Rob Arnott vs Aim Ways Shield Strategy 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 Shield Strategy Portfolio
1.00$
Initial Capital
September 1994
13.74$
Final Capital
August 2024
9.13%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
38.56$
Final Capital
August 2024
9.64%
Yearly Return
8.73
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio obtained a 9.13% compound annual return, with a 8.84% 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
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.13 9.64
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 Shield Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 13.74$, with a total return of 1273.89% (9.13% 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 Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 38.56$, with a total return of 3755.86% (9.64% 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 Shield Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 42%
Fixed Income 60% 38%
Commodities 10% 20%
PERFORMANCES
Annualized Return (%) 10.26 20.11
Infl. Adjusted Return (%) 7.67 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -5.54 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.54 -4.11
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 9.56 9.32
Sharpe Ratio 0.51 1.58
Sortino Ratio 0.73 2.11
Ulcer Index 2.02 1.69
Ratio: Return / Standard Deviation 1.07 2.16
Ratio: Return / Deepest Drawdown 1.85 4.89
Metrics calculated over the period 1 September 2023 - 31 August 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 (%) 3.76 9.80
Infl. Adjusted Return (%) -0.36 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 32* 24
Longest Negative Period (months) 45 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.77 11.04
Sharpe Ratio 0.17 0.69
Sortino Ratio 0.22 0.93
Ulcer Index 7.63 6.58
Ratio: Return / Standard Deviation 0.39 0.89
Ratio: Return / Deepest Drawdown 0.21 0.51
Metrics calculated over the period 1 September 2019 - 31 August 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 (%) 3.93 8.52
Infl. Adjusted Return (%) 1.08 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 32* 24
Longest Drawdown Depth (%) -17.86 -19.36
Start to Recovery (months) 32* 24
Longest Negative Period (months) 45 30
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.85 9.01
Sharpe Ratio 0.32 0.79
Sortino Ratio 0.42 1.08
Ulcer Index 5.66 4.84
Ratio: Return / Standard Deviation 0.50 0.95
Ratio: Return / Deepest Drawdown 0.22 0.44
Metrics calculated over the period 1 September 2014 - 31 August 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 (%) 6.80 9.13
Infl. Adjusted Return (%) 4.18 6.45
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) 32* 39
Longest Negative Period (months) 50 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 8.84
Sharpe Ratio 0.62 0.77
Sortino Ratio 0.81 1.05
Ulcer Index 4.64 5.59
Ratio: Return / Standard Deviation 0.94 1.03
Ratio: Return / Deepest Drawdown 0.28 0.47
Metrics calculated over the period 1 September 1994 - 31 August 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 (%) 8.23 9.64
Infl. Adjusted Return (%) 5.30 6.67
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) 32* 39
Longest Negative Period (months) 50 44
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.17 8.73
Sharpe Ratio 0.71 0.75
Sortino Ratio 0.95 1.01
Ulcer Index 4.18 5.12
Ratio: Return / Standard Deviation 1.15 1.10
Ratio: Return / Deepest Drawdown 0.34 0.50
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 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 32* 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 32* 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
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 Shield Strategy
Year Return Drawdown Return Drawdown
2024
 5.44% -3.00% 13.02% -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%