Aim Ways Ulcer Free Strategy Portfolio: ETF allocation and returns

Data Source: from January 1988 to January 2024 (~36 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Feb 27 2024, 02:00PM Eastern Time
0.73%
Current Month
February 2024

The Aim Ways Ulcer Free Strategy Portfolio is a Low Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 7% on the Stock Market and for 11% on Commodities.

In the last 30 Years, the Aim Ways Ulcer Free Strategy Portfolio obtained a 6.56% compound annual return, with a 5.52% 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

“Ulcer-Free”, designed for several goals, containing “Ulcer-Index”. Index measures “emotional pain” from swings in listed assets. It's to work on unease and impulsiveness, for those with very low tolerance and capacity risk, by guarding their savings from relevant declines.

Strategy aims to balance several elements, including: stability, fixed income, inflation protection, and equity appreciation. It's worth noting that, investment choices, involve ‘risks’ find their correct ‘garrison’ in conforming allocations to: specific needs, time horizon, and investor's “risk appeal”.

Other targets include: Sharpe ratio properly rewarding investor, relative to their risk spent; a real return, at least, 2 or 3 points above long-term average inflation. And, as a result of “final gap of an output process”, a ‘perpetual’ withdrawal rate, that gives realistic statistical confidence of survival of decumulation, relative to the beneficiary.

Policy and structure of strategy
  • 7% US large cap growth: sector tracks performance of large-cap companies, considered with high growth potential.
  • 34% US intermediate bond 7-10 years: government intermediate securities provide stability and income to the portfolio. These are (generally) statistically less risky than short-term or high-yield bonds.
  • 34% Internat. all-term bonds: all listed in developed markets; a contribute to geographic credit diversification, with exposure to government debt, issued only by economically advanced countries.
  • 14% Bloomberg US convert. securit. all-term bond: convertible offer a combination of fixed income and equity appreciation (exchange for shares of issuing companies) but with much lower volatility.
  • 11% Gold commodity: share in gold is oriented to reducing maximum drawdowns and protecting against inflation; in addition acting as a ‘safe-haven’ during times of economic turbulence.

Asset Allocation and ETFs

The Aim Ways Ulcer Free Strategy Portfolio has the following asset allocation:

7% Stocks
82% Fixed Income
11% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
7.00
QQQ
USD Invesco QQQ Trust Equity, U.S., Large Cap, Growth
34.00
IEF
USD iShares 7-10 Year Treasury Bond Bond, U.S., Intermediate-Term
34.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets, All-Term
14.00
CWB
USD SPDR Bloomberg Convertible Securities ETF Bond, U.S., All-Term
11.00
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 Ulcer Free Strategy 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 ULCER FREE STRATEGY PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 02:00PM Eastern Time
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
(~36Y)
Aim Ways Ulcer Free Strategy Portfolio -0.03 -0.73 -0.40 3.39 6.53 4.33 4.38 6.56 7.34
US Inflation Adjusted return -0.70 1.70 3.32 0.16 1.55 3.92 4.45
Components
QQQ
USD Invesco QQQ Trust 0.00 02:00PM, Feb 27 2024 4.70 1.82 9.11 42.50 20.71 18.09 13.76 14.36
IEF
USD iShares 7-10 Year Treasury Bond -0.12 02:00PM, Feb 27 2024 -2.53 0.07 2.39 0.13 0.08 1.28 4.66 5.85
BNDX
USD Vanguard Total International Bond -0.15 02:00PM, Feb 27 2024 -0.77 -0.59 4.35 5.65 0.60 2.20 4.69 5.97
CWB
USD SPDR Bloomberg Convertible Securities ETF 0.43 02:00PM, Feb 27 2024 0.56 -1.40 0.12 6.48 9.69 8.56 8.39 9.38
GLD
USD SPDR Gold Trust 0.01 02:00PM, Feb 27 2024 -0.13 -1.42 3.35 5.04 8.60 4.61 5.48 3.82
Returns over 1 year are annualized | Available data source: since Jan 1988
(*) 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 Ulcer Free Strategy Portfolio granted a 2.97% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Ulcer Free Strategy Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 6.72$, with a total return of 571.78% (6.56% annualized).

The Inflation Adjusted Capital now would be 3.17$, with a net total return of 217.36% (3.92% annualized).
An investment of 1$, since January 1988, now would be worth 12.87$, with a total return of 1186.76% (7.34% annualized).

The Inflation Adjusted Capital now would be 4.80$, with a net total return of 380.33% (4.45% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Aim Ways Ulcer Free Strategy Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS ULCER FREE STRATEGY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1988 - 31 January 2024 (~36 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~36Y)
Investment Return (%) -0.40 8.20 3.39 6.53 -1.67 4.33 4.38 5.83 6.56 7.34
Infl. Adjusted Return (%) details -0.70 7.44 1.70 3.32 -6.94 0.16 1.55 3.18 3.92 4.45
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.77
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.45 -17.05 -17.05 -17.05 -17.05 -17.05 -17.05
Start to Recovery (# months) details 4 29* 29* 29* 29* 29* 29*
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 16 16 16 16 16 16
End (yyyy mm) 2023 11 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
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 16 16 16 16 16 16
End (yyyy mm) 2023 11 - - - - - -
Longest negative period (# months) details 9 36* 42 42 42 42 42
Period Start (yyyy mm) 2023 02 2021 02 2020 05 2020 05 2020 05 2020 05 2020 05
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -2.05 -1.67 -0.43 -0.43 -0.43 -0.43 -0.43
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.35 -25.76 -26.36 -26.36 -26.36 -26.36 -26.36
Start to Recovery (# months) details 5 36* 37* 37* 37* 37* 37*
Start (yyyy mm) 2023 08 2021 02 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 3 21 22 22 22 22 22
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 15 15 15 15 15 15
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 02 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 3 21 22 22 22 22 22
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 15 15 15 15 15 15
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 9 36* 58 105 105 105 105
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2015 02 2015 02 2015 02 2015 02
Period End (yyyy mm) 2023 10 2024 01 2023 11 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -5.09 -6.94 -0.41 -0.08 -0.08 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.97 8.13 7.42 5.95 5.58 5.52 5.52
Sharpe Ratio 0.18 -0.48 0.35 0.55 0.81 0.78 0.61
Sortino Ratio 0.28 -0.70 0.48 0.76 1.10 1.09 0.85
Ulcer Index 1.78 9.39 7.33 5.29 4.04 3.53 3.25
Ratio: Return / Standard Deviation 0.82 -0.20 0.58 0.74 1.05 1.19 1.33
Ratio: Return / Deepest Drawdown 1.47 -0.10 0.25 0.26 0.34 0.38 0.43
% Positive Months details 58% 50% 60% 62% 65% 63% 64%
Positive Months 7 18 36 75 156 229 280
Negative Months 5 18 24 45 84 131 153
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.38 7.74 9.36 10.83
Worst 10 Years Return (%) - Annualized 3.29 3.29 3.29
Best 10 Years Return (%) - Annualized 1.55 5.71 6.71 7.86
Worst 10 Years Return (%) - Annualized 0.75 0.75 0.75
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 23.53 15.40 11.23 9.36 8.43 6.56
Worst Rolling Return (%) - Annualized -16.07 -2.80 2.64 3.29 5.63
% Positive Periods 90% 96% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.33 27.95 20.61 11.32 7.37 6.20
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.82 3.34 4.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 23.12 13.72 9.33 6.71 6.04 3.92
Worst Rolling Return (%) - Annualized -22.11 -8.06 -1.16 0.75 2.97
% Positive Periods 83% 93% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.33 27.95 20.61 11.32 7.37 6.20
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.82 3.34 4.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1988 - Jan 2024)
Best Rolling Return (%) - Annualized 23.53 17.15 12.67 10.83 9.38 8.38
Worst Rolling Return (%) - Annualized -16.07 -2.80 2.64 3.29 5.63 6.34
% Positive Periods 90% 97% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.33 27.95 20.61 11.32 7.37 6.20
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.82 3.34 4.14
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 23.12 13.78 9.55 7.86 6.70 5.96
Worst Rolling Return (%) - Annualized -22.11 -8.06 -1.16 0.75 2.97 3.72
% Positive Periods 82% 94% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 87.33 27.95 20.61 11.32 7.37 6.20
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.82 3.34 4.14
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
QQQ
IEF
BNDX
CWB
GLD
QQQ
-
0.72
0.76
0.78
0.38
IEF
0.72
-
0.95
0.60
0.56
BNDX
0.76
0.95
-
0.66
0.59
CWB
0.78
0.60
0.66
-
0.06
GLD
0.38
0.56
0.59
0.06
-
Asset
QQQ
IEF
BNDX
CWB
GLD
QQQ
-
0.37
0.63
0.85
0.27
IEF
0.37
-
0.78
0.18
0.42
BNDX
0.63
0.78
-
0.48
0.40
CWB
0.85
0.18
0.48
-
0.21
GLD
0.27
0.42
0.40
0.21
-
Asset
QQQ
IEF
BNDX
CWB
GLD
QQQ
-
0.21
0.47
0.85
0.11
IEF
0.21
-
0.77
0.10
0.45
BNDX
0.47
0.77
-
0.37
0.36
CWB
0.85
0.10
0.37
-
0.16
GLD
0.11
0.45
0.36
0.16
-
Asset
QQQ
IEF
BNDX
CWB
GLD
QQQ
-
-0.10
0.11
0.77
0.02
IEF
-0.10
-
0.59
-0.10
0.25
BNDX
0.11
0.59
-
0.21
0.24
CWB
0.77
-0.10
0.21
-
0.12
GLD
0.02
0.25
0.24
0.12
-
Asset
QQQ
IEF
BNDX
CWB
GLD
QQQ
-
-0.03
0.17
0.77
-0.03
IEF
-0.03
-
0.65
-0.04
0.18
BNDX
0.17
0.65
-
0.24
0.16
CWB
0.77
-0.04
0.24
-
0.08
GLD
-0.03
0.18
0.16
0.08
-

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 ULCER FREE STRATEGY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1988 - 31 January 2024 (~36 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-17.05% Sep 2021 Sep 2022 13 in progress 16 29 10.40
-12.38% Mar 2008 Oct 2008 8 Jul 2009 9 17 4.94
-7.22% Feb 1994 Jun 1994 5 May 1995 11 16 4.89
-4.85% May 2013 Jun 2013 2 Jan 2014 7 9 2.40
-4.30% Dec 1996 Mar 1997 4 Jun 1997 3 7 2.33
-4.28% Aug 2016 Nov 2016 4 May 2017 6 10 2.18
-3.61% Jan 2021 Mar 2021 3 Jul 2021 4 7 1.83
-3.34% Feb 1999 Feb 1999 1 Oct 1999 8 9 2.31
-2.92% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.88
-2.81% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.37
-2.75% Feb 2001 Mar 2001 2 Oct 2001 7 9 1.50
-2.70% Apr 2000 May 2000 2 Jun 2000 1 3 1.58
-2.66% Feb 2015 Aug 2015 7 Feb 2016 6 13 1.61
-2.22% Sep 2018 Oct 2018 2 Jan 2019 3 5 1.13
-1.95% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.12
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 148 2.4 Months 41.00%
 
DD = 0% 41.00%
 
0% < DD <= -5% 174 2.1 Months 48.20%
 
DD <= -5% 89.20%
 
-5% < DD <= -10% 20 18.1 Months 5.54%
 
DD <= -10% 94.74%
 
-10% < DD <= -15% 16 22.6 Months 4.43%
 
DD <= -15% 99.17%
 
-15% < DD <= -20% 3 120.3 Months 0.83%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
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
-26.36% Jan 2021 Oct 2022 22 in progress 15 37 17.68
-14.12% Mar 2008 Oct 2008 8 Jul 2009 9 17 5.71
-8.42% Feb 1994 Dec 1994 11 May 1995 5 16 6.43
-5.14% Aug 2016 Dec 2016 5 Aug 2017 8 13 2.71
-5.12% May 2013 Jun 2013 2 Feb 2014 8 10 2.78
-4.96% Dec 1996 Mar 1997 4 Jul 1997 4 8 2.65
-4.39% Feb 1999 Jul 1999 6 Dec 1999 5 11 2.78
-4.01% Feb 2015 Aug 2015 7 Mar 2016 7 14 2.51
-3.64% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.91
-3.35% Apr 2004 Jul 2004 4 Nov 2004 4 8 2.19
-3.30% Sep 2017 Oct 2018 14 Jan 2019 3 17 1.48
-3.10% Feb 2001 Jun 2001 5 Oct 2001 4 9 2.12
-2.81% Apr 2000 May 2000 2 Aug 2000 3 5 1.40
-2.56% Jul 2005 Oct 2005 4 Dec 2005 2 6 1.11
-2.25% Jun 2003 Jul 2003 2 Sep 2003 2 4 1.19
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 114 3.2 Months 31.58%
 
DD = 0% 31.58%
 
0% < DD <= -5% 195 1.9 Months 54.02%
 
DD <= -5% 85.60%
 
-5% < DD <= -10% 26 13.9 Months 7.20%
 
DD <= -10% 92.80%
 
-10% < DD <= -15% 4 90.3 Months 1.11%
 
DD <= -15% 93.91%
 
-15% < DD <= -20% 4 90.3 Months 1.11%
 
DD <= -20% 95.01%
 
-20% < DD <= -25% 13 27.8 Months 3.60%
 
DD <= -25% 98.61%
 
-25% < DD <= -30% 5 72.2 Months 1.39%
 
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
-17.05% Sep 2021 Sep 2022 13 in progress 16 29 10.40
-12.38% Mar 2008 Oct 2008 8 Jul 2009 9 17 4.94
-7.22% Feb 1994 Jun 1994 5 May 1995 11 16 4.89
-4.85% May 2013 Jun 2013 2 Jan 2014 7 9 2.40
-4.57% Dec 1989 Apr 1990 5 Jun 1990 2 7 2.26
-4.30% Dec 1996 Mar 1997 4 Jun 1997 3 7 2.33
-4.28% Aug 2016 Nov 2016 4 May 2017 6 10 2.18
-3.95% Aug 1990 Oct 1990 3 Dec 1990 2 5 2.53
-3.61% Jan 2021 Mar 2021 3 Jul 2021 4 7 1.83
-3.34% Feb 1999 Feb 1999 1 Oct 1999 8 9 2.31
-2.92% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.88
-2.81% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.37
-2.75% Feb 2001 Mar 2001 2 Oct 2001 7 9 1.50
-2.70% Apr 2000 May 2000 2 Jun 2000 1 3 1.58
-2.66% Feb 2015 Aug 2015 7 Feb 2016 6 13 1.61
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 189 2.3 Months 43.55%
 
DD = 0% 43.55%
 
0% < DD <= -5% 206 2.1 Months 47.47%
 
DD <= -5% 91.01%
 
-5% < DD <= -10% 20 21.7 Months 4.61%
 
DD <= -10% 95.62%
 
-10% < DD <= -15% 16 27.1 Months 3.69%
 
DD <= -15% 99.31%
 
-15% < DD <= -20% 3 144.7 Months 0.69%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
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
-26.36% Jan 2021 Oct 2022 22 in progress 15 37 17.68
-14.12% Mar 2008 Oct 2008 8 Jul 2009 9 17 5.71
-8.42% Feb 1994 Dec 1994 11 May 1995 5 16 6.43
-8.23% Dec 1989 Oct 1990 11 Feb 1991 4 15 4.48
-5.14% Aug 2016 Dec 2016 5 Aug 2017 8 13 2.71
-5.12% May 2013 Jun 2013 2 Feb 2014 8 10 2.78
-4.96% Dec 1996 Mar 1997 4 Jul 1997 4 8 2.65
-4.39% Feb 1999 Jul 1999 6 Dec 1999 5 11 2.78
-4.01% Feb 2015 Aug 2015 7 Mar 2016 7 14 2.51
-3.64% Sep 2000 Nov 2000 3 Jan 2001 2 5 1.91
-3.35% Apr 2004 Jul 2004 4 Nov 2004 4 8 2.19
-3.34% Jan 1992 Apr 1992 4 Jul 1992 3 7 1.75
-3.30% Sep 2017 Oct 2018 14 Jan 2019 3 17 1.48
-3.10% Feb 2001 Jun 2001 5 Oct 2001 4 9 2.12
-2.81% Apr 2000 May 2000 2 Aug 2000 3 5 1.40
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 143 3.0 Months 32.95%
 
DD = 0% 32.95%
 
0% < DD <= -5% 234 1.9 Months 53.92%
 
DD <= -5% 86.87%
 
-5% < DD <= -10% 31 14.0 Months 7.14%
 
DD <= -10% 94.01%
 
-10% < DD <= -15% 4 108.5 Months 0.92%
 
DD <= -15% 94.93%
 
-15% < DD <= -20% 4 108.5 Months 0.92%
 
DD <= -20% 95.85%
 
-20% < DD <= -25% 13 33.4 Months 3.00%
 
DD <= -25% 98.85%
 
-25% < DD <= -30% 5 86.8 Months 1.15%
 
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 ULCER FREE STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1988 - 31 January 2024 (~36 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 -16.07 11/2021
10/2022
0.83$ 1.85 1.01$ 7.20 1.07$ 12.92 1.12$ 23.53 12/2008
11/2009
1.23$ 6.53 9.17%
2Y -7.75 01/2021
12/2022
0.85$ 3.79 1.07$ 7.30 1.15$ 10.72 1.22$ 19.41 11/2008
10/2010
1.42$ -1.22 6.23%
3Y -2.80 11/2020
10/2023
0.91$ 4.19 1.13$ 7.43 1.23$ 9.79 1.32$ 15.40 11/2008
10/2011
1.53$ -1.67 3.08%
5Y 2.64 11/2017
10/2022
1.13$ 4.47 1.24$ 7.64 1.44$ 8.91 1.53$ 11.23 04/1995
03/2000
1.70$ 4.33 0.00%
7Y 2.97 10/2016
09/2023
1.22$ 4.90 1.39$ 7.58 1.66$ 8.41 1.76$ 9.60 11/1994
10/2001
1.89$ 4.50 0.00%
10Y 3.29 10/2012
09/2022
1.38$ 6.19 1.82$ 7.39 2.03$ 8.34 2.22$ 9.36 01/1995
12/2004
2.44$ 4.38 0.00%
15Y 5.06 03/2008
02/2023
2.09$ 6.34 2.51$ 7.25 2.85$ 8.26 3.28$ 8.68 12/1994
11/2009
3.48$ 6.07 0.00%
20Y 5.63 11/2003
10/2023
2.98$ 6.38 3.44$ 7.20 4.01$ 7.67 4.38$ 8.43 02/1995
01/2015
5.04$ 5.83 0.00%
30Y 6.56 02/1994
01/2024
6.71$ 6.56 6.71$ 6.56 6.71$ 6.56 6.71$ 6.56 02/1994
01/2024
6.71$ 6.56 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 -22.11 11/2021
10/2022
0.77$ -0.35 0.99$ 4.45 1.04$ 10.44 1.10$ 23.12 11/2008
10/2009
1.23$ 3.32 16.33%
2Y -13.62 01/2021
12/2022
0.74$ 1.80 1.03$ 4.61 1.09$ 8.13 1.16$ 18.85 11/2008
10/2010
1.41$ -5.67 8.61%
3Y -8.06 11/2020
10/2023
0.77$ 2.42 1.07$ 4.75 1.14$ 7.48 1.24$ 13.72 11/2008
10/2011
1.47$ -6.94 6.15%
5Y -1.16 11/2017
10/2022
0.94$ 2.83 1.14$ 5.06 1.27$ 6.64 1.37$ 9.33 11/2008
10/2013
1.56$ 0.16 3.32%
7Y -0.53 10/2016
09/2023
0.96$ 3.19 1.24$ 5.13 1.41$ 6.01 1.50$ 7.66 11/2008
10/2015
1.67$ 0.98 1.08%
10Y 0.75 10/2012
09/2022
1.07$ 4.10 1.49$ 5.08 1.64$ 5.72 1.74$ 6.71 01/1995
12/2004
1.91$ 1.55 0.00%
15Y 2.64 03/2008
02/2023
1.47$ 4.18 1.84$ 5.07 2.09$ 5.71 2.29$ 6.08 05/1997
04/2012
2.42$ 3.42 0.00%
20Y 2.97 11/2003
10/2023
1.79$ 3.80 2.10$ 4.99 2.64$ 5.34 2.83$ 6.04 02/1995
01/2015
3.23$ 3.18 0.00%
30Y 3.92 02/1994
01/2024
3.17$ 3.92 3.17$ 3.92 3.17$ 3.92 3.17$ 3.92 02/1994
01/2024
3.17$ 3.92 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 -16.07 11/2021
10/2022
0.83$ 1.85 1.01$ 7.61 1.07$ 13.60 1.13$ 23.53 12/2008
11/2009
1.23$ 6.53 9.48%
2Y -7.75 01/2021
12/2022
0.85$ 4.11 1.08$ 7.60 1.15$ 11.62 1.24$ 19.41 11/2008
10/2010
1.42$ -1.22 5.12%
3Y -2.80 11/2020
10/2023
0.91$ 4.48 1.14$ 7.81 1.25$ 10.36 1.34$ 17.15 11/1990
10/1993
1.60$ -1.67 2.51%
5Y 2.64 11/2017
10/2022
1.13$ 4.87 1.26$ 7.99 1.46$ 9.53 1.57$ 12.67 11/1990
10/1995
1.81$ 4.33 0.00%
7Y 2.97 10/2016
09/2023
1.22$ 5.36 1.44$ 7.85 1.69$ 9.27 1.86$ 11.27 11/1990
10/1997
2.11$ 4.50 0.00%
10Y 3.29 10/2012
09/2022
1.38$ 6.36 1.85$ 7.76 2.11$ 9.12 2.39$ 10.83 09/1990
08/2000
2.79$ 4.38 0.00%
15Y 5.06 03/2008
02/2023
2.09$ 6.64 2.62$ 7.69 3.03$ 8.83 3.55$ 9.57 04/1989
03/2004
3.94$ 6.07 0.00%
20Y 5.63 11/2003
10/2023
2.98$ 6.84 3.75$ 7.54 4.27$ 8.68 5.28$ 9.38 11/1990
10/2010
6.00$ 5.83 0.00%
30Y 6.34 11/1993
10/2023
6.32$ 6.73 7.04$ 7.83 9.60$ 8.05 10.19$ 8.38 09/1990
08/2020
11.18$ 6.56 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 -22.11 11/2021
10/2022
0.77$ -0.51 0.99$ 4.56 1.04$ 11.16 1.11$ 23.12 11/2008
10/2009
1.23$ 3.32 17.30%
2Y -13.62 01/2021
12/2022
0.74$ 1.83 1.03$ 4.63 1.09$ 8.90 1.18$ 18.85 11/2008
10/2010
1.41$ -5.67 7.32%
3Y -8.06 11/2020
10/2023
0.77$ 2.60 1.07$ 5.26 1.16$ 7.55 1.24$ 13.78 11/1990
10/1993
1.47$ -6.94 5.03%
5Y -1.16 11/2017
10/2022
0.94$ 3.04 1.16$ 5.40 1.30$ 6.91 1.39$ 9.55 11/1990
10/1995
1.57$ 0.16 2.67%
7Y -0.53 10/2016
09/2023
0.96$ 3.49 1.27$ 5.50 1.45$ 6.53 1.55$ 8.27 11/1990
10/1997
1.74$ 0.98 0.86%
10Y 0.75 10/2012
09/2022
1.07$ 4.47 1.54$ 5.24 1.66$ 6.22 1.82$ 7.86 09/1990
08/2000
2.13$ 1.55 0.00%
15Y 2.64 03/2008
02/2023
1.47$ 4.42 1.91$ 5.28 2.16$ 5.94 2.37$ 6.55 09/1990
08/2005
2.59$ 3.42 0.00%
20Y 2.97 11/2003
10/2023
1.79$ 4.50 2.40$ 5.18 2.74$ 5.94 3.17$ 6.70 11/1990
10/2010
3.65$ 3.18 0.00%
30Y 3.72 11/1993
10/2023
2.99$ 4.12 3.35$ 5.23 4.61$ 5.60 5.12$ 5.96 11/1990
10/2020
5.67$ 3.92 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 Ulcer Free Strategy Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Aim Ways Ulcer Free 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.
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
0.63
40%
-0.71
40%
0.10
40%
0.31
80%
0.40
80%
0.73
80%
1.96
100%
0.07
60%
-2.28
0%
0.10
60%
2.22
80%
1.00
60%
Best 4.2
2023
0.6
2019
3.7
2023
3.9
2020
1.9
2020
3.0
2019
3.5
2020
2.5
2019
-0.9
2019
1.0
2021
4.7
2023
3.8
2023
Worst -3.0
2022
-2.5
2023
-1.9
2020
-4.6
2022
-0.9
2022
-2.4
2022
0.8
2023
-3.2
2022
-4.5
2022
-0.7
2023
0.0
2019
-2.0
2022
Monthly Seasonality over the period Feb 1988 - 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
1.13
70%
0.06
50%
0.16
60%
0.29
70%
0.51
80%
0.52
60%
1.26
80%
0.35
60%
-1.39
20%
0.04
60%
0.99
70%
0.54
70%
Best 4.2
2023
2.2
2016
3.7
2023
3.9
2020
1.9
2020
3.0
2019
3.5
2020
2.5
2019
0.5
2016
1.6
2015
4.7
2023
3.8
2023
Worst -3.0
2022
-2.5
2023
-1.9
2020
-4.6
2022
-0.9
2022
-2.4
2022
-0.5
2014
-3.2
2022
-4.5
2022
-1.6
2018
-2.8
2016
-2.0
2022
Monthly Seasonality over the period Feb 1988 - 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
0.88
70%
0.29
61%
0.10
50%
0.49
72%
0.70
64%
0.44
61%
0.99
72%
0.65
67%
0.42
61%
0.33
64%
0.93
67%
1.04
67%
Best 4.2
2023
3.8
2000
3.7
2023
3.9
2020
4.2
2003
3.2
2000
3.5
2020
3.2
2000
6.5
1998
2.5
2001
4.7
2023
5.5
1991
Worst -3.0
2022
-3.3
1999
-2.7
1994
-4.6
2022
-1.8
2013
-3.1
2013
-1.3
2003
-3.2
2022
-4.5
2022
-6.4
2008
-2.8
2016
-2.0
2022
Monthly Seasonality over the period Feb 1988 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Aim Ways Ulcer Free Strategy Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AIM WAYS ULCER FREE STRATEGY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1988 - 31 January 2024 (~36 years)
229 Positive Months (64%) - 131 Negative Months (36%)
280 Positive Months (65%) - 153 Negative Months (35%)
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:
  • QQQ - Invesco QQQ Trust (QQQ), up to December 1999
  • IEF - iShares 7-10 Year Treasury Bond (IEF), up to December 2002
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013
  • CWB - SPDR Bloomberg Convertible Securities ETF (CWB), up to April 2009
  • 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
Simplified Permanent Portfolio +6.77 6.90 -16.43 25 50 25
Ulcer Free Strategy Aim Ways +6.56 5.52 -17.05 7 82 11

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Ulcer Free Strategy Aim Ways +6.56 5.52 -17.05 7 82 11
High Yield Bonds Income +6.44 8.83 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.09 4.97 -17.91 20 80 0
All Country World 20/80 +5.61 5.65 -17.97 20 80 0
Stocks/Bonds 20/80 +5.59 4.93 -16.57 20 80 0
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