Dynamic 40/60 Income vs Aim Ways Shield Strategy Portfolio Comparison

Period: January 1992 - August 2024 (~33 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
September 1994
8.16$
Final Capital
August 2024
7.25%
Yearly Return
8.12
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
September 1994
13.74$
Final Capital
August 2024
9.13%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.40$
Final Capital
August 2024
7.43%
Yearly Return
7.87
Std Deviation
-29.84%
Max Drawdown
26 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1992
16.15$
Final Capital
August 2024
8.89%
Yearly Return
8.62
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period

The Dynamic 40/60 Income Portfolio obtained a 7.25% compound annual return, with a 8.12% standard deviation, in the last 30 Years.

The Aim Ways Shield Strategy Portfolio obtained a 9.13% compound annual return, with a 8.84% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 31 August 2024 (~33 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income 8.35 1.89 6.20 13.84 4.49 4.68 7.25 7.43
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.13 8.89
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since September 1994, now would be worth 8.16$, with a total return of 715.86% (7.25% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 13.74$, with a total return of 1273.89% (9.13% annualized).


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Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.40$, with a total return of 940.29% (7.43% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1992, now would be worth 16.15$, with a total return of 1514.66% (8.89% 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 1992 - 31 August 2024 (~33 years)
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Dynamic 40/60 Income Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 13.84 20.11
Infl. Adjusted Return (%) 11.18 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -4.16 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.16 -4.11
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 8.13 9.32
Sharpe Ratio 1.05 1.58
Sortino Ratio 1.46 2.11
Ulcer Index 1.49 1.69
Ratio: Return / Standard Deviation 1.70 2.16
Ratio: Return / Deepest Drawdown 3.33 4.89
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Dynamic 40/60 Income Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.49 9.80
Infl. Adjusted Return (%) 0.34 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.36
Start to Recovery (months) 30 24
Longest Drawdown Depth (%) -17.33 -19.36
Start to Recovery (months) 30 24
Longest Negative Period (months) 38 30
RISK INDICATORS
Standard Deviation (%) 10.09 11.04
Sharpe Ratio 0.23 0.69
Sortino Ratio 0.31 0.93
Ulcer Index 7.24 6.58
Ratio: Return / Standard Deviation 0.45 0.89
Ratio: Return / Deepest Drawdown 0.26 0.51
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Dynamic 40/60 Income Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.68 8.52
Infl. Adjusted Return (%) 1.81 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.36
Start to Recovery (months) 30 24
Longest Drawdown Depth (%) -17.33 -19.36
Start to Recovery (months) 30 24
Longest Negative Period (months) 38 30
RISK INDICATORS
Standard Deviation (%) 7.87 9.01
Sharpe Ratio 0.41 0.79
Sortino Ratio 0.55 1.08
Ulcer Index 5.24 4.84
Ratio: Return / Standard Deviation 0.60 0.95
Ratio: Return / Deepest Drawdown 0.27 0.44
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Dynamic 40/60 Income Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.25 9.13
Infl. Adjusted Return (%) 4.62 6.45
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.36
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -17.33 -18.97
Start to Recovery (months) 30 39
Longest Negative Period (months) 69 44
RISK INDICATORS
Standard Deviation (%) 8.12 8.84
Sharpe Ratio 0.61 0.77
Sortino Ratio 0.80 1.05
Ulcer Index 4.85 5.59
Ratio: Return / Standard Deviation 0.89 1.03
Ratio: Return / Deepest Drawdown 0.24 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Dynamic 40/60 Income Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.43 8.89
Infl. Adjusted Return (%) 4.77 6.19
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -19.36
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -17.33 -18.97
Start to Recovery (months) 30 39
Longest Negative Period (months) 69 44
RISK INDICATORS
Standard Deviation (%) 7.87 8.62
Sharpe Ratio 0.64 0.76
Sortino Ratio 0.84 1.03
Ulcer Index 4.70 5.40
Ratio: Return / Standard Deviation 0.94 1.03
Ratio: Return / Deepest Drawdown 0.25 0.46
Metrics calculated over the period 1 January 1992 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1992 - 31 August 2024 (~33 years)

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Dynamic 40/60 Income Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.37 5 Apr 2000
Aug 2000
-5.09 5 Oct 2018
Feb 2019
-5.03 6 Sep 2018
Feb 2019
-4.76 2 Sep 2011
Oct 2011

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Dynamic 40/60 Income Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-9.38 8 May 1998
Dec 1998
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.19 8 Jun 2011
Jan 2012
-6.73 9 May 2002
Jan 2003
-6.37 5 Apr 2000
Aug 2000
-5.64 13 Feb 1994
Feb 1995
-5.36 15 Feb 1994
Apr 1995
-5.09 5 Oct 2018
Feb 2019

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 1992 - 31 August 2024 (~33 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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Dynamic 40/60 Income Shield Strategy
Year Return Drawdown Return Drawdown
2024
 8.35% -2.45% 13.02% -2.13%
2023
 11.97% -5.00% 20.08% -5.24%
2022
 -14.37% -17.33% -15.12% -19.36%
2021
 6.72% -1.83% 9.82% -3.40%
2020
 8.28% -12.42% 20.37% -7.65%
2019
 15.91% -1.51% 22.48% -2.06%
2018
 -3.18% -5.09% -1.91% -5.03%
2017
 9.18% 0.00% 15.04% -0.68%
2016
 7.53% -1.95% 7.35% -4.07%
2015
 0.21% -4.06% -0.10% -4.62%
2014
 7.01% -1.44% 8.59% -2.13%
2013
 6.13% -3.06% 7.50% -4.38%
2012
 12.70% -2.72% 10.74% -3.62%
2011
 2.96% -7.19% 6.97% -4.76%
2010
 11.25% -3.72% 16.03% -3.39%
2009
 22.37% -15.04% 21.59% -6.37%
2008
 -14.80% -23.51% -12.13% -18.60%
2007
 0.88% -3.23% 12.84% -1.84%
2006
 9.18% -1.29% 11.15% -3.29%
2005
 5.23% -1.76% 5.77% -2.90%
2004
 8.41% -3.31% 7.38% -3.99%
2003
 21.64% -1.30% 21.21% -1.00%
2002
 1.03% -6.73% -1.64% -7.75%
2001
 8.71% -3.24% -4.77% -10.54%
2000
 3.43% -4.13% -4.17% -8.87%
1999
 11.02% -2.15% 20.24% -3.49%
1998
 6.04% -9.38% 24.17% -7.66%
1997
 16.36% -2.49% 10.96% -3.63%
1996
 16.81% -1.12% 12.28% -2.24%
1995
 23.17% 0.00% 24.80% 0.00%
1994
 -3.19% -5.36% -1.72% -5.64%
1993
 14.73% -0.57% 12.49% -0.74%
1992
 12.95% -0.70% 4.94% -2.92%