Rob Arnott vs Aim Ways Aim comfortable trip Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 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 September 2024.
Reset settings
Close
Rob Arnott Portfolio
1.00$
Initial Capital
October 1994
7.46$
Final Capital
September 2024
6.93%
Yearly Return
7.22
Std Deviation
-24.27%
Max Drawdown
22 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
October 1994
9.69$
Final Capital
September 2024
7.86%
Yearly Return
7.60
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period
Rob Arnott Portfolio
1.00$
Initial Capital
January 1985
23.46$
Final Capital
September 2024
8.26%
Yearly Return
7.16
Std Deviation
-24.27%
Max Drawdown
22 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
January 1985
30.27$
Final Capital
September 2024
8.96%
Yearly Return
7.62
Std Deviation
-20.15%
Max Drawdown
23 months
Recovery Period

The Rob Arnott Portfolio obtained a 6.93% compound annual return, with a 7.22% standard deviation, in the last 30 Years.

The Aim Ways Aim comfortable trip Portfolio obtained a 7.86% compound annual return, with a 7.60% 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)
Swipe left to see all data
Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Rob Arnott Portfolio
Rob Arnott 		7.42 1.88 6.09 16.34 4.11 4.42 6.93 8.26
Aim comfortable trip
Aim Ways 		11.41 1.90 8.03 21.57 7.39 6.57 7.86 8.96
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Rob Arnott Portfolio: an investment of 1$, since October 1994, now would be worth 7.46$, with a total return of 646.28% (6.93% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since October 1994, now would be worth 9.69$, with a total return of 868.87% (7.86% annualized).


Loading data
Please wait
Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 23.46$, with a total return of 2246.42% (8.26% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since January 1985, now would be worth 30.27$, with a total return of 2926.58% (8.96% annualized).


Loading data
Please wait

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)
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 45%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 16.34 21.57
Infl. Adjusted Return (%) 13.60 18.71
DRAWDOWN
Deepest Drawdown Depth (%) -3.00 -1.63
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -0.76 -0.38
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 8.46 6.79
Sharpe Ratio 1.30 2.39
Sortino Ratio 1.82 3.41
Ulcer Index 1.09 0.50
Ratio: Return / Standard Deviation 1.93 3.18
Ratio: Return / Deepest Drawdown 5.45 13.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 45%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 4.11 7.39
Infl. Adjusted Return (%) -0.06 3.08
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Negative Period (months) 45 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.79 9.18
Sharpe Ratio 0.20 0.57
Sortino Ratio 0.26 0.76
Ulcer Index 7.63 4.79
Ratio: Return / Standard Deviation 0.42 0.81
Ratio: Return / Deepest Drawdown 0.23 0.47
Metrics calculated over the period 1 October 2019 - 30 September 2024
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 45%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 4.42 6.57
Infl. Adjusted Return (%) 1.52 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Negative Period (months) 45 31
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.80 7.41
Sharpe Ratio 0.38 0.69
Sortino Ratio 0.50 0.93
Ulcer Index 5.66 3.59
Ratio: Return / Standard Deviation 0.57 0.89
Ratio: Return / Deepest Drawdown 0.25 0.42
Metrics calculated over the period 1 October 2014 - 30 September 2024
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 45%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 6.93 7.86
Infl. Adjusted Return (%) 4.30 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -20.15
Start to Recovery (months) 22 23
Longest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.22 7.60
Sharpe Ratio 0.64 0.73
Sortino Ratio 0.84 0.98
Ulcer Index 4.63 3.71
Ratio: Return / Standard Deviation 0.96 1.03
Ratio: Return / Deepest Drawdown 0.29 0.39
Metrics calculated over the period 1 October 1994 - 30 September 2024
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 40%
Fixed Income 60% 45%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 8.26 8.96
Infl. Adjusted Return (%) 5.33 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -20.15
Start to Recovery (months) 22 23
Longest Drawdown Depth (%) -17.86 -15.56
Start to Recovery (months) 33* 24
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.16 7.62
Sharpe Ratio 0.72 0.76
Sortino Ratio 0.95 1.02
Ulcer Index 4.18 3.48
Ratio: Return / Standard Deviation 1.15 1.18
Ratio: Return / Deepest Drawdown 0.34 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)

Loading data
Please wait
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-20.15 23 Nov 2007
Sep 2009
-17.86 33* Jan 2022
In progress
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-8.72 6 Feb 2020
Jul 2020
-8.35 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002
-7.22 6 May 1998
Oct 1998
-6.23 16 Mar 2015
Jun 2016
-5.67 9 May 2011
Jan 2012
-5.66 10 May 2013
Feb 2014
-4.92 13 Mar 2015
Mar 2016
-4.84 6 Sep 2018
Feb 2019
-4.78 6 Sep 2018
Feb 2019

Loading data
Please wait
Swipe left to see all data
Rob Arnott Portfolio Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-20.15 23 Nov 2007
Sep 2009
-17.86 33* Jan 2022
In progress
-15.56 24 Jan 2022
Dec 2023
-11.65 14 Sep 1987
Oct 1988
-9.39 6 Feb 2020
Jul 2020
-8.72 6 Feb 2020
Jul 2020
-8.36 14 Jan 1990
Feb 1991
-8.35 12 Jun 2002
May 2003
-7.64 21 Sep 2000
May 2002
-7.37 16 Feb 1994
May 1995
-7.22 6 May 1998
Oct 1998
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990
-5.67 9 May 2011
Jan 2012

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:

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
Rob Arnott Portfolio Aim comfortable trip
Year Return Drawdown Return Drawdown
2024
 7.42% -3.00% 11.41% -1.63%
2023
 9.08% -7.06% 15.77% -4.47%
2022
 -14.81% -17.86% -10.58% -15.56%
2021
 11.04% -1.71% 7.29% -2.26%
2020
 7.98% -8.72% 11.36% -9.39%
2019
 16.67% -0.49% 16.14% -2.32%
2018
 -4.12% -4.84% -2.40% -4.78%
2017
 9.02% -0.37% 11.42% -0.42%
2016
 7.14% -3.86% 7.92% -2.09%
2015
 -3.26% -5.73% -1.20% -4.92%
2014
 7.59% -2.79% 5.31% -2.23%
2013
 1.41% -5.66% 7.86% -3.94%
2012
 10.55% -2.17% 10.85% -4.39%
2011
 7.73% -3.51% 3.71% -5.67%
2010
 11.89% -2.99% 13.58% -4.02%
2009
 14.59% -11.26% 21.18% -6.93%
2008
 -11.48% -21.15% -12.97% -17.75%
2007
 7.64% -1.84% 9.30% -2.21%
2006
 8.97% -1.26% 12.61% -2.81%
2005
 7.74% -2.50% 7.58% -2.16%
2004
 11.93% -4.70% 10.79% -2.87%
2003
 17.00% -2.42% 21.92% -1.65%
2002
 8.16% -0.99% -0.23% -8.35%
2001
 0.06% -2.47% -0.43% -7.19%
2000
 12.87% -0.83% 1.50% -5.41%
1999
 7.22% -2.71% 14.90% -2.99%
1998
 6.53% -4.10% 18.20% -7.22%
1997
 7.20% -2.36% 3.83% -3.99%
1996
 11.02% -0.75% 10.16% -1.62%
1995
 21.23% 0.00% 19.66% -0.17%
1994
 -2.84% -7.37% -2.00% -5.21%
1993
 13.77% -2.73% 16.10% -0.81%
1992
 6.56% -2.87% 7.83% -1.96%
1991
 18.67% -1.99% 21.40% -2.60%
1990
 2.80% -6.11% -2.90% -8.36%
1989
 17.53% -1.16% 13.45% -0.99%
1988
 13.48% -1.21% 10.56% -1.94%
1987
 6.41% -5.21% 10.38% -11.65%
1986
 21.76% -3.06% 21.36% -1.76%
1985
 27.17% -1.73% 28.00% -1.27%