Consolidated Returns as of 30 April 2024
Managing the Aim Ways Ulcer Free Strategy Portfolio with a yearly rebalancing, you would have obtained a 6.76% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.61%.
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 Apr 30, 2024
Implementing different rebalancing strategies, the Aim Ways Ulcer Free Strategy 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 Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~39Y) |
|||||
| Yearly Rebalancing | 4.55 | (1) | 3.66 | (5) | 4.17 | (10) | 6.76 | (30) | 7.64 | (39) |
| Half Yearly Rebalancing | 4.37 | (2) | 3.55 | (10) | 4.16 | (20) | 6.59 | (60) | 7.52 | (78) |
| Quarterly Rebalancing | 4.19 | (4) | 3.59 | (20) | 4.16 | (40) | 6.61 | (120) | 7.56 | (156) |
| 5% Tolerance per asset | 5.09 | (1) | 3.82 | (2) | 4.42 | (3) | 6.95 | (10) | 7.80 | (11) |
| 10% Tolerance per asset | 6.50 | (0) | 4.09 | (0) | 4.87 | (1) | 7.29 | (4) | 8.07 | (4) |
In order to have complete information about the portfolio, please refer to the Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns page.
Performances as of Apr 30, 2024
Historical returns and stats of Aim Ways Ulcer Free Strategy Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 7.64 | (39) | 5.62 | 1.36 | -17.05 | 0.45 |
| Half Yearly Rebalancing | 7.52 | (78) | 5.57 | 1.35 | -17.00 | 0.44 |
| Quarterly Rebalancing | 7.56 | (156) | 5.58 | 1.35 | -17.06 | 0.44 |
| 5% Tolerance per asset | 7.80 | (11) | 5.71 | 1.37 | -17.99 | 0.43 |
| 10% Tolerance per asset | 8.07 | (4) | 5.84 | 1.38 | -18.35 | 0.44 |
Drawdowns as of Apr 30, 2024
Historical Drawdowns of Aim Ways Ulcer Free Strategy Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-17.05
Sep 2021 - In progress
|
-17.00
Sep 2021 - In progress
|
-17.06
Sep 2021 - In progress
|
-17.99
Sep 2021 - In progress
|
-18.35
Sep 2021 - In progress
|
|
-12.38
Mar 2008 - Jul 2009
|
-12.61
Mar 2008 - Jul 2009
|
-12.94
Mar 2008 - Jul 2009
|
-12.41
Mar 2008 - Jul 2009
|
-13.02
Mar 2008 - Jul 2009
|
|
-7.22
Feb 1994 - May 1995
|
-7.22
Feb 1994 - Apr 1995
|
-7.23
Feb 1994 - May 1995
|
-7.28
Feb 1994 - May 1995
|
-7.91
Feb 1994 - Apr 1995
|
|
-4.85
May 2013 - Jan 2014
|
-4.85
May 2013 - Feb 2014
|
-4.98
May 2013 - Feb 2014
|
-5.06
May 2013 - Feb 2014
|
-4.87
May 2013 - Jan 2014
|
|
-4.57
Dec 1989 - Jun 1990
|
-4.61
Dec 1989 - Jun 1990
|
-4.61
Dec 1989 - Jun 1990
|
-4.52
Dec 1989 - Jun 1990
|
-4.52
Dec 1989 - Jun 1990
|
| 5 Worst Drawdowns - Average | ||||
| -9.21 | -9.26 | -9.36 | -9.45 | -9.73 |
| 10 Worst Drawdowns - Average | ||||
| -6.60 | -6.54 | -6.60 | -6.61 | -6.78 |
For a deeper insight, please refer to the Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns page.
