The conventional view of rebalancing is that it’s a way to enhance long-term returns for investors while keeping their portfolio on target to achieve long-term goals. However, when rebalancing across different asset classes, like stocks and bonds, systematic rebalancing is more likely to reduce returns with the benefit of also reducing risk.

This webcast covers why it’s still necessary to consider the optimal frequency for rebalancing, which as it turns out, is not based on a fixed time horizon like monthly, quarterly or annually rebalancing. Instead, it is best done by targeting asset allocation thresholds at which a rebalancing trade will trigger – however long it takes to get there! To help you optimize your rebalancing strategies, this webcast covers ways to enhance returns and reduce risks with in-depth examples and discussions.