Developed World ex-US 40/60 Momentum vs Aim Ways Aim comfortable trip Portfolio Comparison

Period: August 2009 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
December 2014
1.47$
Final Capital
November 2024
3.93%
Yearly Return
6.96
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
December 2014
1.88$
Final Capital
November 2024
6.50%
Yearly Return
7.43
Std Deviation
-15.56%
Max Drawdown
24months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
November 2024
5.22%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
August 2009
3.04$
Final Capital
November 2024
7.52%
Yearly Return
7.30
Std Deviation
-15.56%
Max Drawdown
24months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.93% compound annual return, with a 6.96% standard deviation, in the last 10 Years.

The Aim Ways Aim comfortable trip Portfolio obtained a 6.50% compound annual return, with a 7.43% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Developed World ex-US 40/60 Momentum 8.99 1.48 3.47 12.64 3.42 3.93 5.22
Aim comfortable trip
Aim Ways 		12.83 1.88 8.53 17.52 7.28 6.50 7.52
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since December 2014, now would be worth 1.47$, with a total return of 47.03% (3.93% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since December 2014, now would be worth 1.88$, with a total return of 87.80% (6.50% annualized).


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Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.18$, with a total return of 118.15% (5.22% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since August 2009, now would be worth 3.04$, with a total return of 203.90% (7.52% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 12.64 17.52
Infl. Adjusted Return (%) 9.99 14.76
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -1.63
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -2.55 -0.68
Start to Recovery (months) 4 2
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 6.04 5.81
Sharpe Ratio 1.23 2.12
Sortino Ratio 1.53 2.89
Ulcer Index 0.96 0.52
Ratio: Return / Standard Deviation 2.09 3.02
Ratio: Return / Deepest Drawdown 4.96 10.78
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 3.42 7.28
Infl. Adjusted Return (%) -0.67 3.04
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 47 31
RISK INDICATORS
Standard Deviation (%) 8.70 9.20
Sharpe Ratio 0.13 0.54
Sortino Ratio 0.17 0.73
Ulcer Index 7.52 4.79
Ratio: Return / Standard Deviation 0.39 0.79
Ratio: Return / Deepest Drawdown 0.18 0.47
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 3.93 6.50
Infl. Adjusted Return (%) 1.00 3.50
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 31
RISK INDICATORS
Standard Deviation (%) 6.96 7.43
Sharpe Ratio 0.34 0.66
Sortino Ratio 0.45 0.91
Ulcer Index 5.55 3.59
Ratio: Return / Standard Deviation 0.56 0.88
Ratio: Return / Deepest Drawdown 0.20 0.42
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.22 7.52
Infl. Adjusted Return (%) 2.61 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 31
RISK INDICATORS
Standard Deviation (%) 6.93 7.30
Sharpe Ratio 0.61 0.89
Sortino Ratio 0.80 1.23
Ulcer Index 4.70 3.02
Ratio: Return / Standard Deviation 0.75 1.03
Ratio: Return / Deepest Drawdown 0.27 0.48
Metrics calculated over the period 1 August 2009 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 August 2009 - 30 November 2024 (~15 years)

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Developed World ex-US 40/60 Momentum Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-4.92 13 Mar 2015
Mar 2016
-4.78 6 Sep 2018
Feb 2019
-4.27 8 Aug 2016
Mar 2017
-2.98 3 Sep 2020
Nov 2020
-2.32 2 May 2019
Jun 2019
-2.26 4 Sep 2021
Dec 2021
-2.15 2* Oct 2024
In progress
-2.09 4 Oct 2016
Jan 2017
-1.89 7 Feb 2018
Aug 2018

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Developed World ex-US 40/60 Momentum Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.67 9 May 2011
Jan 2012
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.92 13 Mar 2015
Mar 2016
-4.78 6 Sep 2018
Feb 2019
-4.39 5 Apr 2012
Aug 2012
-4.27 8 Aug 2016
Mar 2017
-4.04 3 May 2010
Jul 2010
-4.02 5 May 2010
Sep 2010

Rolling Returns

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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 August 2009 - 30 November 2024 (~15 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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Developed World ex-US 40/60 Momentum Aim comfortable trip
Year Return Drawdown Return Drawdown
2024
 8.99% -2.55% 12.83% -1.63%
2023
 10.83% -4.47% 15.77% -4.47%
2022
 -14.37% -19.07% -10.58% -15.56%
2021
 1.27% -2.17% 7.29% -2.26%
2020
 11.65% -7.72% 11.36% -9.39%
2019
 14.52% -0.27% 16.14% -2.32%
2018
 -4.03% -6.00% -2.40% -4.78%
2017
 11.62% -0.20% 11.42% -0.42%
2016
 2.96% -4.27% 7.92% -2.09%
2015
 0.07% -5.38% -1.20% -4.92%
2014
 1.57% -1.52% 5.31% -2.23%
2013
 8.39% -5.17% 7.86% -3.94%
2012
 12.90% -3.09% 10.85% -4.39%
2011
 -0.59% -8.94% 3.71% -5.67%
2010
 10.77% -4.04% 13.58% -4.02%