Aim Ways Ulcer Free Strategy vs All Country World 20/80 Portfolio Comparison

Period: July 1985 - August 2024 (~39 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
September 1994
8.87$
Final Capital
August 2024
7.54%
Yearly Return
6.03
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
All Country World 20/80 Portfolio
1.00$
Initial Capital
September 1994
6.14$
Final Capital
August 2024
6.23%
Yearly Return
5.63
Std Deviation
-17.97%
Max Drawdown
36 months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.11$
Final Capital
August 2024
8.23%
Yearly Return
6.09
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
All Country World 20/80 Portfolio
1.00$
Initial Capital
July 1985
16.11$
Final Capital
August 2024
7.35%
Yearly Return
5.83
Std Deviation
-17.97%
Max Drawdown
36 months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.54% compound annual return, with a 6.03% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 6.23% compound annual return, with a 5.63% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 31 August 2024 (~39 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ulcer Free Strategy
Aim Ways 		6.44 1.11 6.81 11.79 4.87 5.26 7.54 8.23
All Country World 20/80 5.73 1.48 5.81 11.01 2.31 3.36 6.23 7.35
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 8.87$, with a total return of 786.50% (7.54% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since September 1994, now would be worth 6.14$, with a total return of 513.68% (6.23% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.11$, with a total return of 2110.89% (8.23% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since July 1985, now would be worth 16.11$, with a total return of 1510.81% (7.35% 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 July 1985 - 31 August 2024 (~39 years)
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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 (%) 11.79 11.01
Infl. Adjusted Return (%) 9.17 8.41
DRAWDOWN
Deepest Drawdown Depth (%) -3.69 -4.12
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -3.69 -4.12
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 7.67 8.03
Sharpe Ratio 0.84 0.71
Sortino Ratio 1.17 1.01
Ulcer Index 1.45 1.54
Ratio: Return / Standard Deviation 1.54 1.37
Ratio: Return / Deepest Drawdown 3.19 2.67
Metrics calculated over the period 1 September 2023 - 31 August 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 (%) 4.87 2.31
Infl. Adjusted Return (%) 0.70 -1.75
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.04 8.04
Sharpe Ratio 0.34 0.02
Sortino Ratio 0.48 0.03
Ulcer Index 7.27 7.82
Ratio: Return / Standard Deviation 0.61 0.29
Ratio: Return / Deepest Drawdown 0.28 0.13
Metrics calculated over the period 1 September 2019 - 31 August 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 (%) 5.26 3.36
Infl. Adjusted Return (%) 2.38 0.52
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Negative Period (months) 41 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.44 6.22
Sharpe Ratio 0.59 0.31
Sortino Ratio 0.83 0.41
Ulcer Index 5.23 5.62
Ratio: Return / Standard Deviation 0.82 0.54
Ratio: Return / Deepest Drawdown 0.30 0.19
Metrics calculated over the period 1 September 2014 - 31 August 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 (%) 7.54 6.23
Infl. Adjusted Return (%) 4.91 3.63
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Negative Period (months) 41 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.03 5.63
Sharpe Ratio 0.87 0.70
Sortino Ratio 1.21 0.92
Ulcer Index 3.46 3.67
Ratio: Return / Standard Deviation 1.25 1.11
Ratio: Return / Deepest Drawdown 0.43 0.35
Metrics calculated over the period 1 September 1994 - 31 August 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 (%) 8.23 7.35
Infl. Adjusted Return (%) 5.31 4.46
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Drawdown Depth (%) -17.48 -17.97
Start to Recovery (months) 35 36*
Longest Negative Period (months) 41 52
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.09 5.83
Sharpe Ratio 0.85 0.73
Sortino Ratio 1.18 0.99
Ulcer Index 3.22 3.37
Ratio: Return / Standard Deviation 1.35 1.26
Ratio: Return / Deepest Drawdown 0.47 0.41
Metrics calculated over the period 1 July 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 July 1985 - 31 August 2024 (~39 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 36* Sep 2021
In progress
-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 36* Sep 2021
In progress
-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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 July 1985 - 31 August 2024 (~39 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
 6.44% -2.00% 5.73% -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%