Larry Swedroe Larry Portfolio To EUR: Rebalancing Strategy

Data Source: from July 1998 to June 2024
Consolidated Returns as of 30 June 2024

Managing the Larry Swedroe Larry Portfolio To EUR with a yearly rebalancing, you would have obtained a 3.62% compound annual return in the last 10 Years.

With a quarterly rebalancing, over the same period, the return would have been 3.93%.

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 Jun 30, 2024

Implementing different rebalancing strategies, the Larry Swedroe Larry Portfolio To EUR guaranteed the following returns.

According to the available data source, we assume we built the portfolio on July 1998.

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)
LARRY SWEDROE LARRY PORTFOLIO TO EUR RETURNS
Period: July 1998 - June 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2024
Rebalancing Strategy 1Y 5Y 10Y MAX
(~26Y)
Yearly Rebalancing 6.41 (1) 3.18 (5) 3.62 (10) 4.99 (26)
Half Yearly Rebalancing 6.36 (2) 3.33 (10) 3.74 (20) 4.90 (52)
Quarterly Rebalancing 6.37 (4) 3.62 (20) 3.93 (40) 5.08 (104)
5% Tolerance per asset 6.92 (1) 3.64 (4) 3.82 (5) 5.16 (21)
10% Tolerance per asset 6.57 (0) 3.33 (1) 3.75 (2) 4.98 (5)

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

Performances as of Jun 30, 2024

Historical returns and stats of Larry Swedroe Larry Portfolio To EUR, after implementing different rebalancing strategies.

LARRY SWEDROE LARRY PORTFOLIO TO EUR PERFORMANCES
Period: July 1998 - June 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
Yearly Rebalancing 4.99 (26) 7.90 0.63 -18.61 0.27
Half Yearly Rebalancing 4.90 (52) 7.86 0.62 -18.67 0.26
Quarterly Rebalancing 5.08 (104) 7.88 0.64 -18.02 0.28
5% Tolerance per asset 5.16 (21) 7.99 0.65 -18.25 0.28
10% Tolerance per asset 4.98 (5) 7.96 0.63 -18.90 0.26
(*) Since Jul 1998 (~26 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2024

Historical Drawdowns of Larry Swedroe Larry Portfolio To EUR, after implementing different rebalancing strategies.

LARRY SWEDROE LARRY PORTFOLIO TO EUR DRAWDOWNS
Period: July 1998 - June 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-18.61
Feb 2002 - Nov 2005
-18.67
Feb 2002 - Nov 2005
-18.02
Feb 2002 - Nov 2005
-18.25
Apr 2002 - Nov 2005
-18.90
Feb 2002 - Dec 2005
-12.88
Mar 2006 - Oct 2008
-12.92
Mar 2006 - Oct 2008
-12.86
Mar 2006 - Oct 2008
-12.15
Mar 2006 - Oct 2008
-12.60
Mar 2006 - Oct 2008
-9.90
Jan 2022 - In progress
-9.83
Jan 2022 - In progress
-9.72
Jan 2022 - In progress
-9.84
Jan 2022 - In progress
-9.84
Jan 2022 - In progress
-8.44
Dec 2010 - Nov 2011
-8.24
Dec 2010 - Nov 2011
-8.43
Dec 2010 - Nov 2011
-8.12
Dec 2010 - Nov 2011
-8.46
Dec 2010 - Nov 2011
-7.83
Jun 2001 - Jan 2002
-7.78
Jun 2001 - Jan 2002
-7.80
Jun 2001 - Jan 2002
-7.82
Jun 2001 - Jan 2002
-7.74
Jun 2001 - Jan 2002
5 Worst Drawdowns - Average
-11.53 -11.49 -11.37 -11.24 -11.51
10 Worst Drawdowns - Average
-8.91 -8.87 -8.82 -8.79 -9.03

For a deeper insight, please refer to the Larry Swedroe Larry Portfolio To EUR: ETF allocation and returns page.