Consolidated Returns as of 31 August 2024
Managing the US Stocks ESG Portfolio with a yearly rebalancing, you would have obtained a 10.42% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 10.42%.
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 Aug 31, 2024
Implementing different rebalancing strategies, the US Stocks ESG 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 Aug 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~19Y) |
||||
| No Rebalancing | 27.11 | (0) | 15.62 | (0) | 10.42 | (0) | 9.74 | (0) |
| Yearly Rebalancing | 27.11 | (1) | 15.62 | (5) | 10.42 | (10) | 9.74 | (19) |
| Half Yearly Rebalancing | 27.11 | (2) | 15.62 | (10) | 10.42 | (20) | 9.74 | (38) |
| Quarterly Rebalancing | 27.11 | (4) | 15.62 | (20) | 10.42 | (40) | 9.74 | (76) |
| 5% Tolerance per asset | 27.11 | (0) | 15.62 | (0) | 10.42 | (0) | 9.74 | (0) |
| 10% Tolerance per asset | 27.11 | (0) | 15.62 | (0) | 10.42 | (0) | 9.74 | (0) |
In order to have complete information about the portfolio, please refer to the US Stocks ESG Portfolio: ETF allocation and returns page.
Performances as of Aug 31, 2024
Historical returns and stats of US Stocks ESG Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 9.74 | (0) | 17.04 | 0.57 | -52.70 | 0.18 |
| Yearly Rebalancing | 9.74 | (19) | 17.04 | 0.57 | -52.70 | 0.18 |
| Half Yearly Rebalancing | 9.74 | (38) | 17.04 | 0.57 | -52.70 | 0.18 |
| Quarterly Rebalancing | 9.74 | (76) | 17.04 | 0.57 | -52.70 | 0.18 |
| 5% Tolerance per asset | 9.74 | (0) | 17.04 | 0.57 | -52.70 | 0.18 |
| 10% Tolerance per asset | 9.74 | (0) | 17.04 | 0.57 | -52.70 | 0.18 |
Drawdowns as of Aug 31, 2024
Historical Drawdowns of US Stocks ESG Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-52.70
Jun 2007 - Feb 2011
|
-52.70
Jun 2007 - Feb 2011
|
-52.70
Jun 2007 - Feb 2011
|
-52.70
Jun 2007 - Feb 2011
|
-52.70
Jun 2007 - Feb 2011
|
-52.70
Jun 2007 - Feb 2011
|
|
-27.79
Jan 2022 - Jan 2024
|
-27.79
Jan 2022 - Jan 2024
|
-27.79
Jan 2022 - Jan 2024
|
-27.79
Jan 2022 - Jan 2024
|
-27.79
Jan 2022 - Jan 2024
|
-27.79
Jan 2022 - Jan 2024
|
|
-23.59
May 2011 - Jan 2013
|
-23.59
May 2011 - Jan 2013
|
-23.59
May 2011 - Jan 2013
|
-23.59
May 2011 - Jan 2013
|
-23.59
May 2011 - Jan 2013
|
-23.59
May 2011 - Jan 2013
|
|
-19.14
Feb 2020 - Jul 2020
|
-19.14
Feb 2020 - Jul 2020
|
-19.14
Feb 2020 - Jul 2020
|
-19.14
Feb 2020 - Jul 2020
|
-19.14
Feb 2020 - Jul 2020
|
-19.14
Feb 2020 - Jul 2020
|
|
-17.80
Feb 2018 - Jul 2019
|
-17.80
Feb 2018 - Jul 2019
|
-17.80
Feb 2018 - Jul 2019
|
-17.80
Feb 2018 - Jul 2019
|
-17.80
Feb 2018 - Jul 2019
|
-17.80
Feb 2018 - Jul 2019
|
| 5 Worst Drawdowns - Average | |||||
| -28.20 | -28.20 | -28.20 | -28.20 | -28.20 | -28.20 |
| 10 Worst Drawdowns - Average | |||||
| -17.48 | -17.48 | -17.48 | -17.48 | -17.48 | -17.48 |
For a deeper insight, please refer to the US Stocks ESG Portfolio: ETF allocation and returns page.
