10-year Treasury vs Aim Ways Ulcer Free Strategy Portfolio Comparison

Simulation Settings
Period: July 1985 - November 2024 (~39 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
10-year Treasury Portfolio
1.00$
Initial Capital
December 1994
4.40$
Final Capital
November 2024
5.06%
Yearly Return
6.83
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
December 1994
9.25$
Final Capital
November 2024
7.70%
Yearly Return
6.04
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
July 1985
10.61$
Final Capital
November 2024
6.17%
Yearly Return
7.13
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.93$
Final Capital
November 2024
8.27%
Yearly Return
6.08
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.70% compound annual return, with a 6.04% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 30 November 2024 (~39 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		1.66 1.02 4.44 5.50 -1.20 0.88 5.06 6.17
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways 		10.37 2.00 8.75 14.67 5.55 5.60 7.70 8.27
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

10-year Treasury Portfolio: an investment of 1$, since December 1994, now would be worth 4.40$, with a total return of 340.15% (5.06% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since December 1994, now would be worth 9.25$, with a total return of 824.70% (7.70% annualized).


Loading data
Please wait
10-year Treasury Portfolio: an investment of 1$, since July 1985, now would be worth 10.61$, with a total return of 960.59% (6.17% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.93$, with a total return of 2192.67% (8.27% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 July 1985 - 30 November 2024 (~39 years)
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 5.50 14.67
Infl. Adjusted Return (%) 2.69 11.62
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -2.00
Start to Recovery (months) 6 3
Longest Drawdown Depth (%) -4.45 -0.36
Start to Recovery (months) 6 3
Longest Negative Period (months) 6 4
RISK INDICATORS
Standard Deviation (%) 7.46 5.36
Sharpe Ratio 0.04 1.76
Sortino Ratio 0.05 2.31
Ulcer Index 2.02 0.60
Ratio: Return / Standard Deviation 0.74 2.74
Ratio: Return / Deepest Drawdown 1.23 7.32
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) -1.20 5.55
Infl. Adjusted Return (%) -5.16 1.32
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Negative Period (months) 60* 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.76 8.10
Sharpe Ratio -0.45 0.40
Sortino Ratio -0.64 0.56
Ulcer Index 13.15 7.27
Ratio: Return / Standard Deviation -0.15 0.69
Ratio: Return / Deepest Drawdown -0.05 0.32
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 0.88 5.60
Infl. Adjusted Return (%) -2.00 2.59
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Negative Period (months) 111 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 6.46
Sharpe Ratio -0.10 0.62
Sortino Ratio -0.15 0.87
Ulcer Index 9.72 5.23
Ratio: Return / Standard Deviation 0.13 0.87
Ratio: Return / Deepest Drawdown 0.04 0.32
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 5.06 7.70
Infl. Adjusted Return (%) 2.48 5.04
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Negative Period (months) 126 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 6.04
Sharpe Ratio 0.41 0.89
Sortino Ratio 0.58 1.24
Ulcer Index 6.16 3.46
Ratio: Return / Standard Deviation 0.74 1.27
Ratio: Return / Deepest Drawdown 0.22 0.44
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 0% 11%
Fixed Income 100% 77%
Commodities 0% 12%
PERFORMANCES
Annualized Return (%) 6.17 8.27
Infl. Adjusted Return (%) 3.31 5.35
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Drawdown Depth (%) -23.19 -17.48
Start to Recovery (months) 52* 35
Longest Negative Period (months) 126 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.13 6.08
Sharpe Ratio 0.43 0.85
Sortino Ratio 0.62 1.19
Ulcer Index 5.66 3.21
Ratio: Return / Standard Deviation 0.87 1.36
Ratio: Return / Deepest Drawdown 0.27 0.47
Metrics calculated over the period 1 July 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 July 1985 - 30 November 2024 (~39 years)

Loading data
Please wait
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-9.34 23 Oct 1998
Aug 2000
-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
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.73 26 Sep 2000
Oct 2002
-4.67 11 Sep 2010
Jul 2011
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997

Loading data
Please wait
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.24 15 Feb 1994
Apr 1995
-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
-5.36 6 Sep 1987
Feb 1988
-5.01 5 Aug 1990
Dec 1990

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 July 1985 - 30 November 2024 (~39 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
10-year Treasury Ulcer Free Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 1.66 -4.45 10.37 -2.00
2023
 3.65 -8.82 13.74 -4.59
2022
 -15.19 -16.91 -15.39 -16.93
2021
 -3.33 -5.73 1.14 -3.29
2020
 10.01 -2.02 20.69 -2.80
2019
 8.03 -2.59 14.71 -0.83
2018
 0.99 -3.19 0.69 -2.59
2017
 2.55 -1.90 9.01 -0.91
2016
 1.00 -6.50 5.21 -4.08
2015
 1.51 -4.25 0.46 -2.56
2014
 9.07 -1.05 8.51 -1.57
2013
 -6.09 -7.60 1.73 -4.61
2012
 3.66 -2.67 9.44 -1.48
2011
 15.64 -1.29 7.68 -1.94
2010
 9.37 -4.30 13.35 -0.33
2009
 -6.59 -6.65 19.29 -1.70
2008
 17.91 -4.15 -5.09 -13.81
2007
 10.37 -1.85 10.42 -0.94
2006
 2.52 -2.87 7.02 -1.81
2005
 2.64 -3.19 5.78 -1.51
2004
 4.12 -4.85 7.35 -2.86
2003
 5.29 -5.68 15.98 -1.15
2002
 15.45 -4.13 4.11 -2.74
2001
 5.40 -5.21 1.74 -4.71
2000
 17.28 -1.12 5.64 -4.73
1999
 -7.83 -8.11 12.39 -3.53
1998
 14.64 -1.61 18.15 -2.77
1997
 11.97 -2.02 4.45 -3.38
1996
 0.00 -6.90 8.16 -0.95
1995
 25.55 -1.23 22.80 0.00
1994
 -7.19 -9.56 -4.83 -7.24
1993
 12.97 -2.55 15.58 -0.99
1992
 7.23 -4.02 8.79 -2.57
1991
 18.91 -0.54 23.75 -1.85
1990
 7.70 -4.48 2.22 -5.01
1989
 17.84 -2.30 13.13 -0.77
1988
 6.90 -4.60 6.27 -2.13
1987
 -2.64 -10.87 4.63 -5.36
1986
 21.35 -3.93 17.00 -1.71