Zefiro SCF Zefiro Portfolio vs Aim Ways Shield Strategy Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - May 2026 (~41 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/06 - 2026/05)

All Data
(1985/01 - 2026/05)

Inflation Adjusted:

Zefiro SCF Zefiro Portfolio

1.00$
Invested Capital
June 1996
7.79$
Final Capital
May 2026
7.08%
Yearly Return
7.51%
Std Deviation
-20.61%
Max Drawdown
26months
Recovery Period

1.00$
Invested Capital
June 1996
3.65$
Final Capital
May 2026
4.41%
Yearly Return
7.51%
Std Deviation
-20.13%
Max Drawdown
26months
Recovery Period

1.00$
Invested Capital
January 1985
27.11$
Final Capital
May 2026
8.29%
Yearly Return
7.17%
Std Deviation
-20.61%
Max Drawdown
26months
Recovery Period

1.00$
Invested Capital
January 1985
8.56$
Final Capital
May 2026
5.32%
Yearly Return
7.17%
Std Deviation
-20.13%
Max Drawdown
26months
Recovery Period

Aim Ways Shield Strategy Portfolio

1.00$
Invested Capital
June 1996
14.45$
Final Capital
May 2026
9.31%
Yearly Return
8.97%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
June 1996
6.77$
Final Capital
May 2026
6.58%
Yearly Return
8.97%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 1985
52.03$
Final Capital
May 2026
10.01%
Yearly Return
8.69%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

1.00$
Invested Capital
January 1985
16.43$
Final Capital
May 2026
6.99%
Yearly Return
8.69%
Std Deviation
-24.13%
Max Drawdown
35months
Recovery Period

As of May 2026, in the previous 30 Years, the Zefiro SCF Zefiro Portfolio obtained a 7.08% compound annual return, with a 7.51% standard deviation. It suffered a maximum drawdown of -20.61% that required 26 months to be recovered.

As of May 2026, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.31% compound annual return, with a 8.97% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.

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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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Zefiro SCF Zefiro Portfolio

Weight (%)	Ticker	Name
20.00	VTI	Vanguard Total Stock Market
30.00	TIP	iShares TIPS Bond
20.00	TLT	iShares 20+ Year Treasury Bond
15.00	GLD	SPDR Gold Trust
15.00	GSG	iShares S&P GSCI Commodity Indexed 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 May 31, 2026

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
(1996/06 - 2026/05)

All Data
(1985/01 - 2026/05)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Zefiro Portfolio Zefiro SCF	1 $	7.79 $	679.07%	7.08%
Shield Strategy Aim Ways	1 $	14.45 $	1 345.14%	9.31%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Zefiro Portfolio Zefiro SCF	1 $	3.65 $	264.74%	4.41%
Shield Strategy Aim Ways	1 $	6.77 $	576.57%	6.58%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Zefiro Portfolio Zefiro SCF	1 $	27.11 $	2 610.51%	8.29%
Shield Strategy Aim Ways	1 $	52.03 $	5 103.16%	10.01%
	Jan 1985	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Zefiro Portfolio Zefiro SCF	1 $	8.56 $	756.00%	5.32%
Shield Strategy Aim Ways	1 $	16.43 $	1 543.20%	6.99%
	Jan 1985	May 2026

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		Return (%) as of May 31, 2026
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~41Y)
	Zefiro Portfolio Zefiro SCF	9.25	-0.61	8.88	21.89	7.38	7.28	7.08	8.29
	Shield Strategy Aim Ways	6.96	2.84	7.25	23.08	10.63	11.20	9.31	10.01
Returns over 1 year are annualized.

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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 June 2025 - 31 May 2026 (1 year)

Period: 1 June 2021 - 31 May 2026 (5 years)

Period: 1 June 2016 - 31 May 2026 (10 years)

Period: 1 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1985 - 31 May 2026 (~41 years)

1 Year

5 Years

10 Years

30 Years

All (1985/01 - 2026/05)

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	Zefiro Portfolio	Shield Strategy
Author	Zefiro SCF	Aim Ways
ASSET ALLOCATION
Stocks	20%	42%
Fixed Income	50%	38%
Commodities	30%	20%
PERFORMANCES
Annualized Return (%)	21.89	23.08
Infl. Adjusted (%)	17.00	18.14
DRAWDOWN
Deepest Drawdown Depth (%)	-0.61	-5.19
Start to Recovery (months)	1*	3
Longest Drawdown Depth (%)	-0.34	-5.19
Start to Recovery (months)	2	3
Longest Negative Period (months)	1	4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	5.22	8.48
Sharpe Ratio	3.45	2.26
Sortino Ratio	4.78	2.65
Ulcer Index	0.20	1.47
Ratio: Return / Standard Deviation	4.20	2.72
Ratio: Return / Deepest Drawdown	35.93	4.45
Metrics calculated over the period 1 June 2025 - 31 May 2026

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	Zefiro Portfolio	Shield Strategy
Author	Zefiro SCF	Aim Ways
ASSET ALLOCATION
Stocks	20%	42%
Fixed Income	50%	38%
Commodities	30%	20%
PERFORMANCES
Annualized Return (%)	7.38	10.63
Infl. Adjusted (%)	2.79	5.90
DRAWDOWN
Deepest Drawdown Depth (%)	-15.09	-19.36
Start to Recovery (months)	28	24
Longest Drawdown Depth (%)	-15.09	-19.36
Start to Recovery (months)	28	24
Longest Negative Period (months)	30	29
RISK INDICATORS
Standard Deviation (%)	8.20	10.22
Sharpe Ratio	0.49	0.71
Sortino Ratio	0.62	0.91
Ulcer Index	5.52	6.48
Ratio: Return / Standard Deviation	0.90	1.04
Ratio: Return / Deepest Drawdown	0.49	0.55
Metrics calculated over the period 1 June 2021 - 31 May 2026

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	Zefiro Portfolio	Shield Strategy
Author	Zefiro SCF	Aim Ways
ASSET ALLOCATION
Stocks	20%	42%
Fixed Income	50%	38%
Commodities	30%	20%
PERFORMANCES
Annualized Return (%)	7.28	11.20
Infl. Adjusted (%)	3.77	7.56
DRAWDOWN
Deepest Drawdown Depth (%)	-15.09	-19.36
Start to Recovery (months)	28	24
Longest Drawdown Depth (%)	-15.09	-19.36
Start to Recovery (months)	28	24
Longest Negative Period (months)	34	30
RISK INDICATORS
Standard Deviation (%)	7.43	9.20
Sharpe Ratio	0.69	0.98
Sortino Ratio	0.90	1.30
Ulcer Index	4.13	4.81
Ratio: Return / Standard Deviation	0.98	1.22
Ratio: Return / Deepest Drawdown	0.48	0.58
Metrics calculated over the period 1 June 2016 - 31 May 2026

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	Zefiro Portfolio	Shield Strategy
Author	Zefiro SCF	Aim Ways
ASSET ALLOCATION
Stocks	20%	42%
Fixed Income	50%	38%
Commodities	30%	20%
PERFORMANCES
Annualized Return (%)	7.08	9.31
Infl. Adjusted (%)	4.41	6.58
DRAWDOWN
Deepest Drawdown Depth (%)	-20.61	-19.36
Start to Recovery (months)	26	24
Longest Drawdown Depth (%)	-11.32	-18.97
Start to Recovery (months)	36	39
Longest Negative Period (months)	54	44
RISK INDICATORS
Standard Deviation (%)	7.51	8.97
Sharpe Ratio	0.65	0.79
Sortino Ratio	0.85	1.07
Ulcer Index	4.34	5.60
Ratio: Return / Standard Deviation	0.94	1.04
Ratio: Return / Deepest Drawdown	0.34	0.48
Metrics calculated over the period 1 June 1996 - 31 May 2026

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	Zefiro Portfolio	Shield Strategy
Author	Zefiro SCF	Aim Ways
ASSET ALLOCATION
Stocks	20%	42%
Fixed Income	50%	38%
Commodities	30%	20%
PERFORMANCES
Annualized Return (%)	8.29	10.01
Infl. Adjusted (%)	5.32	6.99
DRAWDOWN
Deepest Drawdown Depth (%)	-20.61	-19.36
Start to Recovery (months)	26	24
Longest Drawdown Depth (%)	-11.32	-18.97
Start to Recovery (months)	36	39
Longest Negative Period (months)	54	44
RISK INDICATORS
Standard Deviation (%)	7.17	8.69
Sharpe Ratio	0.71	0.79
Sortino Ratio	0.96	1.06
Ulcer Index	3.82	5.01
Ratio: Return / Standard Deviation	1.16	1.15
Ratio: Return / Deepest Drawdown	0.40	0.52
Metrics calculated over the period 1 January 1985 - 31 May 2026

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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 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1985 - 31 May 2026 (~41 years)

30 Years
(1996/06 - 2026/05)

Chart Table

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Zefiro Portfolio			Shield Strategy
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.61	26	Jul 2008 Aug 2010
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-15.09	28	Apr 2022 Jul 2024
-11.32	36	Sep 2014 Aug 2017
			-7.66	4	Jul 1998 Oct 1998
			-7.65	4	Feb 2020 May 2020
-7.24	19	Oct 2012 Apr 2014
-6.38	5	Feb 2020 Jun 2020
			-6.37	5	Apr 2000 Aug 2000
-5.38	7	Sep 2018 Mar 2019
-5.32	6	Apr 2004 Sep 2004
			-5.19	3	Mar 2026 May 2026
-5.09	7	May 1998 Nov 1998

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Zefiro Portfolio			Shield Strategy
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-20.61	26	Jul 2008 Aug 2010
			-19.36	24	Jan 2022 Dec 2023
			-18.97	39	Sep 2000 Nov 2003
			-18.89	23	Nov 2007 Sep 2009
-15.09	28	Apr 2022 Jul 2024
			-13.14	20	Sep 1987 Apr 1989
-11.32	36	Sep 2014 Aug 2017
			-7.66	4	Jul 1998 Oct 1998
			-7.65	4	Feb 2020 May 2020
-7.24	19	Oct 2012 Apr 2014
-6.78	15	Feb 1994 Apr 1995
			-6.64	6	Aug 1990 Jan 1991
-6.38	5	Feb 2020 Jun 2020
			-6.37	5	Apr 2000 Aug 2000
			-5.64	13	Feb 1994 Feb 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 - 31 May 2026 (~41 years)

Rolling Period:

Zefiro 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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	Zefiro Portfolio		Shield Strategy
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	9.25	-0.61	6.96	-5.19
2025	16.74	-0.77	23.01	-0.37
2024	8.92	-2.12	15.92	-2.13
2023	7.77	-5.89	20.08	-5.24
2022	-10.59	-15.09	-15.12	-19.36
2021	11.11	-1.77	9.82	-3.40
2020	11.22	-6.38	20.37	-7.65
2019	16.48	-0.84	22.48	-2.06
2018	-4.16	-5.38	-1.91	-5.03
2017	9.46	-0.77	15.04	-0.68
2016	6.93	-4.62	7.35	-4.07
2015	-7.52	-9.67	-0.10	-4.62
2014	3.77	-4.11	8.59	-2.13
2013	-3.05	-6.81	7.50	-4.38
2012	6.64	-1.98	10.74	-3.62
2011	11.91	-2.72	6.97	-4.76
2010	12.60	-2.07	16.03	-3.39
2009	9.39	-8.41	21.59	-6.37
2008	-6.72	-20.31	-12.13	-18.60
2007	16.02	-1.07	12.84	-1.84
2006	6.29	-2.32	11.15	-3.29
2005	9.47	-2.72	5.77	-2.90
2004	9.93	-5.32	7.38	-3.99
2003	16.33	-4.49	21.21	-1.00
2002	14.45	-1.32	-1.64	-7.75
2001	-3.73	-3.79	-4.77	-10.54
2000	13.78	-1.72	-4.17	-8.87
1999	7.95	-3.17	20.24	-3.49
1998	4.56	-5.09	24.17	-7.66
1997	7.47	-3.09	10.96	-3.63
1996	8.74	-1.81	12.28	-2.24
1995	23.28	0.00	24.80	0.00
1994	-2.84	-6.78	-1.72	-5.64
1993	11.01	-1.88	12.49	-0.74
1992	5.73	-2.04	4.94	-2.92
1991	13.34	-1.31	23.27	-2.81
1990	6.29	-5.20	-0.04	-6.64
1989	19.26	-0.76	17.40	-1.65
1988	9.15	-1.72	6.16	-3.42
1987	7.11	-4.72	8.56	-13.14
1986	17.76	-2.27	15.59	-2.72
1985	23.85	-2.73	23.91	-2.06

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Returns

Yearly Returns