Data Source: from January 1985 to December 2022
Consolidated Returns as of 31 December 2022

Managing the Scott Burns Seven Value Portfolio with a yearly rebalancing, you would have obtained a 8.32% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.30%.

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 Dec 31, 2022

Implementing different rebalancing strategies, the Scott Burns Seven Value Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1985.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
SCOTT BURNS SEVEN VALUE PORTFOLIO RETURNS
Period: January 1985 - December 2022
Swipe left to see all data
 
Return (%) and number of rebalances as of Dec 31, 2022
Rebalancing Strategy 1Y 5Y(*) 10Y(*) 30Y(*) (**)Since
Inception
Yearly Rebalancing -3.63 (1) 5.99 (5) 6.99 (10) 8.32 (30) 9.52 (38)
Half Yearly Rebalancing -5.08 (2) 5.61 (10) 6.77 (20) 8.20 (60) 9.43 (76)
Quarterly Rebalancing -5.53 (4) 5.93 (20) 6.86 (40) 8.30 (120) 9.52 (152)
5% Tolerance per asset -4.93 (1) 6.26 (3) 7.18 (4) 8.46 (11) 9.71 (14)
10% Tolerance per asset -3.77 (1) 7.44 (2) 7.64 (2) 8.73 (5) 9.93 (6)
(*) Returns over 1 year are annualized
(**) Since Jan 1985 (~38 yrs) | Annualized Returns

In order to have complete information about the portfolio, please refer to the Scott Burns Seven Value Portfolio: ETF allocation and returns page.

Performances as of Dec 31, 2022

Historical returns and stats of Scott Burns Seven Value Portfolio, after implementing different rebalancing strategies.

SCOTT BURNS SEVEN VALUE PORTFOLIO PERFORMANCES
Period: January 1985 - December 2022
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy (*)Return (%) StDev(%) Ret/StDev MaxDD(%) Ret/MaxDD
Yearly Rebalancing 9.52 (38) 11.04 0.86 -41.22 0.23
Half Yearly Rebalancing 9.43 (76) 11.02 0.86 -41.38 0.23
Quarterly Rebalancing 9.52 (152) 11.07 0.86 -41.45 0.23
5% Tolerance per asset 9.71 (14) 11.17 0.87 -41.38 0.23
10% Tolerance per asset 9.93 (6) 10.81 0.92 -39.90 0.25
(*) Since Jan 1985 (~38 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Dec 31, 2022

Historical Drawdowns of Scott Burns Seven Value Portfolio, after implementing different rebalancing strategies.

SCOTT BURNS SEVEN VALUE PORTFOLIO DRAWDOWNS
Period: January 1985 - December 2022
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-41.22
Nov 2007 - Jan 2011
-41.38
Nov 2007 - Dec 2010
-41.45
Nov 2007 - Dec 2010
-41.38
Nov 2007 - Dec 2010
-39.90
Nov 2007 - Feb 2011
-20.44
Jan 2020 - Dec 2020
-20.44
Jan 2020 - Dec 2020
-20.44
Jan 2020 - Nov 2020
-20.32
Jan 2020 - Nov 2020
-19.46
Jan 2020 - Nov 2020
-17.34
Sep 1987 - Dec 1988
-16.09
Sep 1987 - Oct 1988
-15.64
Feb 2001 - Sep 2003
-17.54
Sep 1987 - Jan 1989
-16.42
Sep 1987 - Dec 1988
-15.04
Feb 2001 - Sep 2003
-15.91
Feb 2001 - Oct 2003
-15.64
Sep 1987 - Oct 1988
-14.49
Feb 2001 - Aug 2003
-15.22
Apr 2022 - In progress
-14.49
Apr 2022 - In progress
-15.04
Apr 2022 - In progress
-15.34
Apr 2022 - In progress
-14.44
Apr 2022 - In progress
-14.78
May 1998 - Mar 1999
5 Worst Drawdowns - Average
-21.71 -21.77 -21.70 -21.63 -21.16
10 Worst Drawdowns - Average
-16.41 -16.44 -16.38 -16.29 -15.61

For a deeper insight, please refer to the Scott Burns Seven Value Portfolio: ETF allocation and returns page.

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