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

Period: August 2009 - August 2024 (~15 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
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 Shield Strategy Portfolio
1.00$
Initial Capital
September 2014
2.27$
Final Capital
August 2024
8.52%
Yearly Return
9.01
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio
1.00$
Initial Capital
August 2009
3.98$
Final Capital
August 2024
9.58%
Yearly Return
8.59
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio obtained a 8.52% compound annual return, with a 9.01% 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)
Swipe left to see all data
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
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.58
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 Shield Strategy Portfolio: an investment of 1$, since September 2014, now would be worth 2.27$, with a total return of 126.52% (8.52% annualized).


Loading data
Please wait
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 Shield Strategy Portfolio: an investment of 1$, since August 2009, now would be worth 3.98$, with a total return of 297.54% (9.58% 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 August 2009 - 31 August 2024 (~15 years)
Swipe left to see all data
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 (%) 14.61 20.11
Infl. Adjusted Return (%) 11.92 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -3.18 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -2.55 -4.11
Start to Recovery (months) 4 3
Longest Negative Period (months) 3 1
RISK INDICATORS
Standard Deviation (%) 7.68 9.32
Sharpe Ratio 1.21 1.58
Sortino Ratio 1.64 2.11
Ulcer Index 1.33 1.69
Ratio: Return / Standard Deviation 1.90 2.16
Ratio: Return / Deepest Drawdown 4.60 4.89
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
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 (%) 3.57 9.80
Infl. Adjusted Return (%) -0.55 5.44
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) 48 30
RISK INDICATORS
Standard Deviation (%) 8.62 11.04
Sharpe Ratio 0.17 0.69
Sortino Ratio 0.22 0.93
Ulcer Index 7.52 6.58
Ratio: Return / Standard Deviation 0.41 0.89
Ratio: Return / Deepest Drawdown 0.18 0.51
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
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 (%) 3.81 8.52
Infl. Adjusted Return (%) 0.97 5.55
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 9.01
Sharpe Ratio 0.34 0.79
Sortino Ratio 0.45 1.08
Ulcer Index 5.55 4.84
Ratio: Return / Standard Deviation 0.55 0.95
Ratio: Return / Deepest Drawdown 0.20 0.44
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
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 (%) 5.30 9.58
Infl. Adjusted Return (%) 2.69 6.87
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 (%) 6.95 8.59
Sharpe Ratio 0.63 1.01
Sortino Ratio 0.83 1.39
Ulcer Index 4.73 4.02
Ratio: Return / Standard Deviation 0.76 1.12
Ratio: Return / Deepest Drawdown 0.27 0.50
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)

Loading data
Please wait
Swipe left to see all data
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
-2.13 2 Apr 2024
May 2024

Loading data
Please wait
Swipe left to see all data
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 - 31 August 2024 (~15 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
Developed World ex-US 40/60 Momentum Shield Strategy
Year Return Drawdown Return Drawdown
2024
 8.83% -2.55% 13.02% -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%