Managing the Stocks/Bonds 60/40 with Bitcoin Portfolio with a yearly rebalancing, you would have obtained a 64.69% compound annual return in the last 10 Years.
With a quarterly rebalancing, over the same period, the return would have been 12.03%.
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 Feb 28, 2026
Implementing different rebalancing strategies, the Stocks/Bonds 60/40 with Bitcoin 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 Feb 28, 2026 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y |
MAX (~15Y) |
||||
| No Rebalancing | -20.57 | (0) | 8.22 | (0) | 64.69 | (0) | 75.54 | (0) |
| Yearly Rebalancing | 11.98 | (1) | 8.38 | (5) | 13.36 | (10) | 18.93 | (16) |
| Half Yearly Rebalancing | 12.00 | (2) | 8.08 | (10) | 12.03 | (20) | 17.61 | (31) |
| Quarterly Rebalancing | 12.21 | (4) | 8.30 | (20) | 11.88 | (40) | 14.67 | (61) |
| 5% Tolerance per asset | 11.98 | (0) | 8.07 | (3) | 11.75 | (8) | 14.56 | (15) |
| 10% Tolerance per asset | 12.95 | (1) | 8.57 | (2) | 12.16 | (3) | 16.80 | (6) |
In order to have complete information about the portfolio, please refer to the Stocks/Bonds 60/40 with Bitcoin Portfolio: ETF allocation and returns page.
Performances as of Feb 28, 2026
Historical returns and stats of Stocks/Bonds 60/40 with Bitcoin Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 75.54 | (0) | 136.09 | 0.56 | -79.49 | 0.95 |
| Yearly Rebalancing | 18.93 | (16) | 33.74 | 0.56 | -42.67 | 0.44 |
| Half Yearly Rebalancing | 17.61 | (31) | 16.06 | 1.10 | -21.43 | 0.82 |
| Quarterly Rebalancing | 14.67 | (61) | 11.97 | 1.23 | -21.39 | 0.69 |
| 5% Tolerance per asset | 14.56 | (15) | 12.52 | 1.16 | -21.85 | 0.67 |
| 10% Tolerance per asset | 16.80 | (6) | 18.01 | 0.93 | -21.53 | 0.78 |
Drawdowns as of Feb 28, 2026
Historical Drawdowns of Stocks/Bonds 60/40 with Bitcoin Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-79.49
Dec 2013 - Feb 2017
|
-42.67
Jul 2011 - Oct 2013
|
-21.43
Jan 2022 - Feb 2024
|
-21.39
Jan 2022 - Feb 2024
|
-21.85
Jan 2022 - Feb 2024
|
-21.53
Jan 2022 - Feb 2024
|
|
-75.44
Jan 2018 - Nov 2020
|
-22.56
Dec 2013 - Apr 2017
|
-12.82
Feb 2020 - Jul 2020
|
-12.82
Feb 2020 - Jun 2020
|
-12.82
Feb 2020 - Jun 2020
|
-13.29
Feb 2020 - Jul 2020
|
|
-72.98
Nov 2021 - Mar 2024
|
-21.46
Jan 2022 - Feb 2024
|
-9.04
Sep 2018 - Apr 2019
|
-8.80
Sep 2018 - Apr 2019
|
-9.73
Sep 2018 - Apr 2019
|
-12.65
Jul 2011 - Jul 2012
|
|
-42.67
Jul 2011 - Jan 2013
|
-12.82
Feb 2020 - Jul 2020
|
-8.75
Jul 2011 - Jan 2012
|
-8.75
Jul 2011 - Jan 2012
|
-8.75
Jul 2011 - Jan 2012
|
-8.93
Sep 2018 - Apr 2019
|
|
-42.10
Aug 2025 - In progress
|
-8.77
Sep 2018 - Apr 2019
|
-6.95
Dec 2013 - Aug 2014
|
-5.37
Aug 2015 - Nov 2015
|
-5.43
Jun 2015 - Apr 2016
|
-5.43
Jun 2015 - Apr 2016
|
| 5 Worst Drawdowns - Average | |||||
| -62.53 | -21.66 | -11.80 | -11.43 | -11.72 | -12.37 |
| 10 Worst Drawdowns - Average | |||||
| -42.54 | -12.71 | -8.24 | -7.87 | -7.86 | -8.18 |
For a deeper insight, please refer to the Stocks/Bonds 60/40 with Bitcoin Portfolio: ETF allocation and returns page.
