing different rebalancing strategies, the Tony Dong Cockroach 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 Nov 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~31Y) |
|||||
| No Rebalancing | 19.15 | (0) | 8.82 | (0) | 8.24 | (0) | 8.94 | (0) | 8.52 | (0) |
| Yearly Rebalancing | 21.54 | (1) | 8.05 | (5) | 7.49 | (10) | 8.71 | (30) | 8.29 | (31) |
| Half Yearly Rebalancing | 21.33 | (2) | 8.03 | (10) | 7.50 | (20) | 8.60 | (60) | 8.19 | (63) |
| Quarterly Rebalancing | 21.18 | (4) | 8.03 | (20) | 7.58 | (40) | 8.67 | (120) | 8.25 | (126) |
| 5% Tolerance per asset | 21.50 | (0) | 7.99 | (1) | 7.56 | (2) | 8.73 | (13) | 8.32 | (13) |
| 10% Tolerance per asset | 22.46 | (0) | 8.37 | (0) | 7.65 | (1) | 9.07 | (5) | 8.65 | (5) |
In order to have complete information about the portfolio, please refer to the Tony Dong Cockroach Portfolio: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Tony Dong Cockroach Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 8.52 | (0) | 9.17 | 0.93 | -19.70 | 0.43 |
| Yearly Rebalancing | 8.29 | (31) | 8.20 | 1.01 | -15.88 | 0.52 |
| Half Yearly Rebalancing | 8.19 | (63) | 8.15 | 1.00 | -16.25 | 0.50 |
| Quarterly Rebalancing | 8.25 | (126) | 8.16 | 1.01 | -16.33 | 0.51 |
| 5% Tolerance per asset | 8.32 | (13) | 8.24 | 1.01 | -16.46 | 0.51 |
| 10% Tolerance per asset | 8.65 | (5) | 8.33 | 1.04 | -16.17 | 0.53 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Tony Dong Cockroach Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-19.70
Dec 2007 - Mar 2010
|
-15.88
Jan 2008 - Nov 2009
|
-16.25
Jan 2008 - Nov 2009
|
-16.33
Jan 2008 - Nov 2009
|
-16.46
Jan 2008 - Nov 2009
|
-16.17
Jan 2008 - Nov 2009
|
|
-12.03
Apr 2002 - Dec 2003
|
-11.41
Apr 2022 - Mar 2024
|
-11.38
Apr 2022 - Mar 2024
|
-11.36
Apr 2022 - Mar 2024
|
-11.36
Apr 2022 - Mar 2024
|
-11.35
Apr 2022 - Mar 2024
|
|
-11.93
Jan 2022 - Jan 2024
|
-9.16
Jun 2002 - May 2003
|
-9.98
Jun 2002 - Sep 2003
|
-9.93
Jun 2002 - Sep 2003
|
-9.76
Jun 2002 - Sep 2003
|
-8.93
Aug 2016 - May 2017
|
|
-9.59
Jul 1998 - Oct 1998
|
-9.06
Aug 2016 - May 2017
|
-8.91
Aug 2016 - May 2017
|
-8.89
Aug 2016 - May 2017
|
-8.80
Aug 2016 - May 2017
|
-8.71
Jan 2001 - Sep 2003
|
|
-9.58
Feb 2020 - May 2020
|
-7.51
Jul 1998 - Oct 1998
|
-7.64
Nov 1999 - Jun 2000
|
-7.54
Nov 1999 - Jun 2000
|
-7.67
Nov 1999 - Jun 2000
|
-8.47
Feb 2020 - Jul 2020
|
| 5 Worst Drawdowns - Average | |||||
| -12.57 | -10.60 | -10.83 | -10.81 | -10.81 | -10.73 |
| 10 Worst Drawdowns - Average | |||||
| -10.17 | -8.58 | -8.66 | -8.70 | -8.75 | -8.56 |
For a deeper insight, please refer to the Tony Dong Cockroach Portfolio: ETF allocation and returns page.
