Aim Ways Odd-Stats Strategy Portfolio: Rebalancing Strategy

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

Managing the Aim Ways Odd-Stats Strategy Portfolio with a yearly rebalancing, you would have obtained a 9.52% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 9.30%.

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 Aim Ways Odd-Stats Strategy 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 USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends, if existing
AIM WAYS ODD-STATS STRATEGY PORTFOLIO RETURNS
Period: January 1985 - 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 30Y MAX
(~40Y)
Yearly Rebalancing 12.71 (1) 7.59 (5) 7.80 (10) 9.52 (30) 10.10 (40)
Half Yearly Rebalancing 12.33 (2) 7.28 (10) 7.69 (20) 9.19 (60) 9.89 (79)
Quarterly Rebalancing 12.24 (4) 7.22 (20) 7.68 (40) 9.30 (120) 10.02 (158)
5% Tolerance per asset 12.67 (1) 7.33 (2) 7.79 (4) 9.47 (19) 10.15 (22)
10% Tolerance per asset 13.47 (0) 7.56 (1) 8.14 (2) 10.02 (10) 10.50 (10)

In order to have complete information about the portfolio, please refer to the Aim Ways Odd-Stats Strategy Portfolio: ETF allocation and returns page.

Performances as of Jun 30, 2024

Historical returns and stats of Aim Ways Odd-Stats Strategy Portfolio, after implementing different rebalancing strategies.

AIM WAYS ODD-STATS STRATEGY PORTFOLIO PERFORMANCES
Period: January 1985 - 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 10.10 (40) 8.91 1.13 -21.85 0.46
Half Yearly Rebalancing 9.89 (79) 8.78 1.13 -22.64 0.44
Quarterly Rebalancing 10.02 (158) 8.83 1.14 -22.97 0.44
5% Tolerance per asset 10.15 (22) 8.97 1.13 -21.61 0.47
10% Tolerance per asset 10.50 (10) 9.38 1.12 -25.08 0.42
(*) Since Jan 1985 (~40 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2024

Historical Drawdowns of Aim Ways Odd-Stats Strategy Portfolio, after implementing different rebalancing strategies.

AIM WAYS ODD-STATS STRATEGY PORTFOLIO DRAWDOWNS
Period: January 1985 - June 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-21.85
Nov 2007 - Nov 2009
-22.64
Nov 2007 - Nov 2009
-22.97
Jun 2008 - Nov 2009
-21.61
Nov 2007 - Nov 2009
-25.08
Nov 2007 - Dec 2009
-19.74
Jan 2022 - Mar 2024
-19.82
Sep 2000 - Dec 2003
-19.85
Jan 2022 - Mar 2024
-21.04
Jan 2022 - Jun 2024
-20.14
Jan 2022 - Mar 2024
-17.53
Sep 2000 - Oct 2003
-19.72
Jan 2022 - Mar 2024
-17.90
Sep 2000 - Oct 2003
-17.66
Sep 2000 - Oct 2003
-15.22
Sep 2000 - Aug 2003
-14.55
Sep 1987 - Apr 1989
-12.53
Sep 1987 - Jan 1989
-11.74
Sep 1987 - Jan 1989
-11.72
Sep 1987 - Jun 1988
-14.81
Sep 1987 - Apr 1989
-9.20
Jul 1990 - Jan 1991
-8.80
Jul 1990 - Jan 1991
-8.81
Jul 1990 - Jan 1991
-9.04
Jul 1990 - Jan 1991
-10.67
Jul 1990 - Jan 1991
5 Worst Drawdowns - Average
-16.57 -16.71 -16.25 -16.21 -17.18
10 Worst Drawdowns - Average
-11.71 -11.72 -11.42 -11.60 -12.06

For a deeper insight, please refer to the Aim Ways Odd-Stats Strategy Portfolio: ETF allocation and returns page.