Consolidated Returns as of 30 June 2024
Managing the Aim Ways Aim comfortable trip To EUR Portfolio with a yearly rebalancing, you would have obtained a 7.70% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.62%.
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, 2024
Implementing different rebalancing strategies, the Aim Ways Aim comfortable trip To EUR Portfolio guaranteed the following returns.
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)
| Return (%) and number of rebalances as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~40Y) |
|||||
| Yearly Rebalancing | 13.62 | (1) | 8.00 | (5) | 7.93 | (10) | 7.70 | (30) | 7.04 | (40) |
| Half Yearly Rebalancing | 13.37 | (2) | 7.99 | (10) | 8.01 | (20) | 7.50 | (60) | 6.90 | (79) |
| Quarterly Rebalancing | 13.30 | (4) | 8.06 | (20) | 8.05 | (40) | 7.62 | (120) | 7.02 | (158) |
| 5% Tolerance per asset | 13.79 | (1) | 8.39 | (3) | 8.26 | (5) | 7.73 | (13) | 7.03 | (14) |
| 10% Tolerance per asset | 16.33 | (0) | 8.55 | (0) | 8.78 | (1) | 8.33 | (5) | 7.55 | (5) |
In order to have complete information about the portfolio, please refer to the Aim Ways Aim comfortable trip To EUR Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2024
Historical returns and stats of Aim Ways Aim comfortable trip To EUR Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 7.04 | (40) | 9.86 | 0.71 | -23.70 | 0.30 |
| Half Yearly Rebalancing | 6.90 | (79) | 9.80 | 0.70 | -24.45 | 0.28 |
| Quarterly Rebalancing | 7.02 | (158) | 9.82 | 0.71 | -22.80 | 0.31 |
| 5% Tolerance per asset | 7.03 | (14) | 9.92 | 0.71 | -23.27 | 0.30 |
| 10% Tolerance per asset | 7.55 | (5) | 10.05 | 0.75 | -23.99 | 0.31 |
Drawdowns as of Jun 30, 2024
Historical Drawdowns of Aim Ways Aim comfortable trip To EUR Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-23.70
Nov 2000 - Jan 2006
|
-24.45
Nov 2000 - Feb 2006
|
-22.80
Nov 2000 - Dec 2005
|
-23.27
Nov 2000 - Feb 2006
|
-23.99
Sep 1989 - May 1991
|
|
-22.69
Sep 1989 - May 1991
|
-22.34
Sep 1989 - May 1991
|
-22.30
Sep 1989 - May 1991
|
-22.41
Sep 1989 - May 1991
|
-19.92
Apr 2002 - Nov 2005
|
|
-18.96
Jun 1986 - Jan 1989
|
-18.03
Jun 1986 - Jul 1988
|
-17.46
Aug 1987 - Jul 1988
|
-19.38
Jun 1986 - Jan 1989
|
-19.38
Jun 1986 - Jan 1989
|
|
-16.45
Feb 1994 - Jan 1996
|
-16.38
Feb 1994 - Jan 1996
|
-16.41
Feb 1994 - Jan 1996
|
-16.17
Feb 1994 - Jan 1996
|
-16.21
Feb 1994 - Nov 1995
|
|
-13.01
Mar 1992 - Nov 1992
|
-13.04
Mar 1992 - Nov 1992
|
-13.03
Mar 1992 - Nov 1992
|
-13.04
Mar 1992 - Nov 1992
|
-13.43
Mar 1992 - Nov 1992
|
| 5 Worst Drawdowns - Average | ||||
| -18.96 | -18.85 | -18.40 | -18.85 | -18.59 |
| 10 Worst Drawdowns - Average | ||||
| -14.07 | -13.97 | -14.12 | -14.02 | -14.09 |
For a deeper insight, please refer to the Aim Ways Aim comfortable trip To EUR Portfolio: ETF allocation and returns page.
