Developed World ex-US 40/60 Momentum vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Simulation Settings
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 Gold Pivot Ptf Portfolio
1.00$
Initial Capital
December 2014
2.12$
Final Capital
November 2024
7.81%
Yearly Return
7.84
Std Deviation
-15.46%
Max Drawdown
23months
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 Gold Pivot Ptf Portfolio
1.00$
Initial Capital
August 2009
3.47$
Final Capital
November 2024
8.45%
Yearly Return
8.02
Std Deviation
-15.46%
Max Drawdown
23months
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 Gold Pivot Ptf Portfolio obtained a 7.81% compound annual return, with a 7.84% 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
Gold Pivot Ptf
Aim Ways 		17.54 0.62 10.68 21.11 9.11 7.81 8.45
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 Gold Pivot Ptf Portfolio: an investment of 1$, since December 2014, now would be worth 2.12$, with a total return of 112.18% (7.81% 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 Gold Pivot Ptf Portfolio: an investment of 1$, since August 2009, now would be worth 3.47$, with a total return of 246.65% (8.45% 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 Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 12.64 21.11
Infl. Adjusted Return (%) 9.99 18.26
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -0.50
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -2.55 -0.23
Start to Recovery (months) 4 2
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 6.04 4.40
Sharpe Ratio 1.23 3.61
Sortino Ratio 1.53 5.13
Ulcer Index 0.96 0.15
Ratio: Return / Standard Deviation 2.09 4.79
Ratio: Return / Deepest Drawdown 4.96 42.38
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 3.42 9.11
Infl. Adjusted Return (%) -0.67 4.80
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 47 33
RISK INDICATORS
Standard Deviation (%) 8.70 9.29
Sharpe Ratio 0.13 0.73
Sortino Ratio 0.17 1.01
Ulcer Index 7.52 4.91
Ratio: Return / Standard Deviation 0.39 0.98
Ratio: Return / Deepest Drawdown 0.18 0.59
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 3.93 7.81
Infl. Adjusted Return (%) 1.00 4.77
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 56 33
RISK INDICATORS
Standard Deviation (%) 6.96 7.84
Sharpe Ratio 0.34 0.80
Sortino Ratio 0.45 1.14
Ulcer Index 5.55 3.79
Ratio: Return / Standard Deviation 0.56 1.00
Ratio: Return / Deepest Drawdown 0.20 0.51
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 5.22 8.45
Infl. Adjusted Return (%) 2.61 5.76
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 56 36
RISK INDICATORS
Standard Deviation (%) 6.93 8.02
Sharpe Ratio 0.61 0.93
Sortino Ratio 0.80 1.33
Ulcer Index 4.70 3.36
Ratio: Return / Standard Deviation 0.75 1.05
Ratio: Return / Deepest Drawdown 0.27 0.55
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 Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.46 23 Jan 2022
Nov 2023
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.61 3 Feb 2020
Apr 2020
-5.55 14 Feb 2015
Mar 2016
-5.47 9 Aug 2016
Apr 2017
-5.38 14 May 2015
Jun 2016
-4.27 8 Aug 2016
Mar 2017
-4.11 5 Jan 2021
May 2021
-3.38 4 Sep 2020
Dec 2020
-2.79 4 Sep 2021
Dec 2021
-2.56 12 Feb 2018
Jan 2019
-2.15 2* Oct 2024
In progress
-1.62 5 Jan 2021
May 2021

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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.46 23 Jan 2022
Nov 2023
-9.18 17 Oct 2012
Feb 2014
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.71 5 Sep 2011
Jan 2012
-5.61 3 Feb 2020
Apr 2020
-5.55 14 Feb 2015
Mar 2016
-5.47 9 Aug 2016
Apr 2017
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.27 8 Aug 2016
Mar 2017
-4.11 5 Jan 2021
May 2021
-4.04 3 May 2010
Jul 2010

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 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 Gold Pivot Ptf
Year Return Drawdown Return Drawdown
2024
 8.99% -2.55% 17.54% -0.50%
2023
 10.83% -4.47% 17.87% -4.11%
2022
 -14.37% -19.07% -11.42% -15.46%
2021
 1.27% -2.17% 4.01% -4.11%
2020
 11.65% -7.72% 18.54% -5.61%
2019
 14.52% -0.27% 18.24% -1.03%
2018
 -4.03% -6.00% 0.01% -2.56%
2017
 11.62% -0.20% 12.25% -1.32%
2016
 2.96% -4.27% 7.68% -5.47%
2015
 0.07% -5.38% -2.07% -5.55%
2014
 1.57% -1.52% 6.26% -2.55%
2013
 8.39% -5.17% -1.77% -8.02%
2012
 12.90% -3.09% 10.26% -3.78%
2011
 -0.59% -8.94% 8.11% -5.71%
2010
 10.77% -4.04% 18.24% -1.29%