Tony Dong Cockroach Portfolio To CAD: Rebalancing Strategy

Data Source: from July 1993 to December 2024
Consolidated Returns as of 31 December 2024
This asset allocation includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

Managing the Tony Dong Cockroach Portfolio To CAD with a yearly rebalancing, you would have obtained a 8.15% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.18%.

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 Dec 31, 2024

Implementing different rebalancing strategies, the Tony Dong Cockroach Portfolio To CAD guaranteed the following returns.

According to the available data source, we assume we built the portfolio on July 1993.

Portfolio returns are calculated in CAD, 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)
TONY DONG COCKROACH PORTFOLIO TO CAD RETURNS
Period: July 1993 - December 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Dec 31, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~32Y)
No Rebalancing 18.77 (0) 7.59 (0) 8.06 (0) 8.15 (0) 8.08 (0)
Yearly Rebalancing 21.93 (1) 7.88 (5) 8.27 (10) 8.28 (30) 8.19 (31)
Half Yearly Rebalancing 21.64 (2) 7.86 (10) 8.32 (20) 8.18 (60) 8.10 (63)
Quarterly Rebalancing 21.60 (4) 7.93 (20) 8.47 (40) 8.27 (120) 8.19 (126)
5% Tolerance per asset 22.35 (1) 8.16 (3) 8.52 (5) 8.36 (16) 8.28 (16)
10% Tolerance per asset 23.85 (0) 8.17 (0) 8.56 (1) 8.68 (5) 8.58 (5)

In order to have complete information about the portfolio, please refer to the Tony Dong Cockroach Portfolio To CAD: ETF allocation and returns page.

Performances as of Dec 31, 2024

Historical returns and stats of Tony Dong Cockroach Portfolio To CAD, after implementing different rebalancing strategies.

TONY DONG COCKROACH PORTFOLIO TO CAD PERFORMANCES
Period: July 1993 - December 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 8.08 (0) 8.97 0.90 -21.23 0.38
Yearly Rebalancing 8.19 (31) 8.28 0.99 -15.23 0.54
Half Yearly Rebalancing 8.10 (63) 8.22 0.99 -16.10 0.50
Quarterly Rebalancing 8.19 (126) 8.24 0.99 -16.06 0.51
5% Tolerance per asset 8.28 (16) 8.28 1.00 -15.90 0.52
10% Tolerance per asset 8.58 (5) 8.34 1.03 -15.61 0.55
(*) Since Jul 1993 (~32 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Dec 31, 2024

Historical Drawdowns of Tony Dong Cockroach Portfolio To CAD, after implementing different rebalancing strategies.

TONY DONG COCKROACH PORTFOLIO TO CAD DRAWDOWNS
Period: July 1993 - December 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-21.23
Apr 2002 - Aug 2010
-15.23
Apr 2002 - Oct 2006
-16.10
Apr 2002 - Oct 2006
-16.06
Apr 2002 - Nov 2006
-15.90
Apr 2002 - Oct 2006
-15.61
Apr 2002 - Oct 2006
-11.41
Jan 1999 - Sep 2000
-12.30
Jan 1999 - Sep 2000
-12.33
Jan 1999 - Sep 2000
-11.87
Jan 1999 - Sep 2000
-12.19
Jan 1999 - Sep 2000
-11.51
Jan 1999 - Sep 2000
-10.39
May 2023 - Mar 2024
-11.50
Jan 2009 - Aug 2010
-11.50
Jan 2009 - Aug 2010
-11.40
Jan 2009 - Aug 2010
-11.36
Jan 2009 - Aug 2010
-11.15
Jan 2009 - Jun 2010
-8.75
Jan 2022 - Apr 2023
-10.62
Mar 2007 - Nov 2008
-10.55
Mar 2007 - Aug 2008
-10.58
Mar 2007 - Aug 2008
-10.70
Mar 2007 - Nov 2008
-10.70
Mar 2007 - Nov 2008
-6.88
Jun 2017 - Jun 2018
-9.31
May 2023 - Mar 2024
-9.37
May 2023 - Mar 2024
-9.37
May 2023 - Mar 2024
-9.31
May 2023 - Mar 2024
-9.67
May 2023 - Mar 2024
5 Worst Drawdowns - Average
-11.73 -11.79 -11.97 -11.86 -11.89 -11.73
10 Worst Drawdowns - Average
-8.78 -9.12 -9.15 -9.10 -9.12 -8.95

For a deeper insight, please refer to the Tony Dong Cockroach Portfolio To CAD: ETF allocation and returns page.