Consolidated Returns as of 30 June 2024
Managing the Cathie Wood Ark Tech Portfolio with a yearly rebalancing, you would have obtained a 4.25% compound annual return in the last 5 Years.
With a quarterly rebalancing, over the same period, the return would have been 3.63%.
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 Cathie Wood Ark Tech 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, 2024 | ||||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y |
MAX (~10Y) |
|||
| Yearly Rebalancing | -0.12 | (1) | 4.25 | (5) | 11.17 | (10) |
| Half Yearly Rebalancing | -1.00 | (2) | 3.89 | (10) | 10.90 | (19) |
| Quarterly Rebalancing | -1.41 | (4) | 3.63 | (20) | 10.77 | (38) |
| 5% Tolerance per asset | -1.61 | (1) | 3.34 | (2) | 10.66 | (4) |
| 10% Tolerance per asset | -0.40 | (1) | 4.06 | (2) | 11.12 | (2) |
In order to have complete information about the portfolio, please refer to the Cathie Wood Ark Tech Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2024
Historical returns and stats of Cathie Wood Ark Tech Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 11.17 | (10) | 31.27 | 0.36 | -69.47 | 0.16 |
| Half Yearly Rebalancing | 10.90 | (19) | 31.28 | 0.35 | -69.75 | 0.16 |
| Quarterly Rebalancing | 10.77 | (38) | 31.32 | 0.34 | -70.02 | 0.15 |
| 5% Tolerance per asset | 10.66 | (4) | 31.15 | 0.34 | -70.02 | 0.15 |
| 10% Tolerance per asset | 11.12 | (2) | 31.02 | 0.36 | -69.90 | 0.16 |
Drawdowns as of Jun 30, 2024
Historical Drawdowns of Cathie Wood Ark Tech Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-69.47
Feb 2021 - In progress
|
-69.75
Feb 2021 - In progress
|
-70.02
Feb 2021 - In progress
|
-70.02
Feb 2021 - In progress
|
-69.90
Feb 2021 - In progress
|
|
-22.61
Sep 2018 - Nov 2019
|
-22.51
Sep 2018 - Nov 2019
|
-22.32
Sep 2018 - Nov 2019
|
-22.35
Sep 2018 - Nov 2019
|
-21.86
Sep 2018 - Nov 2019
|
|
-21.33
Jun 2015 - Sep 2016
|
-21.36
Jun 2015 - Sep 2016
|
-21.36
Jun 2015 - Sep 2016
|
-21.43
Jun 2015 - Sep 2016
|
-21.43
Jun 2015 - Sep 2016
|
|
-13.20
Mar 2020 - Apr 2020
|
-13.20
Mar 2020 - Apr 2020
|
-13.20
Mar 2020 - Apr 2020
|
-13.24
Mar 2020 - Apr 2020
|
-13.09
Mar 2020 - Apr 2020
|
|
-8.95
Oct 2016 - Jan 2017
|
-9.27
Oct 2016 - Jan 2017
|
-9.23
Oct 2016 - Jan 2017
|
-8.82
Oct 2016 - Jan 2017
|
-8.82
Oct 2016 - Jan 2017
|
| 5 Worst Drawdowns - Average | ||||
| -27.11 | -27.22 | -27.22 | -27.17 | -27.02 |
| 10 Worst Drawdowns - Average | ||||
| not enough data | not enough data | not enough data | -14.67 | -14.56 |
For a deeper insight, please refer to the Cathie Wood Ark Tech Portfolio: ETF allocation and returns page.
