Aim Ways Ulcer Free Strategy vs Stocks/Bonds 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
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
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
Stocks/Bonds 20/80 Portfolio
1.00$
Initial Capital
September 1994
5.57$
Final Capital
August 2024
5.89%
Yearly Return
4.93
Std Deviation
-16.57%
Max Drawdown
32 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
Stocks/Bonds 20/80 Portfolio
1.00$
Initial Capital
July 1985
13.42$
Final Capital
August 2024
6.85%
Yearly Return
5.16
Std Deviation
-16.57%
Max Drawdown
32 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 Stocks/Bonds 20/80 Portfolio obtained a 5.89% compound annual return, with a 4.93% 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)
Swipe left to see all data
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
Stocks/Bonds 20/80 6.22 1.60 6.14 11.11 3.06 3.83 5.89 6.85
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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since September 1994, now would be worth 5.57$, with a total return of 457.11% (5.89% annualized).


Loading data
Please wait
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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since July 1985, now would be worth 13.42$, with a total return of 1241.76% (6.85% annualized).


Loading data
Please wait

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)
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 11.79 11.11
Infl. Adjusted Return (%) 9.17 8.51
DRAWDOWN
Deepest Drawdown Depth (%) -3.69 -4.72
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -3.69 -4.72
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 7.67 8.61
Sharpe Ratio 0.84 0.67
Sortino Ratio 1.17 0.94
Ulcer Index 1.45 1.75
Ratio: Return / Standard Deviation 1.54 1.29
Ratio: Return / Deepest Drawdown 3.19 2.35
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 4.87 3.06
Infl. Adjusted Return (%) 0.70 -1.04
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.04 7.78
Sharpe Ratio 0.34 0.12
Sortino Ratio 0.48 0.16
Ulcer Index 7.27 7.33
Ratio: Return / Standard Deviation 0.61 0.39
Ratio: Return / Deepest Drawdown 0.28 0.18
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 5.26 3.83
Infl. Adjusted Return (%) 2.38 0.99
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.44 5.98
Sharpe Ratio 0.59 0.40
Sortino Ratio 0.83 0.54
Ulcer Index 5.23 5.25
Ratio: Return / Standard Deviation 0.82 0.64
Ratio: Return / Deepest Drawdown 0.30 0.23
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 7.54 5.89
Infl. Adjusted Return (%) 4.91 3.30
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.03 4.93
Sharpe Ratio 0.87 0.73
Sortino Ratio 1.21 0.98
Ulcer Index 3.46 3.21
Ratio: Return / Standard Deviation 1.25 1.19
Ratio: Return / Deepest Drawdown 0.43 0.36
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Author Aim Ways
ASSET ALLOCATION
Stocks 11% 20%
Fixed Income 77% 80%
Commodities 12% 0%
PERFORMANCES
Annualized Return (%) 8.23 6.85
Infl. Adjusted Return (%) 5.31 3.97
DRAWDOWN
Deepest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Drawdown Depth (%) -17.48 -16.57
Start to Recovery (months) 35 32*
Longest Negative Period (months) 41 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.09 5.16
Sharpe Ratio 0.85 0.73
Sortino Ratio 1.18 1.00
Ulcer Index 3.22 2.94
Ratio: Return / Standard Deviation 1.35 1.33
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)

Loading data
Please wait
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.48 35 Sep 2021
Jul 2024
-16.57 32* Jan 2022
In progress
-13.81 17 Mar 2008
Jul 2009
-8.42 15 May 2008
Jul 2009
-4.73 26 Sep 2000
Oct 2002
-4.61 6 May 2013
Oct 2013
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.92 3 Feb 2020
Apr 2020
-3.77 5 Apr 2000
Aug 2000
-3.53 8 Feb 1999
Sep 1999
-3.29 7 Jan 2021
Jul 2021
-2.86 6 Apr 2004
Sep 2004
-2.80 3 Feb 2020
Apr 2020
-2.77 3 Jul 1998
Sep 1998

Loading data
Please wait
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-17.48 35 Sep 2021
Jul 2024
-16.57 32* Jan 2022
In progress
-13.81 17 Mar 2008
Jul 2009
-8.42 15 May 2008
Jul 2009
-7.24 15 Feb 1994
Apr 1995
-6.14 6 Sep 1987
Feb 1988
-5.50 13 Feb 1994
Feb 1995
-5.36 6 Sep 1987
Feb 1988
-5.01 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
-4.30 7 Dec 1996
Jun 1997
-4.08 7 Oct 2016
Apr 2017
-3.92 3 Feb 2020
Apr 2020

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:

Loading data
Please wait

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.
Swipe left to see all data
Ulcer Free Strategy Stocks/Bonds 20/80
Year Return Drawdown Return Drawdown
2024
 6.44% -2.00% 6.22% -2.83%
2023
 13.74% -4.59% 9.53% -5.62%
2022
 -15.39% -16.93% -14.39% -16.57%
2021
 1.14% -3.29% 3.64% -1.82%
2020
 20.69% -2.80% 10.38% -3.92%
2019
 14.71% -0.83% 13.20% -0.07%
2018
 0.69% -2.59% -1.13% -2.67%
2017
 9.01% -0.91% 7.10% -0.02%
2016
 5.21% -4.08% 4.58% -2.40%
2015
 0.46% -2.56% 0.52% -1.90%
2014
 8.51% -1.57% 7.16% -0.89%
2013
 1.73% -4.61% 5.01% -2.56%
2012
 9.44% -1.48% 5.82% -0.62%
2011
 7.68% -1.94% 6.53% -0.88%
2010
 13.35% -0.33% 8.44% -0.76%
2009
 19.29% -1.70% 8.69% -5.67%
2008
 -5.09% -13.81% -1.91% -8.42%
2007
 10.42% -0.94% 6.61% -0.76%
2006
 7.02% -1.81% 6.55% -1.09%
2005
 5.78% -1.51% 3.18% -1.84%
2004
 7.35% -2.86% 5.95% -2.58%
2003
 15.98% -1.15% 9.33% -2.13%
2002
 4.11% -2.74% 2.51% -2.13%
2001
 1.74% -4.71% 4.55% -1.99%
2000
 5.64% -4.73% 7.00% -2.23%
1999
 12.39% -3.53% 4.16% -2.17%
1998
 18.15% -2.77% 11.52% -2.15%
1997
 4.45% -3.38% 13.75% -1.70%
1996
 8.16% -0.95% 7.06% -1.44%
1995
 22.80% 0.00% 21.70% 0.00%
1994
 -4.83% -7.24% -2.16% -5.50%
1993
 15.58% -0.99% 9.87% -1.10%
1992
 8.79% -2.57% 7.53% -1.25%
1991
 23.75% -1.85% 18.68% -1.05%
1990
 2.22% -5.01% 5.70% -3.09%
1989
 13.13% -0.77% 16.54% -0.87%
1988
 6.27% -2.13% 9.35% -2.17%
1987
 4.63% -5.36% 1.75% -6.14%
1986
 17.00% -1.71% 15.00% -3.14%