Aim Ways Ulcer Free Strategy vs All Country World 20/80 Portfolio Comparison

Period: July 1985 - October 2024 (~39 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
November 1994
9.04$
Final Capital
October 2024
7.62%
Yearly Return
6.04
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
All Country World 20/80 Portfolio
1.00$
Initial Capital
November 1994
6.12$
Final Capital
October 2024
6.23%
Yearly Return
5.65
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.48$
Final Capital
October 2024
8.23%
Yearly Return
6.09
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
All Country World 20/80 Portfolio
1.00$
Initial Capital
July 1985
16.05$
Final Capital
October 2024
7.31%
Yearly Return
5.84
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.62% compound annual return, with a 6.04% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 6.23% compound annual return, with a 5.65% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 31 October 2024 (~39 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ulcer Free Strategy
Aim Ways
8.21 -0.59 8.56 18.01 5.18 5.53 7.62 8.23
All Country World 20/80 5.32 -1.93 6.33 15.34 2.10 3.35 6.23 7.31
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since November 1994, now would be worth 9.04$, with a total return of 804.36% (7.62% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since November 1994, now would be worth 6.12$, with a total return of 512.49% (6.23% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.48$, with a total return of 2147.73% (8.23% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since July 1985, now would be worth 16.05$, with a total return of 1504.66% (7.31% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 July 1985 - 31 October 2024 (~39 years)
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 18.01 15.34
Infl. Adjusted Return (%) 15.32 12.72
DRAWDOWN
Deepest Drawdown Depth (%) -2.00 -2.38
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -0.36 -0.38
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 6.46 7.28
Sharpe Ratio 1.96 1.38
Sortino Ratio 2.78 1.95
Ulcer Index 0.60 0.86
Ratio: Return / Standard Deviation 2.79 2.11
Ratio: Return / Deepest Drawdown 8.99 6.44
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.18 2.10
Infl. Adjusted Return (%) 1.02 -1.94
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 48
RISK INDICATORS
Standard Deviation (%) 8.07 8.12
Sharpe Ratio 0.37 -0.02
Sortino Ratio 0.51 -0.02
Ulcer Index 7.27 7.83
Ratio: Return / Standard Deviation 0.64 0.26
Ratio: Return / Deepest Drawdown 0.30 0.12
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.53 3.35
Infl. Adjusted Return (%) 2.60 0.48
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.44 6.25
Sharpe Ratio 0.62 0.29
Sortino Ratio 0.87 0.39
Ulcer Index 5.23 5.62
Ratio: Return / Standard Deviation 0.86 0.54
Ratio: Return / Deepest Drawdown 0.32 0.19
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 7.62 6.23
Infl. Adjusted Return (%) 4.98 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.04 5.65
Sharpe Ratio 0.88 0.70
Sortino Ratio 1.22 0.92
Ulcer Index 3.46 3.67
Ratio: Return / Standard Deviation 1.26 1.10
Ratio: Return / Deepest Drawdown 0.44 0.35
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.23 7.31
Infl. Adjusted Return (%) 5.32 4.42
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.09 5.84
Sharpe Ratio 0.85 0.72
Sortino Ratio 1.18 0.97
Ulcer Index 3.22 3.36
Ratio: Return / Standard Deviation 1.35 1.25
Ratio: Return / Deepest Drawdown 0.47 0.41
Metrics calculated over the period 1 July 1985 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 July 1985 - 31 October 2024 (~39 years)

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Ulcer Free Strategy All Country World 20/80
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.97 37 Sep 2021
Sep 2024
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-12.99 18 Feb 2008
Jul 2009
-6.55 5 Feb 2020
Jun 2020
-5.06 4 Jul 1998
Oct 1998
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013
-4.30 10 May 2013
Feb 2014
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.77 5 Apr 2000
Aug 2000
-3.53 8 Feb 1999
Sep 1999
-3.50 6 Jun 2002
Nov 2002
-3.29 7 Jan 2021
Jul 2021

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Ulcer Free Strategy All Country World 20/80
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.97 37 Sep 2021
Sep 2024
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-12.99 18 Feb 2008
Jul 2009
-7.24 15 Feb 1994
Apr 1995
-6.55 5 Feb 2020
Jun 2020
-6.36 15 Feb 1994
Apr 1995
-6.26 6 Sep 1987
Feb 1988
-5.36 6 Sep 1987
Feb 1988
-5.06 4 Jul 1998
Oct 1998
-5.01 5 Aug 1990
Dec 1990
-4.93 5 Aug 1990
Dec 1990
-4.74 7 Dec 1989
Jun 1990
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 July 1985 - 31 October 2024 (~39 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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Ulcer Free Strategy All Country World 20/80
Year Return Drawdown Return Drawdown
2024
8.21% -2.00% 5.32% -2.38%
2023
13.74% -4.59% 10.25% -5.13%
2022
-15.39% -16.93% -14.66% -17.51%
2021
1.14% -3.29% 2.00% -1.92%
2020
20.69% -2.80% 8.36% -6.55%
2019
14.71% -0.83% 12.96% -0.19%
2018
0.69% -2.59% -1.87% -2.77%
2017
9.01% -0.91% 8.23% -0.08%
2016
5.21% -4.08% 5.12% -2.99%
2015
0.46% -2.56% 0.31% -3.05%
2014
8.51% -1.57% 6.24% -1.20%
2013
1.73% -4.61% 2.59% -4.30%
2012
9.44% -1.48% 9.39% -1.73%
2011
7.68% -1.94% 4.99% -2.61%
2010
13.35% -0.33% 8.78% -1.65%
2009
19.29% -1.70% 14.11% -6.27%
2008
-5.09% -13.81% -6.63% -12.99%
2007
10.42% -0.94% 7.29% -0.69%
2006
7.02% -1.81% 8.17% -0.88%
2005
5.78% -1.51% 6.13% -1.14%
2004
7.35% -2.86% 8.26% -2.40%
2003
15.98% -1.15% 13.81% -1.85%
2002
4.11% -2.74% 3.66% -3.50%
2001
1.74% -4.71% 6.56% -1.79%
2000
5.64% -4.73% 6.60% -1.64%
1999
12.39% -3.53% 8.23% -1.93%
1998
18.15% -2.77% 11.33% -5.06%
1997
4.45% -3.38% 7.47% -2.40%
1996
8.16% -0.95% 9.76% -1.58%
1995
22.80% 0.00% 20.18% 0.00%
1994
-4.83% -7.24% -2.97% -6.36%
1993
15.58% -0.99% 16.22% -0.27%
1992
8.79% -2.57% 6.50% -2.44%
1991
23.75% -1.85% 19.00% -1.50%
1990
2.22% -5.01% 2.54% -4.93%
1989
13.13% -0.77% 13.77% -1.08%
1988
6.27% -2.13% 11.09% -1.57%
1987
4.63% -5.36% 4.29% -6.26%
1986
17.00% -1.71% 20.59% -2.84%