Aim Ways Aim comfortable trip To EUR Portfolio: ETF allocation and returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024
Currency: EUR

This asset allocation page contains ETF(s) that are not available in our database in the destination currency (EUR).
We retained the original tickers and calculated returns using historical exchange rates or interest rate differentials in case currency hedging.

It's on you to opt for ETFs that mirror the same benchmark in the destination currency (EUR). The actual returns would be comparable, but they can fluctuate due to variations in sampling methodologies, annual fees, and the specific timing of exchange rate we use for month-end calculations. It is possible that you do not have access to ETFs in currency (hedged or not) that are similar to the original ones.

The Aim Ways Aim comfortable trip To EUR Portfolio is a High Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 40% on the Stock Market and for 15% on Commodities.

In the last 30 Years, the Aim Ways Aim comfortable trip To EUR Portfolio obtained a 7.90% compound annual return, with a 9.09% standard deviation.

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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

As the name of the portfolio states, aims to be a comforting financial journey: utmost care for ‘jolts’ on the stock markets.

It's about impacting global growth in a ‘stable’ way so that investors experience a feeling of comfort during the life of the investment, due to the blend of different asset classes. In the long run, therefore, there will always be an asset class that will add to the positive return of the plan.

Standard deviation consistent with asset allocation risk profile, effective Sharpe ratio, and real return-at the end of the business cycle- at least 2 to 3 points above inflation, are ‘drivers’ of the strategy. As a “final process output gap”, a fairly robust ‘perpetual withdrawal rate’ also results.

Let's analyze its composition:

  • 13% EAFE: large-cap stocks, international developed market (ex-US) with focus on value stocks; i.e., considered undervalued relative to their fundamentals.
  • 11% large-cap tech: Nasdaq-traded companies that include mainly technology and high-growth companies.
  • 10% S&P 600 small-cap: small-cap US companies, value-only.
  • 6% minimum volatility: US large-cap companies, but with low volatility, to mitigate their overall standard deviation.
  • 28% international developed markets bond, all-term: sizeable position in international bonds, to efficient credit risk.
  • 17% short-term bond market: all short-term bond issues, traded in the US; by their nature, much less sensitive to rate hikes.
  • 15% Gold trust commodity: tranche of “safe haven” asset as a defense against inflation, economic fall, or bearish phases.

Asset Allocation and ETFs

The Aim Ways Aim comfortable trip To EUR Portfolio has the following asset allocation:

40% Stocks
45% Fixed Income
15% Commodities

The Aim Ways Aim comfortable trip To EUR Portfolio can be implemented with the following ETFs:

Weight
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
13.00 Equity, EAFE, Large Cap, Value (USD)
EFV
→EUR iShares MSCI EAFE Value
11.00 Equity, U.S., Large Cap, Growth (USD)
QQQ
→EUR Invesco QQQ Trust
10.00 Equity, U.S., Small Cap, Value (USD)
IJS
→EUR iShares S&P Small-Cap 600 Value
6.00 Equity, U.S., Large Cap (USD)
USMV
→EUR iShares Edge MSCI Min Vol USA
28.00 Bond, Developed Markets, All-Term (USD)
BNDX
→EUR Vanguard Total International Bond
17.00 Bond, U.S., Short Term (USD)
BSV
→EUR Vanguard Short-Term Bond
15.00 Commodity, Gold (USD)
GLD
→EUR SPDR Gold Trust
The corresponding ETF in the destination currency is not present in our database. Returns are retrieved from the original ETF, applying currency exchange rates or hedging costs when applicable.

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 comfortable trip To EUR Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:
AIM WAYS AIM COMFORTABLE TRIP TO EUR PORTFOLIO
Consolidated returns as of 30 April 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 comfortable trip To EUR Portfolio n.a. n.a. -0.92 10.56 14.29 7.37 8.51 7.90 7.69
Euro Inflation Adjusted return -1.49 9.24 11.63 3.54 6.07 5.71 5.42
Components
EFV
→EUR iShares MSCI EAFE Value n.a. - n.a. -1.00 14.76 15.56 6.54 5.68 5.69 7.83
QQQ
→EUR Invesco QQQ Trust n.a. - n.a. -3.69 20.86 37.37 19.54 21.27 14.59 13.36
IJS
→EUR iShares S&P Small-Cap 600 Value n.a. - n.a. -5.83 15.07 10.78 7.33 10.17 10.53 10.50
USMV
→EUR iShares Edge MSCI Min Vol USA n.a. - n.a. -3.05 12.67 15.16 9.10 13.27 10.20 9.94
BNDX
→EUR Vanguard Total International Bond n.a. - n.a. -0.69 4.71 7.29 1.09 4.72 5.17 5.46
BSV
→EUR Vanguard Short-Term Bond n.a. - n.a. 0.01 2.23 5.58 2.09 3.97 3.89 3.76
GLD
→EUR SPDR Gold Trust n.a. - n.a. 3.73 14.51 18.85 13.02 8.33 6.24 3.94
The corresponding ETF in the destination currency is not present in our database. Returns are retrieved from the original ETF, applying currency exchange rates or hedging costs when applicable.
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 2.38% , 5Y: 3.70% , 10Y: 2.30% , 30Y: 2.07%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 1994, now would be worth 9.79€, with a total return of 878.52% (7.90% annualized).

The Inflation Adjusted Capital now would be 5.29€, with a net total return of 429.47% (5.71% annualized).
An investment of 1€, since January 1985, now would be worth 18.44€, with a total return of 1744.50% (7.69% annualized).

The Inflation Adjusted Capital now would be 7.99€, with a net total return of 698.64% (5.42% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of Aim Ways Aim comfortable trip To EUR Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS AIM COMFORTABLE TRIP TO EUR 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 (%) -0.92 3.36 10.56 14.29 7.22 7.37 8.51 7.66 7.90 7.69
Infl. Adjusted Return (%) details -1.49 1.35 9.24 11.63 1.56 3.54 6.07 5.44 5.71 5.42
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.15
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -0.92 -7.38 -8.86 -8.86 -12.60 -23.87 -27.84
Start to Recovery (# months) details 1* 16 11 11 31 61 24
Start (yyyy mm) 2024 04 2022 08 2020 02 2020 02 2007 06 2000 11 1989 09
Start to Bottom (# months) 1 5 2 2 13 29 14
Bottom (yyyy mm) 2024 04 2022 12 2020 03 2020 03 2008 06 2003 03 1990 10
Bottom to End (# months) 0 11 9 9 18 32 10
End (yyyy mm) - 2023 11 2020 12 2020 12 2009 12 2005 11 1991 08
Longest Drawdown Depth (%) -0.80
same as
deepest
-7.38 -7.27
same as
deepest

same as
deepest
-23.87
Start to Recovery (# months) details 3 16 18 61
Start (yyyy mm) 2023 09 2022 08 2022 08 2017 03 2007 06 2000 11 2000 11
Start to Bottom (# months) 2 5 5 5 13 29 29
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2017 07 2008 06 2003 03 2003 03
Bottom to End (# months) 1 11 11 13 18 32 32
End (yyyy mm) 2023 11 2023 11 2023 11 2018 08 2009 12 2005 11 2005 11
Longest negative period (# months) details 3 17 17 24 45 105 105
Period Start (yyyy mm) 2023 08 2021 12 2021 12 2017 01 2005 10 2000 09 2000 09
Period End (yyyy mm) 2023 10 2023 04 2023 04 2018 12 2009 06 2009 05 2009 05
Annualized Return (%) -2.77 -0.04 -0.04 -0.16 -0.07 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -1.64 -13.01 -13.01 -13.01 -18.20 -28.16 -31.26
Start to Recovery (# months) details 4 28* 28* 28* 48 113 40
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2000 11 1989 09
Start to Bottom (# months) 3 12 12 12 28 29 14
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 06 2003 03 1990 10
Bottom to End (# months) 1 16 16 16 20 84 26
End (yyyy mm) 2023 11 - - - 2010 02 2010 03 1992 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-28.16
Start to Recovery (# months) details 113
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2006 03 2000 11 2000 11
Start to Bottom (# months) 3 12 12 12 28 29 29
Bottom (yyyy mm) 2023 10 2022 12 2022 12 2022 12 2008 06 2003 03 2003 03
Bottom to End (# months) 1 16 16 16 20 84 84
End (yyyy mm) 2023 11 - - - 2010 02 2010 03 2010 03
Longest negative period (# months) details 5 31 45 45 57 117 117
Period Start (yyyy mm) 2023 06 2021 05 2020 02 2020 02 2004 07 2000 03 2000 03
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2009 03 2009 11 2009 11
Annualized Return (%) -0.91 -0.57 -0.37 -0.37 -0.06 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 4.89 6.84 7.49 7.84 7.90 9.09 10.67
Sharpe Ratio 1.84 0.67 0.73 0.92 0.80 0.62 0.35
Sortino Ratio 2.71 0.94 1.00 1.29 1.14 0.86 0.49
Ulcer Index 0.35 2.17 2.21 2.86 3.53 6.42 7.35
Ratio: Return / Standard Deviation 2.92 1.06 0.98 1.09 0.97 0.87 0.72
Ratio: Return / Deepest Drawdown 15.57 0.98 0.83 0.96 0.61 0.33 0.28
% Positive Months details 75% 63% 65% 63% 60% 59% 58%
Positive Months 9 23 39 76 145 215 276
Negative Months 3 13 21 44 95 145 196
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.51 10.56 10.56 16.97
Worst 10 Years Return (%) - Annualized 6.82 2.39 2.39
Best 10 Years Return (%) - Annualized 6.07 9.12 9.12 14.24
Worst 10 Years Return (%) - Annualized 4.81 0.33 0.33
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 38.23 22.19 20.57 10.56 9.70 7.90
Worst Rolling Return (%) - Annualized -23.36 -5.63 -1.15 2.39 5.32
% Positive Periods 81% 87% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.10 27.41 16.57 8.59 5.45 7.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.28 2.79 5.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 35.46 20.33 18.67 9.12 7.75 5.71
Worst Rolling Return (%) - Annualized -25.14 -7.75 -3.33 0.33 3.66
% Positive Periods 73% 84% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.10 27.41 16.57 8.59 5.45 7.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.28 2.79 5.92
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 48.23 23.73 20.57 16.97 9.70 9.07
Worst Rolling Return (%) - Annualized -23.85 -5.63 -1.15 2.39 5.32 7.43
% Positive Periods 77% 87% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.10 27.41 16.57 8.59 5.45 5.81
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.28 2.79 4.72
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 43.29 20.33 18.67 14.24 7.75 7.08
Worst Rolling Return (%) - Annualized -27.15 -7.75 -3.33 0.33 3.66 5.24
% Positive Periods 70% 84% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 85.10 27.41 16.57 8.59 5.45 5.81
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.28 2.79 4.72
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
Swipe left to see all data

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 COMFORTABLE TRIP TO EUR 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 COMFORTABLE TRIP TO EUR 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 comfortable trip To EUR Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Aim Ways Aim comfortable trip To EUR 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 comfortable trip To EUR Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AIM WAYS AIM COMFORTABLE TRIP TO EUR PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
215 Positive Months (60%) - 145 Negative Months (40%)
276 Positive Months (58%) - 196 Negative Months (42%)
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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.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

In particular, the series derived from equivalent datasets are:
  • EFV - iShares MSCI EAFE Value (EFV) to EUR, up to December 2005
  • QQQ - Invesco QQQ Trust (QQQ) to EUR, up to December 1999
  • IJS - iShares S&P Small-Cap 600 Value (IJS) to EUR, up to December 2000
  • USMV - iShares Edge MSCI Min Vol USA (USMV) to EUR, up to December 2011
  • BNDX - Vanguard Total International Bond (BNDX) to EUR, up to December 2013
  • BSV - Vanguard Short-Term Bond (BSV) to EUR, up to December 2007
  • GLD - SPDR Gold Trust (GLD) to EUR, up to December 2004
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