Rob Arnott vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Rob Arnott Portfolio
1.00$
Initial Capital
September 1994
7.19$
Final Capital
August 2024
6.80%
Yearly Return
7.23
Std Deviation
-24.27%
Max Drawdown
22 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
September 1994
10.74$
Final Capital
August 2024
8.23%
Yearly Return
8.21
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period
Rob Arnott Portfolio
1.00$
Initial Capital
January 1985
23.03$
Final Capital
August 2024
8.23%
Yearly Return
7.17
Std Deviation
-24.27%
Max Drawdown
22 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
January 1985
26.01$
Final Capital
August 2024
8.56%
Yearly Return
7.81
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period

The Rob Arnott Portfolio obtained a 6.80% compound annual return, with a 7.23% standard deviation, in the last 30 Years.

The Aim Ways Gold Pivot Ptf Portfolio obtained a 8.23% compound annual return, with a 8.21% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Rob Arnott Portfolio
Rob Arnott 		5.44 1.61 6.19 10.26 3.76 3.93 6.80 8.23
Gold Pivot Ptf
Aim Ways 		12.35 1.58 11.48 19.26 8.14 7.17 8.23 8.56
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Rob Arnott Portfolio: an investment of 1$, since September 1994, now would be worth 7.19$, with a total return of 618.95% (6.80% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since September 1994, now would be worth 10.74$, with a total return of 973.72% (8.23% annualized).


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Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 23.03$, with a total return of 2203.19% (8.23% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since January 1985, now would be worth 26.01$, with a total return of 2500.66% (8.56% 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 1985 - 31 August 2024 (~40 years)
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Rob Arnott Portfolio Gold Pivot Ptf
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 22%
Fixed Income 60% 44%
Commodities 10% 34%
PERFORMANCES
Annualized Return (%) 10.26 19.26
Infl. Adjusted Return (%) 7.67 16.47
DRAWDOWN
Deepest Drawdown Depth (%) -5.54 -3.46
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.54 -3.46
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 9.56 7.27
Sharpe Ratio 0.51 1.92
Sortino Ratio 0.73 2.47
Ulcer Index 2.02 1.09
Ratio: Return / Standard Deviation 1.07 2.65
Ratio: Return / Deepest Drawdown 1.85 5.58
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Rob Arnott Portfolio Gold Pivot Ptf
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 22%
Fixed Income 60% 44%
Commodities 10% 34%
PERFORMANCES
Annualized Return (%) 3.76 8.14
Infl. Adjusted Return (%) -0.36 3.85
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 32* 23
Longest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 32* 23
Longest Negative Period (months) 45 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.77 9.29
Sharpe Ratio 0.17 0.65
Sortino Ratio 0.22 0.90
Ulcer Index 7.63 4.91
Ratio: Return / Standard Deviation 0.39 0.88
Ratio: Return / Deepest Drawdown 0.21 0.53
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Rob Arnott Portfolio Gold Pivot Ptf
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 22%
Fixed Income 60% 44%
Commodities 10% 34%
PERFORMANCES
Annualized Return (%) 3.93 7.17
Infl. Adjusted Return (%) 1.08 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 32* 23
Longest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 32* 23
Longest Negative Period (months) 45 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.85 7.88
Sharpe Ratio 0.32 0.73
Sortino Ratio 0.42 1.05
Ulcer Index 5.66 3.81
Ratio: Return / Standard Deviation 0.50 0.91
Ratio: Return / Deepest Drawdown 0.22 0.46
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Rob Arnott Portfolio Gold Pivot Ptf
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 22%
Fixed Income 60% 44%
Commodities 10% 34%
PERFORMANCES
Annualized Return (%) 6.80 8.23
Infl. Adjusted Return (%) 4.18 5.58
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -19.49
Start to Recovery (months) 22 18
Longest Drawdown Depth (%) -17.86 -12.99
Start to Recovery (months) 32* 39
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 8.21
Sharpe Ratio 0.62 0.72
Sortino Ratio 0.81 1.01
Ulcer Index 4.64 4.21
Ratio: Return / Standard Deviation 0.94 1.00
Ratio: Return / Deepest Drawdown 0.28 0.42
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Rob Arnott Portfolio Gold Pivot Ptf
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 22%
Fixed Income 60% 44%
Commodities 10% 34%
PERFORMANCES
Annualized Return (%) 8.23 8.56
Infl. Adjusted Return (%) 5.30 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -19.49
Start to Recovery (months) 22 18
Longest Drawdown Depth (%) -17.86 -12.99
Start to Recovery (months) 32* 39
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.17 7.81
Sharpe Ratio 0.71 0.69
Sortino Ratio 0.95 0.97
Ulcer Index 4.18 3.83
Ratio: Return / Standard Deviation 1.15 1.10
Ratio: Return / Deepest Drawdown 0.34 0.44
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Rob Arnott Portfolio Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-19.49 18 Mar 2008
Aug 2009
-17.86 32* Jan 2022
In progress
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-9.18 17 Oct 2012
Feb 2014
-8.72 6 Feb 2020
Jul 2020
-6.23 16 Mar 2015
Jun 2016
-6.06 5 May 1998
Sep 1998
-5.71 5 Sep 2011
Jan 2012
-5.66 10 May 2013
Feb 2014
-5.62 6 Oct 1997
Mar 1998
-5.61 3 Feb 2020
Apr 2020
-5.55 14 Feb 2015
Mar 2016
-5.47 9 Aug 2016
Apr 2017

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Rob Arnott Portfolio Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-19.49 18 Mar 2008
Aug 2009
-17.86 32* Jan 2022
In progress
-15.46 23 Jan 2022
Nov 2023
-12.99 39 Mar 2000
May 2003
-9.18 17 Oct 2012
Feb 2014
-8.72 6 Feb 2020
Jul 2020
-7.37 16 Feb 1994
May 1995
-7.14 15 Dec 1989
Feb 1991
-6.76 21 Sep 1987
May 1989
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990
-6.06 5 May 1998
Sep 1998
-5.71 5 Sep 2011
Jan 2012
-5.66 10 May 2013
Feb 2014

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 - 31 August 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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Rob Arnott Portfolio Gold Pivot Ptf
Year Return Drawdown Return Drawdown
2024
 5.44% -3.00% 12.35% -0.50%
2023
 9.08% -7.06% 17.87% -4.11%
2022
 -14.81% -17.86% -11.42% -15.46%
2021
 11.04% -1.71% 4.01% -4.11%
2020
 7.98% -8.72% 18.54% -5.61%
2019
 16.67% -0.49% 18.24% -1.03%
2018
 -4.12% -4.84% 0.01% -2.56%
2017
 9.02% -0.37% 12.25% -1.32%
2016
 7.14% -3.86% 7.68% -5.47%
2015
 -3.26% -5.73% -2.07% -5.55%
2014
 7.59% -2.79% 6.26% -2.55%
2013
 1.41% -5.66% -1.77% -8.02%
2012
 10.55% -2.17% 10.26% -3.78%
2011
 7.73% -3.51% 8.11% -5.71%
2010
 11.89% -2.99% 18.24% -1.29%
2009
 14.59% -11.26% 26.47% -2.40%
2008
 -11.48% -21.15% -9.56% -19.49%
2007
 7.64% -1.84% 15.46% -1.98%
2006
 8.97% -1.26% 11.68% -3.60%
2005
 7.74% -2.50% 8.58% -2.17%
2004
 11.93% -4.70% 7.13% -3.73%
2003
 17.00% -2.42% 19.35% -2.07%
2002
 8.16% -0.99% 4.89% -6.10%
2001
 0.06% -2.47% -1.82% -7.75%
2000
 12.87% -0.83% -4.73% -8.07%
1999
 7.22% -2.71% 17.47% -3.69%
1998
 6.53% -4.10% 20.77% -6.06%
1997
 7.20% -2.36% -2.12% -5.62%
1996
 11.02% -0.75% 8.83% -1.21%
1995
 21.23% 0.00% 18.41% -0.12%
1994
 -2.84% -7.37% -2.97% -5.11%
1993
 13.77% -2.73% 15.87% -1.82%
1992
 6.56% -2.87% 5.39% -3.33%
1991
 18.67% -1.99% 19.63% -1.36%
1990
 2.80% -6.11% -1.37% -6.49%
1989
 17.53% -1.16% 9.05% -0.91%
1988
 13.48% -1.21% 2.41% -2.76%
1987
 6.41% -5.21% 11.67% -6.76%
1986
 21.76% -3.06% 15.85% -0.90%
1985
 27.17% -1.73% 20.28% -2.71%