Managing the Tyler Golden Butterfly To GBP Portfolio with a yearly rebalancing, you would have obtained a 10.44% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 8.36%.
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, 2025
Implementing different rebalancing strategies, the Tyler Golden Butterfly To GBP Portfolio guaranteed the following returns.
Portfolio returns are calculated in GBP, 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)
| Return (%) and number of rebalances as of Jun 30, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~99Y) |
|||||
| No Rebalancing | 9.46 | (0) | 17.23 | (0) | 9.05 | (0) | 10.44 | (0) | 12.37 | (0) |
| Yearly Rebalancing | 7.09 | (1) | 5.97 | (5) | 8.30 | (10) | 8.39 | (30) | 9.84 | (99) |
| Half Yearly Rebalancing | 6.81 | (2) | 6.50 | (10) | 8.68 | (20) | 8.36 | (60) | 9.78 | (197) |
| Quarterly Rebalancing | 7.20 | (4) | 6.46 | (20) | 8.91 | (40) | 8.54 | (120) | 9.78 | (394) |
| 5% Tolerance per asset | 7.60 | (1) | 6.87 | (4) | 8.85 | (7) | 8.61 | (19) | 9.82 | (60) |
| 10% Tolerance per asset | 9.17 | (1) | 6.64 | (2) | 8.71 | (2) | 8.72 | (8) | 10.19 | (24) |
In order to have complete information about the portfolio, please refer to the Tyler Golden Butterfly To GBP Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2025
Historical returns and stats of Tyler Golden Butterfly 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 | 12.37 | (0) | 16.38 | 0.76 | -42.43 | 0.29 |
| Yearly Rebalancing | 9.84 | (99) | 10.27 | 0.96 | -33.90 | 0.29 |
| Half Yearly Rebalancing | 9.78 | (197) | 10.37 | 0.94 | -33.98 | 0.29 |
| Quarterly Rebalancing | 9.78 | (394) | 10.40 | 0.94 | -34.95 | 0.28 |
| 5% Tolerance per asset | 9.82 | (60) | 10.40 | 0.94 | -33.76 | 0.29 |
| 10% Tolerance per asset | 10.19 | (24) | 10.48 | 0.97 | -27.62 | 0.37 |
Drawdowns as of Jun 30, 2025
Historical Drawdowns of Tyler Golden Butterfly To GBP Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-42.43
Sep 1989 - Jan 1992
|
-33.90
Sep 1929 - Jul 1935
|
-33.98
Sep 1929 - Jun 1933
|
-34.95
Sep 1929 - Jun 1933
|
-33.76
Sep 1929 - Jun 1935
|
-27.62
Sep 1929 - May 1933
|
|
-38.41
Dec 1972 - Jun 1975
|
-25.50
Dec 1989 - Jun 1991
|
-25.45
Dec 1989 - Jun 1991
|
-25.46
Dec 1989 - Jun 1991
|
-25.88
Dec 1989 - Jun 1991
|
-25.70
Dec 1989 - Jun 1991
|
|
-36.77
Sep 2018 - Nov 2020
|
-22.38
Aug 1987 - May 1989
|
-22.30
Mar 1937 - Dec 1938
|
-22.80
Mar 1937 - Oct 1938
|
-21.73
Mar 1937 - Dec 1938
|
-23.31
Aug 1987 - Apr 1989
|
|
-36.67
Sep 1987 - Mar 1989
|
-21.53
Mar 1937 - Oct 1938
|
-21.59
Aug 1987 - Apr 1989
|
-21.14
Aug 1987 - Apr 1989
|
-21.66
Aug 1987 - Apr 1989
|
-20.92
Mar 1937 - Feb 1939
|
|
-35.92
May 2002 - May 2005
|
-17.17
May 1969 - Mar 1971
|
-17.30
May 1969 - Feb 1971
|
-17.49
May 1969 - Mar 1971
|
-18.07
Dec 1968 - Mar 1971
|
-19.84
Dec 1968 - Mar 1971
|
| 5 Worst Drawdowns - Average | |||||
| -38.04 | -24.10 | -24.12 | -24.37 | -24.22 | -23.48 |
| 10 Worst Drawdowns - Average | |||||
| -34.44 | -19.12 | -19.27 | -19.23 | -19.29 | -19.23 |
For a deeper insight, please refer to the Tyler Golden Butterfly To GBP Portfolio: ETF allocation and returns page.
