Developed World ex-US 40/60 Momentum vs Aim Ways Shield Strategy Portfolio Comparison

Simulation Settings
Period: August 2009 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
December 2014
1.47$
Final Capital
November 2024
3.93%
Yearly Return
6.96
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
December 2014
2.35$
Final Capital
November 2024
8.91%
Yearly Return
8.99
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period
Developed World ex-US 40/60 Momentum Portfolio
1.00$
Initial Capital
August 2009
2.18$
Final Capital
November 2024
5.22%
Yearly Return
6.93
Std Deviation
-19.40%
Max Drawdown
35months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
August 2009
4.15$
Final Capital
November 2024
9.72%
Yearly Return
8.55
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.93% compound annual return, with a 6.96% standard deviation, in the last 10 Years.

The Aim Ways Shield Strategy Portfolio obtained a 8.91% compound annual return, with a 8.99% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 August 2009 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Developed World ex-US 40/60 Momentum
-- Market Benchmark 		8.99 1.48 3.47 12.64 3.42 3.93 5.22
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Shield Strategy
Aim Ways 		17.92 2.16 10.98 22.41 10.19 8.91 9.72
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since December 2014, now would be worth 1.47$, with a total return of 47.03% (3.93% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since December 2014, now would be worth 2.35$, with a total return of 134.84% (8.91% 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 118.15% (5.22% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since August 2009, now would be worth 4.15$, with a total return of 314.79% (9.72% 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 August 2009 - 30 November 2024 (~15 years)
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Developed World ex-US 40/60 Momentum Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 12.64 22.41
Infl. Adjusted Return (%) 9.64 19.15
DRAWDOWN
Deepest Drawdown Depth (%) -2.55 -2.13
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -2.55 -2.13
Start to Recovery (months) 4 2
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 6.04 5.58
Sharpe Ratio 1.23 3.08
Sortino Ratio 1.53 3.75
Ulcer Index 0.96 0.60
Ratio: Return / Standard Deviation 2.09 4.01
Ratio: Return / Deepest Drawdown 4.96 10.54
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Developed World ex-US 40/60 Momentum Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.42 10.19
Infl. Adjusted Return (%) -0.73 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Negative Period (months) 47 30
RISK INDICATORS
Standard Deviation (%) 8.70 11.07
Sharpe Ratio 0.13 0.71
Sortino Ratio 0.17 0.95
Ulcer Index 7.52 6.58
Ratio: Return / Standard Deviation 0.39 0.92
Ratio: Return / Deepest Drawdown 0.18 0.53
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Developed World ex-US 40/60 Momentum Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 3.93 8.91
Infl. Adjusted Return (%) 0.97 5.81
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 30
RISK INDICATORS
Standard Deviation (%) 6.96 8.99
Sharpe Ratio 0.34 0.82
Sortino Ratio 0.45 1.12
Ulcer Index 5.55 4.84
Ratio: Return / Standard Deviation 0.56 0.99
Ratio: Return / Deepest Drawdown 0.20 0.46
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Developed World ex-US 40/60 Momentum Shield Strategy
Author Aim Ways
ASSET ALLOCATION
Stocks 40% 42%
Fixed Income 60% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 5.22 9.72
Infl. Adjusted Return (%) 2.59 6.98
DRAWDOWN
Deepest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Drawdown Depth (%) -19.40 -19.36
Start to Recovery (months) 35 24
Longest Negative Period (months) 56 30
RISK INDICATORS
Standard Deviation (%) 6.93 8.55
Sharpe Ratio 0.61 1.02
Sortino Ratio 0.80 1.41
Ulcer Index 4.70 3.99
Ratio: Return / Standard Deviation 0.75 1.14
Ratio: Return / Deepest Drawdown 0.27 0.50
Metrics calculated over the period 1 August 2009 - 30 November 2024

Drawdowns

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

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Developed World ex-US 40/60 Momentum Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-19.36 24 Jan 2022
Dec 2023
-7.72 5 Feb 2020
Jun 2020
-7.65 4 Feb 2020
May 2020
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-5.03 6 Sep 2018
Feb 2019
-4.62 13 Mar 2015
Mar 2016
-4.34 4 Sep 2020
Dec 2020
-4.27 8 Aug 2016
Mar 2017
-4.07 7 Aug 2016
Feb 2017
-3.53 7 Feb 2018
Aug 2018
-3.40 2 Sep 2021
Oct 2021
-2.74 4 Jan 2021
Apr 2021
-2.15 2* Oct 2024
In progress

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Developed World ex-US 40/60 Momentum Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-19.40 35 Sep 2021
Jul 2024
-19.36 24 Jan 2022
Dec 2023
-8.94 15 May 2011
Jul 2012
-7.72 5 Feb 2020
Jun 2020
-7.65 4 Feb 2020
May 2020
-6.00 14 Feb 2018
Mar 2019
-5.38 14 May 2015
Jun 2016
-5.17 6 May 2013
Oct 2013
-5.03 6 Sep 2018
Feb 2019
-4.76 2 Sep 2011
Oct 2011
-4.62 13 Mar 2015
Mar 2016
-4.38 5 May 2013
Sep 2013
-4.34 4 Sep 2020
Dec 2020
-4.27 8 Aug 2016
Mar 2017
-4.07 7 Aug 2016
Feb 2017

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 - 30 November 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 Shield Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 8.99 -2.55 17.92 -2.13
2023
 10.83 -4.47 20.08 -5.24
2022
 -14.37 -19.07 -15.12 -19.36
2021
 1.27 -2.17 9.82 -3.40
2020
 11.65 -7.72 20.37 -7.65
2019
 14.52 -0.27 22.48 -2.06
2018
 -4.03 -6.00 -1.91 -5.03
2017
 11.62 -0.20 15.04 -0.68
2016
 2.96 -4.27 7.35 -4.07
2015
 0.07 -5.38 -0.10 -4.62
2014
 1.57 -1.52 8.59 -2.13
2013
 8.39 -5.17 7.50 -4.38
2012
 12.90 -3.09 10.74 -3.62
2011
 -0.59 -8.94 6.97 -4.76
2010
 10.77 -4.04 16.03 -3.39