Consolidated Returns as of 31 March 2024
Managing the Stocks/Bonds 40/60 ESG Portfolio with a yearly rebalancing, you would have obtained a 5.16% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 5.19%.
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 Mar 31, 2024
Implementing different rebalancing strategies, the Stocks/Bonds 40/60 ESG Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Mar 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~19Y) |
||||
| Yearly Rebalancing | 13.29 | (1) | 6.34 | (5) | 5.16 | (10) | 6.23 | (19) |
| Half Yearly Rebalancing | 13.04 | (2) | 6.26 | (10) | 5.14 | (20) | 6.17 | (37) |
| Quarterly Rebalancing | 12.89 | (4) | 6.35 | (20) | 5.19 | (40) | 6.16 | (74) |
| 5% Tolerance per asset | 13.28 | (1) | 6.21 | (3) | 5.08 | (4) | 6.09 | (9) |
| 10% Tolerance per asset | 13.79 | (0) | 6.51 | (1) | 5.30 | (2) | 6.29 | (4) |
In order to have complete information about the portfolio, please refer to the Stocks/Bonds 40/60 ESG Portfolio: ETF allocation and returns page.
Performances as of Mar 31, 2024
Historical returns and stats of Stocks/Bonds 40/60 ESG Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 6.23 | (19) | 8.06 | 0.77 | -22.88 | 0.27 |
| Half Yearly Rebalancing | 6.17 | (37) | 8.11 | 0.76 | -23.61 | 0.26 |
| Quarterly Rebalancing | 6.16 | (74) | 8.19 | 0.75 | -24.30 | 0.25 |
| 5% Tolerance per asset | 6.09 | (9) | 8.19 | 0.74 | -23.72 | 0.26 |
| 10% Tolerance per asset | 6.29 | (4) | 8.36 | 0.75 | -23.69 | 0.27 |
Drawdowns as of Mar 31, 2024
Historical Drawdowns of Stocks/Bonds 40/60 ESG Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-22.88
Jun 2008 - Sep 2009
|
-23.61
Jun 2008 - Sep 2009
|
-24.30
Jun 2008 - Nov 2009
|
-23.72
Jun 2008 - Nov 2009
|
-23.69
Jun 2008 - Sep 2009
|
|
-19.76
Jan 2022 - In progress
|
-19.77
Jan 2022 - In progress
|
-19.82
Jan 2022 - In progress
|
-20.15
Jan 2022 - In progress
|
-20.15
Jan 2022 - In progress
|
|
-10.14
May 2011 - Feb 2012
|
-10.02
May 2011 - Feb 2012
|
-9.95
May 2011 - Feb 2012
|
-10.14
May 2011 - Feb 2012
|
-9.82
May 2011 - Feb 2012
|
|
-6.33
Feb 2020 - May 2020
|
-6.40
Feb 2018 - Mar 2019
|
-6.33
Feb 2018 - Mar 2019
|
-7.07
Feb 2020 - May 2020
|
-6.95
Feb 2020 - May 2020
|
|
-6.32
Feb 2018 - Mar 2019
|
-6.33
Feb 2020 - May 2020
|
-6.33
Feb 2020 - May 2020
|
-6.84
Feb 2018 - Apr 2019
|
-6.73
Feb 2018 - Mar 2019
|
| 5 Worst Drawdowns - Average | ||||
| -13.09 | -13.23 | -13.34 | -13.58 | -13.47 |
| 10 Worst Drawdowns - Average | ||||
| -8.38 | -8.42 | -8.43 | -8.59 | -8.74 |
For a deeper insight, please refer to the Stocks/Bonds 40/60 ESG Portfolio: ETF allocation and returns page.
