Aim Ways Ulcer Free Strategy Portfolio vs All Country World 20/80 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)
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
All Country World 20/80 Portfolio
1.00$
Initial Capital
January 1995
6.15$
Final Capital
December 2024
6.24%
Yearly Return
5.67%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period
1.00$
Initial Capital
July 1985
16.08$
Final Capital
December 2024
7.28%
Yearly Return
5.84%
Std Deviation
-17.97%
Max Drawdown
37months
Recovery Period

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.

As of December 2024, in the previous 30 Years, the All Country World 20/80 Portfolio obtained a 6.24% compound annual return, with a 5.67% standard deviation. It suffered a maximum drawdown of -17.97% that required 37 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

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
All Country World 20/80 Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
VT
Vanguard Total World Stock
40.00
BND
Vanguard Total Bond Market
28.00
BNDX
Vanguard Total International Bond
12.00
EMB
iShares JP Morgan USD Em Mkts Bd
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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_aim_ways2.webp Ulcer Free Strategy
Aim Ways 		8.55 -1.65 5.48 8.55 4.98 5.43 7.63 8.21
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World 20/80
-- Market Benchmark 		5.51 -1.78 3.55 5.51 1.88 3.33 6.24 7.28
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

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).

All Country World 20/80 Portfolio: an investment of 1$, since January 1995, now would be worth 6.15$, with a total return of 514.64% (6.24% annualized).


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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).

All Country World 20/80 Portfolio: an investment of 1$, since July 1985, now would be worth 16.08$, with a total return of 1507.56% (7.28% 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
Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.55 5.51
Infl. Adjusted Return (%) 5.91 2.95
DRAWDOWN
Deepest Drawdown Depth (%) -2.00 -2.38
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -0.36 -0.38
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 5.15 5.58
Sharpe Ratio 0.65 0.06
Sortino Ratio 0.84 0.07
Ulcer Index 0.75 0.99
Ratio: Return / Standard Deviation 1.66 0.99
Ratio: Return / Deepest Drawdown 4.27 2.31
Metrics calculated over the period 1 January 2024 - 31 December 2024
Swipe left to see all data
Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 4.98 1.88
Infl. Adjusted Return (%) 0.83 -2.15
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 46
RISK INDICATORS
Standard Deviation (%) 8.15 8.20
Sharpe Ratio 0.32 -0.06
Sortino Ratio 0.45 -0.08
Ulcer Index 7.27 7.83
Ratio: Return / Standard Deviation 0.61 0.23
Ratio: Return / Deepest Drawdown 0.29 0.10
Metrics calculated over the period 1 January 2020 - 31 December 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.43 3.33
Infl. Adjusted Return (%) 2.39 0.36
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.49 6.31
Sharpe Ratio 0.59 0.27
Sortino Ratio 0.82 0.37
Ulcer Index 5.23 5.62
Ratio: Return / Standard Deviation 0.84 0.53
Ratio: Return / Deepest Drawdown 0.31 0.19
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 7.63 6.24
Infl. Adjusted Return (%) 4.99 3.63
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.06 5.67
Sharpe Ratio 0.88 0.70
Sortino Ratio 1.22 0.92
Ulcer Index 3.46 3.67
Ratio: Return / Standard Deviation 1.26 1.10
Ratio: Return / Deepest Drawdown 0.44 0.35
Metrics calculated over the period 1 January 1995 - 31 December 2024
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Ulcer Free Strategy All Country World 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.21 7.28
Infl. Adjusted Return (%) 5.29 4.39
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 37
Longest Negative Period (months) 41 52
RISK INDICATORS
Standard Deviation (%) 6.09 5.84
Sharpe Ratio 0.84 0.72
Sortino Ratio 1.17 0.96
Ulcer Index 3.21 3.36
Ratio: Return / Standard Deviation 1.35 1.25
Ratio: Return / Deepest Drawdown 0.47 0.41
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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Ulcer Free Strategy All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-12.99 18 Feb 2008
Jul 2009
-6.55 5 Feb 2020
Jun 2020
-5.06 4 Jul 1998
Oct 1998
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013
-4.30 10 May 2013
Feb 2014
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.77 5 Apr 2000
Aug 2000
-3.53 8 Feb 1999
Sep 1999
-3.50 6 Jun 2002
Nov 2002
-3.29 7 Jan 2021
Jul 2021

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Ulcer Free Strategy All Country World 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.97 37 Sep 2021
Sep 2024
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-12.99 18 Feb 2008
Jul 2009
-7.24 15 Feb 1994
Apr 1995
-6.55 5 Feb 2020
Jun 2020
-6.36 15 Feb 1994
Apr 1995
-6.26 6 Sep 1987
Feb 1988
-5.36 6 Sep 1987
Feb 1988
-5.06 4 Jul 1998
Oct 1998
-5.01 5 Aug 1990
Dec 1990
-4.93 5 Aug 1990
Dec 1990
-4.74 7 Dec 1989
Jun 1990
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013

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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Ulcer Free Strategy All Country World 20/80
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 8.55 -2.00 5.51 -2.38
2023
 13.74 -4.59 10.25 -5.13
2022
 -15.39 -16.93 -14.66 -17.51
2021
 1.14 -3.29 2.00 -1.92
2020
 20.69 -2.80 8.36 -6.55
2019
 14.71 -0.83 12.96 -0.19
2018
 0.69 -2.59 -1.87 -2.77
2017
 9.01 -0.91 8.23 -0.08
2016
 5.21 -4.08 5.12 -2.99
2015
 0.46 -2.56 0.31 -3.05
2014
 8.51 -1.57 6.24 -1.20
2013
 1.73 -4.61 2.59 -4.30
2012
 9.44 -1.48 9.39 -1.73
2011
 7.68 -1.94 4.99 -2.61
2010
 13.35 -0.33 8.78 -1.65
2009
 19.29 -1.70 14.11 -6.27
2008
 -5.09 -13.81 -6.63 -12.99
2007
 10.42 -0.94 7.29 -0.69
2006
 7.02 -1.81 8.17 -0.88
2005
 5.78 -1.51 6.13 -1.14
2004
 7.35 -2.86 8.26 -2.40
2003
 15.98 -1.15 13.81 -1.85
2002
 4.11 -2.74 3.66 -3.50
2001
 1.74 -4.71 6.56 -1.79
2000
 5.64 -4.73 6.60 -1.64
1999
 12.39 -3.53 8.23 -1.93
1998
 18.15 -2.77 11.33 -5.06
1997
 4.45 -3.38 7.47 -2.40
1996
 8.16 -0.95 9.76 -1.58
1995
 22.80 0.00 20.18 0.00
1994
 -4.83 -7.24 -2.97 -6.36
1993
 15.58 -0.99 16.22 -0.27
1992
 8.79 -2.57 6.50 -2.44
1991
 23.75 -1.85 19.00 -1.50
1990
 2.22 -5.01 2.54 -4.93
1989
 13.13 -0.77 13.77 -1.08
1988
 6.27 -2.13 11.09 -1.57
1987
 4.63 -5.36 4.29 -6.26
1986
 17.00 -1.71 20.59 -2.84
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