Bill Schultheis Coffeehouse To EUR Portfolio: Rebalancing Strategy

Data Source: from January 1975 to April 2024
Consolidated Returns as of 30 April 2024

Managing the Bill Schultheis Coffeehouse To EUR Portfolio with a yearly rebalancing, you would have obtained a 7.59% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.66%.

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 Apr 30, 2024

Implementing different rebalancing strategies, the Bill Schultheis Coffeehouse To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on January 1975.

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)
BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO RETURNS
Period: January 1975 - April 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Apr 30, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~49Y)
Yearly Rebalancing 12.16 (1) 6.04 (5) 8.14 (10) 7.59 (30) 10.58 (50)
Half Yearly Rebalancing 12.07 (2) 6.21 (10) 8.25 (20) 7.52 (60) 10.58 (99)
Quarterly Rebalancing 12.04 (4) 6.43 (20) 8.39 (40) 7.66 (120) 10.64 (198)
5% Tolerance per asset 12.36 (1) 6.50 (4) 8.33 (5) 7.56 (18) 10.65 (30)
10% Tolerance per asset 13.72 (0) 6.22 (0) 8.38 (1) 8.00 (6) 10.89 (9)

In order to have complete information about the portfolio, please refer to the Bill Schultheis Coffeehouse To EUR Portfolio: ETF allocation and returns page.

Performances as of Apr 30, 2024

Historical returns and stats of Bill Schultheis Coffeehouse To EUR Portfolio, after implementing different rebalancing strategies.

BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO PERFORMANCES
Period: January 1975 - April 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
Yearly Rebalancing 10.58 (50) 12.58 0.84 -29.70 0.36
Half Yearly Rebalancing 10.58 (99) 12.53 0.84 -30.35 0.35
Quarterly Rebalancing 10.64 (198) 12.54 0.85 -30.66 0.35
5% Tolerance per asset 10.65 (30) 12.63 0.84 -31.13 0.34
10% Tolerance per asset 10.89 (9) 12.71 0.86 -31.03 0.35
(*) Since Jan 1975 (~49 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Apr 30, 2024

Historical Drawdowns of Bill Schultheis Coffeehouse To EUR Portfolio, after implementing different rebalancing strategies.

BILL SCHULTHEIS COFFEEHOUSE TO EUR PORTFOLIO DRAWDOWNS
Period: January 1975 - April 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-29.70
Sep 1989 - Aug 1991
-30.35
Jun 2007 - May 2010
-30.66
Jun 2007 - Apr 2010
-31.13
Jun 2007 - May 2010
-31.03
Jun 2007 - May 2010
-29.60
Jun 2007 - Apr 2010
-29.72
Sep 1989 - Aug 1991
-29.69
Sep 1989 - Aug 1991
-30.61
Sep 1989 - Feb 1992
-29.50
Sep 1989 - Aug 1991
-28.19
Apr 2002 - Feb 2006
-28.34
Apr 2002 - Feb 2006
-28.15
Apr 2002 - Feb 2006
-28.70
Apr 2002 - Feb 2006
-26.20
Apr 2002 - Sep 2005
-25.51
Aug 1987 - Jan 1989
-24.25
Aug 1987 - Sep 1988
-23.65
Aug 1987 - Jul 1988
-24.25
Aug 1987 - Jul 1988
-24.55
Aug 1987 - Jan 1989
-15.83
Feb 1994 - Dec 1995
-15.83
Feb 1994 - Dec 1995
-15.82
Feb 1994 - Dec 1995
-15.87
Feb 1994 - Dec 1995
-17.01
Apr 1998 - Apr 1999
5 Worst Drawdowns - Average
-25.77 -25.70 -25.59 -26.11 -25.66
10 Worst Drawdowns - Average
-19.29 -19.27 -19.21 -19.53 -19.22

For a deeper insight, please refer to the Bill Schultheis Coffeehouse To EUR Portfolio: ETF allocation and returns page.