Alexander Green Gone Fishin' Portfolio: Rebalancing Strategy

Data Source: from January 1985 to February 2024
Consolidated Returns as of 29 February 2024

Managing the Alexander Green Gone Fishin' Portfolio with a yearly rebalancing, you would have obtained a 7.31% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.27%.

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 Feb 29, 2024

Implementing different rebalancing strategies, the Alexander Green Gone Fishin' Portfolio guaranteed the following returns.

According to the available data source, we 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
ALEXANDER GREEN GONE FISHIN' PORTFOLIO RETURNS
Period: January 1985 - February 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Feb 29, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~39Y)
Yearly Rebalancing 10.83 (1) 5.93 (5) 5.52 (10) 7.31 (30) 9.48 (40)
Half Yearly Rebalancing 10.76 (2) 6.00 (10) 5.57 (20) 7.23 (60) 9.33 (79)
Quarterly Rebalancing 10.76 (4) 6.17 (20) 5.66 (40) 7.27 (120) 9.36 (157)
5% Tolerance per asset 11.04 (1) 5.88 (1) 5.61 (2) 7.33 (7) 9.39 (11)
10% Tolerance per asset 11.19 (1) 6.37 (1) 5.75 (1) 7.05 (2) 9.32 (4)

In order to have complete information about the portfolio, please refer to the Alexander Green Gone Fishin' Portfolio: ETF allocation and returns page.

Performances as of Feb 29, 2024

Historical returns and stats of Alexander Green Gone Fishin' Portfolio, after implementing different rebalancing strategies.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO PERFORMANCES
Period: January 1985 - February 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
Yearly Rebalancing 9.48 (40) 12.07 0.79 -43.02 0.22
Half Yearly Rebalancing 9.33 (79) 12.05 0.77 -43.04 0.22
Quarterly Rebalancing 9.36 (157) 12.09 0.77 -43.45 0.22
5% Tolerance per asset 9.39 (11) 12.26 0.77 -44.58 0.21
10% Tolerance per asset 9.32 (4) 12.76 0.73 -47.15 0.20
(*) Since Jan 1985 (~39 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Feb 29, 2024

Historical Drawdowns of Alexander Green Gone Fishin' Portfolio, after implementing different rebalancing strategies.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO DRAWDOWNS
Period: January 1985 - February 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-43.02
Nov 2007 - Dec 2010
-43.04
Nov 2007 - Dec 2010
-43.45
Nov 2007 - Dec 2010
-44.58
Nov 2007 - Dec 2010
-47.15
Nov 2007 - Mar 2011
-21.98
Jan 2022 - In progress
-22.04
Jan 2022 - In progress
-22.05
Jan 2022 - In progress
-22.21
Jan 2022 - In progress
-22.83
Jan 2022 - In progress
-18.93
Sep 1987 - Jan 1989
-19.01
Sep 1987 - Jan 1989
-18.30
Sep 1987 - Jan 1989
-18.84
Sep 1987 - Jan 1989
-20.05
Apr 2000 - Oct 2003
-17.18
Jan 2020 - Aug 2020
-17.18
Jan 2020 - Aug 2020
-17.18
Jan 2020 - Aug 2020
-17.15
May 2011 - Sep 2012
-18.86
Sep 1987 - Jan 1989
-16.22
May 1998 - Apr 1999
-16.54
Sep 2000 - Aug 2003
-16.49
May 1998 - Apr 1999
-16.84
Jan 2020 - Aug 2020
-18.53
Jan 2020 - Aug 2020
5 Worst Drawdowns - Average
-23.46 -23.56 -23.49 -23.92 -25.48
10 Worst Drawdowns - Average
-18.32 -18.43 -18.34 -18.65 -19.92

For a deeper insight, please refer to the Alexander Green Gone Fishin' Portfolio: ETF allocation and returns page.