Value Stock Geek Weird Portfolio To EUR: Rebalancing Strategy

Data Source: from January 1972 to October 2024
Consolidated Returns as of 31 October 2024

Managing the Value Stock Geek Weird Portfolio To EUR with a yearly rebalancing, you would have obtained a 7.58% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.12%.

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 Oct 31, 2024

Implementing different rebalancing strategies, the Value Stock Geek Weird Portfolio To EUR guaranteed the following returns.

According to the available data source, we assume we built the portfolio on January 1972.

Portfolio returns are calculated in EUR, 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)
VALUE STOCK GEEK WEIRD PORTFOLIO TO EUR RETURNS
Period: January 1972 - October 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Oct 31, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~53Y)
No Rebalancing 24.29 (0) 5.27 (0) 6.69 (0) 7.58 (0) 9.17 (0)
Yearly Rebalancing 22.78 (1) 5.73 (5) 6.89 (10) 8.17 (30) 9.94 (53)
Half Yearly Rebalancing 22.65 (2) 5.87 (10) 7.11 (20) 8.12 (60) 9.86 (106)
Quarterly Rebalancing 22.68 (4) 6.05 (20) 7.23 (40) 8.20 (120) 9.84 (212)
5% Tolerance per asset 23.10 (0) 6.05 (3) 7.20 (6) 8.27 (22) 9.94 (41)
10% Tolerance per asset 23.71 (0) 5.71 (0) 6.80 (1) 8.01 (5) 10.04 (12)

In order to have complete information about the portfolio, please refer to the Value Stock Geek Weird Portfolio To EUR: ETF allocation and returns page.

Performances as of Oct 31, 2024

Historical returns and stats of Value Stock Geek Weird Portfolio To EUR, after implementing different rebalancing strategies.

VALUE STOCK GEEK WEIRD PORTFOLIO TO EUR PERFORMANCES
Period: January 1972 - October 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 9.17 (0) 12.94 0.71 -43.54 0.21
Yearly Rebalancing 9.94 (53) 11.09 0.90 -26.25 0.38
Half Yearly Rebalancing 9.86 (106) 11.05 0.89 -26.22 0.38
Quarterly Rebalancing 9.84 (212) 11.09 0.89 -27.06 0.36
5% Tolerance per asset 9.94 (41) 11.14 0.89 -27.38 0.36
10% Tolerance per asset 10.04 (12) 11.16 0.90 -29.52 0.34
(*) Since Jan 1972 (~53 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Oct 31, 2024

Historical Drawdowns of Value Stock Geek Weird Portfolio To EUR, after implementing different rebalancing strategies.

VALUE STOCK GEEK WEIRD PORTFOLIO TO EUR DRAWDOWNS
Period: January 1972 - October 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-43.54
Feb 2007 - Dec 2011
-26.25
Sep 1989 - Feb 1993
-26.22
Feb 2007 - Mar 2010
-27.06
Feb 2007 - Mar 2010
-27.38
Feb 2007 - Mar 2010
-29.52
Feb 2007 - Apr 2010
-27.23
Jul 2001 - May 2005
-25.14
Feb 2007 - Feb 2010
-25.81
Sep 1989 - Jan 1993
-25.56
Sep 1989 - Jan 1993
-26.12
Sep 1989 - Feb 1993
-26.12
Sep 1989 - Jan 1993
-26.74
Sep 1989 - Feb 1993
-22.68
Apr 2002 - May 2005
-23.00
Apr 2002 - May 2005
-22.87
Apr 2002 - May 2005
-23.26
Apr 2002 - May 2005
-23.22
Apr 2002 - May 2005
-21.76
Feb 1994 - Sep 1996
-20.79
Aug 1987 - Mar 1989
-20.65
Feb 1994 - Sep 1996
-20.64
Feb 1994 - Sep 1996
-20.84
Feb 1994 - Sep 1996
-21.33
Feb 1994 - Sep 1996
-21.62
Aug 1987 - May 1989
-20.66
Feb 1994 - Sep 1996
-20.43
Aug 1987 - Jan 1989
-20.14
Aug 1987 - Jan 1989
-19.72
Aug 1987 - Jan 1989
-20.65
Aug 1987 - Apr 1989
5 Worst Drawdowns - Average
-28.17 -23.11 -23.22 -23.25 -23.46 -24.17
10 Worst Drawdowns - Average
-22.27 -18.24 -18.03 -18.22 -18.52 -18.75

For a deeper insight, please refer to the Value Stock Geek Weird Portfolio To EUR: ETF allocation and returns page.