Aim Ways Shield Strategy Portfolio: ETF allocation and returns

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Live Update: Oct 10 2024
Rebalancing: at every Jan 1st
Currency: USD
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1.00$
Initial Capital
October 1994
14.23$
Final Capital
September 2024
9.26%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
1.00$
Initial Capital
January 1985
39.54$
Final Capital
September 2024
9.69%
Yearly Return
8.72
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
Live update: October 2024 (USD)
0.06%
1 day - Oct 10 2024
-0.33%
Month - October 2024

The Aim Ways Shield Strategy Portfolio can be implemented with 6 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 asset allocation is the following: 42% on the Stock Market, 38% on Fixed Income, 20% 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 38% allocation to bonds, leading to its classification as high risk.

As of September 2024, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.26% compound annual return, with a 8.84% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 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.

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About the Author: Aim Ways

Aim Ways

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

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

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

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.

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Portfolio and ETF Returns as of Sep 30, 2024

The Aim Ways Shield Strategy Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: October 2024 return is calculated on the hypothesis of a newly built portfolio, with the original asset allocation.
AIM WAYS SHIELD STRATEGY PORTFOLIO
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Live Update: Oct 10 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Sep 30, 2024
  1 Day Time ET(*) Oct 2024 YTD
(9M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Aim Ways Shield Strategy Portfolio 0.06 -0.33 15.91 2.55 10.22 28.30 10.43 9.03 9.26 9.69
US Inflation Adjusted return 13.72 2.37 9.36 25.28 6.00 6.00 6.57 6.72
Components
SPY
USD SPDR S&P 500 -0.18 Oct 10 2024 0.41 21.85 2.10 10.38 36.03 15.88 13.27 10.73 11.62
QQQ
USD Invesco QQQ Trust -0.11 Oct 10 2024 0.93 19.70 2.62 10.25 37.16 21.67 18.26 14.57 14.77
USMV
USD iShares Edge MSCI Min Vol USA -0.31 Oct 10 2024 0.04 18.48 0.44 10.14 28.44 9.24 11.35 10.22 11.33
LQD
USD iShares Investment Grade Corporate Bond -0.11 Oct 10 2024 -1.54 5.15 1.96 6.07 15.77 0.85 2.91 5.50 6.76
IEI
USD iShares 3-7 Year Treasury Bond 0.07 Oct 10 2024 -1.30 4.25 1.02 4.93 8.94 0.45 1.48 4.46 5.77
GLD
USD SPDR Gold Trust 0.73 Oct 10 2024 -0.10 27.14 5.09 18.15 41.77 11.85 7.66 6.23 5.32
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Sep 2024. Inflation (annualized) is 1Y: 2.41% , 5Y: 4.18% , 10Y: 2.86% , 30Y: 2.52%

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.

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Capital Growth as of Sep 30, 2024

An investment of 1$, from October 1994 to September 2024, would be worth 14.23$, with a total return of 1323.26% (9.26% annualized).

The Inflation Adjusted Capital would be 6.75$, with a net total return of 575.25% (6.57% annualized).

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An investment of 1$, from January 1985 to September 2024, would be worth 39.54$, with a total return of 3854.35% (9.69% annualized).

The Inflation Adjusted Capital would be 13.26$, with a net total return of 1225.71% (6.72% annualized).

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Portfolio Metrics as of Sep 30, 2024

Metrics of Aim Ways Shield Strategy Portfolio, updated as of 30 September 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS SHIELD STRATEGY PORTFOLIO
Advanced Metrics
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Swipe left to see all data
Metrics as of Sep 30, 2024
YTD
(9M)
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%)
15.91 2.55 6.77 10.22 28.30 7.72 10.43 9.03 8.97 9.26 9.69
Growth of 1$ 1.16 1.03 1.07 1.10 1.28 1.25 1.64 2.37 5.58 14.23 39.54
Infl. Adjusted Return (%)
13.72 2.37 6.21 9.36 25.28 2.85 6.00 6.00 6.25 6.57 6.72
US Inflation (%) 1.93 0.18 0.52 0.79 2.41 4.74 4.18 2.86 2.56 2.52 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -2.13 -19.36 -19.36 -19.36 -19.36 -19.36 -19.36
Start to Recovery (# months)
2 24 24 24 24 24 24
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 1 9 9 9 9 9 9
Bottom (yyyy mm) 2024 04 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) 2024 05 2023 12 2023 12 2023 12 2023 12 2023 12 2023 12
Longest Drawdown Depth (%) -0.12
same

same

same

same
-18.97 -18.97
Start to Recovery (# months)
2 39 39
Start (yyyy mm) 2023 10 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 1 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)
1 25 30 30 35 44 44
Start (yyyy mm) 2023 10 2021 10 2020 09 2020 09 2006 04 1999 02 1999 02
End (yyyy mm) 2023 10 2023 10 2023 02 2023 02 2009 02 2002 09 2002 09
Annualized Return (%) -1.45 -1.30 -0.72 -0.72 -0.22 -0.39 -0.39
Deepest Drawdown Depth (%) 0.00 -2.43 -23.58 -24.13 -24.13 -24.13 -24.13 -24.13
Start to Recovery (# months)
2 31 35 35 35 35 35
Start (yyyy mm) 2024 04 2022 01 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 1 9 13 13 13 13 13
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 1 22 22 22 22 22 22
End (yyyy mm) 2024 05 2024 07 2024 07 2024 07 2024 07 2024 07 2024 07
Longest Drawdown Depth (%) -0.20
same

same

same

same
-22.75 -22.75
Start to Recovery (# months)
2 57 57
Start (yyyy mm) 2023 10 2022 01 2021 09 2021 09 2021 09 2000 04 2000 04
Start to Bottom (# months) 1 9 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 22 22 22 22 27 27
End (yyyy mm) 2023 11 2024 07 2024 07 2024 07 2024 07 2004 12 2004 12
Longest negative period (# months)
1 32 44 44 51 107 107
Start (yyyy mm) 2023 10 2021 11 2020 09 2020 09 2004 12 2000 04 2000 04
End (yyyy mm) 2023 10 2024 06 2024 04 2024 04 2009 02 2009 02 2009 02
Annualized Return (%) -2.38 -0.07 -0.52 -0.52 -0.17 -0.16 -0.16
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.30 11.56 11.05 8.98 8.69 8.84 8.72
Sharpe Ratio 3.14 0.37 0.75 0.84 0.86 0.79 0.75
Sortino Ratio 4.46 0.50 0.99 1.15 1.17 1.06 1.02
Ulcer Index 0.59 8.25 6.58 4.84 4.60 5.59 5.11
Ratio: Return / Standard Deviation 3.87 0.67 0.94 1.01 1.03 1.05 1.11
Ratio: Return / Deepest Drawdown 13.31 0.40 0.54 0.47 0.46 0.48 0.50
Positive Months (%)
83.33 61.11 65.00 63.33 62.91 64.16 64.77
Positive Months 10 22 39 76 151 231 309
Negative Months 2 14 21 44 89 129 168
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.03 10.34 10.59 13.74
Worst 10 Years Return (%) - Annualized 6.10 4.37 4.37
Best 10 Years Return (%) - Annualized 6.00 8.43 8.43 10.69
Worst 10 Years Return (%) - Annualized 3.49 1.74 1.74
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Sep 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 30.65 20.42 18.35 10.59 9.56 9.26
Worst Rolling Return (%) - Annualized -18.89 -5.00 1.81 4.37 6.58
Positive Periods (%) 84.2 96.3 100.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 27.90 17.73 15.60 8.43 7.15 6.57
Worst Rolling Return (%) - Annualized -22.10 -7.28 -0.63 1.74 4.41
Positive Periods (%) 81.3 86.4 99.3 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.43 4.95 5.65 9.44 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.49 6.79 8.24 14.04 4.97 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.17 7.97 9.91 16.24 10.25 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.27 9.89 12.62 18.21 12.99 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 86.15 28.34 17.67 9.77 6.32 8.11
Perpetual Withdrawal Rate (%) --- --- --- 1.81 3.66 6.91
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Sep 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 (%) 85.1 97.2 100.0 100.0 100.0 100.0
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 (%) 80.4 89.3 99.5 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.34 4.76 5.31 7.96 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.38 6.57 7.87 12.64 2.76 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.05 7.73 9.52 15.12 8.02 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.14 9.62 12.19 17.18 12.08 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 86.15 28.34 17.67 9.77 6.32 6.38
Perpetual Withdrawal Rate (%) --- --- --- 1.81 3.66 5.23
% based on initial capital, inflation-adj. monthly withdrawals afterwards | 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.
  • 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.
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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 September 2024
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Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Aim Ways Shield Strategy Portfolio: Rolling Returns

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
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

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. They are retrieved considering the time period from January 1985 to September 2024.

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

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
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
231 Positive Months (64%) - 129 Negative Months (36%)
309 Positive Months (65%) - 168 Negative Months (35%)

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Methodology

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:
  • SPDR S&P 500 (SPY), up to December 1993
  • Invesco QQQ Trust (QQQ), up to December 1999
  • iShares Edge MSCI Min Vol USA (USMV), up to December 2011
  • iShares Investment Grade Corporate Bond (LQD), up to December 2002
  • iShares 3-7 Year Treasury Bond (IEI), up to December 2007
  • 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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The first official book of
Build wealth
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