Aim Ways Aim Bold Strategy Portfolio: ETF allocation and returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024
Live Update: May 17 2024 Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.26%
1 Day
May 17 2024
4.23%
Current Month
May 2024

The Aim Ways Aim Bold Strategy Portfolio is a High Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 45% on the Stock Market and for 15% on Commodities.

In the last 30 Years, the Aim Ways Aim Bold Strategy Portfolio obtained a 8.49% compound annual return, with a 9.90% standard deviation.

Table of contents
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About the Author

Hello. I am "AIM WAYS". I was bord in 1969; I live in Italy and I'm Italian; my name is Carmine.

For almost 15 years -I was not yet 21 years old- I was a tied-agent on behalf of a leading Italian asset management company. Thereafter, I abandoned single-mandate model, and for 13 years I was involved in straightforward consulting.

With changing regulations in the industry sector, in 2018 I decided to permanently abandon the classic 'Output-Economy' approach (focused on the placement of instruments) to face a new concept: financial coaching.

Challenge consists in being able to generate income revenues (for me), with value and full reward for the investor/prospect.

It is the cornerstone of the 'Outcome-Economy': a new 'ecosystem' in which, RELATIONSHIP (Advisory), is the main pillar, through major tool: 'Goal based investing'; my policy does NOT allow "recommenda- tions on financial instruments."

Basically, I focus on the 'CORE' stages of <Consulting Process>; that is: once the 'anamnesis' is taken and the correct 'therapy' (including 'dosage') is identified, it will then be the interactor -now sufficiently learned- to choose both 'pharmacy' and specific 'medicine'.

After all these years professionally engaged in personal finance, I still manage to be passionate about the world of investments.

Portfolio Overview

This portfolio is designed for a long-run strategy.

Reasoning behind this solution is to impact (and join) growth of economies, through an effective strategy WITHOUT concentrating too many asset-classes in the US.

I turned careful eye to 'PRESIDING' of volatility (with tolerable Standard Deviation) and SHARPE index, which measures payoff of the personal 'RISK' budget spent in the market.

The search for a fair level of decoupling, required the inevitable use of an appropriate contribution of GOLD as a stable commodity in the allocation.

This is NOT a one-size-fits-all strategy, nor can it be called 'LAZY' in the strictest sense. But, if you have understood benefits of 'Buying Time' and diversifying, and know you will NOT risk losing all your money, then we can sit down at a table....

Even if only to reason about it.

In hindsight, a not-so-traditional "Perpetual Withdrawal Rate" also emerged. But that was NOT part of the program.

Asset Allocation and ETFs

The Aim Ways Aim Bold Strategy Portfolio has the following asset allocation:

45% Stocks
40% Fixed Income
15% Commodities

The Aim Ways Aim Bold Strategy Portfolio can be implemented with the following ETFs:

Weight
(%)		 Investment Themes (Orig.Currency) ETF
Ticker		 ETF
Currency		 ETF Name
15.00 Equity, U.S., Large Cap, Growth (USD)
QQQ
USD Invesco QQQ Trust
15.00 Equity, U.S., Large Cap (USD)
VTI
USD Vanguard Total Stock Market
10.00 Equity, Developed Europe, Large Cap (USD)
VGK
USD Vanguard FTSE Europe
5.00 Equity, Broad Asia, Large Cap (USD)
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF
20.00 Bond, Developed Markets, All-Term (USD)
BNDX
USD Vanguard Total International Bond
20.00 Bond, U.S., Intermediate-Term (USD)
HYG
USD iShares iBoxx $ High Yield Corporate Bond
15.00 Commodity, Gold (USD)
GLD
USD SPDR Gold Trust

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Apr 30, 2024

The Aim Ways Aim Bold Strategy Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: May 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Consolidated returns as of 30 April 2024
Live Update: May 17 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Aim Ways Aim Bold Strategy Portfolio 0.26 4.23 -1.66 14.10 13.84 8.01 7.23 8.49 9.51
US Inflation Adjusted return -1.96 12.03 10.14 3.68 4.26 5.80 6.52
Components
QQQ
USD Invesco QQQ Trust -0.05 May 17 2024 6.40 -4.37 21.47 32.51 18.27 18.09 14.23 14.52
VTI
USD Vanguard Total Stock Market 0.14 May 17 2024 5.51 -4.34 20.73 21.94 12.27 11.72 10.29 11.15
VGK
USD Vanguard FTSE Europe 0.27 May 17 2024 6.81 -2.55 18.38 7.06 6.78 4.15 6.87 9.83
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF 0.47 May 17 2024 7.79 0.58 12.88 4.53 0.67 3.30 4.35 7.51
BNDX
USD Vanguard Total International Bond -0.27 May 17 2024 0.85 -1.40 5.25 3.50 0.01 1.97 4.85 6.54
HYG
USD iShares iBoxx $ High Yield Corporate Bond 0.01 May 17 2024 1.83 -1.35 8.38 7.46 2.40 3.08 5.58 6.84
GLD
USD SPDR Gold Trust 1.65 May 17 2024 5.56 2.99 15.09 14.65 11.82 5.48 5.91 5.01
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%
Live update: World Markets and Indexes

In 2023, the Aim Ways Aim Bold Strategy Portfolio granted a 3.07% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Aim Bold Strategy Portfolio: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 11.54$, with a total return of 1053.88% (8.49% annualized).

The Inflation Adjusted Capital now would be 5.42$, with a net total return of 442.30% (5.80% annualized).
An investment of 1$, since January 1985, now would be worth 35.58$, with a total return of 3458.25% (9.51% annualized).

The Inflation Adjusted Capital now would be 11.99$, with a net total return of 1098.55% (6.52% annualized).
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Portfolio Metrics as of Apr 30, 2024

Metrics of Aim Ways Aim Bold Strategy Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -1.66 3.27 14.10 13.84 3.61 8.01 7.23 8.15 8.49 9.51
Infl. Adjusted Return (%) details -1.96 2.11 12.03 10.14 -1.79 3.68 4.26 5.41 5.80 6.52
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.81
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.40 -20.16 -20.16 -20.16 -30.09 -30.09 -30.09
Start to Recovery (# months) details 4 24 24 24 29 29 29
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 15 15 15 13 13 13
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2010 03 2010 03 2010 03
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -25.79 -25.79
Start to Recovery (# months) details 47 47
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 9 9 9 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 1 15 15 15 13 17 17
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2010 03 2004 02 2004 02
Longest negative period (# months) details 6 30 30 30 51 53 53
Period Start (yyyy mm) 2023 05 2021 05 2021 05 2021 05 2004 12 2000 03 2000 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2004 07 2004 07
Annualized Return (%) -0.46 -1.01 -1.01 -1.01 -0.04 -0.13 -0.13
Deepest Drawdown Depth (%) -6.29 -25.62 -25.62 -25.62 -31.24 -31.24 -31.24
Start to Recovery (# months) details 5 32* 32* 32* 30 30 30
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 19 19 19 14 14 14
End (yyyy mm) 2023 12 - - - 2010 04 2010 04 2010 04
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -25.62 -29.82 -29.82
Start to Recovery (# months) details 32* 69 69
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2000 04 2000 04
Start to Bottom (# months) 3 13 13 13 13 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 2002 09
Bottom to End (# months) 2 19 19 19 19 39 39
End (yyyy mm) 2023 12 - - - - 2005 12 2005 12
Longest negative period (# months) details 6 36* 46 57 58 112 112
Period Start (yyyy mm) 2023 05 2021 05 2020 01 2018 02 2004 05 1999 11 1999 11
Period End (yyyy mm) 2023 10 2024 04 2023 10 2022 10 2009 02 2009 02 2009 02
Annualized Return (%) -3.35 -1.79 -0.18 -0.09 -0.77 -0.13 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.34 11.61 11.68 9.46 9.98 9.90 9.64
Sharpe Ratio 0.92 0.08 0.52 0.63 0.68 0.63 0.57
Sortino Ratio 1.33 0.11 0.71 0.86 0.91 0.84 0.76
Ulcer Index 2.13 8.43 6.78 5.10 6.39 7.65 6.91
Ratio: Return / Standard Deviation 1.48 0.31 0.69 0.76 0.82 0.86 0.99
Ratio: Return / Deepest Drawdown 2.56 0.18 0.40 0.36 0.27 0.28 0.32
% Positive Months details 58% 55% 61% 64% 64% 64% 65%
Positive Months 7 20 37 77 154 231 311
Negative Months 5 16 23 43 86 129 161
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 7.23 11.15 11.15 14.17
Worst 10 Years Return (%) - Annualized 5.69 3.32 3.32
Best 10 Years Return (%) - Annualized 4.26 9.23 9.23 11.10
Worst 10 Years Return (%) - Annualized 3.09 0.71 0.71
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 41.81 22.32 18.47 11.15 9.39 8.49
Worst Rolling Return (%) - Annualized -27.35 -7.69 1.32 3.32 5.89
% Positive Periods 81% 92% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.64 27.14 16.77 9.37 6.02 7.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.78 3.13 6.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 38.82 19.46 15.72 9.23 6.87 5.80
Worst Rolling Return (%) - Annualized -29.96 -9.90 -1.29 0.71 3.73
% Positive Periods 77% 85% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.64 27.14 16.77 9.37 6.02 7.62
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.78 3.13 6.22
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Apr 2024)
Best Rolling Return (%) - Annualized 41.81 22.32 18.47 14.17 11.12 10.16
Worst Rolling Return (%) - Annualized -27.35 -7.69 1.32 3.32 5.89 8.00
% Positive Periods 83% 94% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.64 27.14 16.77 9.37 6.02 6.44
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.78 3.13 5.27
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 38.82 19.46 15.72 11.10 7.85 7.24
Worst Rolling Return (%) - Annualized -29.96 -9.90 -1.29 0.71 3.73 5.34
% Positive Periods 78% 88% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.64 27.14 16.77 9.37 6.02 6.44
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.78 3.13 5.27
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 April 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Aim Ways Aim Bold Strategy Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Aim Ways Aim Bold Strategy Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Aim Ways Aim Bold Strategy Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
231 Positive Months (64%) - 129 Negative Months (36%)
311 Positive Months (66%) - 161 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • QQQ - Invesco QQQ Trust (QQQ), up to December 1999
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • VGK - Vanguard FTSE Europe (VGK), up to December 2005
  • AAXJ - iShares MSCI All Country Asia ex-Japan ETF (AAXJ), up to August 2008
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
  • GLD - SPDR Gold Trust (GLD), up to December 2004

Portfolio efficiency

No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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