Lyn Alden Conservative Portfolio: Rebalancing Strategy
Managing the Lyn Alden Conservative Portfolio with a yearly rebalancing, you would have obtained a 9.16% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.35%.
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 Jun 30, 2026
Implementing different rebalancing strategies, the Lyn Alden Conservative 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 Jun 30, 2026 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~51Y) |
|||||
| No Rebalancing | 20.42 | (0) | 9.91 | (0) | 11.29 | (0) | 9.16 | (0) | 10.78 | (0) |
| Yearly Rebalancing | 17.97 | (1) | 8.19 | (5) | 9.25 | (10) | 8.53 | (30) | 10.47 | (51) |
| Half Yearly Rebalancing | 17.61 | (2) | 8.01 | (10) | 9.22 | (20) | 8.35 | (60) | 10.27 | (101) |
| Quarterly Rebalancing | 17.75 | (4) | 8.03 | (20) | 9.30 | (40) | 8.38 | (120) | 10.24 | (202) |
| 5% Tolerance per asset | 17.89 | (0) | 8.14 | (1) | 9.27 | (3) | 8.56 | (13) | 10.61 | (21) |
| 10% Tolerance per asset | 17.86 | (0) | 8.78 | (1) | 9.74 | (2) | 9.53 | (8) | 11.21 | (9) |
In order to have complete information about the portfolio, please refer to the Lyn Alden Conservative Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2026
Historical returns and stats of Lyn Alden Conservative Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.78 | (0) | 12.77 | 0.84 | -51.22 | 0.21 |
| Yearly Rebalancing | 10.47 | (51) | 10.57 | 0.99 | -37.47 | 0.28 |
| Half Yearly Rebalancing | 10.27 | (101) | 10.56 | 0.97 | -38.19 | 0.27 |
| Quarterly Rebalancing | 10.24 | (202) | 10.57 | 0.97 | -38.61 | 0.27 |
| 5% Tolerance per asset | 10.61 | (21) | 10.65 | 1.00 | -37.94 | 0.28 |
| 10% Tolerance per asset | 11.21 | (9) | 10.87 | 1.03 | -36.05 | 0.31 |
Drawdowns as of Jun 30, 2026
Historical Drawdowns of Lyn Alden Conservative Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-51.22
Nov 2007 - Aug 2012
|
-37.47
Nov 2007 - Oct 2010
|
-38.19
Nov 2007 - Oct 2010
|
-38.61
Nov 2007 - Oct 2010
|
-37.94
Nov 2007 - Oct 2010
|
-36.05
Nov 2007 - Mar 2010
|
|
-29.47
Sep 2000 - Mar 2004
|
-21.06
Jan 2022 - Mar 2024
|
-21.05
Jan 2022 - Mar 2024
|
-21.10
Jan 2022 - Mar 2024
|
-21.24
Jan 2022 - Mar 2024
|
-21.66
Jan 2022 - Feb 2024
|
|
-23.94
Jan 2022 - Feb 2024
|
-18.31
Sep 2000 - Oct 2003
|
-19.17
Sep 2000 - Oct 2003
|
-18.71
Sep 2000 - Oct 2003
|
-18.13
Sep 2000 - Oct 2003
|
-18.64
Sep 1987 - Jan 1989
|
|
-20.35
Jan 2020 - Aug 2020
|
-17.51
Sep 1987 - Jan 1989
|
-17.12
Sep 1987 - Jan 1989
|
-16.50
Sep 1987 - Jan 1989
|
-16.37
Sep 1987 - Jan 1989
|
-14.97
Sep 2000 - Aug 2003
|
|
-18.69
Sep 1987 - Jan 1989
|
-14.02
Feb 2020 - Jul 2020
|
-14.02
Feb 2020 - Jul 2020
|
-14.02
Feb 2020 - Jul 2020
|
-14.15
Feb 2020 - Jul 2020
|
-14.15
Feb 2020 - Jul 2020
|
| 5 Worst Drawdowns - Average | |||||
| -28.73 | -21.68 | -21.91 | -21.79 | -21.57 | -21.09 |
| 10 Worst Drawdowns - Average | |||||
| -21.20 | -16.68 | -16.83 | -16.80 | -16.47 | -16.38 |
For a deeper insight, please refer to the Lyn Alden Conservative Portfolio: ETF allocation and returns page.