Aim Ways Odd-Stats Strategy Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Aim Ways Odd-Stats Strategy Portfolio
1.00$
Initial Capital
June 1995
14.70$
Final Capital
May 2025
9.37%
Yearly Return
8.77%
Std Deviation
-21.85%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
June 1995
6.97$
Final Capital
May 2025
6.69%
Yearly Return
8.77%
Std Deviation
-24.23%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 1985
49.82$
Final Capital
May 2025
10.15%
Yearly Return
8.85%
Std Deviation
-21.85%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
January 1985
16.39$
Final Capital
May 2025
7.16%
Yearly Return
8.85%
Std Deviation
-24.23%
Max Drawdown
45months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
June 1995
8.31$
Final Capital
May 2025
7.31%
Yearly Return
7.44%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
June 1995
3.94$
Final Capital
May 2025
4.68%
Yearly Return
7.44%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.48$
Final Capital
May 2025
8.64%
Yearly Return
7.50%
Std Deviation
-20.58%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
9.37$
Final Capital
May 2025
5.69%
Yearly Return
7.50%
Std Deviation
-27.85%
Max Drawdown
45months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Aim Ways Odd-Stats Strategy Portfolio obtained a 9.37% compound annual return, with a 8.77% standard deviation. It suffered a maximum drawdown of -21.85% that required 25 months to be recovered.

As of May 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.31% compound annual return, with a 7.44% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 41 months and is still in progress.

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.

Aim Ways Odd-Stats Strategy Portfolio
Weight
(%)		 Ticker Name
22.00
QQQ
Invesco QQQ Trust
15.00
USMV
iShares Edge MSCI Min Vol USA
10.00
VNQ
Vanguard Real Estate
23.00
BNDX
Vanguard Total International Bond
20.00
IEF
iShares 7-10 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of May 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 January 1985 - 31 May 2025 (~40 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Odd-Stats Strategy
Aim Ways 		4.99 1.84 2.52 13.77 7.66 8.13 9.37 10.15
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.43 0.42 -1.10 7.51 2.77 4.86 7.31 8.64
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since June 1995, now would be worth 14.70$, with a total return of 1370.19% (9.37% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since June 1995, now would be worth 8.31$, with a total return of 730.98% (7.31% annualized).


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Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 49.82$, with a total return of 4882.10% (10.15% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.48$, with a total return of 2748.22% (8.64% annualized).


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Portfolio Metrics as of May 31, 2025

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

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Odd-Stats Strategy All Weather Portfolio
Author Aim Ways Ray Dalio
ASSET ALLOCATION
Stocks 47% 30%
Fixed Income 43% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 13.77 7.51
Infl. Adjusted Return (%) 11.13 5.02
DRAWDOWN
Deepest Drawdown Depth (%) -2.36 -3.45
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.36 -1.94
Start to Recovery (months) 3 3*
Longest Negative Period (months) 4 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.56 6.70
Sharpe Ratio 1.63 0.42
Sortino Ratio 1.95 0.52
Ulcer Index 0.79 1.43
Ratio: Return / Standard Deviation 2.48 1.12
Ratio: Return / Deepest Drawdown 5.84 2.18
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Odd-Stats Strategy All Weather Portfolio
Author Aim Ways Ray Dalio
ASSET ALLOCATION
Stocks 47% 30%
Fixed Income 43% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 7.66 2.77
Infl. Adjusted Return (%) 2.90 -1.77
DRAWDOWN
Deepest Drawdown Depth (%) -19.74 -20.58
Start to Recovery (months) 27 41*
Longest Drawdown Depth (%) -19.74 -20.58
Start to Recovery (months) 27 41*
Longest Negative Period (months) 34 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.05 10.34
Sharpe Ratio 0.50 0.02
Sortino Ratio 0.66 0.02
Ulcer Index 7.39 9.55
Ratio: Return / Standard Deviation 0.76 0.27
Ratio: Return / Deepest Drawdown 0.39 0.13
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Odd-Stats Strategy All Weather Portfolio
Author Aim Ways Ray Dalio
ASSET ALLOCATION
Stocks 47% 30%
Fixed Income 43% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 8.13 4.86
Infl. Adjusted Return (%) 4.91 1.73
DRAWDOWN
Deepest Drawdown Depth (%) -19.74 -20.58
Start to Recovery (months) 27 41*
Longest Drawdown Depth (%) -19.74 -20.58
Start to Recovery (months) 27 41*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.68 8.45
Sharpe Ratio 0.73 0.36
Sortino Ratio 0.97 0.50
Ulcer Index 5.40 6.95
Ratio: Return / Standard Deviation 0.94 0.57
Ratio: Return / Deepest Drawdown 0.41 0.24
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Odd-Stats Strategy All Weather Portfolio
Author Aim Ways Ray Dalio
ASSET ALLOCATION
Stocks 47% 30%
Fixed Income 43% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 9.37 7.31
Infl. Adjusted Return (%) 6.69 4.68
DRAWDOWN
Deepest Drawdown Depth (%) -21.85 -20.58
Start to Recovery (months) 25 41*
Longest Drawdown Depth (%) -17.53 -20.58
Start to Recovery (months) 38 41*
Longest Negative Period (months) 43 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.77 7.44
Sharpe Ratio 0.81 0.68
Sortino Ratio 1.09 0.91
Ulcer Index 5.72 4.46
Ratio: Return / Standard Deviation 1.07 0.98
Ratio: Return / Deepest Drawdown 0.43 0.36
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Odd-Stats Strategy All Weather Portfolio
Author Aim Ways Ray Dalio
ASSET ALLOCATION
Stocks 47% 30%
Fixed Income 43% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 10.15 8.64
Infl. Adjusted Return (%) 7.16 5.69
DRAWDOWN
Deepest Drawdown Depth (%) -21.85 -20.58
Start to Recovery (months) 25 41*
Longest Drawdown Depth (%) -17.53 -20.58
Start to Recovery (months) 38 41*
Longest Negative Period (months) 43 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.85 7.50
Sharpe Ratio 0.79 0.73
Sortino Ratio 1.06 1.00
Ulcer Index 5.24 4.03
Ratio: Return / Standard Deviation 1.15 1.15
Ratio: Return / Deepest Drawdown 0.46 0.42
Metrics calculated over the period 1 January 1985 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)

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Odd-Stats Strategy All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.85 25 Nov 2007
Nov 2009
-20.58 41* Jan 2022
In progress
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-7.40 4 Feb 2020
May 2020
-7.19 3 Jul 1998
Sep 1998
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.85 5 Apr 2000
Aug 2000
-5.29 9 May 2013
Jan 2014
-4.92 7 Aug 2016
Feb 2017
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004

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Odd-Stats Strategy All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-21.85 25 Nov 2007
Nov 2009
-20.58 41* Jan 2022
In progress
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-14.55 20 Sep 1987
Apr 1989
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.20 7 Jul 1990
Jan 1991
-8.78 13 Sep 1987
Sep 1988
-8.25 15 Feb 1994
Apr 1995
-7.40 4 Feb 2020
May 2020
-7.19 3 Jul 1998
Sep 1998
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017

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 January 1985 - 31 May 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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Odd-Stats Strategy All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.99 -1.17 2.43 -1.94
2024
 11.83 -2.95 6.36 -3.73
2023
 18.82 -5.53 9.95 -9.25
2022
 -17.25 -19.74 -18.39 -20.58
2021
 11.61 -3.66 8.27 -3.74
2020
 16.58 -7.40 15.88 -3.68
2019
 20.81 -1.26 17.93 -0.83
2018
 0.23 -4.71 -3.02 -4.71
2017
 12.86 -0.85 11.55 -0.49
2016
 6.07 -4.92 6.50 -6.42
2015
 2.65 -3.31 -3.23 -6.66
2014
 13.31 -1.79 12.89 -2.52
2013
 7.82 -4.45 1.71 -5.29
2012
 10.96 -2.49 7.02 -1.33
2011
 9.59 -3.51 15.64 -2.00
2010
 16.21 -3.65 12.88 -0.69
2009
 22.37 -8.11 2.71 -11.57
2008
 -13.21 -18.81 2.38 -11.38
2007
 9.43 -2.32 11.88 -1.20
2006
 10.75 -2.45 6.93 -1.71
2005
 5.96 -2.98 8.55 -2.99
2004
 10.24 -4.33 9.41 -4.76
2003
 21.41 -0.31 13.96 -4.74
2002
 -2.38 -7.02 7.77 -1.56
2001
 -3.65 -11.24 -2.77 -4.61
2000
 0.12 -8.96 10.15 -2.26
1999
 21.76 -4.25 6.28 -3.79
1998
 27.34 -7.19 11.05 -4.83
1997
 10.09 -4.53 13.54 -2.89
1996
 15.60 -1.79 8.27 -2.11
1995
 26.15 0.00 27.44 0.00
1994
 -3.82 -8.25 -3.28 -6.83
1993
 14.20 -1.44 12.02 -1.98
1992
 7.98 -3.40 6.76 -2.23
1991
 30.05 -3.39 17.98 -1.86
1990
 -1.24 -9.20 3.85 -5.51
1989
 17.84 -1.12 20.45 -1.14
1988
 8.56 -3.23 10.59 -1.93
1987
 5.23 -14.55 3.47 -8.78
1986
 15.97 -3.36 20.56 -3.75
1985
 26.93 -1.83 28.68 -2.13
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