Consolidated Returns as of 30 November 2024
Managing the Canada Total Bonds Portfolio with a yearly rebalancing, you would have obtained a 4.53% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 4.53%.
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 Nov 30, 2024
Implementing different rebalancing strategies, the Canada Total Bonds Portfolio guaranteed the following returns.
Portfolio returns are calculated in CAD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
Return (%) and number of rebalances as of Nov 30, 2024 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~37Y) |
|||||
No Rebalancing | 8.61 | (0) | 0.49 | (0) | 1.97 | (0) | 4.53 | (0) | 5.17 | (0) |
Yearly Rebalancing | 8.61 | (1) | 0.49 | (5) | 1.97 | (10) | 4.53 | (30) | 5.17 | (37) |
Half Yearly Rebalancing | 8.61 | (2) | 0.49 | (10) | 1.97 | (20) | 4.53 | (60) | 5.17 | (74) |
Quarterly Rebalancing | 8.61 | (4) | 0.49 | (20) | 1.97 | (40) | 4.53 | (120) | 5.17 | (148) |
5% Tolerance per asset | 8.61 | (0) | 0.49 | (0) | 1.97 | (0) | 4.53 | (0) | 5.17 | (0) |
10% Tolerance per asset | 8.61 | (0) | 0.49 | (0) | 1.97 | (0) | 4.53 | (0) | 5.17 | (0) |
In order to have complete information about the portfolio, please refer to the Canada Total Bonds Portfolio: ETF allocation and returns page.
Performances as of Nov 30, 2024
Historical returns and stats of Canada Total Bonds Portfolio, after implementing different rebalancing strategies.
Standard Deviation
|
Max Drawdown (%)
|
|||||
---|---|---|---|---|---|---|
Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
No Rebalancing | 5.17 | (0) | 4.96 | 1.04 | -16.11 | 0.32 |
Yearly Rebalancing | 5.17 | (37) | 4.96 | 1.04 | -16.11 | 0.32 |
Half Yearly Rebalancing | 5.17 | (74) | 4.96 | 1.04 | -16.11 | 0.32 |
Quarterly Rebalancing | 5.17 | (148) | 4.96 | 1.04 | -16.11 | 0.32 |
5% Tolerance per asset | 5.17 | (0) | 4.96 | 1.04 | -16.11 | 0.32 |
10% Tolerance per asset | 5.17 | (0) | 4.96 | 1.04 | -16.11 | 0.32 |
Drawdowns as of Nov 30, 2024
Historical Drawdowns of Canada Total Bonds Portfolio, after implementing different rebalancing strategies.
Rebalancing
|
Tolerance per asset
|
||||
---|---|---|---|---|---|
No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
-16.11
Aug 2020 - In progress
|
-16.11
Aug 2020 - In progress
|
-16.11
Aug 2020 - In progress
|
-16.11
Aug 2020 - In progress
|
-16.11
Aug 2020 - In progress
|
-16.11
Aug 2020 - In progress
|
-12.82
Feb 1994 - Nov 1995
|
-12.82
Feb 1994 - Nov 1995
|
-12.82
Feb 1994 - Nov 1995
|
-12.82
Feb 1994 - Nov 1995
|
-12.82
Feb 1994 - Nov 1995
|
-12.82
Feb 1994 - Nov 1995
|
-3.96
May 2013 - Apr 2014
|
-3.96
May 2013 - Apr 2014
|
-3.96
May 2013 - Apr 2014
|
-3.96
May 2013 - Apr 2014
|
-3.96
May 2013 - Apr 2014
|
-3.96
May 2013 - Apr 2014
|
-3.51
Oct 2016 - Dec 2018
|
-3.51
Oct 2016 - Dec 2018
|
-3.51
Oct 2016 - Dec 2018
|
-3.51
Oct 2016 - Dec 2018
|
-3.51
Oct 2016 - Dec 2018
|
-3.51
Oct 2016 - Dec 2018
|
-3.40
May 1999 - Mar 2000
|
-3.40
May 1999 - Mar 2000
|
-3.40
May 1999 - Mar 2000
|
-3.40
May 1999 - Mar 2000
|
-3.40
May 1999 - Mar 2000
|
-3.40
May 1999 - Mar 2000
|
5 Worst Drawdowns - Average | |||||
-7.96 | -7.96 | -7.96 | -7.96 | -7.96 | -7.96 |
10 Worst Drawdowns - Average | |||||
-5.41 | -5.41 | -5.41 | -5.41 | -5.41 | -5.41 |
For a deeper insight, please refer to the Canada Total Bonds Portfolio: ETF allocation and returns page.