Aim Ways Gold Pivot Ptf To EUR Portfolio: ETF allocation and returns

Simulation Settings

Period: January 1985 - May 2026 (~41 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1€

Rebalancing: at every Jan 1^st

Currency: EUR

Inflation: Eurozone

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Results

Inflation Adj:

The Aim Ways Gold Pivot Ptf To EUR Portfolio can be implemented with 5 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 22% on the Stock Market, 44% on Fixed Income, 34% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 44% allocation to bonds, leading to its classification as high risk.

As of May 2026, in the previous 30 Years, the Aim Ways Gold Pivot Ptf To EUR Portfolio obtained a 8.52% compound annual return, with a 9.03% standard deviation. It suffered a maximum drawdown of -22.73% that required 65 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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

To effectively implement the asset allocation of the Aim Ways Gold Pivot Ptf To EUR Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

          22% Stocks
        
          44% Fixed Income
        
          34% Commodities

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Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
16.00	SXRV.DE	EUR	iShares Nasdaq 100	Equity, U.S., Large Cap, Growth (USD)
6.00	IBCK.DE	EUR	iShares Edge S&P 500 Minimum Volatility	Equity, U.S., Large Cap (USD)
31.00	EUNU.DE	EUR	iShares Core Global Aggregate Bond	Bond, Global, All-Term (Mix)
13.00	IS0R.DE	EUR	iShares USD High Yield Corporate Bond	Bond, U.S., Intermediate-Term (USD)
34.00	PHAU	EUR	WisdomTree Physical Gold	Commodity, Gold (USD)

Most Lazy Portfolios consist of common, well-defined asset classes.
For a more complete view, discover the most popular ETFs used to build these portfolios.

Portfolio and ETF Returns as of May 31, 2026

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

AIM WAYS GOLD PIVOT PTF TO EUR PORTFOLIO

Capital Growth

Inflation Adj:

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			Chg (%)		Return (%)	Return (%) as of May 31, 2026
			1 Day	Time ET^(*)	---	YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
Investment Return			---		---	5.48	2.41	5.97	19.50	11.45	9.49	8.52	7.39
Eurozone Inflation Adjusted Return						2.94	2.32	3.26	15.87	6.83	6.49	6.33	5.11
Component Returns
SXRV.DE	EUR	iShares Nasdaq 100	---	0	---	20.07	11.83	19.00	38.89	18.79	20.95	14.05	13.79
IBCK.DE	EUR	iShares Edge S&P 500 Minimum Volatility	---	0	---	4.53	4.51	4.24	9.30	10.02	10.16	9.55	9.85
EUNU.DE	EUR	iShares Core Global Aggregate Bond	---	0	---	-0.50	0.80	-1.30	-1.21	-1.04	-0.08	3.55	3.93
IS0R.DE	EUR	iShares USD High Yield Corporate Bond	---	0	---	2.47	1.07	1.12	4.42	5.05	4.61	5.71	5.70
PHAU	EUR	WisdomTree Physical Gold	---	0	---	5.37	-0.58	7.78	34.84	19.79	13.21	8.44	5.23
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Eurozone Inflation is updated to May 2026. Inflation (annualized) is 1Y: 3.13% , 5Y: 4.33% , 10Y: 2.82% , 30Y: 2.06%

Components correlation, as of 31 May 2026

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Learn about historical correlations here: see how the main asset classes relate to each other.

Readings that may interest you

Portfolio Metrics as of May 31, 2026

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

AIM WAYS GOLD PIVOT PTF TO EUR PORTFOLIO

Advanced Metrics

1 January 1985 - 31 May 2026 (~41 years)

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	Metrics as of May 31, 2026
	YTD (5M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~41Y)
Investment Return (%)	5.48	2.41	-0.57	5.97	19.50	15.49	11.45	9.49	9.09	8.52	7.39
Growth of 1€	1.05	1.02	0.99	1.06	1.20	1.54	1.72	2.48	5.70	11.62	19.15
Infl. Adjusted Return (%)	2.94	2.32	-2.90	3.26	15.87	12.63	6.83	6.49	6.81	6.33	5.11
Eurozone Inflation (%)	2.46	0.09	2.40	2.63	3.13	2.53	4.33	2.82	2.13	2.06	2.17
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-0.57	-4.50	-4.50	-7.63	-7.63	-12.05	-22.73	-22.73
Start to Recovery (# months)				3*	3*	3*	13	13	24	65	65
Start (yyyy mm)					2026 03	2026 03	2022 05	2022 05	2012 10	2000 09	2000 09
Start to Bottom (# months)					1	1	8	8	9	31	31
Bottom (yyyy mm)					2026 03	2026 03	2022 12	2022 12	2013 06	2003 03	2003 03
Bottom to End (# months)					2	2	5	5	15	34	34
End (yyyy mm)					-	-	2023 05	2023 05	2014 09	2006 01	2006 01
Longest Drawdown Depth (%)					same	-3.56	same	-6.59	same	same	same
Start to Recovery (# months)					same	7	same	23	same	same	same
Start (yyyy mm)					2026 03	2025 03	2022 05	2017 03	2012 10	2000 09	2000 09
Start to Bottom (# months)					1	4	8	13	9	31	31
Bottom (yyyy mm)					2026 03	2025 06	2022 12	2018 03	2013 06	2003 03	2003 03
Bottom to End (# months)					2	3	5	10	15	34	34
End (yyyy mm)					-	2025 09	2023 05	2019 01	2014 09	2006 01	2006 01
Longest negative period (# months)					3	7	21	22	28	73	90
Start (yyyy mm)					2026 02	2025 02	2022 01	2016 07	2012 02	2000 09	1985 03
End (yyyy mm)					2026 04	2025 08	2023 09	2018 04	2014 05	2006 09	1992 08
Annualized Return (%)					-2.70	-0.90	-0.07	-0.04	-0.14	-0.06	-0.44
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%)				-2.90	-5.70	-5.70	-14.76	-14.76	-14.76	-27.39	-27.39
Start to Recovery (# months)				3*	3*	3*	30	30	30	111	111
Start (yyyy mm)					2026 03	2026 03	2022 01	2022 01	2022 01	2000 09	2000 09
Start to Bottom (# months)					1	1	12	12	12	31	31
Bottom (yyyy mm)					2026 03	2026 03	2022 12	2022 12	2022 12	2003 03	2003 03
Bottom to End (# months)					2	2	18	18	18	80	80
End (yyyy mm)					-	-	2024 06	2024 06	2024 06	2009 11	2009 11
Longest Drawdown Depth (%)					same	-5.27	same	same	same	same	same
Start to Recovery (# months)					same	8	same	same	same	same	same
Start (yyyy mm)					2026 03	2025 02	2022 01	2022 01	2022 01	2000 09	2000 09
Start to Bottom (# months)					1	5	12	12	12	31	31
Bottom (yyyy mm)					2026 03	2025 06	2022 12	2022 12	2022 12	2003 03	2003 03
Bottom to End (# months)					2	3	18	18	18	80	80
End (yyyy mm)					-	2025 09	2024 06	2024 06	2024 06	2009 11	2009 11
Longest negative period (# months)					4*	7	31	44	44	114	122
Start (yyyy mm)					2026 02	2024 12	2021 08	2020 02	2020 02	2000 03	1985 02
End (yyyy mm)					2026 05	2025 06	2024 02	2023 09	2023 09	2009 08	1995 03
Annualized Return (%)					-3.88	-3.21	-0.33	-0.26	-0.26	-0.01	-0.03
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					8.89	6.94	7.36	6.96	8.04	9.03	9.84
Sharpe Ratio					1.76	1.56	1.09	1.05	0.94	0.70	0.43
Sortino Ratio					2.20	2.10	1.50	1.54	1.38	0.99	0.61
Ulcer Index					1.57	1.30	2.22	2.46	3.30	7.14	7.43
Ratio: Return / Standard Deviation					2.19	2.23	1.56	1.36	1.13	0.94	0.75
Ratio: Return / Deepest Drawdown					4.33	3.44	1.50	1.24	0.75	0.37	0.32
Positive Months (%)					83.33	80.55	70.00	64.16	62.91	61.38	59.75
Positive Months					10	29	42	77	151	221	297
Negative Months					2	7	18	43	89	139	200
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								9.49	10.06	10.70	14.01
Worst 10 Years Return (%) - Annualized								9.49	6.13	3.50	2.32
Best 10 Years Return (%) - Annualized								6.49	8.59	8.82	11.34
Worst 10 Years Return (%) - Annualized								6.49	4.16	1.47	-0.05
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of May 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized					40.17	20.64	13.98	10.70	9.25	8.52
Worst Rolling Return (%) - Annualized					-15.61	-6.32	-2.47	3.50	5.94	8.52
Positive Periods (%)					79.9	90.4	96.3	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					37.36	19.04	11.94	8.82	6.99	6.33
Worst Rolling Return (%) - Annualized					-17.56	-8.50	-4.62	1.47	4.22	6.33
Positive Periods (%)					69.3	86.1	94.3	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		3.57	5.28	6.20	7.39	8.80	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		4.66	7.15	8.86	11.25	13.27	4.81	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		5.35	8.36	10.56	12.81	15.87	11.25	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		6.48	10.32	13.33	15.09	17.60	11.58	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					89.09	27.57	16.06	8.54	5.57	7.20
Perpetual Withdrawal Rate (%)					---	---	---	1.22	3.24	6.06
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - May 2026)
Best Rolling Return (%) - Annualized					40.17	20.64	19.09	14.01	9.61	8.71
Worst Rolling Return (%) - Annualized					-19.27	-6.32	-2.47	2.32	4.88	6.64
Positive Periods (%)					74.6	89.3	94.5	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					37.36	19.04	17.21	11.34	7.35	6.72
Worst Rolling Return (%) - Annualized					-22.77	-8.50	-4.62	-0.05	2.71	4.51
Positive Periods (%)					65.4	82.6	90.6	99.4	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		4.04	6.19	7.63	10.33	8.28	2.71	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.22	8.23	10.52	13.09	12.15	6.50	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		5.97	9.54	12.38	15.34	15.12	10.74	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		7.21	11.68	15.39	17.49	16.61	11.47	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					88.35	27.57	16.06	8.54	5.57	4.73
Perpetual Withdrawal Rate (%)					---	---	---	---	2.44	3.52
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
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. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
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.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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.

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 GOLD PIVOT PTF TO EUR PORTFOLIO

Drawdown periods

Inflation Adj:

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Rolling Return Analysis

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 GOLD PIVOT PTF TO EUR PORTFOLIO

Annualized Rolling Returns — Over Time & Distribution

The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and two user-defined percentiles. The lower and upper percentiles (default: 15th and 85th) can be adjusted using the inputs above. They give insight into the distribution of the data, while the median represents the middle value.

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

AIM WAYS GOLD PIVOT PTF TO EUR PORTFOLIO

Annualized Rolling Returns

Inflation Adj:

Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

AIM WAYS GOLD PIVOT PTF TO EUR PORTFOLIO

Time to reach your Target Capital

Monthly Returns and Seasonality

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

AIM WAYS GOLD PIVOT PTF TO EUR PORTFOLIO

Monthly Returns Distribution

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Monthly Seasonality Analysis

41 full years are available for analysis


Avg Return (%)
Win Count
Loss Count
Win %
Worst Return (%)
Best Return (%)

For further information about the seasonality, check the Asset Class Seasonality page.

Methodology

Returns, up to December 2017, 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:

iShares Nasdaq 100 (SXRV.DE), up to December 2010
iShares Edge S&P 500 Minimum Volatility (IBCK.DE), up to April 2014
iShares Core Global Aggregate Bond (EUNU.DE), up to December 2017
iShares USD High Yield Corporate Bond (IS0R.DE), up to August 2012
WisdomTree Physical Gold (PHAU), up to January 2008

Portfolio efficiency

Compare Aim Ways Gold Pivot Ptf To EUR Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

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			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

Compare this portfolio with up to 3 other portfolios.

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	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

	Intra Year Stats		Monthly Return (%)
Year	Return	Drawdown	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec

Table of contents

About the Author

Portfolio Overview

Asset Allocation and ETFs

Portfolio and ETF Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Return Analysis

Holding Periods and Returns

Time to Target

Monthly Returns and Seasonality

Portfolio efficiency