Consolidated Returns as of 31 October 2024
Live Update: Nov 15 2024
November 1994
October 2024
January 1985
October 2024
The Aim Ways Shield Strategy Portfolio can be implemented with 6 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: 42% on the Stock Market, 38% on Fixed Income, 20% 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 38% allocation to bonds, leading to its classification as high risk.
As of October 2024, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.21% compound annual return, with a 8.85% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.
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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
“Shield Strategy” was founded with purpose defending the investment from strong swings in the U.S. market. Each asset-class works differently as a "shield" for its management.
Strategy's goal:
Specifically, it's a blended 'shield’ against several kinds of market risks. By diversifying between different asset classes, it reduces the negative volatility of management, improving its resilience in cases of market shocks.
Selected asset-classes:
Equity generates potential long-term growth, but not without volatility. Gold is ‘safe-haven’ par excellence; i.e.: in times of uncertainty or instability, people seek refuge in gold to ‘neutralize’ (balance) downside from other financial assets in the portfolio.
3-7 year Treasuries: short-and medium-term govern. bonds, less volatile than equities, provide stability. Corporate invest. grade, rated AAA, offer higher yields than Treas. maintaining the degree of safety.
Choosing to include etf or index funds, also helps to improve efficiency of the strategy.
Asset Allocation and ETFs
To effectively implement the asset allocation of the Aim Ways Shield 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.
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 21.00 |
SPY
|
USD | SPDR S&P 500 | Equity, U.S., Large Cap (USD) |
| 16.00 |
QQQ
|
USD | Invesco QQQ Trust | Equity, U.S., Large Cap, Growth (USD) |
| 5.00 |
USMV
|
USD | iShares Edge MSCI Min Vol USA | Equity, U.S., Large Cap (USD) |
| 22.00 |
LQD
|
USD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term (USD) |
| 16.00 |
IEI
|
USD | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term (USD) |
| 20.00 |
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 Oct 31, 2024
The Aim Ways Shield Strategy Portfolio guaranteed the following returns.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2024 |
YTD
(10M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~40Y) |
|||
| Investment Return | -0.71 | -0.37 | 15.43 | -0.41 | 12.15 | 27.92 | 9.93 | 8.87 | 9.21 | 9.66 | |||
| Components | |||||||||||||
|
SPY
|
USD | SPDR S&P 500 | -1.28 | Nov 15 2024 | 3.01 | 20.76 | -0.89 | 13.99 | 37.81 | 15.17 | 12.91 | 10.59 | 11.57 |
|
QQQ
|
USD | Invesco QQQ Trust | -2.38 | Nov 15 2024 | 2.63 | 18.66 | -0.86 | 14.30 | 38.85 | 20.43 | 17.85 | 14.35 | 14.71 |
|
USMV
|
USD | iShares Edge MSCI Min Vol USA | -1.06 | Nov 15 2024 | 1.29 | 16.77 | -1.45 | 12.77 | 27.69 | 8.98 | 10.72 | 10.07 | 11.26 |
|
LQD
|
USD | iShares Investment Grade Corporate Bond | 0.05 | Nov 15 2024 | -0.32 | 1.81 | -3.18 | 6.13 | 14.86 | 0.11 | 2.45 | 5.39 | 6.66 |
|
IEI
|
USD | iShares 3-7 Year Treasury Bond | 0.13 | Nov 15 2024 | -0.49 | 2.04 | -2.12 | 4.52 | 7.22 | -0.04 | 1.17 | 4.39 | 5.70 |
|
GLD
|
USD | SPDR Gold Trust | -0.18 | Nov 15 2024 | -6.67 | 32.61 | 4.30 | 19.65 | 37.71 | 12.22 | 8.45 | 6.48 | 5.42 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
In 2023, the Aim Ways Shield Strategy Portfolio granted a 1.94% dividend yield. If you are interested in getting periodic income, please refer to the Aim Ways Shield Strategy Portfolio: Dividend Yield page.
Capital Growth as of Oct 31, 2024
The Inflation Adjusted Capital would be 6.66$, with a net total return of 565.56% (6.52% annualized).
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The Inflation Adjusted Capital would be 13.17$, with a net total return of 1217.05% (6.69% annualized).
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Portfolio Metrics as of Oct 31, 2024
Metrics of Aim Ways Shield Strategy Portfolio, updated as of 31 October 2024, 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.
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
| Metrics as of Oct 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(10M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~40Y) |
|
| Investment Return (%) | 15.43 | -0.41 | 4.12 | 12.15 | 27.92 | 6.32 | 9.93 | 8.87 | 8.84 | 9.21 | 9.66 |
| Growth of 1$ | 1.15 | 1.00 | 1.04 | 1.12 | 1.28 | 1.20 | 1.61 | 2.34 | 5.44 | 14.05 | 39.38 |
| US Inflation (%) | 2.17 | 0.24 | 0.61 | 0.72 | 2.58 | 4.50 | 4.17 | 2.88 | 2.55 | 2.52 | 2.79 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -0.41 | -2.13 | -19.36 | -19.36 | -19.36 | -19.36 | -19.36 | -19.36 | |||
| Start to Recovery (# months) | 1* | 2 | 24 | 24 | 24 | 24 | 24 | 24 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 9 | 9 | 9 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 15 | 15 | 15 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2023 12 | 2023 12 | 2023 12 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-18.97 | -18.97 | ||||
| Start to Recovery (# months) | 39 | 39 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 9 | 9 | 9 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2002 07 | 2002 07 | ||||
| Bottom to End (# months) | 1 | 15 | 15 | 15 | 15 | 16 | 16 | ||||
| End (yyyy mm) | 2024 05 | 2023 12 | 2023 12 | 2023 12 | 2023 12 | 2003 11 | 2003 11 | ||||
| Longest negative period (# months) | 1 | 24 | 30 | 30 | 35 | 44 | 44 | ||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2020 09 | 2020 09 | 2006 04 | 1999 02 | 1999 02 | ||||
| End (yyyy mm) | 2024 04 | 2023 10 | 2023 02 | 2023 02 | 2009 02 | 2002 09 | 2002 09 | ||||
| Annualized Return (%) | -22.73 | -3.07 | -0.72 | -0.72 | -0.22 | -0.39 | -0.39 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -0.65 | -2.43 | -23.58 | -24.13 | -24.13 | -24.13 | -24.13 | -24.13 | |||
| Start to Recovery (# months) | 1* | 2 | 31 | 35 | 35 | 35 | 35 | 35 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | ||||
| Start to Bottom (# months) | 1 | 9 | 13 | 13 | 13 | 13 | 13 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 1 | 22 | 22 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | 2024 05 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
-22.75 | -22.75 | ||||
| Start to Recovery (# months) | 57 | 57 | |||||||||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2000 04 | 2000 04 | ||||
| Start to Bottom (# months) | 1 | 9 | 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 | 22 | 22 | 22 | 22 | 27 | 27 | ||||
| End (yyyy mm) | 2024 05 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | 2004 12 | 2004 12 | ||||
| Longest negative period (# months) | 1 | 32 | 44 | 44 | 51 | 107 | 107 | ||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2020 09 | 2020 09 | 2004 12 | 2000 04 | 2000 04 | ||||
| End (yyyy mm) | 2024 04 | 2024 06 | 2024 04 | 2024 04 | 2009 02 | 2009 02 | 2009 02 | ||||
| Annualized Return (%) | -25.57 | -0.07 | -0.52 | -0.52 | -0.17 | -0.16 | -0.16 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 7.40 | 11.45 | 11.06 | 8.99 | 8.69 | 8.85 | 8.72 | ||||
| Sharpe Ratio | 3.06 | 0.24 | 0.70 | 0.82 | 0.85 | 0.78 | 0.75 | ||||
| Sortino Ratio | 4.32 | 0.33 | 0.93 | 1.12 | 1.15 | 1.06 | 1.01 | ||||
| Ulcer Index | 0.60 | 8.25 | 6.58 | 4.84 | 4.60 | 5.59 | 5.10 | ||||
| Ratio: Return / Standard Deviation | 3.78 | 0.55 | 0.90 | 0.99 | 1.02 | 1.04 | 1.11 | ||||
| Ratio: Return / Deepest Drawdown | 13.14 | 0.33 | 0.51 | 0.46 | 0.46 | 0.48 | 0.50 | ||||
| Positive Months (%) | 83.33 | 58.33 | 63.33 | 62.50 | 62.50 | 63.88 | 64.64 | ||||
| Positive Months | 10 | 21 | 38 | 75 | 150 | 230 | 309 | ||||
| Negative Months | 2 | 15 | 22 | 45 | 90 | 130 | 169 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 8.87 | 10.34 | 10.59 | 13.74 | |||||||
| Worst 10 Years Return (%) - Annualized | 6.10 | 4.37 | 4.37 | ||||||||
| Best 10 Years Return (%) - Annualized | 5.82 | 8.43 | 8.43 | 10.69 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.49 | 1.74 | 1.74 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 30.65 | 20.42 | 18.35 | 10.59 | 9.56 | 9.21 | |||||
| Worst Rolling Return (%) - Annualized | -18.89 | -5.00 | 1.81 | 4.37 | 6.58 | ||||||
| Positive Periods (%) | 84.2 | 96.3 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 27.90 | 17.73 | 15.60 | 8.43 | 7.15 | 6.52 | |||||
| Worst Rolling Return (%) - Annualized | -22.10 | -7.28 | -0.63 | 1.74 | 4.41 | ||||||
| Positive Periods (%) | 81.3 | 86.4 | 99.3 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 3.43 | 4.97 | 5.67 | 9.44 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 4.49 | 6.80 | 8.27 | 14.04 | 4.97 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 5.17 | 7.98 | 9.94 | 16.24 | 10.25 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 6.28 | 9.90 | 12.65 | 18.21 | 12.99 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 86.15 | 28.34 | 17.67 | 9.77 | 6.32 | 8.11 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.81 | 3.66 | 6.89 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1985 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 30.65 | 20.42 | 18.35 | 13.74 | 10.61 | 9.92 | |||||
| Worst Rolling Return (%) - Annualized | -18.89 | -5.00 | 1.81 | 4.37 | 6.58 | 8.35 | |||||
| Positive Periods (%) | 85.2 | 97.2 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 27.90 | 17.73 | 15.60 | 10.69 | 7.36 | 7.22 | |||||
| Worst Rolling Return (%) - Annualized | -22.10 | -7.28 | -0.63 | 1.74 | 4.41 | 5.68 | |||||
| Positive Periods (%) | 80.5 | 89.3 | 99.5 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 3.34 | 4.76 | 5.32 | 7.96 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 4.38 | 6.57 | 7.88 | 12.64 | 2.76 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 5.05 | 7.73 | 9.52 | 15.12 | 8.02 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 6.14 | 9.62 | 12.19 | 17.18 | 12.08 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 86.15 | 28.34 | 17.67 | 9.77 | 6.32 | 6.38 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.81 | 3.66 | 5.23 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- 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.
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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.
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- 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.
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.
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Rolling Returns
Aim Ways Shield 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.
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Seasonality
In which months is it better to invest in Aim Ways Shield 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 October 2024.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Aim Ways Shield Strategy Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
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Returns, up to December 2011, 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:
- SPDR S&P 500 (SPY), up to December 1993
- Invesco QQQ Trust (QQQ), up to December 1999
- iShares Edge MSCI Min Vol USA (USMV), up to December 2011
- iShares Investment Grade Corporate Bond (LQD), up to December 2002
- iShares 3-7 Year Treasury Bond (IEI), up to December 2007
- SPDR Gold Trust (GLD), up to December 2004
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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