Consolidated Returns as of 31 October 2024
Managing the US Cash Portfolio with a yearly rebalancing, you would have obtained a 2.29% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 2.29%.
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 Oct 31, 2024
Implementing different rebalancing strategies, the US Cash 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 Oct 31, 2024 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~154Y) |
|||||
No Rebalancing | 5.32 | (0) | 2.23 | (0) | 1.53 | (0) | 2.29 | (0) | 4.00 | (0) |
Yearly Rebalancing | 5.32 | (1) | 2.23 | (5) | 1.53 | (10) | 2.29 | (30) | 4.00 | (154) |
Half Yearly Rebalancing | 5.32 | (2) | 2.23 | (10) | 1.53 | (20) | 2.29 | (60) | 4.00 | (308) |
Quarterly Rebalancing | 5.32 | (4) | 2.23 | (20) | 1.53 | (40) | 2.29 | (120) | 4.00 | (616) |
5% Tolerance per asset | 5.32 | (0) | 2.23 | (0) | 1.53 | (0) | 2.29 | (0) | 4.00 | (0) |
10% Tolerance per asset | 5.32 | (0) | 2.23 | (0) | 1.53 | (0) | 2.29 | (0) | 4.00 | (0) |
In order to have complete information about the portfolio, please refer to the US Cash Portfolio: ETF allocation and returns page.
Performances as of Oct 31, 2024
Historical returns and stats of US Cash Portfolio, after implementing different rebalancing strategies.
Standard Deviation
|
Max Drawdown (%)
|
|||||
---|---|---|---|---|---|---|
Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
No Rebalancing | 4.00 | (0) | 0.76 | 5.24 | -0.42 | 9.50 |
Yearly Rebalancing | 4.00 | (154) | 0.76 | 5.24 | -0.42 | 9.50 |
Half Yearly Rebalancing | 4.00 | (308) | 0.76 | 5.24 | -0.42 | 9.50 |
Quarterly Rebalancing | 4.00 | (616) | 0.76 | 5.24 | -0.42 | 9.50 |
5% Tolerance per asset | 4.00 | (0) | 0.76 | 5.24 | -0.42 | 9.50 |
10% Tolerance per asset | 4.00 | (0) | 0.76 | 5.24 | -0.42 | 9.50 |
Drawdowns as of Oct 31, 2024
Historical Drawdowns of US Cash Portfolio, after implementing different rebalancing strategies.
Rebalancing
|
Tolerance per asset
|
||||
---|---|---|---|---|---|
No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
-0.42
Nov 2009 - Aug 2017
|
-0.42
Nov 2009 - Aug 2017
|
-0.42
Nov 2009 - Aug 2017
|
-0.42
Nov 2009 - Aug 2017
|
-0.42
Nov 2009 - Aug 2017
|
-0.42
Nov 2009 - Aug 2017
|
-0.28
Oct 2008 - May 2009
|
-0.28
Oct 2008 - May 2009
|
-0.28
Oct 2008 - May 2009
|
-0.28
Oct 2008 - May 2009
|
-0.28
Oct 2008 - May 2009
|
-0.28
Oct 2008 - May 2009
|
-0.16
Apr 2020 - Jul 2022
|
-0.16
Apr 2020 - Jul 2022
|
-0.16
Apr 2020 - Jul 2022
|
-0.16
Apr 2020 - Jul 2022
|
-0.16
Apr 2020 - Jul 2022
|
-0.16
Apr 2020 - Jul 2022
|
-0.08
Jun 2009 - Sep 2009
|
-0.08
Jun 2009 - Sep 2009
|
-0.08
Jun 2009 - Sep 2009
|
-0.08
Jun 2009 - Sep 2009
|
-0.08
Jun 2009 - Sep 2009
|
-0.08
Jun 2009 - Sep 2009
|
-0.07
Apr 2008 - May 2008
|
-0.07
Apr 2008 - May 2008
|
-0.07
Apr 2008 - May 2008
|
-0.07
Apr 2008 - May 2008
|
-0.07
Apr 2008 - May 2008
|
-0.07
Apr 2008 - May 2008
|
5 Worst Drawdowns - Average | |||||
-0.20 | -0.20 | -0.20 | -0.20 | -0.20 | -0.20 |
10 Worst Drawdowns - Average | |||||
not enough data | not enough data | not enough data | not enough data | not enough data | not enough data |
For a deeper insight, please refer to the US Cash Portfolio: ETF allocation and returns page.