Rob Arnott vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Rob Arnott Portfolio
1.00$
Initial Capital
December 1994
7.52$
Final Capital
November 2024
6.96%
Yearly Return
7.23
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
December 1994
11.20$
Final Capital
November 2024
8.39%
Yearly Return
8.21
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period
Rob Arnott Portfolio
1.00$
Initial Capital
January 1985
23.36$
Final Capital
November 2024
8.21%
Yearly Return
7.16
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
January 1985
27.21$
Final Capital
November 2024
8.63%
Yearly Return
7.79
Std Deviation
-19.49%
Max Drawdown
18months
Recovery Period

The Rob Arnott Portfolio obtained a 6.96% compound annual return, with a 7.23% standard deviation, in the last 30 Years.

The Aim Ways Gold Pivot Ptf Portfolio obtained a 8.39% compound annual return, with a 8.21% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_author_none.webp Rob Arnott Portfolio
Rob Arnott 		6.92 1.83 6.45 11.52 3.79 4.13 6.96 8.21
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Gold Pivot Ptf
Aim Ways 		17.54 0.62 10.68 21.11 9.11 7.81 8.39 8.63
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Rob Arnott Portfolio: an investment of 1$, since December 1994, now would be worth 7.52$, with a total return of 652.10% (6.96% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since December 1994, now would be worth 11.20$, with a total return of 1020.20% (8.39% annualized).


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Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 23.36$, with a total return of 2235.51% (8.21% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since January 1985, now would be worth 27.21$, with a total return of 2620.75% (8.63% annualized).


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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 January 1985 - 30 November 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 (%) 11.52 21.11
Infl. Adjusted Return (%) 8.55 17.89
DRAWDOWN
Deepest Drawdown Depth (%) -3.00 -0.50
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -0.76 -0.23
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 6.89 4.40
Sharpe Ratio 0.92 3.61
Sortino Ratio 1.17 5.13
Ulcer Index 1.11 0.15
Ratio: Return / Standard Deviation 1.67 4.79
Ratio: Return / Deepest Drawdown 3.85 42.38
Metrics calculated over the period 1 December 2023 - 30 November 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 (%) 3.79 9.11
Infl. Adjusted Return (%) -0.37 4.73
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 35* 23
Longest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 35* 23
Longest Negative Period (months) 45 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.88 9.29
Sharpe Ratio 0.15 0.73
Sortino Ratio 0.20 1.01
Ulcer Index 7.64 4.91
Ratio: Return / Standard Deviation 0.38 0.98
Ratio: Return / Deepest Drawdown 0.21 0.59
Metrics calculated over the period 1 December 2019 - 30 November 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 (%) 4.13 7.81
Infl. Adjusted Return (%) 1.17 4.74
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 35* 23
Longest Drawdown Depth (%) -17.86 -15.46
Start to Recovery (months) 35* 23
Longest Negative Period (months) 45 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.84 7.84
Sharpe Ratio 0.33 0.80
Sortino Ratio 0.44 1.14
Ulcer Index 5.66 3.79
Ratio: Return / Standard Deviation 0.53 1.00
Ratio: Return / Deepest Drawdown 0.23 0.51
Metrics calculated over the period 1 December 2014 - 30 November 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 (%) 6.96 8.39
Infl. Adjusted Return (%) 4.32 5.72
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) 35* 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 0.64 0.74
Sortino Ratio 0.84 1.03
Ulcer Index 4.63 4.21
Ratio: Return / Standard Deviation 0.96 1.02
Ratio: Return / Deepest Drawdown 0.29 0.43
Metrics calculated over the period 1 December 1994 - 30 November 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 (%) 8.21 8.63
Infl. Adjusted Return (%) 5.28 5.68
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) 35* 39
Longest Negative Period (months) 50 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.16 7.79
Sharpe Ratio 0.71 0.70
Sortino Ratio 0.94 0.98
Ulcer Index 4.17 3.81
Ratio: Return / Standard Deviation 1.15 1.11
Ratio: Return / Deepest Drawdown 0.34 0.44
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 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 35* 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 35* 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 - 30 November 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
 6.92 -3.00 17.54 -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