Value Stock Geek Weird vs Aim Ways Shield Strategy Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
October 1994
12.21$
Final Capital
September 2024
8.70%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
October 1994
14.23$
Final Capital
September 2024
9.26%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1985
38.79$
Final Capital
September 2024
9.64%
Yearly Return
10.48
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
39.54$
Final Capital
September 2024
9.69%
Yearly Return
8.72
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.70% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

The Aim Ways Shield Strategy Portfolio obtained a 9.26% compound annual return, with a 8.84% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Weird Portfolio
Value Stock Geek 		11.87 2.85 10.77 27.38 5.84 6.62 8.70 9.64
Shield Strategy
Aim Ways 		15.91 2.55 10.22 28.30 10.43 9.03 9.26 9.69
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since October 1994, now would be worth 12.21$, with a total return of 1120.81% (8.70% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since October 1994, now would be worth 14.23$, with a total return of 1323.26% (9.26% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1985, now would be worth 38.79$, with a total return of 3778.51% (9.64% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.54$, with a total return of 3854.35% (9.69% 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 January 1985 - 30 September 2024 (~40 years)
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Weird Portfolio Shield Strategy
Author Value Stock Geek Aim Ways
ASSET ALLOCATION
Stocks 60% 42%
Fixed Income 20% 38%
Commodities 20% 20%
PERFORMANCES
Annualized Return (%) 27.38 28.30
Infl. Adjusted Return (%) 24.39 25.28
DRAWDOWN
Deepest Drawdown Depth (%) -4.13 -2.13
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -4.13 -0.12
Start to Recovery (months) 4 2
Longest Negative Period (months) 6 1
RISK INDICATORS
Standard Deviation (%) 13.99 7.30
Sharpe Ratio 1.57 3.14
Sortino Ratio 2.22 4.46
Ulcer Index 1.80 0.59
Ratio: Return / Standard Deviation 1.96 3.87
Ratio: Return / Deepest Drawdown 6.64 13.31
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Weird Portfolio Shield Strategy
Author Value Stock Geek Aim Ways
ASSET ALLOCATION
Stocks 60% 42%
Fixed Income 20% 38%
Commodities 20% 20%
PERFORMANCES
Annualized Return (%) 5.84 10.43
Infl. Adjusted Return (%) 1.59 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -19.36
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -19.36
Start to Recovery (months) 33 24
Longest Negative Period (months) 47 30
RISK INDICATORS
Standard Deviation (%) 14.37 11.05
Sharpe Ratio 0.25 0.75
Sortino Ratio 0.35 0.99
Ulcer Index 10.30 6.58
Ratio: Return / Standard Deviation 0.41 0.94
Ratio: Return / Deepest Drawdown 0.24 0.54
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Weird Portfolio Shield Strategy
Author Value Stock Geek Aim Ways
ASSET ALLOCATION
Stocks 60% 42%
Fixed Income 20% 38%
Commodities 20% 20%
PERFORMANCES
Annualized Return (%) 6.62 9.03
Infl. Adjusted Return (%) 3.66 6.00
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -19.36
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -19.36
Start to Recovery (months) 33 24
Longest Negative Period (months) 47 30
RISK INDICATORS
Standard Deviation (%) 11.54 8.98
Sharpe Ratio 0.44 0.84
Sortino Ratio 0.61 1.15
Ulcer Index 7.62 4.84
Ratio: Return / Standard Deviation 0.57 1.01
Ratio: Return / Deepest Drawdown 0.27 0.47
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Weird Portfolio Shield Strategy
Author Value Stock Geek Aim Ways
ASSET ALLOCATION
Stocks 60% 42%
Fixed Income 20% 38%
Commodities 20% 20%
PERFORMANCES
Annualized Return (%) 8.70 9.26
Infl. Adjusted Return (%) 6.03 6.57
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -19.36
Start to Recovery (months) 29 24
Longest Drawdown Depth (%) -24.18 -18.97
Start to Recovery (months) 33 39
Longest Negative Period (months) 47 44
RISK INDICATORS
Standard Deviation (%) 10.92 8.84
Sharpe Ratio 0.59 0.79
Sortino Ratio 0.78 1.06
Ulcer Index 6.62 5.59
Ratio: Return / Standard Deviation 0.80 1.05
Ratio: Return / Deepest Drawdown 0.26 0.48
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Weird Portfolio Shield Strategy
Author Value Stock Geek Aim Ways
ASSET ALLOCATION
Stocks 60% 42%
Fixed Income 20% 38%
Commodities 20% 20%
PERFORMANCES
Annualized Return (%) 9.64 9.69
Infl. Adjusted Return (%) 6.67 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -19.36
Start to Recovery (months) 29 24
Longest Drawdown Depth (%) -24.18 -18.97
Start to Recovery (months) 33 39
Longest Negative Period (months) 47 44
RISK INDICATORS
Standard Deviation (%) 10.48 8.72
Sharpe Ratio 0.62 0.75
Sortino Ratio 0.82 1.02
Ulcer Index 6.12 5.11
Ratio: Return / Standard Deviation 0.92 1.11
Ratio: Return / Deepest Drawdown 0.29 0.50
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Weird Portfolio Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016
-6.89 6 May 2013
Oct 2013
-6.58 9 Aug 2016
Apr 2017

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Weird Portfolio Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-16.24 18 Dec 1989
May 1991
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-13.14 20 Sep 1987
Apr 1989
-12.71 14 Sep 1987
Oct 1988
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-7.57 16 Feb 1994
May 1995

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 January 1985 - 30 September 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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Weird Portfolio Shield Strategy
Year Return Drawdown Return Drawdown
2024
 11.87% -4.13% 15.91% -2.13%
2023
 10.94% -12.66% 20.08% -5.24%
2022
 -18.17% -24.18% -15.12% -19.36%
2021
 14.49% -3.51% 9.82% -3.40%
2020
 10.52% -13.36% 20.37% -7.65%
2019
 21.93% -1.68% 22.48% -2.06%
2018
 -8.01% -8.66% -1.91% -5.03%
2017
 14.20% -0.31% 15.04% -0.68%
2016
 10.34% -6.58% 7.35% -4.07%
2015
 -1.57% -7.20% -0.10% -4.62%
2014
 11.39% -5.08% 8.59% -2.13%
2013
 5.71% -6.89% 7.50% -4.38%
2012
 13.28% -4.45% 10.74% -3.62%
2011
 7.07% -5.96% 6.97% -4.76%
2010
 22.57% -4.90% 16.03% -3.39%
2009
 19.50% -17.34% 21.59% -6.37%
2008
 -15.22% -24.57% -12.13% -18.60%
2007
 4.32% -4.58% 12.84% -1.84%
2006
 21.26% -3.05% 11.15% -3.29%
2005
 13.51% -2.30% 5.77% -2.90%
2004
 20.31% -7.32% 7.38% -3.99%
2003
 32.68% -1.93% 21.21% -1.00%
2002
 7.55% -8.65% -1.64% -7.75%
2001
 4.90% -4.41% -4.77% -10.54%
2000
 11.88% -2.51% -4.17% -8.87%
1999
 2.11% -4.11% 20.24% -3.49%
1998
 -0.30% -13.23% 24.17% -7.66%
1997
 4.80% -3.83% 10.96% -3.63%
1996
 10.07% -2.17% 12.28% -2.24%
1995
 14.94% -1.53% 24.80% 0.00%
1994
 -4.11% -7.57% -1.72% -5.64%
1993
 21.05% -2.35% 12.49% -0.74%
1992
 10.23% -2.71% 4.94% -2.92%
1991
 18.76% -2.61% 23.27% -2.81%
1990
 -10.86% -16.22% -0.04% -6.64%
1989
 13.23% -1.43% 17.40% -1.65%
1988
 12.98% -1.18% 6.16% -3.42%
1987
 8.44% -12.71% 8.56% -13.14%
1986
 28.08% -2.01% 15.59% -2.72%
1985
 30.14% -1.95% 23.91% -2.06%