Consolidated Returns as of 31 October 2024
Managing the Aim Ways Ulcer Free Strategy Portfolio with a yearly rebalancing, you would have obtained a 9.16% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.38%.
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 Ulcer Free 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 (~39Y) |
|||||
| No Rebalancing | 29.08 | (0) | 12.30 | (0) | 10.53 | (0) | 9.16 | (0) | 9.44 | (0) |
| Yearly Rebalancing | 18.01 | (1) | 5.18 | (5) | 5.53 | (10) | 7.62 | (30) | 8.23 | (39) |
| Half Yearly Rebalancing | 17.52 | (2) | 5.00 | (10) | 5.48 | (20) | 7.38 | (60) | 8.08 | (79) |
| Quarterly Rebalancing | 17.36 | (4) | 4.98 | (20) | 5.48 | (40) | 7.41 | (120) | 8.12 | (158) |
| 5% Tolerance per asset | 18.31 | (1) | 5.18 | (2) | 5.61 | (3) | 7.65 | (13) | 8.25 | (14) |
| 10% Tolerance per asset | 19.56 | (0) | 5.66 | (1) | 5.92 | (1) | 7.92 | (5) | 8.49 | (5) |
In order to have complete information about the portfolio, please refer to the Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Aim Ways Ulcer Free Strategy Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.44 | (0) | 9.81 | 0.96 | -37.36 | 0.25 |
| Yearly Rebalancing | 8.23 | (39) | 6.09 | 1.35 | -17.48 | 0.47 |
| Half Yearly Rebalancing | 8.08 | (79) | 6.01 | 1.34 | -17.44 | 0.46 |
| Quarterly Rebalancing | 8.12 | (158) | 6.04 | 1.35 | -17.54 | 0.46 |
| 5% Tolerance per asset | 8.25 | (14) | 6.10 | 1.35 | -18.04 | 0.46 |
| 10% Tolerance per asset | 8.49 | (5) | 6.52 | 1.30 | -18.66 | 0.45 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Aim Ways Ulcer Free Strategy Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-37.36
Apr 2000 - Sep 2007
|
-17.48
Sep 2021 - Jul 2024
|
-17.44
Sep 2021 - Jul 2024
|
-17.54
Sep 2021 - Aug 2024
|
-18.04
Sep 2021 - Jul 2024
|
-18.66
Sep 2021 - Jul 2024
|
|
-26.00
Jan 2022 - Feb 2024
|
-13.81
Mar 2008 - Jul 2009
|
-14.10
Mar 2008 - Jul 2009
|
-14.43
Mar 2008 - Jul 2009
|
-13.88
Mar 2008 - Jul 2009
|
-15.39
Mar 2008 - Jul 2009
|
|
-18.94
Nov 2007 - Nov 2009
|
-7.24
Feb 1994 - Apr 1995
|
-7.24
Feb 1994 - Apr 1995
|
-7.26
Feb 1994 - Apr 1995
|
-7.44
Feb 1994 - Apr 1995
|
-8.09
Sep 2000 - Dec 2002
|
|
-8.44
Sep 2018 - Mar 2019
|
-5.36
Sep 1987 - Feb 1988
|
-4.81
Sep 2000 - Nov 2002
|
-5.06
Sep 2000 - Nov 2001
|
-5.37
Aug 1990 - Dec 1990
|
-8.05
Feb 1994 - Apr 1995
|
|
-8.05
Feb 1994 - Apr 1995
|
-5.01
Aug 1990 - Dec 1990
|
-4.79
Dec 1989 - Jun 1990
|
-4.79
Dec 1989 - Jun 1990
|
-4.93
Sep 1987 - Feb 1988
|
-5.56
Apr 2000 - Aug 2000
|
| 5 Worst Drawdowns - Average | |||||
| -19.76 | -9.78 | -9.68 | -9.82 | -9.93 | -11.15 |
| 10 Worst Drawdowns - Average | |||||
| -12.83 | -7.14 | -7.02 | -7.06 | -7.19 | -7.94 |
For a deeper insight, please refer to the Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns page.
