Developed World ex-US 40/60 Momentum vs Aim Ways Aim comfortable trip Portfolio Comparison

Period: August 2009 - September 2024 (~15 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
October 2014
1.49$
Final Capital
September 2024
4.05%
Yearly Return
6.91
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
October 2014
1.89$
Final Capital
September 2024
6.57%
Yearly Return
7.41
Std Deviation
-15.56%
Max Drawdown
24 months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.20$
Final Capital
September 2024
5.33%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Aim Ways Aim comfortable trip Portfolio
1.00$
Initial Capital
August 2009
3.00$
Final Capital
September 2024
7.51%
Yearly Return
7.32
Std Deviation
-15.56%
Max Drawdown
24 months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 4.05% compound annual return, with a 6.91% standard deviation, in the last 10 Years.

The Aim Ways Aim comfortable trip Portfolio obtained a 6.57% compound annual return, with a 7.41% standard deviation, in the last 10 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 30 September 2024 (~15 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Developed World ex-US 40/60 Momentum 9.76 0.86 3.79 18.55 3.75 4.05 5.33
Aim comfortable trip
Aim Ways 		11.41 1.90 8.03 21.57 7.39 6.57 7.51
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since October 2014, now would be worth 1.49$, with a total return of 48.78% (4.05% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since October 2014, now would be worth 1.89$, with a total return of 89.03% (6.57% annualized).


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Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.20$, with a total return of 119.69% (5.33% annualized).

Aim Ways Aim comfortable trip Portfolio: an investment of 1$, since August 2009, now would be worth 3.00$, with a total return of 200.06% (7.51% 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 August 2009 - 30 September 2024 (~15 years)
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 18.55 21.57
Infl. Adjusted Return (%) 15.76 18.71
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -1.63
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -2.55 -0.38
Start to Recovery (months) 4 2
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 6.69 6.79
Sharpe Ratio 1.97 2.39
Sortino Ratio 2.73 3.41
Ulcer Index 0.75 0.50
Ratio: Return / Standard Deviation 2.77 3.18
Ratio: Return / Deepest Drawdown 7.27 13.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 3.75 7.39
Infl. Adjusted Return (%) -0.41 3.08
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 48 31
RISK INDICATORS
Standard Deviation (%) 8.62 9.18
Sharpe Ratio 0.18 0.57
Sortino Ratio 0.24 0.76
Ulcer Index 7.52 4.79
Ratio: Return / Standard Deviation 0.44 0.81
Ratio: Return / Deepest Drawdown 0.19 0.47
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 4.05 6.57
Infl. Adjusted Return (%) 1.16 3.62
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 31
RISK INDICATORS
Standard Deviation (%) 6.91 7.41
Sharpe Ratio 0.37 0.69
Sortino Ratio 0.49 0.93
Ulcer Index 5.54 3.59
Ratio: Return / Standard Deviation 0.59 0.89
Ratio: Return / Deepest Drawdown 0.21 0.42
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Developed World ex-US 40/60 Momentum Aim comfortable trip
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 40%
Fixed Income 60% 45%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 5.33 7.51
Infl. Adjusted Return (%) 2.71 4.84
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -15.56
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 31
RISK INDICATORS
Standard Deviation (%) 6.93 7.32
Sharpe Ratio 0.63 0.89
Sortino Ratio 0.83 1.23
Ulcer Index 4.72 3.04
Ratio: Return / Standard Deviation 0.77 1.03
Ratio: Return / Deepest Drawdown 0.27 0.48
Metrics calculated over the period 1 August 2009 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 August 2009 - 30 September 2024 (~15 years)

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Developed World ex-US 40/60 Momentum Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-4.92 13 Mar 2015
Mar 2016
-4.78 6 Sep 2018
Feb 2019
-4.27 8 Aug 2016
Mar 2017
-2.98 3 Sep 2020
Nov 2020
-2.32 2 May 2019
Jun 2019
-2.26 4 Sep 2021
Dec 2021
-2.09 4 Oct 2016
Jan 2017
-1.89 7 Feb 2018
Aug 2018
-1.63 2 Apr 2024
May 2024

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Developed World ex-US 40/60 Momentum Aim comfortable trip
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.56 24 Jan 2022
Dec 2023
-9.39 6 Feb 2020
Jul 2020
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.67 9 May 2011
Jan 2012
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.92 13 Mar 2015
Mar 2016
-4.78 6 Sep 2018
Feb 2019
-4.39 5 Apr 2012
Aug 2012
-4.27 8 Aug 2016
Mar 2017
-4.04 3 May 2010
Jul 2010
-4.02 5 May 2010
Sep 2010

Rolling Returns

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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 August 2009 - 30 September 2024 (~15 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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Developed World ex-US 40/60 Momentum Aim comfortable trip
Year Return Drawdown Return Drawdown
2024
 9.76% -2.55% 11.41% -1.63%
2023
 10.83% -4.47% 15.77% -4.47%
2022
 -14.37% -19.07% -10.58% -15.56%
2021
 1.27% -2.17% 7.29% -2.26%
2020
 11.65% -7.72% 11.36% -9.39%
2019
 14.52% -0.27% 16.14% -2.32%
2018
 -4.03% -6.00% -2.40% -4.78%
2017
 11.62% -0.20% 11.42% -0.42%
2016
 2.96% -4.27% 7.92% -2.09%
2015
 0.07% -5.38% -1.20% -4.92%
2014
 1.57% -1.52% 5.31% -2.23%
2013
 8.39% -5.17% 7.86% -3.94%
2012
 12.90% -3.09% 10.85% -4.39%
2011
 -0.59% -8.94% 3.71% -5.67%
2010
 10.77% -4.04% 13.58% -4.02%