Aim Ways Ulcer Free Strategy vs Simplified Permanent Portfolio Comparison

Period: July 1985 - September 2024 (~39 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
October 1994
9.11$
Final Capital
September 2024
7.64%
Yearly Return
6.04
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
Simplified Permanent Portfolio
1.00$
Initial Capital
October 1994
8.48$
Final Capital
September 2024
7.39%
Yearly Return
6.91
Std Deviation
-16.43%
Max Drawdown
27 months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.61$
Final Capital
September 2024
8.27%
Yearly Return
6.09
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
Simplified Permanent Portfolio
1.00$
Initial Capital
July 1985
18.90$
Final Capital
September 2024
7.78%
Yearly Return
6.74
Std Deviation
-16.43%
Max Drawdown
27 months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.64% compound annual return, with a 6.04% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 7.39% compound annual return, with a 6.91% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 30 September 2024 (~39 years)
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Return (%) as of Sep 30, 2024
YTD
(9M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ulcer Free Strategy
Aim Ways
8.86 2.27 7.02 17.96 5.51 5.67 7.64 8.27
Simplified Permanent Portfolio 14.01 2.56 9.90 24.56 6.55 6.01 7.39 7.78
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 9.11$, with a total return of 811.18% (7.64% annualized).

Simplified Permanent Portfolio: an investment of 1$, since October 1994, now would be worth 8.48$, with a total return of 748.46% (7.39% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.61$, with a total return of 2161.13% (8.27% annualized).

Simplified Permanent Portfolio: an investment of 1$, since July 1985, now would be worth 18.90$, with a total return of 1790.07% (7.78% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 July 1985 - 30 September 2024 (~39 years)
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 17.96 24.56
Infl. Adjusted Return (%) 15.39 21.85
DRAWDOWN
Deepest Drawdown Depth (%) -2.00 -1.86
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -0.36 -0.04
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 6.48 6.54
Sharpe Ratio 1.94 2.94
Sortino Ratio 2.76 4.02
Ulcer Index 0.60 0.52
Ratio: Return / Standard Deviation 2.77 3.76
Ratio: Return / Deepest Drawdown 8.96 13.17
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 5.51 6.55
Infl. Adjusted Return (%) 1.32 2.31
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 8.06 8.72
Sharpe Ratio 0.41 0.50
Sortino Ratio 0.57 0.69
Ulcer Index 7.27 5.95
Ratio: Return / Standard Deviation 0.68 0.75
Ratio: Return / Deepest Drawdown 0.32 0.40
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 5.67 6.01
Infl. Adjusted Return (%) 2.75 3.08
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.44 7.27
Sharpe Ratio 0.65 0.62
Sortino Ratio 0.90 0.88
Ulcer Index 5.23 4.54
Ratio: Return / Standard Deviation 0.88 0.83
Ratio: Return / Deepest Drawdown 0.32 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 7.64 7.39
Infl. Adjusted Return (%) 5.01 4.76
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.04 6.91
Sharpe Ratio 0.89 0.74
Sortino Ratio 1.23 1.03
Ulcer Index 3.46 3.15
Ratio: Return / Standard Deviation 1.27 1.07
Ratio: Return / Deepest Drawdown 0.44 0.45
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 8.27 7.78
Infl. Adjusted Return (%) 5.35 4.87
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.09 6.74
Sharpe Ratio 0.85 0.70
Sortino Ratio 1.19 0.97
Ulcer Index 3.22 2.94
Ratio: Return / Standard Deviation 1.36 1.15
Ratio: Return / Deepest Drawdown 0.47 0.47
Metrics calculated over the period 1 July 1985 - 30 September 2024

Drawdowns

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

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Ulcer Free Strategy Simplified Permanent Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.48 35 Sep 2021
Jul 2024
-16.43 27 Jan 2022
Mar 2024
-13.81 17 Mar 2008
Jul 2009
-13.28 18 Mar 2008
Aug 2009
-6.69 11 Apr 2013
Feb 2014
-6.23 12 Aug 2016
Jul 2017
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999
-4.79 7 Apr 2004
Oct 2004
-4.73 26 Sep 2000
Oct 2002
-4.63 3 Jul 1998
Sep 1998
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.81 5 Jan 2021
May 2021

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Ulcer Free Strategy Simplified Permanent Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.48 35 Sep 2021
Jul 2024
-16.43 27 Jan 2022
Mar 2024
-13.81 17 Mar 2008
Jul 2009
-13.28 18 Mar 2008
Aug 2009
-7.24 15 Feb 1994
Apr 1995
-6.69 11 Apr 2013
Feb 2014
-6.23 12 Aug 2016
Jul 2017
-5.83 15 Aug 1987
Oct 1988
-5.67 14 Feb 1994
Mar 1995
-5.66 12 Jan 1990
Dec 1990
-5.36 6 Sep 1987
Feb 1988
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999
-5.01 5 Aug 1990
Dec 1990
-4.79 7 Apr 2004
Oct 2004

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 - 30 September 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 Simplified Permanent Portfolio
Year Return Drawdown Return Drawdown
2024
8.86% -2.00% 14.01% -1.86%
2023
13.74% -4.59% 11.51% -5.16%
2022
-15.39% -16.93% -12.67% -16.43%
2021
1.14% -3.29% 3.72% -3.81%
2020
20.69% -2.80% 16.46% -3.11%
2019
14.71% -0.83% 16.15% -0.99%
2018
0.69% -2.59% -1.29% -3.68%
2017
9.01% -0.91% 9.78% -0.96%
2016
5.21% -4.08% 5.72% -6.23%
2015
0.46% -2.56% -1.82% -5.27%
2014
8.51% -1.57% 7.12% -2.59%
2013
1.73% -4.61% -1.76% -6.69%
2012
9.44% -1.48% 7.59% -1.89%
2011
7.68% -1.94% 10.45% -3.69%
2010
13.35% -0.33% 16.36% -0.02%
2009
19.29% -1.70% 9.94% -4.96%
2008
-5.09% -13.81% 0.94% -13.28%
2007
10.42% -0.94% 14.14% -1.50%
2006
7.02% -1.81% 10.82% -2.47%
2005
5.78% -1.51% 7.34% -1.60%
2004
7.35% -2.86% 6.42% -4.79%
2003
15.98% -1.15% 15.31% -2.22%
2002
4.11% -2.74% 9.00% -2.60%
2001
1.74% -4.71% 0.15% -3.21%
2000
5.64% -4.73% 4.63% -2.98%
1999
12.39% -3.53% 2.25% -5.09%
1998
18.15% -2.77% 12.93% -4.63%
1997
4.45% -3.38% 8.38% -2.87%
1996
8.16% -0.95% 4.09% -3.64%
1995
22.80% 0.00% 21.97% 0.00%
1994
-4.83% -7.24% -4.18% -5.67%
1993
15.58% -0.99% 13.56% -1.61%
1992
8.79% -2.57% 4.46% -3.11%
1991
23.75% -1.85% 15.41% -1.06%
1990
2.22% -5.01% 1.55% -5.66%
1989
13.13% -0.77% 15.24% -1.52%
1988
6.27% -2.13% 3.97% -2.03%
1987
4.63% -5.36% 5.46% -5.83%
1986
17.00% -1.71% 19.06% -1.00%