Aim Ways Shield Strategy To EUR Bond Hedged Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: EUR
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1.00€
Initial Capital
December 1994
14.49€
Final Capital
November 2024
9.32%
Yearly Return
8.52
Std Deviation
-24.42%
Max Drawdown
65months
Recovery Period
1.00€
Initial Capital
January 1985
29.51€
Final Capital
November 2024
8.85%
Yearly Return
9.21
Std Deviation
-24.42%
Max Drawdown
65months
Recovery Period

The Aim Ways Shield Strategy To EUR Bond Hedged 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 November 2024, in the previous 30 Years, the Aim Ways Shield Strategy To EUR Bond Hedged Portfolio obtained a 9.32% compound annual return, with a 8.52% standard deviation. It suffered a maximum drawdown of -24.42% that required 65 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

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 To EUR Bond Hedged 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.

42% Stocks
38% Fixed Income
20% Commodities

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Weight
(%)		 ETF
Ticker		 ETF
Currency		 ETF Name Investment Themes (Orig.Currency)
21.00
SXR8.DE
EUR iShares Core S&P 500 Equity, U.S., Large Cap (USD)
16.00
SXRV.DE
EUR iShares Nasdaq 100 Equity, U.S., Large Cap, Growth (USD)
5.00
IBCK.DE
EUR iShares Edge S&P 500 Minimum Volatility Equity, U.S., Large Cap (USD)
22.00
VDCE.DE
EUR
Hedged 		Vanguard USD Corporate Bond EUR Hedged Bond, U.S., All-Term (USD)
16.00
CBUE.DE
EUR
Hedged 		iShares USD Treasury Bond 3-7yr Eur Hedged Bond, U.S., Intermediate-Term (USD)
20.00
PHAU
EUR WisdomTree Physical Gold 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 Nov 30, 2024

The Aim Ways Shield Strategy To EUR Bond Hedged Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:
AIM WAYS SHIELD STRATEGY TO EUR BOND HEDGED PORTFOLIO
1 January 1985 - 30 November 2024 (~40 years)
Live Update: December 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2024
  1 Day Time ET(*) --- YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Investment Return --- --- 21.05 3.80 13.12 24.64 10.37 9.43 9.32 8.85
Euro Inflation Adjusted Return 18.20 3.80 12.48 21.51 6.27 6.85 7.12 6.57
Components
SXR8.DE
EUR iShares Core S&P 500 --- --- --- 33.76 8.45 19.67 38.71 16.41 14.82 11.39 10.54
SXRV.DE
EUR iShares Nasdaq 100 --- --- --- 30.30 7.96 17.86 36.81 21.46 19.57 14.17 12.95
IBCK.DE
EUR iShares Edge S&P 500 Minimum Volatility --- --- --- 29.99 7.11 17.01 31.92 11.81 12.60 10.84 10.22
VDCE.DE
EUR
Hedged 		Vanguard USD Corporate Bond EUR Hedged --- --- --- 2.29 1.16 4.29 6.51 -0.63 1.29 4.79 6.27
CBUE.DE
EUR
Hedged 		iShares USD Treasury Bond 3-7yr Eur Hedged --- --- --- 1.22 0.40 2.99 3.30 -1.39 -0.40 3.64 5.19
PHAU
EUR WisdomTree Physical Gold --- --- --- 34.55 -0.19 17.07 34.35 13.25 9.82 6.88 4.29
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.
Euro Inflation is updated to Oct 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.58% , 5Y: 3.86% , 10Y: 2.42% , 30Y: 2.06%
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Capital Growth as of Nov 30, 2024

An investment of 1€, from December 1994 to November 2024, would be worth 14.49€, with a total return of 1349.03% (9.32% annualized).

The Inflation Adjusted Capital would be 7.87€, with a net total return of 686.97% (7.12% annualized).

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An investment of 1€, from January 1985 to November 2024, would be worth 29.51€, with a total return of 2851.42% (8.85% annualized).

The Inflation Adjusted Capital would be 12.68€, with a net total return of 1167.96% (6.57% annualized).

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Portfolio Metrics as of Nov 30, 2024

Metrics of Aim Ways Shield Strategy To EUR Bond Hedged Portfolio, updated as of 30 November 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.

Metrics are calculated based on monthly returns, assuming:
AIM WAYS SHIELD STRATEGY TO EUR BOND HEDGED PORTFOLIO
Advanced Metrics
1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Metrics as of Nov 30, 2024
YTD
(11M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%)
21.05 3.80 7.85 13.12 24.64 7.93 10.37 9.43 9.08 9.32 8.85
Growth of 1€ 1.21 1.04 1.08 1.13 1.25 1.26 1.64 2.46 5.69 14.49 29.51
Infl. Adjusted Return (%)
18.20 3.80 7.59 12.48 21.51 2.84 6.27 6.85 6.83 7.12 6.57
Euro Inflation (%) 2.41 0.00 0.24 0.57 2.58 4.95 3.86 2.42 2.11 2.06 2.14
Pending updates, the monthly inflation of Nov 2024 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 -0.85 -12.28 -12.28 -12.28 -12.28 -24.42 -24.42
Start to Recovery (# months)
2 24 24 24 24 65 65
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 1 12 12 12 12 31 31
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12 2022 12 2003 03 2003 03
Bottom to End (# months) 1 12 12 12 12 34 34
End (yyyy mm) 2024 05 2023 12 2023 12 2023 12 2023 12 2006 01 2006 01
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 1 12 12 12 12 31 31
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12 2022 12 2003 03 2003 03
Bottom to End (# months) 1 12 12 12 12 34 34
End (yyyy mm) 2024 05 2023 12 2023 12 2023 12 2023 12 2006 01 2006 01
Longest negative period (# months)
1 23 24 24 40 103 103
Start (yyyy mm) 2024 04 2021 12 2021 11 2021 11 2005 12 2000 09 2000 09
End (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 03 2009 03 2009 03
Annualized Return (%) -9.70 -1.63 -0.51 -0.51 -0.30 -0.27 -0.27
Deepest Drawdown Depth (%) 0.00 -1.42 -19.67 -19.67 -19.67 -19.67 -28.97 -28.97
Start to Recovery (# months)
3 33 33 33 33 114 114
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 1 12 12 12 12 31 31
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12 2022 12 2003 03 2003 03
Bottom to End (# months) 2 21 21 21 21 83 83
End (yyyy mm) 2024 06 2024 09 2024 09 2024 09 2024 09 2010 02 2010 02
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2022 01 2000 09 2000 09
Start to Bottom (# months) 1 12 12 12 12 31 31
Bottom (yyyy mm) 2024 04 2022 12 2022 12 2022 12 2022 12 2003 03 2003 03
Bottom to End (# months) 2 21 21 21 21 83 83
End (yyyy mm) 2024 06 2024 09 2024 09 2024 09 2024 09 2010 02 2010 02
Longest negative period (# months)
2 32 40 40 45 116 116
Start (yyyy mm) 2024 04 2022 01 2020 07 2020 07 2005 07 2000 01 2000 01
End (yyyy mm) 2024 05 2024 08 2023 10 2023 10 2009 03 2009 08 2009 08
Annualized Return (%) -3.20 -0.08 -0.26 -0.26 -0.41 -0.06 -0.06
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 4.91 8.38 8.15 7.57 7.09 8.52 9.21
Sharpe Ratio 3.95 0.51 0.99 1.04 1.07 0.83 0.62
Sortino Ratio 5.52 0.70 1.35 1.47 1.50 1.14 0.85
Ulcer Index 0.23 5.46 4.37 3.35 3.32 7.08 6.84
Ratio: Return / Standard Deviation 5.02 0.95 1.27 1.25 1.28 1.09 0.96
Ratio: Return / Deepest Drawdown 29.10 0.65 0.84 0.77 0.74 0.38 0.36
Positive Months (%)
91.66 63.88 68.33 67.50 68.33 67.22 65.55
Positive Months 11 23 41 81 164 242 314
Negative Months 1 13 19 39 76 118 165
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 9.43 10.68 10.68 17.29
Worst 10 Years Return (%) - Annualized 7.66 2.75 2.75
Best 10 Years Return (%) - Annualized 6.85 9.24 9.24 14.55
Worst 10 Years Return (%) - Annualized 5.67 0.69 0.69
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Nov 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 39.43 25.37 22.45 10.68 9.75 9.32
Worst Rolling Return (%) - Annualized -16.46 -7.40 -1.89 2.75 5.80
Positive Periods (%) 82.5 91.6 97.0 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 37.39 23.72 20.51 9.24 7.80 7.12
Worst Rolling Return (%) - Annualized -19.67 -9.54 -4.00 0.69 4.08
Positive Periods (%) 77.6 84.6 94.6 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.27 4.68 5.25 8.05 3.77 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.29 6.44 7.75 11.96 12.37 1.45 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
4.94 7.58 9.35 14.17 17.27 7.41 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.01 9.42 11.97 15.90 19.10 8.59 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 88.70 26.99 16.07 8.47 5.46 8.74
Perpetual Withdrawal Rate (%) --- --- --- 0.60 3.08 7.63
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Nov 2024)
Best Rolling Return (%) - Annualized 39.43 25.37 22.45 17.29 10.19 9.88
Worst Rolling Return (%) - Annualized -16.46 -7.40 -1.89 2.75 5.80 8.22
Positive Periods (%) 79.9 93.4 97.8 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 37.39 23.72 20.51 14.55 7.80 7.87
Worst Rolling Return (%) - Annualized -19.67 -9.54 -4.00 0.69 4.08 6.01
Positive Periods (%) 75.6 87.6 96.1 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
3.63 5.34 6.25 7.65 2.17 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 4.73 7.26 8.95 11.82 9.87 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
5.44 8.48 10.69 13.81 15.10 6.38 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 6.60 10.48 13.51 15.19 18.49 8.20 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 88.70 26.99 16.07 8.47 5.46 6.73
Perpetual Withdrawal Rate (%) --- --- --- 0.60 3.08 5.64
% 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 30 November 2024
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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 SHIELD STRATEGY TO EUR BOND HEDGED PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1985 - 30 November 2024 (~40 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Aim Ways Shield Strategy To EUR Bond Hedged 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 SHIELD STRATEGY TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 December 1994 - 30 November 2024 (30 Years)
1 January 1985 - 30 November 2024 (~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 Shield Strategy To EUR Bond Hedged 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 November 2024.

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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 Shield Strategy To EUR Bond Hedged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

AIM WAYS SHIELD STRATEGY TO EUR BOND HEDGED PORTFOLIO
Monthly Returns Distribution
1 December 1994 - 30 November 2024 (30 Years)
1 January 1985 - 30 November 2024 (~40 years)
242 Positive Months (67%) - 118 Negative Months (33%)
314 Positive Months (66%) - 165 Negative Months (34%)

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Methodology

Returns, up to August 2020, 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:
  • iShares Core S&P 500 (SXR8.DE), up to April 2014
  • iShares Nasdaq 100 (SXRV.DE), up to June 2010
  • iShares Edge S&P 500 Minimum Volatility (IBCK.DE), up to April 2014
  • Vanguard USD Corporate Bond EUR Hedged (VDCE.DE), up to August 2020
  • iShares USD Treasury Bond 3-7yr Eur Hedged (CBUE.DE), up to March 2019
  • WisdomTree Physical Gold (PHAU), up to January 2008

Portfolio efficiency

Compare Aim Ways Shield Strategy To EUR Bond Hedged 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