Managing the Frank Vasquez Golden Ratio Portfolio with a yearly rebalancing, you would have obtained a 9.39% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.82%.
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 Apr 30, 2026
Implementing different rebalancing strategies, the Frank Vasquez Golden Ratio 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 Apr 30, 2026 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~38Y) |
|||||
| No Rebalancing | 33.35 | (0) | 8.67 | (0) | 11.11 | (0) | 9.39 | (0) | 10.14 | (0) |
| Yearly Rebalancing | 24.73 | (1) | 7.72 | (5) | 9.00 | (10) | 8.92 | (30) | 9.59 | (39) |
| Half Yearly Rebalancing | 24.12 | (2) | 7.43 | (10) | 9.13 | (20) | 8.82 | (60) | 9.46 | (77) |
| Quarterly Rebalancing | 24.87 | (4) | 7.35 | (20) | 9.30 | (40) | 8.96 | (120) | 9.59 | (154) |
| 5% Tolerance per asset | 25.22 | (1) | 7.43 | (3) | 9.36 | (7) | 9.10 | (22) | 9.79 | (26) |
| 10% Tolerance per asset | 27.50 | (1) | 8.14 | (2) | 9.56 | (3) | 8.93 | (6) | 9.69 | (7) |
In order to have complete information about the portfolio, please refer to the Frank Vasquez Golden Ratio Portfolio: ETF allocation and returns page.
Performances as of Apr 30, 2026
Historical returns and stats of Frank Vasquez Golden Ratio Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.14 | (0) | 10.52 | 0.96 | -26.34 | 0.38 |
| Yearly Rebalancing | 9.59 | (39) | 7.72 | 1.24 | -17.28 | 0.55 |
| Half Yearly Rebalancing | 9.46 | (77) | 7.74 | 1.22 | -17.73 | 0.53 |
| Quarterly Rebalancing | 9.59 | (154) | 7.80 | 1.23 | -18.31 | 0.52 |
| 5% Tolerance per asset | 9.79 | (26) | 7.87 | 1.24 | -18.37 | 0.53 |
| 10% Tolerance per asset | 9.69 | (7) | 8.13 | 1.19 | -19.24 | 0.50 |
Drawdowns as of Apr 30, 2026
Historical Drawdowns of Frank Vasquez Golden Ratio Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-26.34
Nov 2007 - Apr 2010
|
-17.28
Jan 2022 - Mar 2024
|
-17.73
Jan 2022 - Mar 2024
|
-18.31
Jan 2022 - Jun 2024
|
-18.37
Jan 2022 - Jun 2024
|
-19.24
Jan 2022 - Mar 2024
|
|
-22.69
Jan 2022 - Feb 2024
|
-13.85
Jun 2008 - Sep 2009
|
-14.73
Jun 2008 - Sep 2009
|
-15.60
Jun 2008 - Sep 2009
|
-15.40
Jun 2008 - Sep 2009
|
-14.23
Jun 2008 - Nov 2009
|
|
-16.41
Jan 2020 - Jul 2020
|
-7.83
Sep 2018 - Apr 2019
|
-7.29
Sep 2018 - Apr 2019
|
-6.87
Sep 2018 - Mar 2019
|
-7.67
Sep 2018 - Apr 2019
|
-10.75
Sep 2018 - Jun 2019
|
|
-15.21
Sep 2000 - Oct 2003
|
-6.43
Feb 2015 - Mar 2016
|
-6.41
Feb 2020 - May 2020
|
-6.41
Feb 2020 - Apr 2020
|
-6.31
Feb 2015 - Mar 2016
|
-7.13
Jul 1998 - Nov 1998
|
|
-15.06
Sep 2018 - Sep 2019
|
-6.41
Feb 2020 - May 2020
|
-6.27
Feb 2015 - Mar 2016
|
-6.19
Feb 2015 - Mar 2016
|
-6.27
Feb 2020 - Apr 2020
|
-6.43
May 2002 - May 2003
|
| 5 Worst Drawdowns - Average | |||||
| -19.14 | -10.36 | -10.49 | -10.68 | -10.80 | -11.56 |
| 10 Worst Drawdowns - Average | |||||
| -13.68 | -7.95 | -8.01 | -8.10 | -8.16 | -8.78 |
For a deeper insight, please refer to the Frank Vasquez Golden Ratio Portfolio: ETF allocation and returns page.
