Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio: Rebalancing Strategy

Data Source: from January 1985 to April 2024
Consolidated Returns as of 30 April 2024

This asset allocation page contains ETF(s) that are not available in our database in the destination currency (EUR).
We retained the original tickers and calculated returns using historical exchange rates or interest rate differentials in case currency hedging.

It's on you to opt for ETFs that mirror the same benchmark in the destination currency (EUR). The actual returns would be comparable, but they can fluctuate due to variations in sampling methodologies, annual fees, and the specific timing of exchange rate we use for month-end calculations. It is possible that you do not have access to ETFs in currency (hedged or not) that are similar to the original ones.

Managing the Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio with a yearly rebalancing, you would have obtained a 7.35% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.15%.

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 Aim Ways Gold Pivot Ptf To EUR Hedged 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 EUR, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
  • the currency hedging (simulation taking into account the interest rate differentials of the countries). It is also assumed that hedged instruments have an additional expense ratio of 0.25% (yearly), compared to the US original instrument.
AIM WAYS GOLD PIVOT PTF TO EUR HEDGED PORTFOLIO RETURNS
Period: January 1985 - 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
(~39Y)
Yearly Rebalancing 11.92 (1) 6.88 (5) 5.43 (10) 7.35 (30) 7.99 (40)
Half Yearly Rebalancing 11.69 (2) 6.67 (10) 5.42 (20) 7.10 (60) 7.81 (79)
Quarterly Rebalancing 11.39 (4) 6.63 (20) 5.37 (40) 7.15 (120) 7.90 (158)
5% Tolerance per asset 11.41 (0) 6.88 (2) 5.49 (4) 7.34 (21) 7.98 (26)
10% Tolerance per asset 11.33 (0) 7.03 (1) 5.86 (2) 7.80 (9) 8.38 (11)

In order to have complete information about the portfolio, please refer to the Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio: ETF allocation and returns page.

Performances as of Apr 30, 2024

Historical returns and stats of Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio, after implementing different rebalancing strategies.

AIM WAYS GOLD PIVOT PTF TO EUR HEDGED PORTFOLIO PERFORMANCES
Period: January 1985 - 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 7.99 (40) 7.85 1.02 -18.51 0.43
Half Yearly Rebalancing 7.81 (79) 7.77 1.01 -18.55 0.42
Quarterly Rebalancing 7.90 (158) 7.78 1.01 -18.63 0.42
5% Tolerance per asset 7.98 (26) 7.81 1.02 -18.41 0.43
10% Tolerance per asset 8.38 (11) 7.93 1.06 -18.94 0.44
(*) Since Jan 1985 (~39 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Apr 30, 2024

Historical Drawdowns of Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio, after implementing different rebalancing strategies.

AIM WAYS GOLD PIVOT PTF TO EUR HEDGED PORTFOLIO DRAWDOWNS
Period: January 1985 - April 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-18.51
Mar 2008 - Jul 2009
-18.55
Mar 2008 - Jul 2009
-18.63
Mar 2008 - Jul 2009
-18.41
Mar 2008 - Jul 2009
-18.94
Mar 2008 - Jul 2009
-16.33
Jan 2022 - Dec 2023
-16.21
Jan 2022 - Dec 2023
-16.37
Jan 2022 - Dec 2023
-16.46
Jan 2022 - Feb 2024
-16.37
Jan 2022 - Feb 2024
-14.80
Mar 2000 - May 2003
-14.83
Mar 2000 - May 2003
-14.58
Mar 2000 - May 2003
-14.80
Mar 2000 - May 2003
-13.04
Mar 2000 - Jan 2003
-9.05
Oct 2012 - Feb 2014
-9.04
Oct 2012 - Jun 2014
-9.39
Oct 2012 - Jun 2014
-9.14
Oct 2012 - Feb 2014
-8.75
Oct 2012 - Feb 2014
-7.46
Dec 1989 - Feb 1991
-6.85
Dec 1989 - Feb 1991
-6.69
Dec 1989 - Jan 1991
-7.50
Dec 1989 - Feb 1991
-7.69
Sep 1987 - Nov 1989
5 Worst Drawdowns - Average
-13.23 -13.10 -13.14 -13.26 -12.96
10 Worst Drawdowns - Average
-9.73 -9.53 -9.53 -9.64 -9.66

For a deeper insight, please refer to the Aim Ways Gold Pivot Ptf To EUR Hedged Portfolio: ETF allocation and returns page.