10-year Treasury vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
October 1994
4.48$
Final Capital
September 2024
5.12%
Yearly Return
6.79
Std Deviation
-23.19%
Max Drawdown
50 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
October 1994
11.00$
Final Capital
September 2024
8.32%
Yearly Return
8.22
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.41$
Final Capital
September 2024
6.54%
Yearly Return
7.22
Std Deviation
-23.19%
Max Drawdown
50 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
January 1985
26.77$
Final Capital
September 2024
8.62%
Yearly Return
7.81
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.12% compound annual return, with a 6.79% standard deviation, in the last 30 Years.

The Aim Ways Gold Pivot Ptf Portfolio obtained a 8.32% compound annual return, with a 8.22% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
10-year Treasury 4.16 1.38 5.53 10.84 -0.82 1.41 5.12 6.54
Gold Pivot Ptf
Aim Ways 		15.66 2.95 10.57 27.17 9.00 7.76 8.32 8.62
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

10-year Treasury Portfolio: an investment of 1$, since October 1994, now would be worth 4.48$, with a total return of 347.83% (5.12% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since October 1994, now would be worth 11.00$, with a total return of 999.57% (8.32% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1140.72% (6.54% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since January 1985, now would be worth 26.77$, with a total return of 2577.32% (8.62% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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10-year Treasury Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 22%
Fixed Income 100% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 10.84 27.17
Infl. Adjusted Return (%) 8.23 24.18
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -0.50
Start to Recovery (months) 6 2
Longest Drawdown Depth (%) -4.45 -0.23
Start to Recovery (months) 6 2
Longest Negative Period (months) 6 1
RISK INDICATORS
Standard Deviation (%) 7.80 5.19
Sharpe Ratio 0.70 4.20
Sortino Ratio 0.95 5.98
Ulcer Index 1.75 0.15
Ratio: Return / Standard Deviation 1.39 5.23
Ratio: Return / Deepest Drawdown 2.43 54.56
Metrics calculated over the period 1 October 2023 - 30 September 2024
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10-year Treasury Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 22%
Fixed Income 100% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) -0.82 9.00
Infl. Adjusted Return (%) -4.80 4.62
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.46
Start to Recovery (months) 50* 23
Longest Drawdown Depth (%) -23.19 -15.46
Start to Recovery (months) 50* 23
Longest Negative Period (months) 60* 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.61 9.31
Sharpe Ratio -0.39 0.73
Sortino Ratio -0.57 1.01
Ulcer Index 12.84 4.91
Ratio: Return / Standard Deviation -0.11 0.97
Ratio: Return / Deepest Drawdown -0.04 0.58
Metrics calculated over the period 1 October 2019 - 30 September 2024
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10-year Treasury Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 22%
Fixed Income 100% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 1.41 7.76
Infl. Adjusted Return (%) -1.41 4.76
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -15.46
Start to Recovery (months) 50* 23
Longest Drawdown Depth (%) -23.19 -15.46
Start to Recovery (months) 50* 23
Longest Negative Period (months) 111 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 7.85
Sharpe Ratio -0.01 0.80
Sortino Ratio -0.02 1.15
Ulcer Index 9.51 3.79
Ratio: Return / Standard Deviation 0.21 0.99
Ratio: Return / Deepest Drawdown 0.06 0.50
Metrics calculated over the period 1 October 2014 - 30 September 2024
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10-year Treasury Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 22%
Fixed Income 100% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 5.12 8.32
Infl. Adjusted Return (%) 2.54 5.66
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.49
Start to Recovery (months) 50* 18
Longest Drawdown Depth (%) -23.19 -12.99
Start to Recovery (months) 50* 39
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.79 8.22
Sharpe Ratio 0.42 0.73
Sortino Ratio 0.60 1.02
Ulcer Index 6.05 4.21
Ratio: Return / Standard Deviation 0.75 1.01
Ratio: Return / Deepest Drawdown 0.22 0.43
Metrics calculated over the period 1 October 1994 - 30 September 2024
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10-year Treasury Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 22%
Fixed Income 100% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 6.54 8.62
Infl. Adjusted Return (%) 3.65 5.68
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.49
Start to Recovery (months) 50* 18
Longest Drawdown Depth (%) -23.19 -12.99
Start to Recovery (months) 50* 39
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.22 7.81
Sharpe Ratio 0.47 0.70
Sortino Ratio 0.68 0.98
Ulcer Index 5.55 3.82
Ratio: Return / Standard Deviation 0.91 1.10
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

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

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10-year Treasury Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 50* Aug 2020
In progress
-19.49 18 Mar 2008
Aug 2009
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-9.34 23 Oct 1998
Aug 2000
-9.18 17 Oct 2012
Feb 2014
-7.60 19 May 2013
Nov 2014
-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
-6.06 5 May 1998
Sep 1998
-5.71 5 Sep 2011
Jan 2012
-5.68 7 Jun 2003
Dec 2003
-5.62 6 Oct 1997
Mar 1998

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10-year Treasury Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 50* Aug 2020
In progress
-19.49 18 Mar 2008
Aug 2009
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-9.18 17 Oct 2012
Feb 2014
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.14 15 Dec 1989
Feb 1991
-6.90 10 Feb 1996
Nov 1996
-6.76 21 Sep 1987
May 1989
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

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 - 30 September 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 Gold Pivot Ptf
Year Return Drawdown Return Drawdown
2024
 4.16% -4.45% 15.66% -0.50%
2023
 3.65% -8.82% 17.87% -4.11%
2022
 -15.19% -16.91% -11.42% -15.46%
2021
 -3.33% -5.73% 4.01% -4.11%
2020
 10.01% -2.02% 18.54% -5.61%
2019
 8.03% -2.59% 18.24% -1.03%
2018
 0.99% -3.19% 0.01% -2.56%
2017
 2.55% -1.90% 12.25% -1.32%
2016
 1.00% -6.50% 7.68% -5.47%
2015
 1.51% -4.25% -2.07% -5.55%
2014
 9.07% -1.05% 6.26% -2.55%
2013
 -6.09% -7.60% -1.77% -8.02%
2012
 3.66% -2.67% 10.26% -3.78%
2011
 15.64% -1.29% 8.11% -5.71%
2010
 9.37% -4.30% 18.24% -1.29%
2009
 -6.59% -6.65% 26.47% -2.40%
2008
 17.91% -4.15% -9.56% -19.49%
2007
 10.37% -1.85% 15.46% -1.98%
2006
 2.52% -2.87% 11.68% -3.60%
2005
 2.64% -3.19% 8.58% -2.17%
2004
 4.12% -4.85% 7.13% -3.73%
2003
 5.29% -5.68% 19.35% -2.07%
2002
 15.45% -4.13% 4.89% -6.10%
2001
 5.40% -5.21% -1.82% -7.75%
2000
 17.28% -1.12% -4.73% -8.07%
1999
 -7.83% -8.11% 17.47% -3.69%
1998
 14.64% -1.61% 20.77% -6.06%
1997
 11.97% -2.02% -2.12% -5.62%
1996
 0.00% -6.90% 8.83% -1.21%
1995
 25.55% -1.23% 18.41% -0.12%
1994
 -7.19% -9.56% -2.97% -5.11%
1993
 12.97% -2.55% 15.87% -1.82%
1992
 7.23% -4.02% 5.39% -3.33%
1991
 18.91% -0.54% 19.63% -1.36%
1990
 7.70% -4.48% -1.37% -6.49%
1989
 17.84% -2.30% 9.05% -0.91%
1988
 6.90% -4.60% 2.41% -2.76%
1987
 -2.64% -10.87% 11.67% -6.76%
1986
 21.35% -3.93% 15.85% -0.90%
1985
 29.85% -3.33% 20.28% -2.71%