Aim Ways Odd-Stats Strategy vs Scott Burns Couch Potato 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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Aim Ways Odd-Stats Strategy Portfolio
1.00$
Initial Capital
October 1994
15.94$
Final Capital
September 2024
9.67%
Yearly Return
8.76
Std Deviation
-21.85%
Max Drawdown
25 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
October 1994
11.54$
Final Capital
September 2024
8.49%
Yearly Return
8.71
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period
Aim Ways Odd-Stats Strategy Portfolio
1.00$
Initial Capital
January 1985
47.86$
Final Capital
September 2024
10.22%
Yearly Return
8.89
Std Deviation
-21.85%
Max Drawdown
25 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.02$
Final Capital
September 2024
9.44%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period

The Aim Ways Odd-Stats Strategy Portfolio obtained a 9.67% compound annual return, with a 8.76% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.49% compound annual return, with a 8.71% 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)
Odd-Stats Strategy
Aim Ways 		12.79 2.08 9.09 24.65 8.30 8.44 9.67 10.22
Couch Potato
Scott Burns 		12.72 1.78 7.41 22.39 8.78 7.61 8.49 9.44
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 15.94$, with a total return of 1494.05% (9.67% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since October 1994, now would be worth 11.54$, with a total return of 1054.20% (8.49% annualized).


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Aim Ways Odd-Stats Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 47.86$, with a total return of 4685.94% (10.22% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.02$, with a total return of 3501.62% (9.44% 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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Odd-Stats Strategy Couch Potato
Author Aim Ways Scott Burns
ASSET ALLOCATION
Stocks 47% 50%
Fixed Income 43% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 24.65 22.39
Infl. Adjusted Return (%) 21.72 19.51
DRAWDOWN
Deepest Drawdown Depth (%) -2.95 -3.08
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -2.95 -1.75
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.07 8.06
Sharpe Ratio 2.39 2.11
Sortino Ratio 3.30 2.83
Ulcer Index 0.84 0.98
Ratio: Return / Standard Deviation 3.06 2.78
Ratio: Return / Deepest Drawdown 8.35 7.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Odd-Stats Strategy Couch Potato
Author Aim Ways Scott Burns
ASSET ALLOCATION
Stocks 47% 50%
Fixed Income 43% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 8.30 8.78
Infl. Adjusted Return (%) 3.95 4.41
DRAWDOWN
Deepest Drawdown Depth (%) -19.74 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -19.74 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 10.63 11.46
Sharpe Ratio 0.57 0.58
Sortino Ratio 0.76 0.75
Ulcer Index 7.45 7.44
Ratio: Return / Standard Deviation 0.78 0.77
Ratio: Return / Deepest Drawdown 0.42 0.44
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Odd-Stats Strategy Couch Potato
Author Aim Ways Scott Burns
ASSET ALLOCATION
Stocks 47% 50%
Fixed Income 43% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 8.44 7.61
Infl. Adjusted Return (%) 5.43 4.62
DRAWDOWN
Deepest Drawdown Depth (%) -19.74 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -19.74 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 8.61 9.28
Sharpe Ratio 0.81 0.66
Sortino Ratio 1.08 0.87
Ulcer Index 5.41 5.48
Ratio: Return / Standard Deviation 0.98 0.82
Ratio: Return / Deepest Drawdown 0.43 0.38
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Odd-Stats Strategy Couch Potato
Author Aim Ways Scott Burns
ASSET ALLOCATION
Stocks 47% 50%
Fixed Income 43% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 9.67 8.49
Infl. Adjusted Return (%) 6.98 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -21.85 -27.04
Start to Recovery (months) 25 30
Longest Drawdown Depth (%) -17.53 -10.30
Start to Recovery (months) 38 33
Longest Negative Period (months) 43 62
RISK INDICATORS
Standard Deviation (%) 8.76 8.71
Sharpe Ratio 0.84 0.71
Sortino Ratio 1.13 0.93
Ulcer Index 5.72 5.17
Ratio: Return / Standard Deviation 1.10 0.98
Ratio: Return / Deepest Drawdown 0.44 0.31
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Odd-Stats Strategy Couch Potato
Author Aim Ways Scott Burns
ASSET ALLOCATION
Stocks 47% 50%
Fixed Income 43% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.22 9.44
Infl. Adjusted Return (%) 7.23 6.47
DRAWDOWN
Deepest Drawdown Depth (%) -21.85 -27.04
Start to Recovery (months) 25 30
Longest Drawdown Depth (%) -17.53 -10.30
Start to Recovery (months) 38 33
Longest Negative Period (months) 43 62
RISK INDICATORS
Standard Deviation (%) 8.89 9.06
Sharpe Ratio 0.80 0.70
Sortino Ratio 1.07 0.92
Ulcer Index 5.28 4.87
Ratio: Return / Standard Deviation 1.15 1.04
Ratio: Return / Deepest Drawdown 0.47 0.35
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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Odd-Stats Strategy Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-21.85 25 Nov 2007
Nov 2009
-19.77 27 Jan 2022
Mar 2024
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.40 4 Feb 2020
May 2020
-7.19 3 Jul 1998
Sep 1998
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010
-5.85 5 Apr 2000
Aug 2000
-5.47 14 Mar 2015
Apr 2016

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Odd-Stats Strategy Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-21.85 25 Nov 2007
Nov 2009
-19.77 27 Jan 2022
Mar 2024
-19.74 27 Jan 2022
Mar 2024
-17.53 38 Sep 2000
Oct 2003
-16.03 17 Sep 1987
Jan 1989
-14.55 20 Sep 1987
Apr 1989
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-9.20 7 Jul 1990
Jan 1991
-8.78 14 Feb 1994
Mar 1995
-8.25 15 Feb 1994
Apr 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991

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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Odd-Stats Strategy Couch Potato
Year Return Drawdown Return Drawdown
2024
 12.79% -2.95% 12.72% -3.08%
2023
 18.82% -5.53% 14.66% -6.50%
2022
 -17.25% -19.74% -16.31% -19.77%
2021
 11.61% -3.66% 15.67% -2.76%
2020
 16.58% -7.40% 15.93% -10.72%
2019
 20.81% -1.26% 19.51% -2.63%
2018
 0.23% -4.71% -3.32% -8.06%
2017
 12.86% -0.85% 12.07% 0.00%
2016
 6.07% -4.92% 8.75% -2.08%
2015
 2.65% -3.31% -0.70% -5.47%
2014
 13.31% -1.79% 8.07% -2.34%
2013
 7.82% -4.45% 12.48% -3.18%
2012
 10.96% -2.49% 11.42% -2.32%
2011
 9.59% -3.51% 7.12% -6.25%
2010
 16.21% -3.65% 11.78% -6.09%
2009
 22.37% -8.11% 18.92% -9.98%
2008
 -13.21% -18.81% -18.47% -22.29%
2007
 9.43% -2.32% 8.64% -1.70%
2006
 10.75% -2.45% 7.99% -1.54%
2005
 5.96% -2.98% 4.40% -1.83%
2004
 10.24% -4.33% 10.53% -3.54%
2003
 21.41% -0.31% 19.38% -1.09%
2002
 -2.38% -7.02% -1.93% -6.44%
2001
 -3.65% -11.24% -1.68% -8.57%
2000
 0.12% -8.96% 3.54% -5.60%
1999
 21.76% -4.25% 9.67% -3.30%
1998
 27.34% -7.19% 16.26% -8.06%
1997
 10.09% -4.53% 21.85% -3.41%
1996
 15.60% -1.79% 11.14% -2.76%
1995
 26.15% 0.00% 29.40% 0.00%
1994
 -3.82% -8.25% -3.21% -8.78%
1993
 14.20% -1.44% 13.19% -1.53%
1992
 7.98% -3.40% 8.92% -2.25%
1991
 30.05% -3.39% 25.50% -2.55%
1990
 -1.24% -9.20% 1.06% -7.58%
1989
 17.84% -1.12% 21.95% -1.62%
1988
 8.56% -3.23% 11.91% -2.50%
1987
 5.23% -14.55% 1.19% -16.03%
1986
 15.97% -3.36% 16.48% -5.55%
1985
 26.93% -1.83% 28.66% -1.87%