10-year Treasury vs Aim Ways Shield Strategy 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 Shield Strategy Portfolio
1.00$
Initial Capital
October 1994
14.23$
Final Capital
September 2024
9.26%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
39.54$
Final Capital
September 2024
9.69%
Yearly Return
8.72
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio obtained a 9.26% compound annual return, with a 8.84% 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
Shield Strategy
Aim Ways 		15.91 2.55 10.22 28.30 10.43 9.03 9.26 9.69
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 Shield Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 14.23$, with a total return of 1323.26% (9.26% 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 Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.54$, with a total return of 3854.35% (9.69% 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 Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 42%
Fixed Income 100% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.84 28.30
Infl. Adjusted Return (%) 8.23 25.28
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -2.13
Start to Recovery (months) 6 2
Longest Drawdown Depth (%) -4.45 -0.12
Start to Recovery (months) 6 2
Longest Negative Period (months) 6 1
RISK INDICATORS
Standard Deviation (%) 7.80 7.30
Sharpe Ratio 0.70 3.14
Sortino Ratio 0.95 4.46
Ulcer Index 1.75 0.59
Ratio: Return / Standard Deviation 1.39 3.87
Ratio: Return / Deepest Drawdown 2.43 13.31
Metrics calculated over the period 1 October 2023 - 30 September 2024
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10-year Treasury Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 42%
Fixed Income 100% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) -0.82 10.43
Infl. Adjusted Return (%) -4.80 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Negative Period (months) 60* 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.61 11.05
Sharpe Ratio -0.39 0.75
Sortino Ratio -0.57 0.99
Ulcer Index 12.84 6.58
Ratio: Return / Standard Deviation -0.11 0.94
Ratio: Return / Deepest Drawdown -0.04 0.54
Metrics calculated over the period 1 October 2019 - 30 September 2024
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10-year Treasury Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 42%
Fixed Income 100% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 1.41 9.03
Infl. Adjusted Return (%) -1.41 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Negative Period (months) 111 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 8.98
Sharpe Ratio -0.01 0.84
Sortino Ratio -0.02 1.15
Ulcer Index 9.51 4.84
Ratio: Return / Standard Deviation 0.21 1.01
Ratio: Return / Deepest Drawdown 0.06 0.47
Metrics calculated over the period 1 October 2014 - 30 September 2024
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10-year Treasury Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 42%
Fixed Income 100% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.12 9.26
Infl. Adjusted Return (%) 2.54 6.57
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Drawdown Depth (%) -23.19 -18.97
Start to Recovery (months) 50* 39
Longest Negative Period (months) 126 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.79 8.84
Sharpe Ratio 0.42 0.79
Sortino Ratio 0.60 1.06
Ulcer Index 6.05 5.59
Ratio: Return / Standard Deviation 0.75 1.05
Ratio: Return / Deepest Drawdown 0.22 0.48
Metrics calculated over the period 1 October 1994 - 30 September 2024
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10-year Treasury Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 42%
Fixed Income 100% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.54 9.69
Infl. Adjusted Return (%) 3.65 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.36
Start to Recovery (months) 50* 24
Longest Drawdown Depth (%) -23.19 -18.97
Start to Recovery (months) 50* 39
Longest Negative Period (months) 126 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.22 8.72
Sharpe Ratio 0.47 0.75
Sortino Ratio 0.68 1.02
Ulcer Index 5.55 5.11
Ratio: Return / Standard Deviation 0.91 1.11
Ratio: Return / Deepest Drawdown 0.28 0.50
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 Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 50* Aug 2020
In progress
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-9.34 23 Oct 1998
Aug 2000
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-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
-6.37 5 Apr 2000
Aug 2000
-5.68 7 Jun 2003
Dec 2003
-5.03 6 Sep 2018
Feb 2019

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10-year Treasury Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 50* Aug 2020
In progress
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-13.14 20 Sep 1987
Apr 1989
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-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
-6.64 6 Aug 1990
Jan 1991

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 - 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 Shield Strategy
Year Return Drawdown Return Drawdown
2024
 4.16% -4.45% 15.91% -2.13%
2023
 3.65% -8.82% 20.08% -5.24%
2022
 -15.19% -16.91% -15.12% -19.36%
2021
 -3.33% -5.73% 9.82% -3.40%
2020
 10.01% -2.02% 20.37% -7.65%
2019
 8.03% -2.59% 22.48% -2.06%
2018
 0.99% -3.19% -1.91% -5.03%
2017
 2.55% -1.90% 15.04% -0.68%
2016
 1.00% -6.50% 7.35% -4.07%
2015
 1.51% -4.25% -0.10% -4.62%
2014
 9.07% -1.05% 8.59% -2.13%
2013
 -6.09% -7.60% 7.50% -4.38%
2012
 3.66% -2.67% 10.74% -3.62%
2011
 15.64% -1.29% 6.97% -4.76%
2010
 9.37% -4.30% 16.03% -3.39%
2009
 -6.59% -6.65% 21.59% -6.37%
2008
 17.91% -4.15% -12.13% -18.60%
2007
 10.37% -1.85% 12.84% -1.84%
2006
 2.52% -2.87% 11.15% -3.29%
2005
 2.64% -3.19% 5.77% -2.90%
2004
 4.12% -4.85% 7.38% -3.99%
2003
 5.29% -5.68% 21.21% -1.00%
2002
 15.45% -4.13% -1.64% -7.75%
2001
 5.40% -5.21% -4.77% -10.54%
2000
 17.28% -1.12% -4.17% -8.87%
1999
 -7.83% -8.11% 20.24% -3.49%
1998
 14.64% -1.61% 24.17% -7.66%
1997
 11.97% -2.02% 10.96% -3.63%
1996
 0.00% -6.90% 12.28% -2.24%
1995
 25.55% -1.23% 24.80% 0.00%
1994
 -7.19% -9.56% -1.72% -5.64%
1993
 12.97% -2.55% 12.49% -0.74%
1992
 7.23% -4.02% 4.94% -2.92%
1991
 18.91% -0.54% 23.27% -2.81%
1990
 7.70% -4.48% -0.04% -6.64%
1989
 17.84% -2.30% 17.40% -1.65%
1988
 6.90% -4.60% 6.16% -3.42%
1987
 -2.64% -10.87% 8.56% -13.14%
1986
 21.35% -3.93% 15.59% -2.72%
1985
 29.85% -3.33% 23.91% -2.06%