Value Stock Geek Weird Portfolio vs Aim Ways Shield Strategy Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

Value Stock Geek Weird Portfolio

1.00$
Invested Capital
July 1995
11.92$
Final Capital
June 2025
8.61%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
July 1995
5.67$
Final Capital
June 2025
5.95%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1985
40.19$
Final Capital
June 2025
9.55%
Yearly Return
10.45%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
January 1985
13.22$
Final Capital
June 2025
6.58%
Yearly Return
10.45%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

Aim Ways Shield Strategy Portfolio

1.00$
Invested Capital
July 1995
13.53$
Final Capital
June 2025
9.07%
Yearly Return
8.83%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
July 1995
6.43$
Final Capital
June 2025
6.40%
Yearly Return
8.83%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 1985
43.43$
Final Capital
June 2025
9.76%
Yearly Return
8.67%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
January 1985
14.29$
Final Capital
June 2025
6.79%
Yearly Return
8.67%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

As of June 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.61% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

As of June 2025, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.07% compound annual return, with a 8.83% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 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.

Value Stock Geek Weird Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	SCZ	iShares MSCI EAFE Small-Cap
20.00	VNQ	Vanguard Real Estate
20.00	TLT	iShares 20+ Year Treasury Bond
20.00	GLD	SPDR Gold Trust

Aim Ways Shield Strategy Portfolio

Weight (%)	Ticker	Name
21.00	SPY	SPDR S&P 500
16.00	QQQ	Invesco QQQ Trust
5.00	USMV	iShares Edge MSCI Min Vol USA
22.00	LQD	iShares Investment Grade Corporate Bond
16.00	IEI	iShares 3-7 Year Treasury Bond
20.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/07 - 2025/06)

All Data
(1985/01 - 2025/06)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	11.92 $	1 092.23%	8.61%
Shield Strategy Aim Ways	1 $	13.53 $	1 253.45%	9.07%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	5.67 $	466.63%	5.95%
Shield Strategy Aim Ways	1 $	6.43 $	543.25%	6.40%
	Jul 1995	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	40.19 $	3 919.35%	9.55%
Shield Strategy Aim Ways	1 $	43.43 $	4 242.68%	9.76%
	Jan 1985	Jun 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	13.22 $	1 222.39%	6.58%
Shield Strategy Aim Ways	1 $	14.29 $	1 328.77%	6.79%
	Jan 1985	Jun 2025

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		Return (%) as of Jun 30, 2025
		YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Weird Portfolio Value Stock Geek	8.91	2.43	8.91	15.98	6.43	6.40	8.61	9.55
	Shield Strategy Aim Ways	9.81	2.73	9.81	17.25	9.76	9.72	9.07	9.76
Returns over 1 year are annualized.

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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 July 2024 - 30 June 2025 (1 year)

Period: 1 July 2020 - 30 June 2025 (5 years)

Period: 1 July 2015 - 30 June 2025 (10 years)

Period: 1 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2025/06)

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	Weird Portfolio	Shield Strategy
Author	Value Stock Geek	Aim Ways
ASSET ALLOCATION
Stocks	60%	42%
Fixed Income	20%	38%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	15.98	17.25
Infl. Adjusted (%)	13.22	14.47
DRAWDOWN
Deepest Drawdown Depth (%)	-5.15	-1.70
Start to Recovery (months)	6	2
Longest Drawdown Depth (%)	-5.15	-0.41
Start to Recovery (months)	6	2
Longest Negative Period (months)	7	1
RISK INDICATORS
Standard Deviation (%)	9.67	4.88
Sharpe Ratio	1.17	2.58
Sortino Ratio	1.52	3.17
Ulcer Index	1.79	0.50
Ratio: Return / Standard Deviation	1.65	3.53
Ratio: Return / Deepest Drawdown	3.10	10.14
Metrics calculated over the period 1 July 2024 - 30 June 2025

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	Weird Portfolio	Shield Strategy
Author	Value Stock Geek	Aim Ways
ASSET ALLOCATION
Stocks	60%	42%
Fixed Income	20%	38%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	6.43	9.76
Infl. Adjusted (%)	1.82	5.01
DRAWDOWN
Deepest Drawdown Depth (%)	-24.18	-19.36
Start to Recovery (months)	33	24
Longest Drawdown Depth (%)	-24.18	-19.36
Start to Recovery (months)	33	24
Longest Negative Period (months)	41	30
RISK INDICATORS
Standard Deviation (%)	13.46	10.23
Sharpe Ratio	0.28	0.69
Sortino Ratio	0.39	0.92
Ulcer Index	10.10	6.50
Ratio: Return / Standard Deviation	0.48	0.95
Ratio: Return / Deepest Drawdown	0.27	0.50
Metrics calculated over the period 1 July 2020 - 30 June 2025

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	Weird Portfolio	Shield Strategy
Author	Value Stock Geek	Aim Ways
ASSET ALLOCATION
Stocks	60%	42%
Fixed Income	20%	38%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	6.40	9.72
Infl. Adjusted (%)	3.26	6.49
DRAWDOWN
Deepest Drawdown Depth (%)	-24.18	-19.36
Start to Recovery (months)	33	24
Longest Drawdown Depth (%)	-24.18	-19.36
Start to Recovery (months)	33	24
Longest Negative Period (months)	47	30
RISK INDICATORS
Standard Deviation (%)	11.62	9.02
Sharpe Ratio	0.39	0.88
Sortino Ratio	0.54	1.19
Ulcer Index	7.52	4.81
Ratio: Return / Standard Deviation	0.55	1.08
Ratio: Return / Deepest Drawdown	0.26	0.50
Metrics calculated over the period 1 July 2015 - 30 June 2025

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	Weird Portfolio	Shield Strategy
Author	Value Stock Geek	Aim Ways
ASSET ALLOCATION
Stocks	60%	42%
Fixed Income	20%	38%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	8.61	9.07
Infl. Adjusted (%)	5.95	6.40
DRAWDOWN
Deepest Drawdown Depth (%)	-32.97	-19.36
Start to Recovery (months)	29	24
Longest Drawdown Depth (%)	-24.18	-18.97
Start to Recovery (months)	33	39
Longest Negative Period (months)	47	44
RISK INDICATORS
Standard Deviation (%)	10.97	8.83
Sharpe Ratio	0.58	0.77
Sortino Ratio	0.77	1.04
Ulcer Index	6.63	5.59
Ratio: Return / Standard Deviation	0.78	1.03
Ratio: Return / Deepest Drawdown	0.26	0.47
Metrics calculated over the period 1 July 1995 - 30 June 2025

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	Weird Portfolio	Shield Strategy
Author	Value Stock Geek	Aim Ways
ASSET ALLOCATION
Stocks	60%	42%
Fixed Income	20%	38%
Commodities	20%	20%
PERFORMANCES
Annualized Return (%)	9.55	9.76
Infl. Adjusted (%)	6.58	6.79
DRAWDOWN
Deepest Drawdown Depth (%)	-32.97	-19.36
Start to Recovery (months)	29	24
Longest Drawdown Depth (%)	-24.18	-18.97
Start to Recovery (months)	33	39
Longest Negative Period (months)	47	44
RISK INDICATORS
Standard Deviation (%)	10.45	8.67
Sharpe Ratio	0.61	0.76
Sortino Ratio	0.81	1.03
Ulcer Index	6.07	5.06
Ratio: Return / Standard Deviation	0.91	1.13
Ratio: Return / Deepest Drawdown	0.29	0.50
Metrics calculated over the period 1 January 1985 - 30 June 2025

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 July 1995 - 30 June 2025 (30 years)

Period: 1 January 1985 - 30 June 2025 (~41 years)

30 Years
(1995/07 - 2025/06)

Chart Table

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Weird Portfolio			Shield Strategy
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-32.97	29	Nov 2007 Mar 2010
-24.18	33	Jan 2022 Sep 2024
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-13.36	6	Feb 2020 Jul 2020
-13.23	27	Apr 1998 Jun 2000
-8.66	8	Sep 2018 Apr 2019
-8.65	12	Jun 2002 May 2003
			-7.66	4	Jul 1998 Oct 1998
			-7.65	4	Feb 2020 May 2020
-7.32	6	Apr 2004 Sep 2004
-7.20	14	Feb 2015 Mar 2016
-6.89	6	May 2013 Oct 2013
-6.58	9	Aug 2016 Apr 2017

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Weird Portfolio			Shield Strategy
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-32.97	29	Nov 2007 Mar 2010
-24.18	33	Jan 2022 Sep 2024
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-16.24	18	Dec 1989 May 1991
-13.36	6	Feb 2020 Jul 2020
-13.23	27	Apr 1998 Jun 2000
			-13.14	20	Sep 1987 Apr 1989
-12.71	14	Sep 1987 Oct 1988
-8.66	8	Sep 2018 Apr 2019
-8.65	12	Jun 2002 May 2003
			-7.66	4	Jul 1998 Oct 1998
			-7.65	4	Feb 2020 May 2020
-7.57	16	Feb 1994 May 1995

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 - 30 June 2025 (~41 years)

Rolling Period:

Weird Portfolio
Shield Strategy

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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	Weird Portfolio		Shield Strategy
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	8.91	0.00	9.81	-0.37
2024	6.45	-5.15	15.92	-2.13
2023	10.94	-12.66	20.08	-5.24
2022	-18.17	-24.18	-15.12	-19.36
2021	14.49	-3.51	9.82	-3.40
2020	10.52	-13.36	20.37	-7.65
2019	21.93	-1.68	22.48	-2.06
2018	-8.01	-8.66	-1.91	-5.03
2017	14.20	-0.31	15.04	-0.68
2016	10.34	-6.58	7.35	-4.07
2015	-1.57	-7.20	-0.10	-4.62
2014	11.39	-5.08	8.59	-2.13
2013	5.71	-6.89	7.50	-4.38
2012	13.28	-4.45	10.74	-3.62
2011	7.07	-5.96	6.97	-4.76
2010	22.57	-4.90	16.03	-3.39
2009	19.50	-17.34	21.59	-6.37
2008	-15.22	-24.57	-12.13	-18.60
2007	4.32	-4.58	12.84	-1.84
2006	21.26	-3.05	11.15	-3.29
2005	13.51	-2.30	5.77	-2.90
2004	20.31	-7.32	7.38	-3.99
2003	32.68	-1.93	21.21	-1.00
2002	7.55	-8.65	-1.64	-7.75
2001	4.90	-4.41	-4.77	-10.54
2000	11.88	-2.51	-4.17	-8.87
1999	2.11	-4.11	20.24	-3.49
1998	-0.30	-13.23	24.17	-7.66
1997	4.80	-3.83	10.96	-3.63
1996	10.07	-2.17	12.28	-2.24
1995	14.94	-1.53	24.80	0.00
1994	-4.11	-7.57	-1.72	-5.64
1993	21.05	-2.35	12.49	-0.74
1992	10.23	-2.71	4.94	-2.92
1991	18.76	-2.61	23.27	-2.81
1990	-10.86	-16.22	-0.04	-6.64
1989	13.23	-1.43	17.40	-1.65
1988	12.98	-1.18	6.16	-3.42
1987	8.44	-12.71	8.56	-13.14
1986	28.08	-2.01	15.59	-2.72
1985	30.14	-1.95	23.91	-2.06

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jun 30, 2025

Portfolio Metrics as of Jun 30, 2025

Drawdowns

Rolling Returns

Yearly Returns