Aim Ways Shield Strategy Portfolio: ETF allocation and returns

Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 26 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.60%
1 Day
Apr 26 2024
1.11%
Current Month
April 2024

The Aim Ways Shield Strategy Portfolio is a High Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 42% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 8.96% compound annual return, with a 8.83% 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

“Shield Strategy” was founded with purpose defending the investment from strong swings in the U.S. market. Each asset-class works differently as a "shield" for its management.

Strategy's goal:
Specifically, it's a blended 'shield’ against several kinds of market risks. By diversifying between different asset classes, it reduces the negative volatility of management, improving its resilience in cases of market shocks.

Selected asset-classes:
Equity generates potential long-term growth, but not without volatility. Gold is ‘safe-haven’ par excellence; i.e.: in times of uncertainty or instability, people seek refuge in gold to ‘neutralize’ (balance) downside from other financial assets in the portfolio.

3-7 year Treasuries: short-and medium-term govern. bonds, less volatile than equities, provide stability. Corporate invest. grade, rated AAA, offer higher yields than Treas. maintaining the degree of safety.

Choosing to include etf or index funds, also helps to improve efficiency of the strategy.

Asset Allocation and ETFs

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

42% Stocks
38% Fixed Income
20% Commodities

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

Weight
(%)		 Investment Themes (Orig.Currency) ETF
Ticker		 ETF
Currency		 ETF Name
21.00 Equity, U.S., Large Cap (USD)
SPY
USD SPDR S&P 500
16.00 Equity, U.S., Large Cap, Growth (USD)
QQQ
USD Invesco QQQ Trust
5.00 Equity, U.S., Large Cap (USD)
USMV
USD iShares Edge MSCI Min Vol USA
22.00 Bond, U.S., All-Term (USD)
LQD
USD iShares Investment Grade Corporate Bond
16.00 Bond, U.S., Intermediate-Term (USD)
IEI
USD iShares 3-7 Year Treasury Bond
20.00 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 Mar 31, 2024

The Aim Ways Shield Strategy Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: April 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
AIM WAYS SHIELD STRATEGY PORTFOLIO
Consolidated returns as of 31 March 2024
Live Update: Apr 26 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Mar 31, 2024
  1 Day Time ET(*) Apr 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Aim Ways Shield Strategy Portfolio 0.60 -1.11 3.17 16.40 16.94 9.97 8.32 8.96 9.55
US Inflation Adjusted return 2.78 14.55 13.01 5.54 5.33 6.26 6.56
Components
SPY
USD SPDR S&P 500 0.95 Apr 26 2024 -2.83 3.27 23.24 29.63 14.96 12.85 10.54 11.49
QQQ
USD Invesco QQQ Trust 1.54 Apr 26 2024 -2.93 1.27 24.41 39.27 20.61 18.58 14.30 14.68
USMV
USD iShares Edge MSCI Min Vol USA -0.36 Apr 26 2024 -3.17 3.14 16.63 17.12 9.24 10.87 10.04 11.20
LQD
USD iShares Investment Grade Corporate Bond 0.38 Apr 26 2024 -3.11 1.54 9.13 3.63 1.39 2.59 5.26 6.69
IEI
USD iShares 3-7 Year Treasury Bond 0.11 Apr 26 2024 -1.67 0.43 3.81 0.98 0.28 1.11 4.26 5.71
GLD
USD SPDR Gold Trust 0.32 Apr 26 2024 5.30 8.67 19.99 12.28 11.01 5.23 5.69 4.94
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 5Y: 4.19% , 10Y: 2.84% , 30Y: 2.54%
Live update: World Markets and Indexes

In 2023, the Aim Ways Shield Strategy Portfolio granted a 1.94% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Shield Strategy Portfolio: Dividend Yield page.

Capital Growth as of Mar 31, 2024

An investment of 1$, since April 1994, now would be worth 13.13$, with a total return of 1212.72% (8.96% annualized).

The Inflation Adjusted Capital now would be 6.18$, with a net total return of 518.46% (6.26% annualized).
An investment of 1$, since January 1985, now would be worth 35.88$, with a total return of 3487.71% (9.55% annualized).

The Inflation Adjusted Capital now would be 12.12$, with a net total return of 1112.26% (6.56% annualized).
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Portfolio Metrics as of Mar 31, 2024

Metrics of Aim Ways Shield Strategy Portfolio, updated as of 31 March 2024.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS SHIELD STRATEGY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
Metrics as of Mar 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 3.17 5.16 16.40 16.94 6.25 9.97 8.32 8.41 8.96 9.55
Infl. Adjusted Return (%) details 2.78 3.98 14.55 13.01 0.59 5.54 5.33 5.67 6.26 6.56
US Inflation (%) 0.38 1.13 1.61 3.48 5.63 4.19 2.84 2.59 2.54 2.80
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.24 -19.36 -19.36 -19.36 -19.36 -19.36 -19.36
Start to Recovery (# months) details 4 24 24 24 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 Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -18.97 -18.97
Start to Recovery (# months) details 39 39
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 3 9 9 9 9 23 23
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2002 07 2002 07
Bottom to End (# months) 1 15 15 15 15 16 16
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2023 12 2003 11 2003 11
Longest negative period (# months) details 6 30 30 30 35 44 44
Period Start (yyyy mm) 2023 05 2021 05 2020 09 2020 09 2006 04 1999 02 1999 02
Period End (yyyy mm) 2023 10 2023 10 2023 02 2023 02 2009 02 2002 09 2002 09
Annualized Return (%) -1.08 -0.16 -0.72 -0.72 -0.22 -0.39 -0.39
Deepest Drawdown Depth (%) -6.13 -24.13 -24.13 -24.13 -24.13 -24.13 -24.13
Start to Recovery (# months) details 4 31* 31* 31* 31* 31* 31*
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 3 13 13 13 13 13 13
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 18 18 18 18 18 18
End (yyyy mm) 2023 11 - - - - - -
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -22.75 -22.75
Start to Recovery (# months) details 57 57
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) 1 18 18 18 18 27 27
End (yyyy mm) 2023 11 - - - - 2004 12 2004 12
Longest negative period (# months) details 7 35 42 42 55 107 107
Period Start (yyyy mm) 2023 04 2021 04 2020 05 2020 05 2004 04 2000 04 2000 04
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2008 10 2009 02 2009 02
Annualized Return (%) -2.63 -0.34 -0.14 -0.14 -0.33 -0.16 -0.16
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.88 11.61 11.15 8.94 8.71 8.83 8.75
Sharpe Ratio 1.32 0.32 0.73 0.79 0.81 0.76 0.64
Sortino Ratio 1.89 0.43 0.98 1.10 1.10 1.03 0.86
Ulcer Index 2.06 8.26 6.57 4.84 4.62 5.59 5.14
Ratio: Return / Standard Deviation 1.91 0.54 0.89 0.93 0.97 1.01 1.09
Ratio: Return / Deepest Drawdown 3.23 0.32 0.51 0.43 0.43 0.46 0.49
% Positive Months details 75% 61% 63% 62% 62% 63% 64%
Positive Months 9 22 38 75 150 229 304
Negative Months 3 14 22 45 90 131 167
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.32 10.34 10.59 13.74
Worst 10 Years Return (%) - Annualized 6.10 4.37 4.37
Best 10 Years Return (%) - Annualized 5.33 8.43 8.43 10.69
Worst 10 Years Return (%) - Annualized 3.49 1.74 1.74
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 30.65 20.42 18.35 10.59 9.57 8.96
Worst Rolling Return (%) - Annualized -18.89 -5.00 1.81 4.37 6.58
% Positive Periods 84% 96% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.15 28.34 17.67 9.77 6.32 7.86
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.81 3.66 6.59
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 27.90 17.73 15.60 8.43 7.15 6.26
Worst Rolling Return (%) - Annualized -22.10 -7.28 -0.63 1.74 4.41
% Positive Periods 81% 87% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.15 28.34 17.67 9.77 6.32 7.86
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.81 3.66 6.59
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Mar 2024)
Best Rolling Return (%) - Annualized 30.65 20.42 18.35 13.74 10.61 9.92
Worst Rolling Return (%) - Annualized -18.89 -5.00 1.81 4.37 6.58 8.35
% Positive Periods 85% 97% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.15 28.34 17.67 9.77 6.32 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.81 3.66 5.23
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 27.90 17.73 15.60 10.69 7.36 7.22
Worst Rolling Return (%) - Annualized -22.10 -7.28 -0.63 1.74 4.41 5.68
% Positive Periods 80% 89% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 86.15 28.34 17.67 9.77 6.32 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.81 3.66 5.23
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 March 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 SHIELD STRATEGY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 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 SHIELD STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:

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

Seasonality

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

AIM WAYS SHIELD STRATEGY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
229 Positive Months (64%) - 131 Negative Months (36%)
304 Positive Months (65%) - 167 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2011, 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:
  • SPY - SPDR S&P 500 (SPY), up to December 1993
  • QQQ - Invesco QQQ Trust (QQQ), up to December 1999
  • USMV - iShares Edge MSCI Min Vol USA (USMV), up to December 2011
  • LQD - iShares Investment Grade Corporate Bond (LQD), up to December 2002
  • IEI - iShares 3-7 Year Treasury Bond (IEI), 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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