Aim Ways Aim comfortable trip Portfolio: ETF allocation and returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 29 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.32%
1 Day
Feb 29 2024
0.90%
Current Month
February 2024

The Aim Ways Aim comfortable trip 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 Portfolio obtained a 7.34% compound annual return, with a 7.60% 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 Portfolio has the following asset allocation:

40% Stocks
45% Fixed Income
15% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
13.00
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
11.00
QQQ
USD Invesco QQQ Trust Equity, U.S., Large Cap, Growth
10.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
6.00
USMV
USD iShares Edge MSCI Min Vol USA Equity, U.S., Large Cap
28.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
17.00
BSV
USD Vanguard Short-Term Bond Bond, U.S., Short Term
15.00
GLD
USD SPDR Gold Trust Commodity, Gold

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 Jan 31, 2024

The Aim Ways Aim comfortable trip Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
AIM WAYS AIM COMFORTABLE TRIP PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 29 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Aim Ways Aim comfortable trip Portfolio 0.32 0.90 -0.68 3.94 9.24 6.48 5.75 7.34 8.80
US Inflation Adjusted return -0.98 2.24 5.95 2.23 2.88 4.69 5.84
Components
EFV
USD iShares MSCI EAFE Value 0.19 Feb 29 2024 1.18 -1.07 2.87 8.71 5.46 3.37 5.20 8.89
QQQ
USD Invesco QQQ Trust 0.86 Feb 29 2024 5.28 1.82 9.11 42.50 20.71 18.09 13.76 14.56
IJS
USD iShares S&P Small-Cap 600 Value 0.79 Feb 29 2024 2.37 -5.45 -2.56 -3.13 7.33 7.77 10.06 11.75
USMV
USD iShares Edge MSCI Min Vol USA -0.13 Feb 29 2024 2.09 2.17 6.94 11.04 9.52 10.87 9.58 11.11
BNDX
USD Vanguard Total International Bond 0.14 Feb 29 2024 -0.54 -0.59 4.35 5.65 0.60 2.20 4.69 6.61
BSV
USD Vanguard Short-Term Bond 0.07 Feb 29 2024 -0.66 0.30 3.53 3.92 1.45 1.35 3.52 4.88
GLD
USD SPDR Gold Trust 0.52 Feb 29 2024 0.46 -1.42 3.35 5.04 8.60 4.61 5.48 4.73
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Aim Ways Aim comfortable trip Portfolio granted a 2.77% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Aim comfortable trip Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 8.38$, with a total return of 737.96% (7.34% annualized).

The Inflation Adjusted Capital now would be 3.96$, with a net total return of 295.86% (4.69% annualized).
An investment of 1$, since January 1985, now would be worth 26.98$, with a total return of 2598.31% (8.80% annualized).

The Inflation Adjusted Capital now would be 9.19$, with a net total return of 819.23% (5.84% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Aim Ways Aim comfortable trip Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS AIM COMFORTABLE TRIP PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.68 8.80 3.94 9.24 3.42 6.48 5.75 6.87 7.34 8.80
Infl. Adjusted Return (%) details -0.98 8.04 2.24 5.95 -2.13 2.23 2.88 4.19 4.69 5.84
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.47 -15.56 -15.56 -15.56 -20.15 -20.15 -20.15
Start to Recovery (# months) details 4 24 24 24 23 23 23
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 7 7 7
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2009 09 2009 09 2009 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-15.56 -15.56 -15.56
Start to Recovery (# months) details 24 24 24
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 15 15 15 15 15 15
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2023 12 2023 12 2023 12
Longest negative period (# months) details 7 31 31 31 38 39 39
Period Start (yyyy mm) 2023 04 2021 04 2021 04 2021 04 2006 01 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2003 03 2003 03
Annualized Return (%) -0.31 -0.05 -0.05 -0.05 -0.10 -0.19 -0.19
Deepest Drawdown Depth (%) -5.37 -22.16 -22.16 -22.16 -22.16 -22.16 -22.16
Start to Recovery (# months) details 5 32* 32* 32* 32* 32* 32*
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Start to Bottom (# months) 3 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-12.44 -12.44
Start to Recovery (# months) details 36 36
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2021 06 2000 09 2000 09
Start to Bottom (# months) 3 16 16 16 16 25 25
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 09 2002 09
Bottom to End (# months) 2 16 16 16 16 11 11
End (yyyy mm) 2023 12 - - - - 2003 08 2003 08
Longest negative period (# months) details 9 36* 52 65 65 65 65
Period Start (yyyy mm) 2023 02 2021 02 2019 07 2017 05 2017 05 2017 05 2017 05
Period End (yyyy mm) 2023 10 2024 01 2023 10 2022 09 2022 09 2022 09 2022 09
Annualized Return (%) -2.57 -2.13 -0.22 -0.01 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.34 9.19 9.18 7.40 7.71 7.60 7.65
Sharpe Ratio 0.50 0.13 0.51 0.62 0.72 0.67 0.63
Sortino Ratio 0.75 0.18 0.69 0.86 0.97 0.90 0.84
Ulcer Index 1.83 5.84 4.79 3.60 4.15 3.76 3.51
Ratio: Return / Standard Deviation 1.11 0.37 0.71 0.78 0.89 0.97 1.15
Ratio: Return / Deepest Drawdown 2.07 0.22 0.42 0.37 0.34 0.36 0.44
% Positive Months details 50% 52% 61% 62% 62% 63% 66%
Positive Months 6 19 37 75 151 230 311
Negative Months 6 17 23 45 89 130 158
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.75 8.98 9.96 12.02
Worst 10 Years Return (%) - Annualized 4.45 4.45 4.45
Best 10 Years Return (%) - Annualized 2.88 7.09 7.33 8.61
Worst 10 Years Return (%) - Annualized 1.88 1.88 1.88
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 30.78 17.55 13.51 9.96 8.74 7.34
Worst Rolling Return (%) - Annualized -18.95 -1.22 3.23 4.45 6.29
% Positive Periods 84% 98% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.15 30.69 19.86 11.28 7.13 6.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.07 3.95 4.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 28.03 14.80 11.22 7.33 6.32 4.69
Worst Rolling Return (%) - Annualized -21.07 -3.34 -0.51 1.88 4.01
% Positive Periods 79% 89% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.15 30.69 19.86 11.28 7.13 6.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.07 3.95 4.92
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 32.74 19.81 16.55 12.02 10.87 9.75
Worst Rolling Return (%) - Annualized -18.95 -1.22 3.23 4.45 6.29 7.19
% Positive Periods 86% 99% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.15 30.69 19.86 11.28 7.13 6.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.07 3.95 4.85
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 30.66 16.31 12.43 8.61 7.61 6.84
Worst Rolling Return (%) - Annualized -21.07 -3.34 -0.51 1.88 4.01 4.55
% Positive Periods 80% 91% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.15 30.69 19.86 11.28 7.13 6.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.07 3.95 4.85
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 31 January 2024
Swipe left to see all data
Asset
EFV
QQQ
IJS
USMV
BNDX
BSV
GLD
EFV
-
0.45
0.83
0.81
0.53
0.48
0.12
QQQ
0.45
-
0.51
0.65
0.76
0.58
0.38
IJS
0.83
0.51
-
0.59
0.54
0.33
-0.02
USMV
0.81
0.65
0.59
-
0.73
0.72
0.44
BNDX
0.53
0.76
0.54
0.73
-
0.91
0.59
BSV
0.48
0.58
0.33
0.72
0.91
-
0.68
GLD
0.12
0.38
-0.02
0.44
0.59
0.68
-
Asset
EFV
QQQ
IJS
USMV
BNDX
BSV
GLD
EFV
-
0.63
0.86
0.75
0.37
0.28
0.16
QQQ
0.63
-
0.67
0.79
0.63
0.44
0.27
IJS
0.86
0.67
-
0.71
0.39
0.17
0.06
USMV
0.75
0.79
0.71
-
0.55
0.34
0.31
BNDX
0.37
0.63
0.39
0.55
-
0.81
0.40
BSV
0.28
0.44
0.17
0.34
0.81
-
0.47
GLD
0.16
0.27
0.06
0.31
0.40
0.47
-
Asset
EFV
QQQ
IJS
USMV
BNDX
BSV
GLD
EFV
-
0.65
0.77
0.71
0.25
0.17
0.09
QQQ
0.65
-
0.65
0.78
0.47
0.31
0.11
IJS
0.77
0.65
-
0.69
0.28
0.08
-0.03
USMV
0.71
0.78
0.69
-
0.49
0.29
0.20
BNDX
0.25
0.47
0.28
0.49
-
0.78
0.36
BSV
0.17
0.31
0.08
0.29
0.78
-
0.47
GLD
0.09
0.11
-0.03
0.20
0.36
0.47
-
Asset
EFV
QQQ
IJS
USMV
BNDX
BSV
GLD
EFV
-
0.56
0.75
0.74
0.15
0.11
0.13
QQQ
0.56
-
0.62
0.78
0.11
0.04
0.02
IJS
0.75
0.62
-
0.76
0.12
0.03
0.03
USMV
0.74
0.78
0.76
-
0.17
0.13
0.06
BNDX
0.15
0.11
0.12
0.17
-
0.59
0.24
BSV
0.11
0.04
0.03
0.13
0.59
-
0.35
GLD
0.13
0.02
0.03
0.06
0.24
0.35
-
Asset
EFV
QQQ
IJS
USMV
BNDX
BSV
GLD
EFV
-
0.60
0.76
0.78
0.21
0.17
0.05
QQQ
0.60
-
0.67
0.80
0.15
0.07
-0.05
IJS
0.76
0.67
-
0.78
0.15
0.07
-0.03
USMV
0.78
0.80
0.78
-
0.22
0.18
-0.03
BNDX
0.21
0.15
0.15
0.22
-
0.66
0.15
BSV
0.17
0.07
0.07
0.18
0.66
-
0.22
GLD
0.05
-0.05
-0.03
-0.03
0.15
0.22
-

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 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-20.15% Nov 2007 Feb 2009 16 Sep 2009 7 23 10.02
-15.56% Jan 2022 Sep 2022 9 Dec 2023 15 24 7.08
-9.39% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.14
-8.35% Jun 2002 Sep 2002 4 May 2003 8 12 4.77
-7.64% Sep 2000 Sep 2001 13 May 2002 8 21 3.98
-7.22% May 1998 Aug 1998 4 Oct 1998 2 6 2.93
-5.67% May 2011 Sep 2011 5 Jan 2012 4 9 2.09
-5.21% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.12
-4.92% Mar 2015 Sep 2015 7 Mar 2016 6 13 2.56
-4.78% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.42
-4.39% Apr 2012 May 2012 2 Aug 2012 3 5 2.00
-4.02% May 2010 Jun 2010 2 Sep 2010 3 5 2.26
-3.99% Oct 1997 Dec 1997 3 Feb 1998 2 5 2.39
-3.94% May 2013 Jun 2013 2 Sep 2013 3 5 1.75
-3.57% Apr 2000 May 2000 2 Jun 2000 1 3 2.11
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 145 2.5 Months 40.17%
 
DD = 0% 40.17%
 
0% < DD <= -5% 179 2.0 Months 49.58%
 
DD <= -5% 89.75%
 
-5% < DD <= -10% 25 14.4 Months 6.93%
 
DD <= -10% 96.68%
 
-10% < DD <= -15% 6 60.2 Months 1.66%
 
DD <= -15% 98.34%
 
-15% < DD <= -20% 5 72.2 Months 1.39%
 
DD <= -20% 99.72%
 
-20% < DD <= -25% 1 361.0 Months 0.28%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.16% Jun 2021 Sep 2022 16 in progress 16 32 12.50
-21.47% Nov 2007 Feb 2009 16 Nov 2009 9 25 11.16
-12.44% Sep 2000 Sep 2002 25 Aug 2003 11 36 7.03
-9.12% Feb 2020 Mar 2020 2 Jun 2020 3 5 4.17
-7.90% May 1998 Aug 1998 4 Oct 1998 2 6 3.31
-6.71% May 2011 Sep 2011 5 Jan 2012 4 9 2.78
-6.26% Feb 1994 Jan 1995 12 May 1995 4 16 4.37
-6.06% Feb 2018 Dec 2018 11 Apr 2019 4 15 2.55
-5.79% Mar 2015 Sep 2015 7 Jun 2016 9 16 3.03
-4.35% Oct 1997 Dec 1997 3 Feb 1998 2 5 2.64
-4.35% Apr 2012 May 2012 2 Aug 2012 3 5 1.96
-4.21% May 2013 Jun 2013 2 Sep 2013 3 5 1.96
-4.13% Dec 1996 Mar 1997 4 May 1997 2 6 2.29
-3.93% May 2010 Jun 2010 2 Sep 2010 3 5 2.27
-3.69% Apr 2000 May 2000 2 Aug 2000 3 5 1.87
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 118 3.1 Months 32.69%
 
DD = 0% 32.69%
 
0% < DD <= -5% 167 2.2 Months 46.26%
 
DD <= -5% 78.95%
 
-5% < DD <= -10% 40 9.0 Months 11.08%
 
DD <= -10% 90.03%
 
-10% < DD <= -15% 21 17.2 Months 5.82%
 
DD <= -15% 95.84%
 
-15% < DD <= -20% 11 32.8 Months 3.05%
 
DD <= -20% 98.89%
 
-20% < DD <= -25% 4 90.3 Months 1.11%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-20.15% Nov 2007 Feb 2009 16 Sep 2009 7 23 10.02
-15.56% Jan 2022 Sep 2022 9 Dec 2023 15 24 7.08
-11.65% Sep 1987 Nov 1987 3 Oct 1988 11 14 5.29
-9.39% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.14
-8.36% Jan 1990 Oct 1990 10 Feb 1991 4 14 4.03
-8.35% Jun 2002 Sep 2002 4 May 2003 8 12 4.77
-7.64% Sep 2000 Sep 2001 13 May 2002 8 21 3.98
-7.22% May 1998 Aug 1998 4 Oct 1998 2 6 2.93
-5.67% May 2011 Sep 2011 5 Jan 2012 4 9 2.09
-5.21% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.12
-4.92% Mar 2015 Sep 2015 7 Mar 2016 6 13 2.56
-4.78% Sep 2018 Dec 2018 4 Feb 2019 2 6 2.42
-4.39% Apr 2012 May 2012 2 Aug 2012 3 5 2.00
-4.02% May 2010 Jun 2010 2 Sep 2010 3 5 2.26
-3.99% Oct 1997 Dec 1997 3 Feb 1998 2 5 2.39
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 209 2.2 Months 44.47%
 
DD = 0% 44.47%
 
0% < DD <= -5% 216 2.2 Months 45.96%
 
DD <= -5% 90.43%
 
-5% < DD <= -10% 31 15.2 Months 6.60%
 
DD <= -10% 97.02%
 
-10% < DD <= -15% 8 58.8 Months 1.70%
 
DD <= -15% 98.72%
 
-15% < DD <= -20% 5 94.0 Months 1.06%
 
DD <= -20% 99.79%
 
-20% < DD <= -25% 1 470.0 Months 0.21%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.16% Jun 2021 Sep 2022 16 in progress 16 32 12.50
-21.47% Nov 2007 Feb 2009 16 Nov 2009 9 25 11.16
-13.46% Dec 1989 Oct 1990 11 May 1991 7 18 6.58
-12.49% Sep 1987 Nov 1987 3 May 1989 18 21 5.83
-12.44% Sep 2000 Sep 2002 25 Aug 2003 11 36 7.03
-9.12% Feb 2020 Mar 2020 2 Jun 2020 3 5 4.17
-7.90% May 1998 Aug 1998 4 Oct 1998 2 6 3.31
-6.71% May 2011 Sep 2011 5 Jan 2012 4 9 2.78
-6.26% Feb 1994 Jan 1995 12 May 1995 4 16 4.37
-6.06% Feb 2018 Dec 2018 11 Apr 2019 4 15 2.55
-5.79% Mar 2015 Sep 2015 7 Jun 2016 9 16 3.03
-4.35% Oct 1997 Dec 1997 3 Feb 1998 2 5 2.64
-4.35% Apr 2012 May 2012 2 Aug 2012 3 5 1.96
-4.21% May 2013 Jun 2013 2 Sep 2013 3 5 1.96
-4.13% Dec 1996 Mar 1997 4 May 1997 2 6 2.29
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 167 2.8 Months 35.53%
 
DD = 0% 35.53%
 
0% < DD <= -5% 209 2.2 Months 44.47%
 
DD <= -5% 80.00%
 
-5% < DD <= -10% 53 8.9 Months 11.28%
 
DD <= -10% 91.28%
 
-10% < DD <= -15% 26 18.1 Months 5.53%
 
DD <= -15% 96.81%
 
-15% < DD <= -20% 11 42.7 Months 2.34%
 
DD <= -20% 99.15%
 
-20% < DD <= -25% 4 117.5 Months 0.85%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.95 03/2008
02/2009
0.81$ -0.17 0.99$ 8.38 1.08$ 14.75 1.14$ 30.78 03/2009
02/2010
1.30$ 9.24 15.19%
2Y -6.60 03/2007
02/2009
0.87$ 2.19 1.04$ 7.99 1.16$ 11.88 1.25$ 23.25 03/2009
02/2011
1.51$ 2.59 8.01%
3Y -1.22 03/2006
02/2009
0.96$ 4.09 1.12$ 7.52 1.24$ 11.18 1.37$ 17.55 03/2009
02/2012
1.62$ 3.42 1.23%
5Y 3.23 10/2017
09/2022
1.17$ 5.32 1.29$ 7.16 1.41$ 10.34 1.63$ 13.51 03/2009
02/2014
1.88$ 6.48 0.00%
7Y 4.49 04/2013
03/2020
1.36$ 6.07 1.51$ 7.41 1.64$ 8.79 1.80$ 10.21 04/2003
03/2010
1.97$ 6.25 0.00%
10Y 4.45 10/2012
09/2022
1.54$ 6.27 1.83$ 7.60 2.07$ 8.85 2.33$ 9.96 10/2002
09/2012
2.58$ 5.75 0.00%
15Y 5.25 11/2007
10/2022
2.15$ 6.78 2.67$ 7.62 3.00$ 8.36 3.33$ 8.79 12/1994
11/2009
3.53$ 7.77 0.00%
20Y 6.29 04/2000
03/2020
3.38$ 7.04 3.89$ 7.56 4.29$ 8.02 4.67$ 8.74 07/1994
06/2014
5.34$ 6.87 0.00%
30Y 7.34 02/1994
01/2024
8.37$ 7.34 8.37$ 7.34 8.37$ 7.34 8.37$ 7.34 02/1994
01/2024
8.37$ 7.34 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.07 11/2007
10/2008
0.78$ -2.24 0.97$ 5.64 1.05$ 11.95 1.11$ 28.03 03/2009
02/2010
1.28$ 5.95 20.34%
2Y -8.48 03/2007
02/2009
0.83$ -0.21 0.99$ 5.64 1.11$ 9.11 1.19$ 20.67 03/2009
02/2011
1.45$ -2.03 15.43%
3Y -3.34 04/2000
03/2003
0.90$ 2.00 1.06$ 5.28 1.16$ 8.29 1.27$ 14.80 03/2009
02/2012
1.51$ -2.13 10.15%
5Y -0.51 10/2017
09/2022
0.97$ 3.27 1.17$ 4.83 1.26$ 7.55 1.43$ 11.22 03/2009
02/2014
1.70$ 2.23 0.66%
7Y 1.45 11/2015
10/2022
1.10$ 3.96 1.31$ 5.16 1.42$ 6.15 1.51$ 8.17 11/2008
10/2015
1.73$ 2.67 0.00%
10Y 1.88 10/2012
09/2022
1.20$ 4.04 1.48$ 5.43 1.69$ 6.23 1.82$ 7.33 04/2003
03/2013
2.02$ 2.88 0.00%
15Y 2.80 11/2007
10/2022
1.51$ 4.56 1.95$ 5.26 2.15$ 5.88 2.35$ 6.30 10/2002
09/2017
2.50$ 5.08 0.00%
20Y 4.01 11/2003
10/2023
2.19$ 4.64 2.47$ 5.25 2.78$ 5.65 2.99$ 6.32 02/1995
01/2015
3.40$ 4.19 0.00%
30Y 4.69 02/1994
01/2024
3.95$ 4.69 3.95$ 4.69 3.95$ 4.69 3.95$ 4.69 02/1994
01/2024
3.95$ 4.69 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.95 03/2008
02/2009
0.81$ 0.96 1.00$ 8.82 1.08$ 16.14 1.16$ 32.74 05/1985
04/1986
1.32$ 9.24 13.10%
2Y -6.60 03/2007
02/2009
0.87$ 2.96 1.06$ 8.49 1.17$ 12.80 1.27$ 28.31 03/1985
02/1987
1.64$ 2.59 6.05%
3Y -1.22 03/2006
02/2009
0.96$ 4.58 1.14$ 8.32 1.27$ 11.56 1.38$ 19.81 03/1985
02/1988
1.71$ 3.42 0.92%
5Y 3.23 10/2017
09/2022
1.17$ 5.69 1.31$ 7.91 1.46$ 10.70 1.66$ 16.55 01/1985
12/1989
2.15$ 6.48 0.00%
7Y 4.49 04/2013
03/2020
1.36$ 6.26 1.52$ 8.18 1.73$ 10.20 1.97$ 14.21 01/1985
12/1991
2.53$ 6.25 0.00%
10Y 4.45 10/2012
09/2022
1.54$ 6.45 1.86$ 8.42 2.24$ 9.83 2.55$ 12.02 10/1985
09/1995
3.11$ 5.75 0.00%
15Y 5.25 11/2007
10/2022
2.15$ 7.07 2.78$ 8.17 3.24$ 9.33 3.81$ 12.41 01/1985
12/1999
5.78$ 7.77 0.00%
20Y 6.29 04/2000
03/2020
3.38$ 7.24 4.04$ 8.16 4.79$ 9.20 5.81$ 10.87 01/1985
12/2004
7.87$ 6.87 0.00%
30Y 7.19 11/1993
10/2023
8.01$ 7.60 9.00$ 8.16 10.51$ 8.57 11.77$ 9.75 01/1985
12/2014
16.30$ 7.34 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.07 11/2007
10/2008
0.78$ -1.87 0.98$ 5.82 1.05$ 12.88 1.12$ 30.66 05/1985
04/1986
1.30$ 5.95 19.43%
2Y -8.48 03/2007
02/2009
0.83$ 0.78 1.01$ 5.72 1.11$ 9.59 1.20$ 25.11 03/1985
02/1987
1.56$ -2.03 12.78%
3Y -3.34 04/2000
03/2003
0.90$ 2.14 1.06$ 5.59 1.17$ 8.41 1.27$ 16.31 03/1985
02/1988
1.57$ -2.13 8.06%
5Y -0.51 10/2017
09/2022
0.97$ 3.52 1.18$ 5.16 1.28$ 7.75 1.45$ 12.43 01/1985
12/1989
1.79$ 2.23 0.49%
7Y 1.45 11/2015
10/2022
1.10$ 4.20 1.33$ 5.46 1.45$ 7.13 1.61$ 9.89 01/1985
12/1991
1.93$ 2.67 0.00%
10Y 1.88 10/2012
09/2022
1.20$ 4.49 1.55$ 5.79 1.75$ 6.74 1.91$ 8.61 11/1990
10/2000
2.28$ 2.88 0.00%
15Y 2.80 11/2007
10/2022
1.51$ 4.84 2.03$ 5.51 2.23$ 6.42 2.54$ 8.94 01/1985
12/1999
3.61$ 5.08 0.00%
20Y 4.01 11/2003
10/2023
2.19$ 4.83 2.56$ 5.59 2.96$ 6.26 3.36$ 7.61 01/1985
12/2004
4.33$ 4.19 0.00%
30Y 4.55 11/1993
10/2023
3.79$ 4.97 4.28$ 5.55 5.05$ 6.05 5.82$ 6.84 01/1985
12/2014
7.28$ 4.69 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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

Seasonality

In which months is it better to invest in Aim Ways Aim comfortable trip 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.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.53
40%
-0.77
40%
-0.34
80%
1.03
80%
0.31
40%
0.77
60%
2.03
100%
-0.16
60%
-2.38
20%
1.03
60%
2.83
80%
1.85
80%
Best 5.3
2023
1.2
2019
2.8
2023
5.6
2020
2.3
2020
4.4
2019
3.6
2020
2.2
2020
0.6
2019
2.9
2022
5.2
2023
4.2
2023
Worst -2.3
2022
-2.9
2020
-6.7
2020
-4.4
2022
-2.3
2019
-4.2
2022
0.5
2019
-3.4
2022
-5.2
2022
-0.7
2020
-0.8
2021
-2.0
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.08
60%
0.23
60%
0.05
60%
0.84
90%
0.34
60%
0.56
50%
1.39
90%
-0.02
60%
-1.46
30%
0.59
60%
1.53
70%
0.74
60%
Best 5.3
2023
3.2
2014
2.9
2016
5.6
2020
2.3
2020
4.4
2019
3.6
2020
2.2
2020
0.6
2019
3.5
2015
5.2
2023
4.2
2023
Worst -2.3
2022
-2.9
2020
-6.7
2020
-4.4
2022
-2.3
2019
-4.2
2022
-1.2
2014
-3.4
2022
-5.2
2022
-3.0
2018
-0.9
2015
-2.2
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.06
68%
0.48
62%
0.61
67%
1.00
79%
0.73
69%
0.41
56%
0.99
69%
0.32
64%
0.00
54%
0.44
64%
1.19
64%
1.50
79%
Best 6.9
1987
4.3
1986
4.2
1986
5.6
2020
4.9
2003
4.4
2019
5.2
2009
5.1
1986
5.4
1998
5.2
2011
5.2
2023
6.5
1991
Worst -3.3
1990
-4.0
2001
-6.7
2020
-4.4
2022
-4.1
2012
-4.2
2022
-4.6
2002
-6.6
1998
-5.2
2022
-10.2
2008
-2.5
2000
-2.2
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Aim Ways Aim comfortable trip 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 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
230 Positive Months (64%) - 130 Negative Months (36%)
311 Positive Months (66%) - 158 Negative Months (34%)
Swipe left to see all data
(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:
  • EFV - iShares MSCI EAFE Value (EFV), up to December 2005
  • QQQ - Invesco QQQ Trust (QQQ), up to December 1999
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • USMV - iShares Edge MSCI Min Vol USA (USMV), up to December 2011
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013
  • BSV - Vanguard Short-Term Bond (BSV), up to December 2007
  • GLD - SPDR Gold Trust (GLD), up to December 2004

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Gold Pivot Ptf Aim Ways +7.69 8.21 -19.49 22 44 34
Golden Butterfly Tyler +7.47 7.74 -17.79 40 40 20
Aim comfortable trip Aim Ways +7.34 7.60 -20.15 40 45 15

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
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