Rob Arnott Portfolio vs Aim Ways Shield Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - December 2024 (~40 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Rob Arnott Portfolio
1.00$
Initial Capital
January 1995
7.20$
Final Capital
December 2024
6.80%
Yearly Return
7.26%
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
January 1985
22.72$
Final Capital
December 2024
8.12%
Yearly Return
7.18%
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1995
14.27$
Final Capital
December 2024
9.27%
Yearly Return
8.85%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period
1.00$
Initial Capital
January 1985
39.55$
Final Capital
December 2024
9.63%
Yearly Return
8.71%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

As of December 2024, in the previous 30 Years, the Rob Arnott Portfolio obtained a 6.80% compound annual return, with a 7.26% standard deviation. It suffered a maximum drawdown of -24.27% that required 22 months to be recovered.

As of December 2024, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.27% compound annual return, with a 8.85% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Rob Arnott Portfolio
Weight
(%)		 ETF
Ticker		 Name
10.00
VEU
Vanguard FTSE All-World ex-US
10.00
VNQ
Vanguard Real Estate
10.00
VV
Vanguard Large-Cap
20.00
BNDX
Vanguard Total International Bond
20.00
LQD
iShares Investment Grade Corporate Bond
10.00
TLT
iShares 20+ Year Treasury Bond
10.00
TIP
iShares TIPS Bond
10.00
DBC
Invesco DB Commodity Tracking
Aim Ways Shield Strategy Portfolio
Weight
(%)		 ETF
Ticker		 Name
21.00
SPY
SPDR S&P 500
16.00
QQQ
Invesco QQQ Trust
5.00
USMV
iShares Edge MSCI Min Vol USA
22.00
LQD
iShares Investment Grade Corporate Bond
16.00
IEI
iShares 3-7 Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		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 		4.02 -2.71 2.55 4.02 3.00 3.89 6.80 8.12
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Shield Strategy
Aim Ways 		15.92 -1.70 6.78 15.92 9.33 8.76 9.27 9.63
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Rob Arnott Portfolio: an investment of 1$, since January 1995, now would be worth 7.20$, with a total return of 619.68% (6.80% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1995, now would be worth 14.27$, with a total return of 1327.43% (9.27% annualized).


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Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 22.72$, with a total return of 2172.17% (8.12% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.55$, with a total return of 3854.69% (9.63% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Rob Arnott Portfolio Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 4.02 15.92
Infl. Adjusted Return (%) 1.49 13.10
DRAWDOWN
Deepest Drawdown Depth (%) -3.16 -2.13
Start to Recovery (months) 3* 2
Longest Drawdown Depth (%) -3.16 -2.13
Start to Recovery (months) 3* 2
Longest Negative Period (months) 4 1
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.73 5.99
Sharpe Ratio -0.17 1.79
Sortino Ratio -0.22 2.21
Ulcer Index 1.41 0.76
Ratio: Return / Standard Deviation 0.60 2.66
Ratio: Return / Deepest Drawdown 1.27 7.49
Metrics calculated over the period 1 January 2024 - 31 December 2024
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Rob Arnott Portfolio Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 3.00 9.33
Infl. Adjusted Return (%) -1.08 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 36* 24
Longest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 36* 24
Longest Negative Period (months) 45 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.97 11.11
Sharpe Ratio 0.07 0.63
Sortino Ratio 0.09 0.85
Ulcer Index 7.65 6.58
Ratio: Return / Standard Deviation 0.30 0.84
Ratio: Return / Deepest Drawdown 0.17 0.48
Metrics calculated over the period 1 January 2020 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 3.89 8.76
Infl. Adjusted Return (%) 0.90 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 36* 24
Longest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 36* 24
Longest Negative Period (months) 45 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.90 9.02
Sharpe Ratio 0.29 0.79
Sortino Ratio 0.39 1.09
Ulcer Index 5.67 4.84
Ratio: Return / Standard Deviation 0.49 0.97
Ratio: Return / Deepest Drawdown 0.22 0.45
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 6.80 9.27
Infl. Adjusted Return (%) 4.18 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -19.36
Start to Recovery (months) 22 24
Longest Drawdown Depth (%) -17.86 -18.97
Start to Recovery (months) 36* 39
Longest Negative Period (months) 50 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.26 8.85
Sharpe Ratio 0.62 0.79
Sortino Ratio 0.81 1.07
Ulcer Index 4.64 5.59
Ratio: Return / Standard Deviation 0.94 1.05
Ratio: Return / Deepest Drawdown 0.28 0.48
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 8.12 9.63
Infl. Adjusted Return (%) 5.19 6.66
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -19.36
Start to Recovery (months) 22 24
Longest Drawdown Depth (%) -17.86 -18.97
Start to Recovery (months) 36* 39
Longest Negative Period (months) 50 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.18 8.71
Sharpe Ratio 0.69 0.74
Sortino Ratio 0.92 1.01
Ulcer Index 4.17 5.09
Ratio: Return / Standard Deviation 1.13 1.11
Ratio: Return / Deepest Drawdown 0.33 0.50
Metrics calculated over the period 1 January 1985 - 31 December 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1985 - 31 December 2024 (~40 years)

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Rob Arnott Portfolio Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-17.86 36* Jan 2022
In progress
-8.72 6 Feb 2020
Jul 2020
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.37 5 Apr 2000
Aug 2000
-6.23 16 Mar 2015
Jun 2016
-5.66 10 May 2013
Feb 2014
-5.03 6 Sep 2018
Feb 2019
-4.84 6 Sep 2018
Feb 2019
-4.76 2 Sep 2011
Oct 2011
-4.70 6 Apr 2004
Sep 2004

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Rob Arnott Portfolio Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-17.86 36* Jan 2022
In progress
-13.14 20 Sep 1987
Apr 1989
-8.72 6 Feb 2020
Jul 2020
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.37 16 Feb 1994
May 1995
-6.64 6 Aug 1990
Jan 1991
-6.37 5 Apr 2000
Aug 2000
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990
-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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 December 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 Shield Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 4.02 -3.16 15.92 -2.13
2023
 9.08 -7.06 20.08 -5.24
2022
 -14.81 -17.86 -15.12 -19.36
2021
 11.04 -1.71 9.82 -3.40
2020
 7.98 -8.72 20.37 -7.65
2019
 16.67 -0.49 22.48 -2.06
2018
 -4.12 -4.84 -1.91 -5.03
2017
 9.02 -0.37 15.04 -0.68
2016
 7.14 -3.86 7.35 -4.07
2015
 -3.26 -5.73 -0.10 -4.62
2014
 7.59 -2.79 8.59 -2.13
2013
 1.41 -5.66 7.50 -4.38
2012
 10.55 -2.17 10.74 -3.62
2011
 7.73 -3.51 6.97 -4.76
2010
 11.89 -2.99 16.03 -3.39
2009
 14.59 -11.26 21.59 -6.37
2008
 -11.48 -21.15 -12.13 -18.60
2007
 7.64 -1.84 12.84 -1.84
2006
 8.97 -1.26 11.15 -3.29
2005
 7.74 -2.50 5.77 -2.90
2004
 11.93 -4.70 7.38 -3.99
2003
 17.00 -2.42 21.21 -1.00
2002
 8.16 -0.99 -1.64 -7.75
2001
 0.06 -2.47 -4.77 -10.54
2000
 12.87 -0.83 -4.17 -8.87
1999
 7.22 -2.71 20.24 -3.49
1998
 6.53 -4.10 24.17 -7.66
1997
 7.20 -2.36 10.96 -3.63
1996
 11.02 -0.75 12.28 -2.24
1995
 21.23 0.00 24.80 0.00
1994
 -2.84 -7.37 -1.72 -5.64
1993
 13.77 -2.73 12.49 -0.74
1992
 6.56 -2.87 4.94 -2.92
1991
 18.67 -1.99 23.27 -2.81
1990
 2.80 -6.11 -0.04 -6.64
1989
 17.53 -1.16 17.40 -1.65
1988
 13.48 -1.21 6.16 -3.42
1987
 6.41 -5.21 8.56 -13.14
1986
 21.76 -3.06 15.59 -2.72
1985
 27.17 -1.73 23.91 -2.06
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book