Aim Ways Ulcer Free Strategy vs Stocks/Bonds 20/80 Momentum Portfolio Comparison

Period: July 1985 - August 2024 (~39 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
September 1994
8.87$
Final Capital
August 2024
7.54%
Yearly Return
6.03
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
Stocks/Bonds 20/80 Momentum Portfolio
1.00$
Initial Capital
September 1994
6.46$
Final Capital
August 2024
6.42%
Yearly Return
4.98
Std Deviation
-17.91%
Max Drawdown
34 months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.11$
Final Capital
August 2024
8.23%
Yearly Return
6.09
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
Stocks/Bonds 20/80 Momentum Portfolio
1.00$
Initial Capital
July 1985
16.20$
Final Capital
August 2024
7.37%
Yearly Return
5.23
Std Deviation
-17.91%
Max Drawdown
34 months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.54% compound annual return, with a 6.03% standard deviation, in the last 30 Years.

The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.42% compound annual return, with a 4.98% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 31 August 2024 (~39 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ulcer Free Strategy
Aim Ways 		6.44 1.11 6.81 11.79 4.87 5.26 7.54 8.23
Stocks/Bonds 20/80 Momentum 7.80 1.89 5.67 12.76 2.34 3.98 6.42 7.37
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 8.87$, with a total return of 786.50% (7.54% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since September 1994, now would be worth 6.46$, with a total return of 546.31% (6.42% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.11$, with a total return of 2110.89% (8.23% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since July 1985, now would be worth 16.20$, with a total return of 1520.40% (7.37% annualized).


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Metrics as of Aug 31, 2024

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

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 July 1985 - 31 August 2024 (~39 years)
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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 11.79 12.76
Infl. Adjusted Return (%) 9.17 10.12
DRAWDOWN
Deepest Drawdown Depth (%) -3.69 -4.44
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -3.69 -4.44
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 3
RISK INDICATORS
Standard Deviation (%) 7.67 8.40
Sharpe Ratio 0.84 0.88
Sortino Ratio 1.17 1.18
Ulcer Index 1.45 1.72
Ratio: Return / Standard Deviation 1.54 1.52
Ratio: Return / Deepest Drawdown 3.19 2.87
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 4.87 2.34
Infl. Adjusted Return (%) 0.70 -1.73
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.04 7.68
Sharpe Ratio 0.34 0.03
Sortino Ratio 0.48 0.04
Ulcer Index 7.27 8.87
Ratio: Return / Standard Deviation 0.61 0.30
Ratio: Return / Deepest Drawdown 0.28 0.13
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.26 3.98
Infl. Adjusted Return (%) 2.38 1.13
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Negative Period (months) 41 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.44 6.02
Sharpe Ratio 0.59 0.42
Sortino Ratio 0.83 0.56
Ulcer Index 5.23 6.34
Ratio: Return / Standard Deviation 0.82 0.66
Ratio: Return / Deepest Drawdown 0.30 0.22
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 7.54 6.42
Infl. Adjusted Return (%) 4.91 3.81
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Negative Period (months) 41 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.03 4.98
Sharpe Ratio 0.87 0.83
Sortino Ratio 1.21 1.09
Ulcer Index 3.46 3.84
Ratio: Return / Standard Deviation 1.25 1.29
Ratio: Return / Deepest Drawdown 0.43 0.36
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.23 7.37
Infl. Adjusted Return (%) 5.31 4.48
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Drawdown Depth (%) -17.48 -17.91
Start to Recovery (months) 35 34*
Longest Negative Period (months) 41 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.09 5.23
Sharpe Ratio 0.85 0.82
Sortino Ratio 1.18 1.10
Ulcer Index 3.22 3.48
Ratio: Return / Standard Deviation 1.35 1.41
Ratio: Return / Deepest Drawdown 0.47 0.41
Metrics calculated over the period 1 July 1985 - 31 August 2024

Drawdowns

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

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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.91 34* Nov 2021
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-9.00 20 Jan 2008
Aug 2009
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.77 5 Apr 2000
Aug 2000
-3.64 9 Aug 2016
Apr 2017
-3.53 8 Feb 1999
Sep 1999
-3.46 3 Feb 2020
Apr 2020
-3.29 7 Jan 2021
Jul 2021
-3.12 6 Sep 2018
Feb 2019
-2.95 6 Jan 2021
Jun 2021

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Ulcer Free Strategy Stocks/Bonds 20/80 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.91 34* Nov 2021
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-9.00 20 Jan 2008
Aug 2009
-7.24 15 Feb 1994
Apr 1995
-6.53 6 Sep 1987
Feb 1988
-5.46 13 Feb 1994
Feb 1995
-5.36 6 Sep 1987
Feb 1988
-5.01 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
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.77 5 Apr 2000
Aug 2000

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 August 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 Stocks/Bonds 20/80 Momentum
Year Return Drawdown Return Drawdown
2024
 6.44% -2.00% 7.80% -3.12%
2023
 13.74% -4.59% 6.16% -5.43%
2022
 -15.39% -16.93% -14.14% -17.00%
2021
 1.14% -3.29% 1.18% -2.95%
2020
 20.69% -2.80% 12.14% -3.46%
2019
 14.71% -0.83% 12.52% -0.69%
2018
 0.69% -2.59% -0.42% -3.12%
2017
 9.01% -0.91% 10.35% 0.00%
2016
 5.21% -4.08% 3.02% -3.64%
2015
 0.46% -2.56% 2.23% -1.48%
2014
 8.51% -1.57% 7.58% -0.83%
2013
 1.73% -4.61% 5.23% -2.48%
2012
 9.44% -1.48% 5.51% -0.69%
2011
 7.68% -1.94% 7.52% -0.70%
2010
 13.35% -0.33% 8.56% -0.70%
2009
 19.29% -1.70% 6.40% -6.03%
2008
 -5.09% -13.81% -2.70% -9.00%
2007
 10.42% -0.94% 9.07% -0.41%
2006
 7.02% -1.81% 5.53% -1.33%
2005
 5.78% -1.51% 5.74% -1.35%
2004
 7.35% -2.86% 6.73% -2.37%
2003
 15.98% -1.15% 8.38% -2.29%
2002
 4.11% -2.74% 4.15% -1.79%
2001
 1.74% -4.71% 3.27% -2.01%
2000
 5.64% -4.73% 7.19% -1.52%
1999
 12.39% -3.53% 7.48% -1.73%
1998
 18.15% -2.77% 16.62% -1.24%
1997
 4.45% -3.38% 14.93% -1.81%
1996
 8.16% -0.95% 8.83% -1.37%
1995
 22.80% 0.00% 23.01% 0.00%
1994
 -4.83% -7.24% -2.34% -5.46%
1993
 15.58% -0.99% 10.39% -0.92%
1992
 8.79% -2.57% 6.58% -1.69%
1991
 23.75% -1.85% 19.58% -0.95%
1990
 2.22% -5.01% 7.22% -2.90%
1989
 13.13% -0.77% 19.47% -0.82%
1988
 6.27% -2.13% 7.30% -2.80%
1987
 4.63% -5.36% 1.70% -6.53%
1986
 17.00% -1.71% 16.62% -3.15%