Aim Ways Aim Bold Strategy Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1985 - January 2025 (~40 years)
Consolidated Returns as of 31 January 2025
Live Update available for February 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Live
Inflation Adjusted:
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
February 1995
12.97$
Final Capital
January 2025
8.92%
Yearly Return
9.91%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
February 1995
6.15$
Final Capital
January 2025
6.24%
Yearly Return
9.91%
Std Deviation
-31.24%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
40.66$
Final Capital
January 2025
9.68%
Yearly Return
9.58%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1985
13.50$
Final Capital
January 2025
6.71%
Yearly Return
9.58%
Std Deviation
-31.24%
Max Drawdown
30months
Recovery Period
---
1 Day: ---
---
Month: ---

The Aim Ways Aim Bold Strategy Portfolio can be implemented with 7 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 45% on the Stock Market, 40% on Fixed Income, 15% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.

As of January 2025, in the previous 30 Years, the Aim Ways Aim Bold Strategy Portfolio obtained a 8.92% compound annual return, with a 9.91% standard deviation. It suffered a maximum drawdown of -30.09% that required 29 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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About the Author

Aim Ways

Hello. I am "AIM WAYS". I was bord in 1969; I live in Italy and I'm Italian; my name is Carmine.

For almost 15 years -I was not yet 21 years old- I was a tied-agent on behalf of a leading Italian asset management company. Thereafter, I abandoned single-mandate model, and for 13 years I was involved in straightforward consulting.

With changing regulations in the industry sector, in 2018 I decided to permanently abandon the classic 'Output-Economy' approach (focused on the placement of instruments) to face a new concept: financial coaching.

Challenge consists in being able to generate income revenues (for me), with value and full reward for the investor/prospect.

It is the cornerstone of the 'Outcome-Economy': a new 'ecosystem' in which, RELATIONSHIP (Advisory), is the main pillar, through major tool: 'Goal based investing'; my policy does NOT allow "recommenda- tions on financial instruments."

Basically, I focus on the 'CORE' stages of <Consulting Process>; that is: once the 'anamnesis' is taken and the correct 'therapy' (including 'dosage') is identified, it will then be the interactor -now sufficiently learned- to choose both 'pharmacy' and specific 'medicine'.

After all these years professionally engaged in personal finance, I still manage to be passionate about the world of investments.

Portfolio Overview

This portfolio is designed for a long-run strategy.

Reasoning behind this solution is to impact (and join) growth of economies, through an effective strategy WITHOUT concentrating too many asset-classes in the US.

I turned careful eye to 'PRESIDING' of volatility (with tolerable Standard Deviation) and SHARPE index, which measures payoff of the personal 'RISK' budget spent in the market.

The search for a fair level of decoupling, required the inevitable use of an appropriate contribution of GOLD as a stable commodity in the allocation.

This is NOT a one-size-fits-all strategy, nor can it be called 'LAZY' in the strictest sense. But, if you have understood benefits of 'Buying Time' and diversifying, and know you will NOT risk losing all your money, then we can sit down at a table....

Even if only to reason about it.

In hindsight, a not-so-traditional "Perpetual Withdrawal Rate" also emerged. But that was NOT part of the program.

Asset Allocation and ETFs

To effectively implement the asset allocation of the Aim Ways Aim Bold Strategy Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

45% Stocks
40% Fixed Income
15% Commodities

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Weight
(%)		 ETF
Ticker		 ETF
Currency		 ETF Name Investment Themes (Orig.Currency)
15.00
QQQ
USD Invesco QQQ Trust Equity, U.S., Large Cap, Growth (USD)
15.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap (USD)
10.00
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap (USD)
5.00
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF Equity, Broad Asia, Large Cap (USD)
20.00
BNDX
USD Vanguard Total International Bond Bond, Developed Markets Ex-US, All-Term (USD)
20.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term (USD)
15.00
GLD
USD SPDR Gold Trust Commodity, Gold (USD)

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

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Portfolio and ETF Returns as of Jan 31, 2025

The Aim Ways Aim Bold Strategy Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
AIM WAYS AIM BOLD STRATEGY PORTFOLIO
1 January 1985 - 31 January 2025 (~40 years)
Live Update: February 2025
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2025
  1 Day Time ET(*) --- YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Investment Return --- --- 2.79 2.79 7.03 18.02 8.84 8.22 8.92 9.68
US Inflation Adjusted Return 2.79 2.79 5.63 15.04 4.48 5.00 6.24 6.71
Components
QQQ
USD Invesco QQQ Trust --- --- --- 2.16 2.16 11.21 26.00 19.71 18.77 14.72 14.84
VTI
USD Vanguard Total Stock Market --- --- --- 3.03 3.03 10.24 26.16 14.52 13.15 10.84 11.48
VGK
USD Vanguard FTSE Europe --- --- --- 6.35 6.35 -0.04 9.69 6.96 5.93 7.13 9.80
AAXJ
USD iShares MSCI All Country Asia ex-Japan ETF --- --- --- 0.67 0.67 2.00 17.35 2.93 3.57 5.21 7.59
BNDX
USD Vanguard Total International Bond --- --- --- 0.24 0.24 2.17 4.43 -0.22 1.75 5.08 6.55
HYG
USD iShares iBoxx $ High Yield Corporate Bond --- --- --- 1.36 1.36 5.05 9.83 3.42 4.09 5.75 6.96
GLD
USD SPDR Gold Trust --- --- --- 6.79 6.79 14.13 37.20 11.60 7.67 6.63 5.43
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to Dec 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.58% , 5Y: 4.18% , 10Y: 3.07% , 30Y: 2.52%

In 2024, the Aim Ways Aim Bold Strategy Portfolio granted a 2.86% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Aim Bold Strategy Portfolio: Dividend Yield page.

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Capital Growth as of Jan 31, 2025

An investment of 1$, from February 1995 to January 2025, would be worth 12.97$, with a total return of 1197.19% (8.92% annualized).

The Inflation Adjusted Capital would be 6.15$, with a net total return of 514.53% (6.24% annualized).

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An investment of 1$, from January 1985 to January 2025, would be worth 40.66$, with a total return of 3966.08% (9.68% annualized).

The Inflation Adjusted Capital would be 13.50$, with a net total return of 1250.30% (6.71% annualized).

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Portfolio Metrics as of Jan 31, 2025

Metrics of Aim Ways Aim Bold Strategy Portfolio, updated as of 31 January 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Advanced Metrics
1 January 1985 - 31 January 2025 (~40 years)
Swipe left to see all data
Metrics as of Jan 31, 2025
YTD
(1M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%)
2.79 2.79 3.19 7.03 18.02 7.59 8.84 8.22 8.41 8.92 9.68
Growth of 1$ 1.03 1.03 1.03 1.07 1.18 1.25 1.53 2.20 5.03 12.97 40.66
Infl. Adjusted Return (%)
2.79 2.79 2.47 5.63 15.04 3.44 4.48 5.00 5.70 6.24 6.71
US Inflation (%) 0.00 0.00 0.71 1.32 2.58 4.00 4.18 3.07 2.56 2.52 2.79
Pending updates, the monthly inflation of Jan 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -1.66 -17.09 -20.16 -20.16 -30.09 -30.09 -30.09
Start to Recovery (# months)
2 18 24 24 29 29 29
Start (yyyy mm) 2024 04 2022 02 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 8 9 9 16 16 16
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 10 15 15 13 13 13
End (yyyy mm) 2024 05 2023 07 2023 12 2023 12 2010 03 2010 03 2010 03
Longest Drawdown Depth (%)
same
same
same
same
same		 -25.79 -25.79
Start to Recovery (# months)
47 47
Start (yyyy mm) 2024 04 2022 02 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 1 8 9 9 16 30 30
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 1 10 15 15 13 17 17
End (yyyy mm) 2024 05 2023 07 2023 12 2023 12 2010 03 2004 02 2004 02
Longest negative period (# months)
3 21 30 30 48 53 53
Start (yyyy mm) 2024 10 2022 02 2021 05 2021 05 2005 03 2000 03 2000 03
End (yyyy mm) 2024 12 2023 10 2023 10 2023 10 2009 02 2004 07 2004 07
Annualized Return (%) -0.66 -2.59 -1.01 -1.01 -0.30 -0.13 -0.13
Deepest Drawdown Depth (%) 0.00 -1.97 -20.99 -25.62 -25.62 -31.24 -31.24 -31.24
Start to Recovery (# months)
2 26 36 36 30 30 30
Start (yyyy mm) 2024 04 2022 02 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 8 13 13 16 16 16
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 18 23 23 14 14 14
End (yyyy mm) 2024 05 2024 03 2024 08 2024 08 2010 04 2010 04 2010 04
Longest Drawdown Depth (%)
same
same
same
same		 -25.62 -29.82 -29.82
Start to Recovery (# months)
36 69 69
Start (yyyy mm) 2024 04 2022 02 2021 09 2021 09 2021 09 2000 04 2000 04
Start to Bottom (# months) 1 8 13 13 13 30 30
Bottom (yyyy mm) 2024 04 2022 09 2022 09 2022 09 2022 09 2002 09 2002 09
Bottom to End (# months) 1 18 23 23 23 39 39
End (yyyy mm) 2024 05 2024 03 2024 08 2024 08 2024 08 2005 12 2005 12
Longest negative period (# months)
3 27 45 57 57 112 112
Start (yyyy mm) 2024 10 2022 02 2020 02 2018 02 2018 02 1999 11 1999 11
End (yyyy mm) 2024 12 2024 04 2023 10 2022 10 2022 10 2009 02 2009 02
Annualized Return (%) -4.36 -0.76 -0.36 -0.09 -0.09 -0.13 -0.13
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.46 11.35 11.50 9.47 9.97 9.91 9.58
Sharpe Ratio 2.36 0.32 0.56 0.69 0.69 0.67 0.68
Sortino Ratio 2.86 0.43 0.75 0.94 0.93 0.89 0.90
Ulcer Index 0.60 6.24 6.77 5.09 6.39 7.65 6.85
Ratio: Return / Standard Deviation 3.30 0.67 0.77 0.87 0.84 0.90 1.01
Ratio: Return / Deepest Drawdown 10.85 0.44 0.44 0.41 0.28 0.30 0.32
Positive Months (%)
75.00 58.33 60.00 65.00 64.16 64.72 66.11
Positive Months 9 21 36 78 154 233 318
Negative Months 3 15 24 42 86 127 163
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.22 11.15 11.15 14.17
Worst 10 Years Return (%) - Annualized 5.69 3.32 3.32
Best 10 Years Return (%) - Annualized 5.00 9.23 9.23 11.10
Worst 10 Years Return (%) - Annualized 3.09 0.71 0.71
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jan 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 41.81 22.32 18.38 11.15 9.27 8.92
Worst Rolling Return (%) - Annualized -27.35 -7.69 1.32 3.32 5.89
Positive Periods (%) 81.0 92.9 100.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 38.82 19.46 15.59 9.23 6.87 6.24
Worst Rolling Return (%) - Annualized -29.96 -9.90 -1.29 0.71 3.73
Positive Periods (%) 77.6 84.6 96.3 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.95 5.89 7.00 13.35 6.22 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 5.14 7.94 9.91 19.31 12.30 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.90 9.26 11.77 26.36 18.24 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 7.14 11.41 14.81 27.13 20.75 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 83.64 27.14 16.77 9.37 6.02 8.05
Perpetual Withdrawal Rate (%) --- --- --- 0.78 3.13 6.74
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Jan 2025)
Best Rolling Return (%) - Annualized 41.81 22.32 18.47 14.17 11.12 10.16
Worst Rolling Return (%) - Annualized -27.35 -7.69 1.32 3.32 5.89 8.00
Positive Periods (%) 83.8 94.8 100.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 38.82 19.46 15.72 11.10 7.85 7.24
Worst Rolling Return (%) - Annualized -29.96 -9.90 -1.29 0.71 3.73 5.34
Positive Periods (%) 79.1 88.1 97.3 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.74 5.45 6.28 9.91 0.49 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.89 7.44 9.09 17.21 10.24 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.62 8.71 10.89 22.24 15.88 0.00 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.82 10.79 13.83 25.73 19.92 0.00 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 83.64 27.14 16.77 9.37 6.02 6.44
Perpetual Withdrawal Rate (%) --- --- --- 0.78 3.13 5.27
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 January 2025
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Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

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.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Aim Ways Aim Bold Strategy Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Aim Ways Aim Bold Strategy Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1985 to January 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Aim Ways Aim Bold Strategy Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AIM WAYS AIM BOLD STRATEGY PORTFOLIO
Monthly Returns Distribution
1 February 1995 - 31 January 2025 (30 Years)
1 January 1985 - 31 January 2025 (~40 years)
233 Positive Months (65%) - 127 Negative Months (35%)
318 Positive Months (66%) - 163 Negative Months (34%)

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Methodology

Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • Invesco QQQ Trust (QQQ), up to December 1999
  • Vanguard Total Stock Market (VTI), up to December 2001
  • Vanguard FTSE Europe (VGK), up to December 2005
  • iShares MSCI All Country Asia ex-Japan ETF (AAXJ), up to August 2008
  • Vanguard Total International Bond (BNDX), up to December 2013
  • iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
  • SPDR Gold Trust (GLD), up to December 2004

Portfolio efficiency

Compare Aim Ways Aim Bold Strategy Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book