All Country World Bonds To GBP Portfolio: Rebalancing Strategy
Managing the All Country World Bonds To GBP Portfolio with a yearly rebalancing, you would have obtained a 6.07% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 5.57%.
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.
Portfolio Returns as of Jun 30, 2026
Implementing different rebalancing strategies, the All Country World Bonds To GBP Portfolio guaranteed the following returns.
| Return (%) and number of rebalances as of Jun 30, 2026 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~42Y) |
|||||
| No Rebalancing | 10.54 | (0) | 1.92 | (0) | 2.25 | (0) | 6.07 | (0) | 6.54 | (0) |
| Yearly Rebalancing | 8.65 | (1) | 1.44 | (5) | 1.87 | (10) | 5.60 | (30) | 6.20 | (42) |
| Half Yearly Rebalancing | 8.62 | (2) | 1.45 | (10) | 1.88 | (20) | 5.57 | (60) | 6.18 | (83) |
| Quarterly Rebalancing | 8.61 | (4) | 1.45 | (20) | 1.90 | (40) | 5.59 | (120) | 6.20 | (166) |
| 5% Tolerance per asset | 8.73 | (0) | 1.46 | (0) | 1.87 | (0) | 5.61 | (4) | 6.21 | (4) |
| 10% Tolerance per asset | 8.65 | (0) | 1.47 | (1) | 1.93 | (1) | 5.72 | (2) | 6.29 | (2) |
In order to have complete information about the portfolio, please refer to the All Country World Bonds To GBP Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2026
Historical returns and stats of All Country World Bonds To GBP Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 6.54 | (0) | 10.20 | 0.64 | -22.23 | 0.29 |
| Yearly Rebalancing | 6.20 | (42) | 10.06 | 0.62 | -22.29 | 0.28 |
| Half Yearly Rebalancing | 6.18 | (83) | 10.06 | 0.61 | -22.30 | 0.28 |
| Quarterly Rebalancing | 6.20 | (166) | 10.06 | 0.62 | -22.29 | 0.28 |
| 5% Tolerance per asset | 6.21 | (4) | 10.09 | 0.62 | -22.23 | 0.28 |
| 10% Tolerance per asset | 6.29 | (2) | 10.10 | 0.62 | -22.23 | 0.28 |
Drawdowns as of Jun 30, 2026
Historical Drawdowns of All Country World Bonds To GBP Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-22.23
Nov 1986 - May 1989
|
-22.29
Nov 1986 - May 1989
|
-22.30
Nov 1986 - May 1989
|
-22.29
Nov 1986 - May 1989
|
-22.23
Nov 1986 - May 1989
|
-22.23
Nov 1986 - May 1989
|
|
-16.39
Dec 1989 - Mar 1991
|
-16.41
Dec 1989 - Mar 1991
|
-16.42
Dec 1989 - Mar 1991
|
-16.41
Dec 1989 - Mar 1991
|
-16.39
Dec 1989 - Mar 1991
|
-16.39
Dec 1989 - Mar 1991
|
|
-15.84
Mar 1985 - Aug 1986
|
-15.84
Mar 1985 - Aug 1986
|
-15.84
Mar 1985 - Aug 1986
|
-15.83
Mar 1985 - Aug 1986
|
-15.84
Mar 1985 - Aug 1986
|
-15.84
Mar 1985 - Aug 1986
|
|
-14.91
Jan 1994 - Aug 1995
|
-14.75
Jan 1994 - Aug 1995
|
-14.74
Jan 1994 - Aug 1995
|
-14.75
Jan 1994 - Aug 1995
|
-14.91
Jan 1994 - Aug 1995
|
-14.91
Jan 1994 - Aug 1995
|
|
-13.67
Sep 2019 - Jun 2026
|
-14.31
Jul 2020 - In progress
|
-14.18
Jul 2020 - In progress
|
-14.19
Jul 2020 - In progress
|
-14.27
Jul 2020 - In progress
|
-13.94
Jul 2020 - In progress
|
| 5 Worst Drawdowns - Average | |||||
| -16.61 | -16.72 | -16.69 | -16.70 | -16.73 | -16.66 |
| 10 Worst Drawdowns - Average | |||||
| -13.74 | -13.80 | -13.81 | -13.80 | -13.81 | -13.73 |
For a deeper insight, please refer to the All Country World Bonds To GBP Portfolio: ETF allocation and returns page.