Developed World ex-US 40/60 Momentum vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Period: August 2009 - August 2024 (~15 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
September 2014
1.45$
Final Capital
August 2024
3.81%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
September 2014
2.00$
Final Capital
August 2024
7.17%
Yearly Return
7.88
Std Deviation
-15.46%
Max Drawdown
23 months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
August 2024
5.30%
Yearly Return
6.95
Std Deviation
-19.40%
Max Drawdown
35 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
August 2009
3.31$
Final Capital
August 2024
8.27%
Yearly Return
8.06
Std Deviation
-15.46%
Max Drawdown
23 months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.81% compound annual return, with a 6.93% standard deviation, in the last 10 Years.

The Aim Ways Gold Pivot Ptf Portfolio obtained a 7.17% compound annual return, with a 7.88% standard deviation, in the last 10 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 31 August 2024 (~15 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Developed World ex-US 40/60 Momentum 8.83 1.02 5.89 14.61 3.57 3.81 5.30
Gold Pivot Ptf
Aim Ways 		12.35 1.58 11.48 19.26 8.14 7.17 8.27
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since September 2014, now would be worth 1.45$, with a total return of 45.36% (3.81% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since September 2014, now would be worth 2.00$, with a total return of 99.79% (7.17% annualized).


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Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.18$, with a total return of 117.83% (5.30% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since August 2009, now would be worth 3.31$, with a total return of 231.35% (8.27% annualized).


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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 August 2009 - 31 August 2024 (~15 years)
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 14.61 19.26
Infl. Adjusted Return (%) 11.92 16.47
DRAWDOWN
Deepest Drawdown Depth (%) -3.18 -3.46
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.55 -3.46
Start to Recovery (months) 4 3
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 7.68 7.27
Sharpe Ratio 1.21 1.92
Sortino Ratio 1.64 2.47
Ulcer Index 1.33 1.09
Ratio: Return / Standard Deviation 1.90 2.65
Ratio: Return / Deepest Drawdown 4.60 5.58
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 3.57 8.14
Infl. Adjusted Return (%) -0.55 3.85
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 48 33
RISK INDICATORS
Standard Deviation (%) 8.62 9.29
Sharpe Ratio 0.17 0.65
Sortino Ratio 0.22 0.90
Ulcer Index 7.52 4.91
Ratio: Return / Standard Deviation 0.41 0.88
Ratio: Return / Deepest Drawdown 0.18 0.53
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 3.81 7.17
Infl. Adjusted Return (%) 0.97 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 56 33
RISK INDICATORS
Standard Deviation (%) 6.93 7.88
Sharpe Ratio 0.34 0.73
Sortino Ratio 0.45 1.05
Ulcer Index 5.55 3.81
Ratio: Return / Standard Deviation 0.55 0.91
Ratio: Return / Deepest Drawdown 0.20 0.46
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 22%
Fixed Income 60% 44%
Commodities 0% 34%
PERFORMANCES
Annualized Return (%) 5.30 8.27
Infl. Adjusted Return (%) 2.69 5.58
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Drawdown Depth (%) -19.40 -15.46
Start to Recovery (months) 35 23
Longest Negative Period (months) 56 36
RISK INDICATORS
Standard Deviation (%) 6.95 8.06
Sharpe Ratio 0.63 0.91
Sortino Ratio 0.83 1.30
Ulcer Index 4.73 3.39
Ratio: Return / Standard Deviation 0.76 1.03
Ratio: Return / Deepest Drawdown 0.27 0.53
Metrics calculated over the period 1 August 2009 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 August 2009 - 31 August 2024 (~15 years)

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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.46 23 Jan 2022
Nov 2023
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.61 3 Feb 2020
Apr 2020
-5.55 14 Feb 2015
Mar 2016
-5.47 9 Aug 2016
Apr 2017
-5.38 14 May 2015
Jun 2016
-4.27 8 Aug 2016
Mar 2017
-4.11 5 Jan 2021
May 2021
-3.38 4 Sep 2020
Dec 2020
-2.79 4 Sep 2021
Dec 2021
-2.56 12 Feb 2018
Jan 2019
-2.55 5 Sep 2014
Jan 2015
-1.62 5 Jan 2021
May 2021

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Developed World ex-US 40/60 Momentum Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-15.46 23 Jan 2022
Nov 2023
-9.18 17 Oct 2012
Feb 2014
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-6.00 14 Feb 2018
Mar 2019
-5.71 5 Sep 2011
Jan 2012
-5.61 3 Feb 2020
Apr 2020
-5.55 14 Feb 2015
Mar 2016
-5.47 9 Aug 2016
Apr 2017
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-4.27 8 Aug 2016
Mar 2017
-4.11 5 Jan 2021
May 2021
-4.04 3 May 2010
Jul 2010

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 August 2009 - 31 August 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 Gold Pivot Ptf
Year Return Drawdown Return Drawdown
2024
 8.83% -2.55% 12.35% -0.50%
2023
 10.83% -4.47% 17.87% -4.11%
2022
 -14.37% -19.07% -11.42% -15.46%
2021
 1.27% -2.17% 4.01% -4.11%
2020
 11.65% -7.72% 18.54% -5.61%
2019
 14.52% -0.27% 18.24% -1.03%
2018
 -4.03% -6.00% 0.01% -2.56%
2017
 11.62% -0.20% 12.25% -1.32%
2016
 2.96% -4.27% 7.68% -5.47%
2015
 0.07% -5.38% -2.07% -5.55%
2014
 1.57% -1.52% 6.26% -2.55%
2013
 8.39% -5.17% -1.77% -8.02%
2012
 12.90% -3.09% 10.26% -3.78%
2011
 -0.59% -8.94% 8.11% -5.71%
2010
 10.77% -4.04% 18.24% -1.29%