Consolidated Returns as of 31 October 2024
Managing the Value Stock Geek Weird Portfolio with a yearly rebalancing, you would have obtained a 9.50% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.64%.
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 Value Stock Geek Weird 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 (~50Y) |
|||||
| No Rebalancing | 28.75 | (0) | 6.72 | (0) | 7.11 | (0) | 9.50 | (0) | 12.30 | (0) |
| Yearly Rebalancing | 27.64 | (1) | 5.00 | (5) | 6.01 | (10) | 8.67 | (30) | 11.11 | (50) |
| Half Yearly Rebalancing | 27.36 | (2) | 5.31 | (10) | 6.26 | (20) | 8.64 | (60) | 11.03 | (100) |
| Quarterly Rebalancing | 27.33 | (4) | 5.59 | (20) | 6.41 | (40) | 8.73 | (120) | 11.01 | (200) |
| 5% Tolerance per asset | 28.01 | (0) | 6.17 | (3) | 6.54 | (4) | 8.77 | (18) | 11.13 | (32) |
| 10% Tolerance per asset | 28.64 | (0) | 5.26 | (0) | 5.93 | (1) | 8.90 | (5) | 11.35 | (10) |
In order to have complete information about the portfolio, please refer to the Value Stock Geek Weird Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of Value Stock Geek Weird Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 12.30 | (0) | 15.40 | 0.80 | -54.86 | 0.22 |
| Yearly Rebalancing | 11.11 | (50) | 10.88 | 1.02 | -32.97 | 0.34 |
| Half Yearly Rebalancing | 11.03 | (100) | 10.86 | 1.02 | -33.89 | 0.33 |
| Quarterly Rebalancing | 11.01 | (200) | 10.89 | 1.01 | -34.45 | 0.32 |
| 5% Tolerance per asset | 11.13 | (32) | 10.97 | 1.01 | -34.76 | 0.32 |
| 10% Tolerance per asset | 11.35 | (10) | 11.16 | 1.02 | -29.74 | 0.38 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of Value Stock Geek Weird Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-54.86
Jun 2007 - Mar 2012
|
-32.97
Nov 2007 - Mar 2010
|
-33.89
Nov 2007 - Mar 2010
|
-34.45
Nov 2007 - Mar 2010
|
-34.76
Nov 2007 - Mar 2010
|
-29.74
Nov 2007 - Nov 2009
|
|
-31.71
Jan 2020 - Dec 2020
|
-24.18
Jan 2022 - Sep 2024
|
-24.27
Jan 2022 - Sep 2024
|
-24.41
Jan 2022 - Sep 2024
|
-24.30
Jan 2022 - Sep 2024
|
-24.44
Jan 2022 - Aug 2024
|
|
-25.70
Sep 1989 - Dec 1991
|
-16.24
Dec 1989 - May 1991
|
-16.15
Dec 1989 - May 1991
|
-16.11
Dec 1989 - May 1991
|
-16.74
Dec 1989 - Sep 1991
|
-16.74
Dec 1989 - Sep 1991
|
|
-23.29
Jan 2022 - Jul 2024
|
-15.06
Feb 1980 - Jun 1980
|
-15.06
Feb 1980 - Jun 1980
|
-15.06
Feb 1980 - Jun 1980
|
-15.06
Feb 1980 - Jun 1980
|
-15.67
Feb 1980 - Jun 1980
|
|
-22.57
Apr 1998 - Aug 2000
|
-13.36
Feb 2020 - Jul 2020
|
-13.36
Feb 2020 - Jul 2020
|
-13.36
Feb 2020 - Jul 2020
|
-13.23
Apr 1998 - Jun 2000
|
-15.62
Jan 2020 - Aug 2020
|
| 5 Worst Drawdowns - Average | |||||
| -31.62 | -20.36 | -20.54 | -20.68 | -20.82 | -20.44 |
| 10 Worst Drawdowns - Average | |||||
| -24.90 | -15.88 | -15.84 | -15.87 | -15.90 | -16.17 |
For a deeper insight, please refer to the Value Stock Geek Weird Portfolio: ETF allocation and returns page.
