Data Source: from January 1988 to June 2026
Consolidated Returns as of 30 June 2026

Managing the Ben Felix Five Factor Model 80/20 Portfolio with a yearly rebalancing, you would have obtained a 8.97% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.48%.

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.

Portfolio Returns as of Jun 30, 2026

Implementing different rebalancing strategies, the Ben Felix Five Factor Model 80/20 Portfolio guaranteed the following returns.

BEN FELIX FIVE FACTOR MODEL 80/20 PORTFOLIO RETURNS
Period: January 1988 - June 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~39Y)
No Rebalancing 33.73 (0) 13.64 (0) 13.08 (0) 8.97 (0) 9.93 (0)
Yearly Rebalancing 26.87 (1) 11.64 (5) 11.13 (10) 8.47 (30) 9.26 (39)
Half Yearly Rebalancing 26.66 (2) 11.55 (10) 11.16 (20) 8.48 (60) 9.22 (77)
Quarterly Rebalancing 26.59 (4) 11.52 (20) 11.19 (40) 8.45 (120) 9.18 (154)
5% Tolerance per asset 26.96 (0) 11.84 (2) 11.33 (3) 8.49 (11) 9.31 (13)
10% Tolerance per asset 27.77 (0) 12.25 (1) 11.71 (1) 8.46 (2) 9.36 (3)

In order to have complete information about the portfolio, please refer to the Ben Felix Five Factor Model 80/20 Portfolio: ETF allocation and returns page.

Performances as of Jun 30, 2026

Historical returns and stats of Ben Felix Five Factor Model 80/20 Portfolio, after implementing different rebalancing strategies.

BEN FELIX FIVE FACTOR MODEL 80/20 PORTFOLIO PERFORMANCES
Period: January 1988 - June 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 9.93 (0) 12.05 0.82 -38.38 0.26
Yearly Rebalancing 9.26 (39) 10.24 0.90 -33.91 0.27
Half Yearly Rebalancing 9.22 (77) 10.21 0.90 -33.73 0.27
Quarterly Rebalancing 9.18 (154) 10.24 0.90 -34.19 0.27
5% Tolerance per asset 9.31 (13) 10.36 0.90 -33.79 0.28
10% Tolerance per asset 9.36 (3) 10.70 0.87 -35.48 0.26
(*) Since Jan 1988 (~39 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2026

Historical Drawdowns of Ben Felix Five Factor Model 80/20 Portfolio, after implementing different rebalancing strategies.

BEN FELIX FIVE FACTOR MODEL 80/20 PORTFOLIO DRAWDOWNS
Period: January 1988 - June 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-38.38
Jun 2007 - Dec 2012
-33.91
Jun 2007 - Feb 2011
-33.73
Jun 2007 - Feb 2011
-34.19
Jun 2007 - Feb 2011
-33.79
Jun 2007 - Feb 2011
-35.48
Jun 2007 - Dec 2012
-28.86
Sep 2000 - Dec 2004
-27.26
Sep 2000 - Dec 2004
-26.52
Sep 2000 - Dec 2004
-26.32
Sep 2000 - Dec 2004
-27.77
Sep 2000 - Dec 2004
-28.40
Sep 2000 - Jan 2005
-19.81
Jan 2020 - Aug 2020
-16.76
Feb 2020 - Aug 2020
-16.76
Feb 2020 - Aug 2020
-16.76
Feb 2020 - Aug 2020
-17.16
Feb 2020 - Aug 2020
-18.67
Feb 2020 - Aug 2020
-17.01
Jan 1990 - Apr 1991
-16.36
Jan 1990 - May 1991
-16.50
Jan 1990 - May 1991
-16.45
Jan 1990 - May 1991
-16.36
Jan 1990 - May 1991
-17.01
Jan 1990 - Apr 1991
-16.13
May 1998 - Jan 1999
-14.87
Jan 2022 - Nov 2023
-14.84
Jan 2022 - Nov 2023
-14.78
Jan 2022 - Jul 2023
-14.87
Jan 2022 - Jul 2023
-15.07
Jan 2022 - Jul 2023
5 Worst Drawdowns - Average
-24.04 -21.83 -21.67 -21.70 -21.99 -22.92
10 Worst Drawdowns - Average
-17.78 -15.79 -15.69 -15.71 -16.00 -16.04

For a deeper insight, please refer to the Ben Felix Five Factor Model 80/20 Portfolio: ETF allocation and returns page.