US Stocks To EUR Portfolio: Rebalancing Strategy

Data Source: from August 1953 to May 2024
Consolidated Returns as of 31 May 2024

Managing the US Stocks To EUR Portfolio with a yearly rebalancing, you would have obtained a 10.74% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 10.74%.

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.

Rebalancing can be performed in several ways.

At fixed time intervals:
  • Yearly: Jan 1st
  • Half Yearly: Jan 1st, Jul 1st
  • Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
When a component (at least one) diverges from its original weight beyond a certain threshold (e.g. 5% or 10%).

Portfolio Returns as of May 31, 2024

Implementing different rebalancing strategies, the US Stocks To EUR Portfolio guaranteed the following returns.

According to the available data source, we assume we built the portfolio on August 1953.

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)
US STOCKS TO EUR PORTFOLIO RETURNS
Period: August 1953 - May 2024
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of May 31, 2024
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~71Y)
Yearly Rebalancing 24.65 (1) 15.57 (5) 14.67 (10) 10.74 (30) 11.25 (71)
Half Yearly Rebalancing 24.65 (2) 15.57 (10) 14.67 (20) 10.74 (60) 11.25 (141)
Quarterly Rebalancing 24.65 (4) 15.57 (20) 14.67 (40) 10.74 (120) 11.25 (283)
5% Tolerance per asset 24.65 (0) 15.57 (0) 14.67 (0) 10.74 (0) 11.25 (0)
10% Tolerance per asset 24.65 (0) 15.57 (0) 14.67 (0) 10.74 (0) 11.25 (0)

In order to have complete information about the portfolio, please refer to the US Stocks To EUR Portfolio: ETF allocation and returns page.

Performances as of May 31, 2024

Historical returns and stats of US Stocks To EUR Portfolio, after implementing different rebalancing strategies.

US STOCKS TO EUR PORTFOLIO PERFORMANCES
Period: August 1953 - May 2024
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
Yearly Rebalancing 11.25 (71) 16.27 0.69 -57.85 0.19
Half Yearly Rebalancing 11.25 (141) 16.27 0.69 -57.85 0.19
Quarterly Rebalancing 11.25 (283) 16.27 0.69 -57.85 0.19
5% Tolerance per asset 11.25 (0) 16.27 0.69 -57.85 0.19
10% Tolerance per asset 11.25 (0) 16.27 0.69 -57.85 0.19
(*) Since Aug 1953 (~71 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of May 31, 2024

Historical Drawdowns of US Stocks To EUR Portfolio, after implementing different rebalancing strategies.

US STOCKS TO EUR PORTFOLIO DRAWDOWNS
Period: August 1953 - May 2024
Swipe left to see all data
Rebalancing
Tolerance per asset
Yearly Half Yearly Quarterly 5% 10%
-57.85
Sep 2000 - Mar 2013
-57.85
Sep 2000 - Mar 2013
-57.85
Sep 2000 - Mar 2013
-57.85
Sep 2000 - Mar 2013
-57.85
Sep 2000 - Mar 2013
-50.18
Jan 1973 - Mar 1979
-50.18
Jan 1973 - Mar 1979
-50.18
Jan 1973 - Mar 1979
-50.18
Jan 1973 - Mar 1979
-50.18
Jan 1973 - Mar 1979
-36.03
Sep 1987 - Apr 1989
-36.03
Sep 1987 - Apr 1989
-36.03
Sep 1987 - Apr 1989
-36.03
Sep 1987 - Apr 1989
-36.03
Sep 1987 - Apr 1989
-33.58
Sep 1989 - May 1991
-33.58
Sep 1989 - May 1991
-33.58
Sep 1989 - May 1991
-33.58
Sep 1989 - May 1991
-33.58
Sep 1989 - May 1991
-29.75
Dec 1968 - Mar 1971
-29.75
Dec 1968 - Mar 1971
-29.75
Dec 1968 - Mar 1971
-29.75
Dec 1968 - Mar 1971
-29.75
Dec 1968 - Mar 1971
5 Worst Drawdowns - Average
-41.48 -41.48 -41.48 -41.48 -41.48
10 Worst Drawdowns - Average
-30.20 -30.20 -30.20 -30.20 -30.20

For a deeper insight, please refer to the US Stocks To EUR Portfolio: ETF allocation and returns page.