Rob Arnott Portfolio vs Aim Ways Ulcer Free Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: July 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 July 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
July 1985
20.12$
Final Capital
December 2024
7.90%
Yearly Return
7.14%
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
January 1995
9.09$
Final Capital
December 2024
7.63%
Yearly Return
6.06%
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
1.00$
Initial Capital
July 1985
22.55$
Final Capital
December 2024
8.21%
Yearly Return
6.09%
Std Deviation
-17.48%
Max Drawdown
35months
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 Ulcer Free Strategy Portfolio obtained a 7.63% compound annual return, with a 6.06% standard deviation. It suffered a maximum drawdown of -17.48% that required 35 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 Ulcer Free Strategy Portfolio
Weight
(%)		 ETF
Ticker		 Name
11.00
QQQ
Invesco QQQ Trust
34.00
BNDX
Vanguard Total International Bond
28.00
IEF
iShares 7-10 Year Treasury Bond
15.00
CWB
SPDR Bloomberg Convertible Securities ETF
12.00
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 July 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 7.90
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways 		8.55 -1.65 5.48 8.55 4.98 5.43 7.63 8.21
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 Ulcer Free Strategy Portfolio: an investment of 1$, since January 1995, now would be worth 9.09$, with a total return of 809.07% (7.63% annualized).


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Rob Arnott Portfolio: an investment of 1$, since July 1985, now would be worth 20.12$, with a total return of 1912.45% (7.90% annualized).

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.55$, with a total return of 2154.86% (8.21% 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 July 1985 - 31 December 2024 (~40 years)
Swipe left to see all data
Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 4.02 8.55
Infl. Adjusted Return (%) 1.49 5.91
DRAWDOWN
Deepest Drawdown Depth (%) -3.16 -2.00
Start to Recovery (months) 3* 3
Longest Drawdown Depth (%) -3.16 -0.36
Start to Recovery (months) 3* 3
Longest Negative Period (months) 4 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.73 5.15
Sharpe Ratio -0.17 0.65
Sortino Ratio -0.22 0.84
Ulcer Index 1.41 0.75
Ratio: Return / Standard Deviation 0.60 1.66
Ratio: Return / Deepest Drawdown 1.27 4.27
Metrics calculated over the period 1 January 2024 - 31 December 2024
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Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 3.00 4.98
Infl. Adjusted Return (%) -1.08 0.83
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Negative Period (months) 45 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.97 8.15
Sharpe Ratio 0.07 0.32
Sortino Ratio 0.09 0.45
Ulcer Index 7.65 7.27
Ratio: Return / Standard Deviation 0.30 0.61
Ratio: Return / Deepest Drawdown 0.17 0.29
Metrics calculated over the period 1 January 2020 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 3.89 5.43
Infl. Adjusted Return (%) 0.90 2.39
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Negative Period (months) 45 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.90 6.49
Sharpe Ratio 0.29 0.59
Sortino Ratio 0.39 0.82
Ulcer Index 5.67 5.23
Ratio: Return / Standard Deviation 0.49 0.84
Ratio: Return / Deepest Drawdown 0.22 0.31
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 6.80 7.63
Infl. Adjusted Return (%) 4.18 4.99
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.48
Start to Recovery (months) 22 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Negative Period (months) 50 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.26 6.06
Sharpe Ratio 0.62 0.88
Sortino Ratio 0.81 1.22
Ulcer Index 4.64 3.46
Ratio: Return / Standard Deviation 0.94 1.26
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
Rob Arnott Portfolio Ulcer Free Strategy
Author Rob Arnott Aim Ways
ASSET ALLOCATION
Stocks 30% 11%
Fixed Income 60% 77%
Commodities 10% 12%
PERFORMANCES
Annualized Return (%) 7.90 8.21
Infl. Adjusted Return (%) 4.99 5.29
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -17.48
Start to Recovery (months) 22 35
Longest Drawdown Depth (%) -17.86 -17.48
Start to Recovery (months) 36* 35
Longest Negative Period (months) 50 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.14 6.09
Sharpe Ratio 0.67 0.84
Sortino Ratio 0.89 1.17
Ulcer Index 4.20 3.21
Ratio: Return / Standard Deviation 1.11 1.35
Ratio: Return / Deepest Drawdown 0.33 0.47
Metrics calculated over the period 1 July 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 July 1985 - 31 December 2024 (~40 years)

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Rob Arnott Portfolio Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 36* Jan 2022
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-8.72 6 Feb 2020
Jul 2020
-6.23 16 Mar 2015
Jun 2016
-5.66 10 May 2013
Feb 2014
-4.84 6 Sep 2018
Feb 2019
-4.73 26 Sep 2000
Oct 2002
-4.70 6 Apr 2004
Sep 2004
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.10 3 Jul 1998
Sep 1998
-4.08 7 Oct 2016
Apr 2017
-3.86 10 Aug 2016
May 2017

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Rob Arnott Portfolio Ulcer Free Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-24.27 22 Jun 2008
Mar 2010
-17.86 36* Jan 2022
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-8.72 6 Feb 2020
Jul 2020
-7.37 16 Feb 1994
May 1995
-7.24 15 Feb 1994
Apr 1995
-6.23 16 Mar 2015
Jun 2016
-6.11 7 Jan 1990
Jul 1990
-5.66 10 May 2013
Feb 2014
-5.36 6 Sep 1987
Feb 1988
-5.21 5 Sep 1987
Jan 1988
-5.01 5 Aug 1990
Dec 1990
-4.84 6 Sep 2018
Feb 2019
-4.74 7 Dec 1989
Jun 1990

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 July 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 Ulcer Free Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 4.02 -3.16 8.55 -2.00
2023
 9.08 -7.06 13.74 -4.59
2022
 -14.81 -17.86 -15.39 -16.93
2021
 11.04 -1.71 1.14 -3.29
2020
 7.98 -8.72 20.69 -2.80
2019
 16.67 -0.49 14.71 -0.83
2018
 -4.12 -4.84 0.69 -2.59
2017
 9.02 -0.37 9.01 -0.91
2016
 7.14 -3.86 5.21 -4.08
2015
 -3.26 -5.73 0.46 -2.56
2014
 7.59 -2.79 8.51 -1.57
2013
 1.41 -5.66 1.73 -4.61
2012
 10.55 -2.17 9.44 -1.48
2011
 7.73 -3.51 7.68 -1.94
2010
 11.89 -2.99 13.35 -0.33
2009
 14.59 -11.26 19.29 -1.70
2008
 -11.48 -21.15 -5.09 -13.81
2007
 7.64 -1.84 10.42 -0.94
2006
 8.97 -1.26 7.02 -1.81
2005
 7.74 -2.50 5.78 -1.51
2004
 11.93 -4.70 7.35 -2.86
2003
 17.00 -2.42 15.98 -1.15
2002
 8.16 -0.99 4.11 -2.74
2001
 0.06 -2.47 1.74 -4.71
2000
 12.87 -0.83 5.64 -4.73
1999
 7.22 -2.71 12.39 -3.53
1998
 6.53 -4.10 18.15 -2.77
1997
 7.20 -2.36 4.45 -3.38
1996
 11.02 -0.75 8.16 -0.95
1995
 21.23 0.00 22.80 0.00
1994
 -2.84 -7.37 -4.83 -7.24
1993
 13.77 -2.73 15.58 -0.99
1992
 6.56 -2.87 8.79 -2.57
1991
 18.67 -1.99 23.75 -1.85
1990
 2.80 -6.11 2.22 -5.01
1989
 17.53 -1.16 13.13 -0.77
1988
 13.48 -1.21 6.27 -2.13
1987
 6.41 -5.21 4.63 -5.36
1986
 21.76 -3.06 17.00 -1.71
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