Rob Arnott Portfolio vs Aim Ways Ulcer Free Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: July 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 July 1985)
Inflation Adjusted:
Rob Arnott Portfolio
1.00$
Initial Capital
June 1995
6.78$
Final Capital
May 2025
6.59%
Yearly Return
7.24%
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
June 1995
3.22$
Final Capital
May 2025
3.97%
Yearly Return
7.24%
Std Deviation
-23.91%
Max Drawdown
45months*
Recovery Period
* in progress
1.00$
Initial Capital
July 1985
20.65$
Final Capital
May 2025
7.88%
Yearly Return
7.11%
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
July 1985
6.92$
Final Capital
May 2025
4.97%
Yearly Return
7.11%
Std Deviation
-23.91%
Max Drawdown
45months*
Recovery Period
* in progress
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
June 1995
8.64$
Final Capital
May 2025
7.45%
Yearly Return
6.02%
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
June 1995
4.10$
Final Capital
May 2025
4.81%
Yearly Return
6.02%
Std Deviation
-25.86%
Max Drawdown
53months*
Recovery Period
* in progress
1.00$
Initial Capital
July 1985
23.73$
Final Capital
May 2025
8.26%
Yearly Return
6.07%
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
July 1985
7.96$
Final Capital
May 2025
5.33%
Yearly Return
6.07%
Std Deviation
-25.86%
Max Drawdown
53months*
Recovery Period
* in progress

As of May 2025, in the previous 30 Years, the Rob Arnott Portfolio obtained a 6.59% compound annual return, with a 7.24% standard deviation. It suffered a maximum drawdown of -24.27% that required 22 months to be recovered.

As of May 2025, in the previous 30 Years, the Aim Ways Ulcer Free Strategy Portfolio obtained a 7.45% compound annual return, with a 6.02% 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.

Weight
(%)
Ticker Name
10.00
VEU
Vanguard FTSE All-World ex-US
10.00
VNQ
Vanguard Real Estate
10.00
VV
Vanguard Large-Cap
20.00
BNDX
Vanguard Total International Bond
20.00
LQD
iShares Investment Grade Corporate Bond
10.00
TLT
iShares 20+ Year Treasury Bond
10.00
TIP
iShares TIPS Bond
10.00
DBC
Invesco DB Commodity Tracking
Weight
(%)
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 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 July 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_rob_arnott.webp Rob Arnott Portfolio
Rob Arnott
2.61 1.01 -0.17 6.27 3.99 4.09 6.59 7.88
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways
5.26 0.99 3.52 12.58 4.63 5.74 7.45 8.26
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Rob Arnott Portfolio: an investment of 1$, since June 1995, now would be worth 6.78$, with a total return of 578.07% (6.59% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since June 1995, now would be worth 8.64$, with a total return of 764.10% (7.45% annualized).


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Rob Arnott Portfolio: an investment of 1$, since July 1985, now would be worth 20.65$, with a total return of 1965.03% (7.88% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 23.73$, with a total return of 2273.42% (8.26% 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 July 1985 - 31 May 2025 (~40 years)
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 6.27 12.58
Infl. Adjusted Return (%) 3.81 9.97
DRAWDOWN
Deepest Drawdown Depth (%) -3.16 -1.65
Start to Recovery (months) 5 2
Longest Drawdown Depth (%) -3.16 -0.59
Start to Recovery (months) 5 2
Longest Negative Period (months) 8* 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.74 4.17
Sharpe Ratio 0.27 1.89
Sortino Ratio 0.33 2.33
Ulcer Index 1.32 0.50
Ratio: Return / Standard Deviation 1.09 3.02
Ratio: Return / Deepest Drawdown 1.98 7.63
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 3.99 4.63
Infl. Adjusted Return (%) -0.60 0.01
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Negative Period (months) 42 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.22 7.75
Sharpe Ratio 0.15 0.26
Sortino Ratio 0.20 0.36
Ulcer Index 7.54 7.26
Ratio: Return / Standard Deviation 0.43 0.60
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 4.09 5.74
Infl. Adjusted Return (%) 0.99 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Negative Period (months) 45 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.90 6.49
Sharpe Ratio 0.29 0.61
Sortino Ratio 0.39 0.84
Ulcer Index 5.59 5.23
Ratio: Return / Standard Deviation 0.52 0.88
Ratio: Return / Deepest Drawdown 0.23 0.33
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 6.59 7.45
Infl. Adjusted Return (%) 3.97 4.81
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.48
Start to Recovery (months) 22 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Negative Period (months) 50 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.24 6.02
Sharpe Ratio 0.60 0.86
Sortino Ratio 0.78 1.19
Ulcer Index 4.64 3.46
Ratio: Return / Standard Deviation 0.91 1.24
Ratio: Return / Deepest Drawdown 0.27 0.43
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 7.88 8.26
Infl. Adjusted Return (%) 4.97 5.33
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.48
Start to Recovery (months) 22 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 41* 35
Longest Negative Period (months) 50 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.11 6.07
Sharpe Ratio 0.67 0.85
Sortino Ratio 0.89 1.18
Ulcer Index 4.18 3.19
Ratio: Return / Standard Deviation 1.11 1.36
Ratio: Return / Deepest Drawdown 0.32 0.47
Metrics calculated over the period 1 July 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 July 1985 - 31 May 2025 (~40 years)

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Rob Arnott Portfolio Ulcer Free Strategy
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 41* Jan 2022
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-8.72 6 Feb 2020
Jul 2020
-6.23 16 Mar 2015
Jun 2016
-5.66 10 May 2013
Feb 2014
-4.84 6 Sep 2018
Feb 2019
-4.73 26 Sep 2000
Oct 2002
-4.70 6 Apr 2004
Sep 2004
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.10 3 Jul 1998
Sep 1998
-4.08 7 Oct 2016
Apr 2017
-3.86 10 Aug 2016
May 2017

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Rob Arnott Portfolio Ulcer Free Strategy
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 41* Jan 2022
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-8.72 6 Feb 2020
Jul 2020
-7.37 16 Feb 1994
May 1995
-7.24 15 Feb 1994
Apr 1995
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990
-5.66 10 May 2013
Feb 2014
-5.36 6 Sep 1987
Feb 1988
-5.21 5 Sep 1987
Jan 1988
-5.01 5 Aug 1990
Dec 1990
-4.84 6 Sep 2018
Feb 2019
-4.74 7 Dec 1989
Jun 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 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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Rob Arnott Portfolio Ulcer Free Strategy
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.61 -1.68 5.26 -0.35
2024
4.02 -3.16 8.55 -2.00
2023
9.08 -7.06 13.74 -4.59
2022
-14.81 -17.86 -15.39 -16.93
2021
11.04 -1.71 1.14 -3.29
2020
7.98 -8.72 20.69 -2.80
2019
16.67 -0.49 14.71 -0.83
2018
-4.12 -4.84 0.69 -2.59
2017
9.02 -0.37 9.01 -0.91
2016
7.14 -3.86 5.21 -4.08
2015
-3.26 -5.73 0.46 -2.56
2014
7.59 -2.79 8.51 -1.57
2013
1.41 -5.66 1.73 -4.61
2012
10.55 -2.17 9.44 -1.48
2011
7.73 -3.51 7.68 -1.94
2010
11.89 -2.99 13.35 -0.33
2009
14.59 -11.26 19.29 -1.70
2008
-11.48 -21.15 -5.09 -13.81
2007
7.64 -1.84 10.42 -0.94
2006
8.97 -1.26 7.02 -1.81
2005
7.74 -2.50 5.78 -1.51
2004
11.93 -4.70 7.35 -2.86
2003
17.00 -2.42 15.98 -1.15
2002
8.16 -0.99 4.11 -2.74
2001
0.06 -2.47 1.74 -4.71
2000
12.87 -0.83 5.64 -4.73
1999
7.22 -2.71 12.39 -3.53
1998
6.53 -4.10 18.15 -2.77
1997
7.20 -2.36 4.45 -3.38
1996
11.02 -0.75 8.16 -0.95
1995
21.23 0.00 22.80 0.00
1994
-2.84 -7.37 -4.83 -7.24
1993
13.77 -2.73 15.58 -0.99
1992
6.56 -2.87 8.79 -2.57
1991
18.67 -1.99 23.75 -1.85
1990
2.80 -6.11 2.22 -5.01
1989
17.53 -1.16 13.13 -0.77
1988
13.48 -1.21 6.27 -2.13
1987
6.41 -5.21 4.63 -5.36
1986
21.76 -3.06 17.00 -1.71
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