Wealthino Volatility & Rebalancing Lab

Portfolio Setup

Investment Horizon (years)

Equity

Target Allocation %

Volatility Hint

Debt

Target Allocation %

Volatility Hint

Gold

Target Allocation %

Volatility Hint

Total Allocation: 100%

Initial Lumpsum (₹)

Annual Top-Up / SIP (₹)

Annual Withdrawal / SWP (₹)

Threshold Band (± %)

Returns you enter in the grid are treated as actual or assumed annual returns. The Threshold scenario rebalances only when any asset drifts beyond the band you set.

Annual Returns — Manual Entry

Enter the assumed or actual return for each asset class, year by year. Negative numbers are accepted (use minus sign). The grid expands automatically with the chosen horizon.

Year	Equity Return (%)	Debt Return (%)	Gold Return (%)

Average Equity Return: — Average Debt Return: — Average Gold Return: —

Comparative Outlook

The portfolio recalculates live as you edit the annual returns or any setup field.

Awaiting your return inputs.

Click Load Illustrative Set to populate a sample sequence of returns, or enter your own assumptions year by year. Then press Run Simulation to compare three portfolio disciplines.

⚠ Corpus Exhausted Before Horizon

Drift

No Rebalancing

Buy & Hold — Allocation Drifts

Final Corpus

—

Wealth Created—

Effective CAGR (XIRR)—

Final Equity Weight—

Disciplined

Annual Rebalancing

Reset to Target Every Year-End

Final Corpus

—

Wealth Created—

Effective CAGR (XIRR)—

Rebalances—

Tax-Efficient

Threshold Rebalancing

Trigger Only on ±5% Drift

Final Corpus

—

Wealth Created—

Effective CAGR (XIRR)—

Rebalances—

Adviser's Note

—

Portfolio Growth — Three Disciplines Compared

Year-end portfolio value across the three scenarios. The vertical distance between the lines is the price of indiscipline (or, equally, the reward of it — markets do not always cooperate).

Volatility & Stability — The Quiet Difference

No Rebalancing

Std. Dev. of Annual Returns

—

Lower = steadier ride

Best Year

—

Worst Year

—

Max Drawdown

—

Annual Rebalancing

Std. Dev. of Annual Returns

—

Lower = steadier ride

Best Year

—

Worst Year

—

Max Drawdown

—

Threshold Rebalancing

Std. Dev. of Annual Returns

—

Lower = steadier ride

Best Year

—

Worst Year

—

Max Drawdown

—

Year-by-Year Comparison

End-of-year portfolio value across the three disciplines, with annual portfolio return for each. Rebalancing events are flagged.

Year	Invested (₹)	No Rebalance		Annual Rebal.		Threshold Rebal.
Year	Invested (₹)	Corpus (₹)	Yr Return	Corpus (₹)	Yr Return	Corpus (₹)	Yr Return

Important Information

The figures above are produced from return assumptions you have entered manually for illustration only. They are not a forecast and do not constitute a recommendation. Mutual fund investments are subject to market risks; please read all scheme-related documents carefully. Past returns of any asset class do not guarantee future performance. As a mutual fund distributor, WEALTHINO VENTURES PVT LTD does not offer assured-return products and does not recommend specific schemes outside the formal advisory framework. Tax incidence on rebalancing transactions has not been modelled here and should be considered separately. Methodology notes: the Effective CAGR is a money-weighted return (XIRR) based on the cash actually received; Standard Deviation, Best/Worst Year and Max Drawdown are time-weighted measures of the portfolio's annual investment returns (gross of contributions and withdrawals), so cashflows are not mistaken for market gains or losses. Drawdown is measured on year-end data and may understate intra-year falls. This output is intended for adviser-led client discussion and education.

Real Markets Do Not Move in Straight Lines.

Annual Returns — Manual Entry

Comparative Outlook

Awaiting your return inputs.

Portfolio Growth — Three Disciplines Compared

Volatility & Stability — The Quiet Difference

Year-by-Year Comparison