Aim Ways Ulcer Free Strategy vs High Yield Bonds Income Portfolio Comparison

Period: July 1985 - September 2024 (~39 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
October 1994
9.11$
Final Capital
September 2024
7.64%
Yearly Return
6.04
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
High Yield Bonds Income Portfolio
1.00$
Initial Capital
October 1994
7.50$
Final Capital
September 2024
6.95%
Yearly Return
8.81
Std Deviation
-23.97%
Max Drawdown
21 months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.61$
Final Capital
September 2024
8.27%
Yearly Return
6.09
Std Deviation
-17.48%
Max Drawdown
35 months
Recovery Period
High Yield Bonds Income Portfolio
1.00$
Initial Capital
July 1985
18.07$
Final Capital
September 2024
7.65%
Yearly Return
8.19
Std Deviation
-23.97%
Max Drawdown
21 months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.64% compound annual return, with a 6.04% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.95% compound annual return, with a 8.81% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 30 September 2024 (~39 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ulcer Free Strategy
Aim Ways 		8.86 2.27 7.02 17.96 5.51 5.67 7.64 8.27
High Yield Bonds Income 7.56 2.13 6.71 17.69 1.88 3.44 6.95 7.65
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 9.11$, with a total return of 811.18% (7.64% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since October 1994, now would be worth 7.50$, with a total return of 650.07% (6.95% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.61$, with a total return of 2161.13% (8.27% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since July 1985, now would be worth 18.07$, with a total return of 1706.70% (7.65% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 July 1985 - 30 September 2024 (~39 years)
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Ulcer Free Strategy High Yield Bonds Income
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 0%
Fixed Income 77% 100%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 17.96 17.69
Infl. Adjusted Return (%) 15.18 14.92
DRAWDOWN
Deepest Drawdown Depth (%) -2.00 -2.49
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -0.36 -2.49
Start to Recovery (months) 3 4
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 6.48 8.55
Sharpe Ratio 1.94 1.44
Sortino Ratio 2.76 2.15
Ulcer Index 0.60 0.89
Ratio: Return / Standard Deviation 2.77 2.07
Ratio: Return / Deepest Drawdown 8.96 7.10
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Ulcer Free Strategy High Yield Bonds Income
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 0%
Fixed Income 77% 100%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.51 1.88
Infl. Adjusted Return (%) 1.28 -2.21
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Negative Period (months) 41 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.06 11.18
Sharpe Ratio 0.41 -0.03
Sortino Ratio 0.57 -0.04
Ulcer Index 7.27 9.78
Ratio: Return / Standard Deviation 0.68 0.17
Ratio: Return / Deepest Drawdown 0.32 0.09
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Ulcer Free Strategy High Yield Bonds Income
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 0%
Fixed Income 77% 100%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.67 3.44
Infl. Adjusted Return (%) 2.73 0.57
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Negative Period (months) 41 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.44 8.79
Sharpe Ratio 0.65 0.22
Sortino Ratio 0.90 0.30
Ulcer Index 5.23 7.19
Ratio: Return / Standard Deviation 0.88 0.39
Ratio: Return / Deepest Drawdown 0.32 0.16
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Ulcer Free Strategy High Yield Bonds Income
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 0%
Fixed Income 77% 100%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 7.64 6.95
Infl. Adjusted Return (%) 5.00 4.32
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -23.97
Start to Recovery (months) 35 21
Longest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Negative Period (months) 41 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.04 8.81
Sharpe Ratio 0.89 0.53
Sortino Ratio 1.23 0.71
Ulcer Index 3.46 5.13
Ratio: Return / Standard Deviation 1.27 0.79
Ratio: Return / Deepest Drawdown 0.44 0.29
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Ulcer Free Strategy High Yield Bonds Income
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 0%
Fixed Income 77% 100%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.27 7.65
Infl. Adjusted Return (%) 5.35 4.75
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -23.97
Start to Recovery (months) 35 21
Longest Drawdown Depth (%) -17.48 -21.84
Start to Recovery (months) 35 37*
Longest Negative Period (months) 41 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.09 8.19
Sharpe Ratio 0.85 0.56
Sortino Ratio 1.19 0.74
Ulcer Index 3.22 4.70
Ratio: Return / Standard Deviation 1.36 0.93
Ratio: Return / Deepest Drawdown 0.47 0.32
Metrics calculated over the period 1 July 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 July 1985 - 30 September 2024 (~39 years)

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Ulcer Free Strategy High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 37* Sep 2021
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-11.99 6 Feb 2020
Jul 2020
-8.48 9 Aug 1998
Apr 1999
-7.79 16 Mar 2015
Jun 2016
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013
-4.56 5 Apr 2004
Aug 2004
-4.53 14 Jan 2018
Feb 2019
-4.40 3 Aug 2011
Oct 2011
-4.30 7 Dec 1996
Jun 1997

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Ulcer Free Strategy High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-21.84 37* Sep 2021
In progress
-17.48 35 Sep 2021
Jul 2024
-13.81 17 Mar 2008
Jul 2009
-11.99 6 Feb 2020
Jul 2020
-8.48 9 Aug 1998
Apr 1999
-7.89 7 Aug 1990
Feb 1991
-7.79 16 Mar 2015
Jun 2016
-7.63 12 Mar 1987
Feb 1988
-7.41 16 Feb 1994
May 1995
-7.24 15 Feb 1994
Apr 1995
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-5.36 6 Sep 1987
Feb 1988
-5.01 5 Aug 1990
Dec 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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 July 1985 - 30 September 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 High Yield Bonds Income
Year Return Drawdown Return Drawdown
2024
 8.86% -2.00% 7.56% -2.49%
2023
 13.74% -4.59% 11.21% -5.59%
2022
 -15.39% -16.93% -16.88% -21.38%
2021
 1.14% -3.29% 0.88% -3.16%
2020
 20.69% -2.80% 7.08% -11.99%
2019
 14.71% -0.83% 16.98% -0.39%
2018
 0.69% -2.59% -4.53% -4.53%
2017
 9.01% -0.91% 8.78% -0.17%
2016
 5.21% -4.08% 12.01% -3.93%
2015
 0.46% -2.56% -3.94% -6.90%
2014
 8.51% -1.57% 6.28% -2.37%
2013
 1.73% -4.61% -0.40% -6.71%
2012
 9.44% -1.48% 12.61% -1.87%
2011
 7.68% -1.94% 9.07% -4.40%
2010
 13.35% -0.33% 11.52% -3.24%
2009
 19.29% -1.70% 23.52% -10.62%
2008
 -5.09% -13.81% -10.54% -23.59%
2007
 10.42% -0.94% 3.36% -3.84%
2006
 7.02% -1.81% 7.28% -2.69%
2005
 5.78% -1.51% 5.61% -2.30%
2004
 7.35% -2.86% 9.55% -4.56%
2003
 15.98% -1.15% 18.30% -3.91%
2002
 4.11% -2.74% 7.38% -6.70%
2001
 1.74% -4.71% 10.89% -3.49%
2000
 5.64% -4.73% 6.15% -3.14%
1999
 12.39% -3.53% 6.34% -3.60%
1998
 18.15% -2.77% 2.17% -8.48%
1997
 4.45% -3.38% 13.61% -2.54%
1996
 8.16% -0.95% 14.28% -2.87%
1995
 22.80% 0.00% 22.64% -0.20%
1994
 -4.83% -7.24% -4.27% -7.41%
1993
 15.58% -0.99% 18.58% -0.44%
1992
 8.79% -2.57% 12.00% -2.11%
1991
 23.75% -1.85% 25.88% 0.00%
1990
 2.22% -5.01% -0.59% -7.89%
1989
 13.13% -0.77% 8.29% -0.68%
1988
 6.27% -2.13% 11.12% -1.52%
1987
 4.63% -5.36% 0.07% -7.63%
1986
 17.00% -1.71% 15.01% -0.64%