Consolidated Returns as of 30 June 2024
Managing the Aim Ways Ulcer Free Strategy To EUR Portfolio with a yearly rebalancing, you would have obtained a 6.95% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 6.76%.
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 Jun 30, 2024
Implementing different rebalancing strategies, the Aim Ways Ulcer Free Strategy To EUR Portfolio guaranteed the following returns.
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)
| Return (%) and number of rebalances as of Jun 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~31Y) |
|||||
| Yearly Rebalancing | 9.54 | (1) | 4.95 | (5) | 6.15 | (10) | 6.95 | (30) | 6.38 | (31) |
| Half Yearly Rebalancing | 9.24 | (2) | 4.80 | (10) | 6.13 | (20) | 6.73 | (60) | 6.16 | (61) |
| Quarterly Rebalancing | 9.11 | (4) | 4.76 | (20) | 6.10 | (40) | 6.76 | (120) | 6.20 | (122) |
| 5% Tolerance per asset | 9.67 | (1) | 4.96 | (2) | 6.24 | (4) | 6.96 | (13) | 6.39 | (13) |
| 10% Tolerance per asset | 10.27 | (0) | 5.52 | (1) | 6.74 | (2) | 7.14 | (5) | 6.57 | (5) |
In order to have complete information about the portfolio, please refer to the Aim Ways Ulcer Free Strategy To EUR Portfolio: ETF allocation and returns page.
Performances as of Jun 30, 2024
Historical returns and stats of Aim Ways Ulcer Free Strategy To EUR Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| Yearly Rebalancing | 6.38 | (31) | 8.13 | 0.78 | -17.95 | 0.36 |
| Half Yearly Rebalancing | 6.16 | (61) | 8.07 | 0.76 | -17.86 | 0.34 |
| Quarterly Rebalancing | 6.20 | (122) | 8.09 | 0.77 | -17.91 | 0.35 |
| 5% Tolerance per asset | 6.39 | (13) | 8.13 | 0.79 | -17.92 | 0.36 |
| 10% Tolerance per asset | 6.57 | (5) | 8.28 | 0.79 | -17.92 | 0.37 |
Drawdowns as of Jun 30, 2024
Historical Drawdowns of Aim Ways Ulcer Free Strategy To EUR Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
|||
|---|---|---|---|---|
| Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-17.95
Feb 1994 - Jan 1996
|
-17.86
Feb 1994 - Jan 1996
|
-17.91
Feb 1994 - Jan 1996
|
-17.92
Feb 1994 - Jan 1996
|
-17.92
Feb 1994 - Jan 1996
|
|
-16.08
Nov 2000 - Oct 2008
|
-16.92
Nov 2000 - Nov 2008
|
-15.09
Nov 2000 - Feb 2006
|
-15.64
Nov 2000 - Oct 2008
|
-17.10
Sep 2000 - Oct 2008
|
|
-11.52
Dec 2021 - Jun 2024
|
-11.58
Dec 2021 - Jun 2024
|
-11.64
Dec 2021 - Jun 2024
|
-12.54
Dec 2021 - Jun 2024
|
-11.65
Dec 2021 - Jun 2024
|
|
-8.42
Aug 2012 - Aug 2014
|
-8.96
Aug 2012 - Aug 2014
|
-9.10
Aug 2012 - Aug 2014
|
-8.95
Aug 2012 - Aug 2014
|
-8.95
Aug 2012 - Aug 2014
|
|
-8.16
Sep 2010 - Sep 2011
|
-8.15
Sep 2010 - Sep 2011
|
-8.13
Mar 2017 - Feb 2019
|
-8.07
Sep 2010 - Sep 2011
|
-8.07
Sep 2010 - Sep 2011
|
| 5 Worst Drawdowns - Average | ||||
| -12.42 | -12.69 | -12.37 | -12.62 | -12.74 |
| 10 Worst Drawdowns - Average | ||||
| -9.22 | -9.31 | -9.38 | -9.25 | -9.45 |
For a deeper insight, please refer to the Aim Ways Ulcer Free Strategy To EUR Portfolio: ETF allocation and returns page.
