Consolidated Returns as of 31 October 2024
November 1994
October 2024
January 1994
October 2024
The Aim Ways Ulcer Free Strategy To EUR Bond Hedged Portfolio can be implemented with 5 ETFs. This portfolio has a low risk, suggesting it experiences minor value changes. It is ideal for conservative investors who prioritize capital preservation and prefer stable, predictable returns.
The portfolio asset allocation is: 11% on the Stock Market, 77% on Fixed Income, 12% 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 77% allocation to bonds, leading to its classification as low risk.
As of October 2024, in the previous 30 Years, the Aim Ways Ulcer Free Strategy To EUR Bond Hedged Portfolio obtained a 6.75% compound annual return, with a 5.39% standard deviation. It suffered a maximum drawdown of -15.00% that required 33 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
“Ulcer-Free”, designed for several goals, containing “Ulcer-Index”. Index measures “emotional pain” from swings in listed assets. It's to work on unease and impulsiveness, for those with very low tolerance and capacity risk, by guarding their savings from relevant declines.
Strategy aims to balance several elements, including: stability, fixed income, inflation protection, and equity appreciation. It's worth noting that, investment choices, involve ‘risks’ find their correct ‘garrison’ in conforming allocations to: specific needs, time horizon, and investor's “risk appeal”.
Other targets include: Sharpe ratio properly rewarding investor, relative to their risk spent; a real return, at least, 2 or 3 points above long-term average inflation. And, as a result of “final gap of an output process”, a ‘perpetual’ withdrawal rate, that gives realistic statistical confidence of survival of decumulation, relative to the beneficiary.
Policy and structure of strategy- 11% US large cap growth: sector tracks performance of large-cap companies, considered with high growth potential.
- 34% International all-term bonds: all listed in developed markets; a contribute to geographic credit diversification, with exposure to government debt, issued only by economically advanced countries.
- 28% US intermediate bond 7-10 years: government intermediate securities provide stability and income to the portfolio. These are (generally) statistically less risky than short-term or high-yield bonds.
- 15% Bloomberg US convert. securit. all-term bond: convertible offer a combination of fixed income and equity appreciation (exchange for shares of issuing companies) but with much lower volatility.
- 12% Gold commodity: share in gold is oriented to reducing maximum drawdowns and protecting against inflation; in addition acting as a ‘safe-haven’ during times of economic turbulence.
Asset Allocation and ETFs
To effectively implement the asset allocation of the Aim Ways Ulcer Free 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.
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 11.00 |
SXRV.DE
|
EUR | iShares Nasdaq 100 | Equity, U.S., Large Cap, Growth (USD) |
| 34.00 |
EUNA.DE
|
EUR Hedged |
iShares Core Global Aggregate Bond EUR Hedged | Bond, Global, All-Term (Mix) |
| 28.00 |
IBB1.DE
|
EUR Hedged |
iShares USD Treasury Bond 7-10yr Eur Hedged | Bond, U.S., Intermediate-Term (USD) |
| 15.00 |
SPF1.DE
|
EUR Hedged |
SPDR Refinitiv Global Convertible Bond EUR Hedged | Bond, Global, All-Term (USD) |
| 12.00 |
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 Oct 31, 2024
The Aim Ways Ulcer Free Strategy To EUR Bond Hedged 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
(~31Y) |
|||
| Investment Return | n.a. | n.a. | 7.84 | -0.04 | 7.03 | 15.39 | 3.60 | 4.06 | 6.75 | 6.23 | |||
| Components | |||||||||||||
|
SXRV.DE
|
EUR | iShares Nasdaq 100 | n.a. | - | n.a. | 20.69 | 2.42 | 11.49 | 36.17 | 20.96 | 19.31 | 13.96 | 13.21 |
|
EUNA.DE
|
EUR Hedged |
iShares Core Global Aggregate Bond EUR Hedged | n.a. | - | n.a. | 1.37 | -1.58 | 3.52 | 7.69 | -1.67 | 0.14 | 4.08 | 3.55 |
|
IBB1.DE
|
EUR Hedged |
iShares USD Treasury Bond 7-10yr Eur Hedged | n.a. | - | n.a. | -0.66 | -3.43 | 4.36 | 7.09 | -3.12 | -0.65 | 4.24 | 3.89 |
|
SPF1.DE
|
EUR Hedged |
SPDR Refinitiv Global Convertible Bond EUR Hedged | n.a. | - | n.a. | 7.36 | 0.89 | 6.57 | 16.62 | 5.46 | 4.12 | 6.62 | 6.27 |
|
PHAU
|
EUR | WisdomTree Physical Gold | n.a. | - | n.a. | 34.80 | 6.92 | 17.31 | 33.48 | 12.80 | 10.07 | 7.03 | 6.31 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
Capital Growth as of Oct 31, 2024
The Inflation Adjusted Capital would be 3.87€, with a net total return of 286.87% (4.61% annualized).
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The Inflation Adjusted Capital would be 3.43€, with a net total return of 242.74% (4.08% annualized).
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Portfolio Metrics as of Oct 31, 2024
Metrics of Aim Ways Ulcer Free Strategy To EUR Bond Hedged 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
(~31Y) |
|
| Investment Return (%) | 7.84 | -0.04 | 2.63 | 7.03 | 15.39 | 0.69 | 3.60 | 4.06 | 5.47 | 6.75 | 6.23 |
| Growth of 1€ | 1.08 | 1.00 | 1.03 | 1.07 | 1.15 | 1.02 | 1.19 | 1.49 | 2.90 | 7.10 | 6.44 |
| Euro Inflation (%) | 2.06 | 0.00 | 0.05 | 0.44 | 1.66 | 4.99 | 3.73 | 2.36 | 2.09 | 2.04 | 2.07 |
| Pending updates, the monthly inflation of Oct 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -0.04 | -1.43 | -15.00 | -15.00 | -15.00 | -15.00 | -15.00 | -15.00 | |||
| Start to Recovery (# months) | 1* | 3 | 33 | 33 | 33 | 33 | 33 | 33 | |||
| Start (yyyy mm) | 2024 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 12 | 12 | 12 | 12 | 12 | 12 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 2 | 21 | 21 | 21 | 21 | 21 | 21 | ||||
| End (yyyy mm) | 2024 06 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | ||||
| 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 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 12 | 12 | 12 | 12 | 12 | 12 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 2 | 21 | 21 | 21 | 21 | 21 | 21 | ||||
| End (yyyy mm) | 2024 06 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | 2024 09 | ||||
| Longest negative period (# months) | 2 | 33 | 45 | 45 | 45 | 45 | 45 | ||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2020 02 | 2020 02 | 2020 02 | 2020 02 | 2020 02 | ||||
| End (yyyy mm) | 2024 05 | 2024 07 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -2.90 | -0.20 | -0.10 | -0.10 | -0.10 | -0.10 | -0.10 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -13.75 | -2.00 | -22.58 | -24.01 | -24.01 | -24.01 | -24.01 | -24.01 | |||
| Start to Recovery (# months) | 46* | 3 | 35* | 46* | 46* | 46* | 46* | 46* | |||
| Start (yyyy mm) | 2024 04 | 2021 12 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | ||||
| Start to Bottom (# months) | 1 | 23 | 34 | 34 | 34 | 34 | 34 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 2 | 12 | 12 | 12 | 12 | 12 | 12 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 04 | 2021 12 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | ||||
| Start to Bottom (# months) | 1 | 23 | 34 | 34 | 34 | 34 | 34 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 2 | 12 | 12 | 12 | 12 | 12 | 12 | ||||
| End (yyyy mm) | 2024 06 | - | - | - | - | - | - | ||||
| Longest negative period (# months) | 5 | 36* | 60* | 106 | 106 | 106 | 106 | ||||
| Start (yyyy mm) | 2024 01 | 2021 11 | 2019 11 | 2015 02 | 2015 02 | 2015 02 | 2015 02 | ||||
| End (yyyy mm) | 2024 05 | 2024 10 | 2024 10 | 2023 11 | 2023 11 | 2023 11 | 2023 11 | ||||
| Annualized Return (%) | -0.28 | -4.10 | -0.13 | -0.06 | -0.06 | -0.06 | -0.06 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 4.80 | 6.95 | 6.20 | 5.28 | 4.79 | 5.39 | 5.45 | ||||
| Sharpe Ratio | 2.10 | -0.41 | 0.22 | 0.48 | 0.83 | 0.83 | 0.72 | ||||
| Sortino Ratio | 3.03 | -0.59 | 0.30 | 0.68 | 1.15 | 1.19 | 1.02 | ||||
| Ulcer Index | 0.42 | 8.64 | 6.75 | 4.87 | 3.56 | 3.22 | 3.58 | ||||
| Ratio: Return / Standard Deviation | 3.21 | 0.10 | 0.58 | 0.77 | 1.14 | 1.25 | 1.14 | ||||
| Ratio: Return / Deepest Drawdown | 10.79 | 0.05 | 0.24 | 0.27 | 0.36 | 0.45 | 0.42 | ||||
| Positive Months (%) | 75.00 | 52.77 | 60.00 | 60.83 | 66.25 | 65.55 | 64.86 | ||||
| Positive Months | 9 | 19 | 36 | 73 | 159 | 236 | 240 | ||||
| Negative Months | 3 | 17 | 24 | 47 | 81 | 124 | 130 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 4.06 | 7.70 | 9.37 | 9.37 | |||||||
| Worst 10 Years Return (%) - Annualized | 3.16 | 3.16 | 3.16 | ||||||||
| Best 10 Years Return (%) - Annualized | 1.65 | 5.87 | 7.35 | 7.35 | |||||||
| Worst 10 Years Return (%) - Annualized | 1.09 | 1.09 | 1.09 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Oct 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 24.55 | 17.37 | 16.29 | 9.37 | 8.44 | 6.75 | |||||
| Worst Rolling Return (%) - Annualized | -15.00 | -2.48 | 1.96 | 3.16 | 4.93 | ||||||
| Positive Periods (%) | 88.2 | 94.4 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 22.72 | 15.82 | 14.45 | 7.35 | 6.56 | 4.61 | |||||
| Worst Rolling Return (%) - Annualized | -22.27 | -7.86 | -1.40 | 1.09 | 2.74 | ||||||
| Positive Periods (%) | 79.0 | 89.5 | 92.3 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.00 | 2.76 | 2.92 | 3.59 | 0.57 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 2.65 | 3.88 | 4.50 | 8.64 | 3.23 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 3.06 | 4.59 | 5.52 | 13.61 | 5.95 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 3.74 | 5.76 | 7.17 | 14.51 | 7.26 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 86.55 | 27.80 | 19.29 | 10.41 | 6.40 | 7.56 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.23 | 3.04 | 5.61 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1994 - Oct 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 24.55 | 17.37 | 16.29 | 9.37 | 8.44 | 6.75 | |||||
| Worst Rolling Return (%) - Annualized | -15.00 | -2.48 | 1.96 | 3.16 | 4.93 | 6.12 | |||||
| Positive Periods (%) | 87.1 | 94.6 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 22.72 | 15.82 | 14.45 | 7.35 | 6.56 | 4.61 | |||||
| Worst Rolling Return (%) - Annualized | -22.27 | -7.86 | -1.40 | 1.09 | 2.74 | 4.00 | |||||
| Positive Periods (%) | 78.2 | 89.8 | 92.6 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.07 | 2.93 | 3.24 | 4.10 | 0.38 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 2.72 | 4.06 | 4.84 | 9.12 | 3.07 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 3.14 | 4.79 | 5.86 | 12.40 | 5.95 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 3.83 | 5.97 | 7.54 | 14.21 | 7.26 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 86.55 | 27.80 | 19.29 | 10.41 | 6.40 | 6.44 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.23 | 3.04 | 4.45 | |||||
| % 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 Ulcer Free 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.
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Seasonality
In which months is it better to invest in Aim Ways Ulcer Free 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 1994 to October 2024.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Aim Ways Ulcer Free 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.
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Returns, up to March 2019, 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 Nasdaq 100 (SXRV.DE), up to June 2010
- iShares Core Global Aggregate Bond EUR Hedged (EUNA.DE), up to December 2017
- iShares USD Treasury Bond 7-10yr Eur Hedged (IBB1.DE), up to March 2019
- SPDR Refinitiv Global Convertible Bond EUR Hedged (SPF1.DE), up to May 2018
- WisdomTree Physical Gold (PHAU), up to January 2008
Portfolio efficiency
The following portfolios 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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The following portfolios share asset allocation strategy and/or similar asset weights.
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