Aim Ways Ulcer Free Strategy vs The Lazy Team Simplified Permanent Portfolio Comparison

Simulation Settings
Period: July 1985 - November 2024 (~39 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
December 1994
9.25$
Final Capital
November 2024
7.70%
Yearly Return
6.04
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
The Lazy Team Simplified Permanent Portfolio
1.00$
Initial Capital
December 1994
8.69$
Final Capital
November 2024
7.47%
Yearly Return
6.90
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period
Aim Ways Ulcer Free Strategy Portfolio
1.00$
Initial Capital
July 1985
22.93$
Final Capital
November 2024
8.27%
Yearly Return
6.08
Std Deviation
-17.48%
Max Drawdown
35months
Recovery Period
The Lazy Team Simplified Permanent Portfolio
1.00$
Initial Capital
July 1985
19.04$
Final Capital
November 2024
7.76%
Yearly Return
6.73
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period

The Aim Ways Ulcer Free Strategy Portfolio obtained a 7.70% compound annual return, with a 6.04% standard deviation, in the last 30 Years.

The The Lazy Team Simplified Permanent Portfolio obtained a 7.47% compound annual return, with a 6.90% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 July 1985 - 30 November 2024 (~39 years)
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Return (%) as of Nov 30, 2024
YTD
(11M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Ulcer Free Strategy
Aim Ways
10.37 2.00 8.75 14.67 5.55 5.60 7.70 8.27
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Simplified Permanent Portfolio
The Lazy Team
14.87 1.31 10.06 18.95 6.47 5.88 7.47 7.76
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since December 1994, now would be worth 9.25$, with a total return of 824.70% (7.70% annualized).

The Lazy Team Simplified Permanent Portfolio: an investment of 1$, since December 1994, now would be worth 8.69$, with a total return of 769.39% (7.47% annualized).


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Aim Ways Ulcer Free Strategy Portfolio: an investment of 1$, since July 1985, now would be worth 22.93$, with a total return of 2192.67% (8.27% annualized).

The Lazy Team Simplified Permanent Portfolio: an investment of 1$, since July 1985, now would be worth 19.04$, with a total return of 1804.29% (7.76% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 July 1985 - 30 November 2024 (~39 years)
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways The Lazy Team
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 14.67 18.95
Infl. Adjusted Return (%) 11.62 15.79
DRAWDOWN
Deepest Drawdown Depth (%) -2.00 -1.86
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -0.36 -0.04
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 5.36 5.67
Sharpe Ratio 1.76 2.42
Sortino Ratio 2.31 3.18
Ulcer Index 0.60 0.54
Ratio: Return / Standard Deviation 2.74 3.34
Ratio: Return / Deepest Drawdown 7.32 10.16
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways The Lazy Team
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 5.55 6.47
Infl. Adjusted Return (%) 1.32 2.20
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 8.10 8.73
Sharpe Ratio 0.40 0.48
Sortino Ratio 0.56 0.66
Ulcer Index 7.27 5.95
Ratio: Return / Standard Deviation 0.69 0.74
Ratio: Return / Deepest Drawdown 0.32 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways The Lazy Team
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 5.60 5.88
Infl. Adjusted Return (%) 2.59 2.87
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.46 7.27
Sharpe Ratio 0.62 0.59
Sortino Ratio 0.87 0.84
Ulcer Index 5.23 4.54
Ratio: Return / Standard Deviation 0.87 0.81
Ratio: Return / Deepest Drawdown 0.32 0.36
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways The Lazy Team
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 7.70 7.47
Infl. Adjusted Return (%) 5.04 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.04 6.90
Sharpe Ratio 0.89 0.75
Sortino Ratio 1.24 1.04
Ulcer Index 3.46 3.15
Ratio: Return / Standard Deviation 1.27 1.08
Ratio: Return / Deepest Drawdown 0.44 0.46
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Ulcer Free Strategy Simplified Permanent Portfolio
Author Aim Ways The Lazy Team
ASSET ALLOCATION
Stocks 11% 25%
Fixed Income 77% 50%
Commodities 12% 25%
PERFORMANCES
Annualized Return (%) 8.27 7.76
Infl. Adjusted Return (%) 5.35 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Drawdown Depth (%) -17.48 -16.43
Start to Recovery (months) 35 27
Longest Negative Period (months) 41 40
RISK INDICATORS
Standard Deviation (%) 6.08 6.73
Sharpe Ratio 0.85 0.69
Sortino Ratio 1.19 0.97
Ulcer Index 3.21 2.93
Ratio: Return / Standard Deviation 1.36 1.15
Ratio: Return / Deepest Drawdown 0.47 0.47
Metrics calculated over the period 1 July 1985 - 30 November 2024

Drawdowns

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

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Ulcer Free Strategy Simplified Permanent Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.48 35 Sep 2021
Jul 2024
-16.43 27 Jan 2022
Mar 2024
-13.81 17 Mar 2008
Jul 2009
-13.28 18 Mar 2008
Aug 2009
-6.69 11 Apr 2013
Feb 2014
-6.23 12 Aug 2016
Jul 2017
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999
-4.79 7 Apr 2004
Oct 2004
-4.73 26 Sep 2000
Oct 2002
-4.63 3 Jul 1998
Sep 1998
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.81 5 Jan 2021
May 2021

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Ulcer Free Strategy Simplified Permanent Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-17.48 35 Sep 2021
Jul 2024
-16.43 27 Jan 2022
Mar 2024
-13.81 17 Mar 2008
Jul 2009
-13.28 18 Mar 2008
Aug 2009
-7.24 15 Feb 1994
Apr 1995
-6.69 11 Apr 2013
Feb 2014
-6.23 12 Aug 2016
Jul 2017
-5.83 15 Aug 1987
Oct 1988
-5.67 14 Feb 1994
Mar 1995
-5.66 12 Jan 1990
Dec 1990
-5.36 6 Sep 1987
Feb 1988
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999
-5.01 5 Aug 1990
Dec 1990
-4.79 7 Apr 2004
Oct 2004

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 November 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 Simplified Permanent Portfolio
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2024
10.37 -2.00 14.87 -1.86
2023
13.74 -4.59 11.51 -5.16
2022
-15.39 -16.93 -12.67 -16.43
2021
1.14 -3.29 3.72 -3.81
2020
20.69 -2.80 16.46 -3.11
2019
14.71 -0.83 16.15 -0.99
2018
0.69 -2.59 -1.29 -3.68
2017
9.01 -0.91 9.78 -0.96
2016
5.21 -4.08 5.72 -6.23
2015
0.46 -2.56 -1.82 -5.27
2014
8.51 -1.57 7.12 -2.59
2013
1.73 -4.61 -1.76 -6.69
2012
9.44 -1.48 7.59 -1.89
2011
7.68 -1.94 10.45 -3.69
2010
13.35 -0.33 16.36 -0.02
2009
19.29 -1.70 9.94 -4.96
2008
-5.09 -13.81 0.94 -13.28
2007
10.42 -0.94 14.14 -1.50
2006
7.02 -1.81 10.82 -2.47
2005
5.78 -1.51 7.34 -1.60
2004
7.35 -2.86 6.42 -4.79
2003
15.98 -1.15 15.31 -2.22
2002
4.11 -2.74 9.00 -2.60
2001
1.74 -4.71 0.15 -3.21
2000
5.64 -4.73 4.63 -2.98
1999
12.39 -3.53 2.25 -5.09
1998
18.15 -2.77 12.93 -4.63
1997
4.45 -3.38 8.38 -2.87
1996
8.16 -0.95 4.09 -3.64
1995
22.80 0.00 21.97 0.00
1994
-4.83 -7.24 -4.18 -5.67
1993
15.58 -0.99 13.56 -1.61
1992
8.79 -2.57 4.46 -3.11
1991
23.75 -1.85 15.41 -1.06
1990
2.22 -5.01 1.55 -5.66
1989
13.13 -0.77 15.24 -1.52
1988
6.27 -2.13 3.97 -2.03
1987
4.63 -5.36 5.46 -5.83
1986
17.00 -1.71 19.06 -1.00