10-year Treasury vs Aim Ways Aim comfortable trip Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
September 1994
4.31$
Final Capital
August 2024
4.99%
Yearly Return
6.81
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
September 1994
9.44$
Final Capital
August 2024
7.77%
Yearly Return
7.60
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.24$
Final Capital
August 2024
6.52%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
49 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
January 1985
29.70$
Final Capital
August 2024
8.93%
Yearly Return
7.63
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period

The 10-year Treasury Portfolio obtained a 4.99% compound annual return, with a 6.81% standard deviation, in the last 30 Years.

The Aim Ways Aim comfortable trip Portfolio obtained a 7.77% compound annual return, with a 7.60% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
10-year Treasury 2.74 1.35 4.85 5.89 -1.32 1.16 4.99 6.52
Aim comfortable trip
Aim Ways 		9.33 1.34 9.09 15.89 7.12 6.13 7.77 8.93
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

10-year Treasury Portfolio: an investment of 1$, since September 1994, now would be worth 4.31$, with a total return of 331.24% (4.99% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since September 1994, now would be worth 9.44$, with a total return of 843.80% (7.77% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.24$, with a total return of 1123.80% (6.52% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since January 1985, now would be worth 29.70$, with a total return of 2870.13% (8.93% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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10-year Treasury Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.89 15.89
Infl. Adjusted Return (%) 3.41 13.18
DRAWDOWN
Deepest Drawdown Depth (%) -5.01 -3.23
Start to Recovery (months) 4 3
Longest Drawdown Depth (%) -4.45 -3.23
Start to Recovery (months) 6 3
Longest Negative Period (months) 8 1
RISK INDICATORS
Standard Deviation (%) 8.66 8.03
Sharpe Ratio 0.06 1.31
Sortino Ratio 0.09 1.85
Ulcer Index 2.34 1.29
Ratio: Return / Standard Deviation 0.68 1.98
Ratio: Return / Deepest Drawdown 1.18 4.92
Metrics calculated over the period 1 September 2023 - 31 August 2024
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10-year Treasury Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) -1.32 7.12
Infl. Adjusted Return (%) -5.24 2.86
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Negative Period (months) 60* 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.60 9.16
Sharpe Ratio -0.45 0.54
Sortino Ratio -0.66 0.73
Ulcer Index 12.73 4.79
Ratio: Return / Standard Deviation -0.17 0.78
Ratio: Return / Deepest Drawdown -0.06 0.46
Metrics calculated over the period 1 September 2019 - 31 August 2024
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10-year Treasury Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 1.16 6.13
Infl. Adjusted Return (%) -1.61 3.23
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Negative Period (months) 111 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 7.45
Sharpe Ratio -0.04 0.63
Sortino Ratio -0.06 0.86
Ulcer Index 9.43 3.60
Ratio: Return / Standard Deviation 0.18 0.82
Ratio: Return / Deepest Drawdown 0.05 0.39
Metrics calculated over the period 1 September 2014 - 31 August 2024
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10-year Treasury Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.99 7.77
Infl. Adjusted Return (%) 2.42 5.13
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -20.15
Start to Recovery (months) 49* 23
Longest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.81 7.60
Sharpe Ratio 0.40 0.72
Sortino Ratio 0.57 0.97
Ulcer Index 6.01 3.71
Ratio: Return / Standard Deviation 0.73 1.02
Ratio: Return / Deepest Drawdown 0.22 0.39
Metrics calculated over the period 1 September 1994 - 31 August 2024
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10-year Treasury Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.52 8.93
Infl. Adjusted Return (%) 3.63 5.98
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -20.15
Start to Recovery (months) 49* 23
Longest Drawdown Depth (%) -23.19 -15.56
Start to Recovery (months) 49* 24
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 7.63
Sharpe Ratio 0.47 0.76
Sortino Ratio 0.68 1.02
Ulcer Index 5.52 3.48
Ratio: Return / Standard Deviation 0.90 1.17
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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10-year Treasury Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-20.15 23 Nov 2007
Sep 2009
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-9.34 23 Oct 1998
Aug 2000
-8.35 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002
-7.60 19 May 2013
Nov 2014
-7.22 6 May 1998
Oct 1998
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-5.67 9 May 2011
Jan 2012

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10-year Treasury Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 49* Aug 2020
In progress
-20.15 23 Nov 2007
Sep 2009
-15.56 24 Jan 2022
Dec 2023
-11.65 14 Sep 1987
Oct 1988
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.39 6 Feb 2020
Jul 2020
-9.34 23 Oct 1998
Aug 2000
-8.36 14 Jan 1990
Feb 1991
-8.35 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002
-7.60 19 May 2013
Nov 2014
-7.22 6 May 1998
Oct 1998
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996

Rolling Returns

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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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 August 2024 (~40 years)


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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10-year Treasury Aim comfortable trip
Year Return Drawdown Return Drawdown
2024
 2.74% -4.45% 9.33% -1.63%
2023
 3.65% -8.82% 15.77% -4.47%
2022
 -15.19% -16.91% -10.58% -15.56%
2021
 -3.33% -5.73% 7.29% -2.26%
2020
 10.01% -2.02% 11.36% -9.39%
2019
 8.03% -2.59% 16.14% -2.32%
2018
 0.99% -3.19% -2.40% -4.78%
2017
 2.55% -1.90% 11.42% -0.42%
2016
 1.00% -6.50% 7.92% -2.09%
2015
 1.51% -4.25% -1.20% -4.92%
2014
 9.07% -1.05% 5.31% -2.23%
2013
 -6.09% -7.60% 7.86% -3.94%
2012
 3.66% -2.67% 10.85% -4.39%
2011
 15.64% -1.29% 3.71% -5.67%
2010
 9.37% -4.30% 13.58% -4.02%
2009
 -6.59% -6.65% 21.18% -6.93%
2008
 17.91% -4.15% -12.97% -17.75%
2007
 10.37% -1.85% 9.30% -2.21%
2006
 2.52% -2.87% 12.61% -2.81%
2005
 2.64% -3.19% 7.58% -2.16%
2004
 4.12% -4.85% 10.79% -2.87%
2003
 5.29% -5.68% 21.92% -1.65%
2002
 15.45% -4.13% -0.23% -8.35%
2001
 5.40% -5.21% -0.43% -7.19%
2000
 17.28% -1.12% 1.50% -5.41%
1999
 -7.83% -8.11% 14.90% -2.99%
1998
 14.64% -1.61% 18.20% -7.22%
1997
 11.97% -2.02% 3.83% -3.99%
1996
 0.00% -6.90% 10.16% -1.62%
1995
 25.55% -1.23% 19.66% -0.17%
1994
 -7.19% -9.56% -2.00% -5.21%
1993
 12.97% -2.55% 16.10% -0.81%
1992
 7.23% -4.02% 7.83% -1.96%
1991
 18.91% -0.54% 21.40% -2.60%
1990
 7.70% -4.48% -2.90% -8.36%
1989
 17.84% -2.30% 13.45% -0.99%
1988
 6.90% -4.60% 10.56% -1.94%
1987
 -2.64% -10.87% 10.38% -11.65%
1986
 21.35% -3.93% 21.36% -1.76%
1985
 29.85% -3.33% 28.00% -1.27%