10-year Treasury Portfolio vs Aim Ways Ulcer Free Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: July 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since July 1985)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
April 1995
4.15$
Final Capital
March 2025
4.85%
Yearly Return
6.83%
Std Deviation
-23.19%
Max Drawdown
56months*
Recovery Period
* in progress
1.00$
Initial Capital
April 1995
1.96$
Final Capital
March 2025
2.27%
Yearly Return
6.83%
Std Deviation
-35.52%
Max Drawdown
58months*
Recovery Period
* in progress
1.00$
Initial Capital
July 1985
10.76$
Final Capital
March 2025
6.16%
Yearly Return
7.12%
Std Deviation
-23.19%
Max Drawdown
56months*
Recovery Period
* in progress
1.00$
Initial Capital
July 1985
3.62$
Final Capital
March 2025
3.29%
Yearly Return
7.12%
Std Deviation
-35.52%
Max Drawdown
58months*
Recovery Period
* in progress
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
April 1995
8.90$
Final Capital
March 2025
7.56%
Yearly Return
6.05%
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
April 1995
4.21$
Final Capital
March 2025
4.91%
Yearly Return
6.05%
Std Deviation
-25.86%
Max Drawdown
51months*
Recovery Period
* in progress
1.00$
Initial Capital
July 1985
23.05$
Final Capital
March 2025
8.21%
Yearly Return
6.07%
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
July 1985
7.75$
Final Capital
March 2025
5.29%
Yearly Return
6.07%
Std Deviation
-25.86%
Max Drawdown
51months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 56 months and is still in progress.

As of March 2025, in the previous 30 Years, the Aim Ways Ulcer Free Strategy Portfolio obtained a 7.56% compound annual return, with a 6.05% standard deviation. It suffered a maximum drawdown of -17.48% that required 35 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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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Aim Ways Ulcer Free Strategy Portfolio
Weight
(%)		 ETF
Ticker		 Name
11.00
QQQ
Invesco QQQ Trust
34.00
BNDX
Vanguard Total International Bond
28.00
IEF
iShares 7-10 Year Treasury Bond
15.00
CWB
SPDR Bloomberg Convertible Securities ETF
12.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 July 1985 - 31 March 2025 (~40 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		3.79 0.34 -0.99 4.48 -2.69 0.75 4.85 6.16
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways 		2.22 -0.35 1.94 9.09 5.43 5.45 7.56 8.21
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

10-year Treasury Portfolio: an investment of 1$, since April 1995, now would be worth 4.15$, with a total return of 314.60% (4.85% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since April 1995, now would be worth 8.90$, with a total return of 790.21% (7.56% annualized).


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10-year Treasury Portfolio: an investment of 1$, since July 1985, now would be worth 10.76$, with a total return of 975.90% (6.16% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 23.05$, with a total return of 2205.01% (8.21% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 July 1985 - 31 March 2025 (~40 years)
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 4.48 9.09
Infl. Adjusted Return (%) 2.04 6.54
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -2.00
Start to Recovery (months) 6* 3
Longest Drawdown Depth (%) -4.61 -2.00
Start to Recovery (months) 6* 3
Longest Negative Period (months) 6 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.13 5.03
Sharpe Ratio -0.06 0.83
Sortino Ratio -0.07 1.04
Ulcer Index 2.31 0.75
Ratio: Return / Standard Deviation 0.63 1.81
Ratio: Return / Deepest Drawdown 0.97 4.54
Metrics calculated over the period 1 April 2024 - 31 March 2025
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10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) -2.69 5.43
Infl. Adjusted Return (%) -6.77 1.01
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Negative Period (months) 60* 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.44 7.98
Sharpe Ratio -0.69 0.37
Sortino Ratio -0.98 0.52
Ulcer Index 13.74 7.26
Ratio: Return / Standard Deviation -0.36 0.68
Ratio: Return / Deepest Drawdown -0.12 0.31
Metrics calculated over the period 1 April 2020 - 31 March 2025
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10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 0.75 5.45
Infl. Adjusted Return (%) -2.26 2.29
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Negative Period (months) 109 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.58 6.47
Sharpe Ratio -0.15 0.58
Sortino Ratio -0.21 0.80
Ulcer Index 10.11 5.23
Ratio: Return / Standard Deviation 0.11 0.84
Ratio: Return / Deepest Drawdown 0.03 0.31
Metrics calculated over the period 1 April 2015 - 31 March 2025
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10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 4.85 7.56
Infl. Adjusted Return (%) 2.27 4.91
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Negative Period (months) 126 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 6.05
Sharpe Ratio 0.38 0.87
Sortino Ratio 0.54 1.21
Ulcer Index 6.37 3.46
Ratio: Return / Standard Deviation 0.71 1.25
Ratio: Return / Deepest Drawdown 0.21 0.43
Metrics calculated over the period 1 April 1995 - 31 March 2025
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10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 6.16 8.21
Infl. Adjusted Return (%) 3.29 5.29
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 56* 35
Longest Negative Period (months) 126 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.12 6.07
Sharpe Ratio 0.43 0.84
Sortino Ratio 0.62 1.17
Ulcer Index 5.82 3.20
Ratio: Return / Standard Deviation 0.86 1.35
Ratio: Return / Deepest Drawdown 0.27 0.47
Metrics calculated over the period 1 July 1985 - 31 March 2025
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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.

DRAWDOWN COMPARISON
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 July 1985 - 31 March 2025 (~40 years)

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10-year Treasury Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 56* Aug 2020
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.73 26 Sep 2000
Oct 2002
-4.67 11 Sep 2010
Jul 2011
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997

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10-year Treasury Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 56* Aug 2020
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.24 15 Feb 1994
Apr 1995
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-5.36 6 Sep 1987
Feb 1988
-5.01 5 Aug 1990
Dec 1990

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 July 1985 - 31 March 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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10-year Treasury Ulcer Free Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.79 0.00 2.22 -0.35
2024
 -0.63 -4.61 8.55 -2.00
2023
 3.65 -8.82 13.74 -4.59
2022
 -15.19 -16.91 -15.39 -16.93
2021
 -3.33 -5.73 1.14 -3.29
2020
 10.01 -2.02 20.69 -2.80
2019
 8.03 -2.59 14.71 -0.83
2018
 0.99 -3.19 0.69 -2.59
2017
 2.55 -1.90 9.01 -0.91
2016
 1.00 -6.50 5.21 -4.08
2015
 1.51 -4.25 0.46 -2.56
2014
 9.07 -1.05 8.51 -1.57
2013
 -6.09 -7.60 1.73 -4.61
2012
 3.66 -2.67 9.44 -1.48
2011
 15.64 -1.29 7.68 -1.94
2010
 9.37 -4.30 13.35 -0.33
2009
 -6.59 -6.65 19.29 -1.70
2008
 17.91 -4.15 -5.09 -13.81
2007
 10.37 -1.85 10.42 -0.94
2006
 2.52 -2.87 7.02 -1.81
2005
 2.64 -3.19 5.78 -1.51
2004
 4.12 -4.85 7.35 -2.86
2003
 5.29 -5.68 15.98 -1.15
2002
 15.45 -4.13 4.11 -2.74
2001
 5.40 -5.21 1.74 -4.71
2000
 17.28 -1.12 5.64 -4.73
1999
 -7.83 -8.11 12.39 -3.53
1998
 14.64 -1.61 18.15 -2.77
1997
 11.97 -2.02 4.45 -3.38
1996
 0.00 -6.90 8.16 -0.95
1995
 25.55 -1.23 22.80 0.00
1994
 -7.19 -9.56 -4.83 -7.24
1993
 12.97 -2.55 15.58 -0.99
1992
 7.23 -4.02 8.79 -2.57
1991
 18.91 -0.54 23.75 -1.85
1990
 7.70 -4.48 2.22 -5.01
1989
 17.84 -2.30 13.13 -0.77
1988
 6.90 -4.60 6.27 -2.13
1987
 -2.64 -10.87 4.63 -5.36
1986
 21.35 -3.93 17.00 -1.71
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Mastering ETF Investing
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