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The Aim Ways Shield Strategy: World Momentum Edition, is an adaptation of the Aim Ways Shield Strategy: World Edition, with more return by replacing the MSCI World asset with the MSCI World Momentum asset.
The backtesting period is limited by the inception date of MSCI World Momentum Index (USD) (MSCIWRLDMOMU.IX): Jun 30, 1994.
A quick overview of the assets within the portfolio, its performance and main metrics.
The portfolio consists of 4 assets.
| Name / Ticker | Type | Currency | Inception | Weight |
|---|---|---|---|---|
MSCI World Momentum Index (USD) MSCIWRLDMOMU.IX | Index | USD | Jun 30, 1994 | 42% |
Gold GOLD.X | Asset Class | USD | Dec 30, 1791 | 20% |
Intermediate-Term Treasury MTTREASURY.X | Asset Class | USD | Dec 30, 1870 | 16% |
US Corporate Bonds CORPBONDS.X | Asset Class | USD | Dec 30, 1870 | 22% |
The backtest spans over a period of 30 years. With an annual return of 8.63% for Aim Ways Shield Strategy: World Momentum Edition, the cumulative return over that period amounts to 1140%.
| Portfolio Score | Aim Ways Shield Strategy: World Momentum Edition |
|---|---|
| Portfolio Score |
| Returns | Aim Ways Shield Strategy: World Momentum Edition |
|---|---|
| Month-to-Date | 0.94% |
| Year-to-Date | 20.41% |
| 3M | 2.62% |
| 6M | 7.94% |
| Annualized Return (3Y) | 4.89% |
| Annualized Return (5Y) | 8.58% |
| Annualized Return (10Y) | 7.98% |
| Annualized Return (20Y) | 8.52% |
| Annualized Return (All, 30.4Y) | 8.63% |
| Risk | Aim Ways Shield Strategy: World Momentum Edition |
|---|---|
| Annual Volatility | 8.39% |
| Max Drawdown | -24.09% |
| Sharpe Ratio | 1.03 |
| Sortino Ratio | 1.58 |
| Adjusted Sortino Ratio | 1.12 |
With a projected annual return (CAGR) of 8.63% and an initial investment of $10,000, Aim Ways Shield Strategy: World Momentum Edition would have the following projected capital growth over the next 50 years.
| Year | Starting Capital | Ending Capital | Total Gain | Avg Monthly Gain | Cumulative Return |
|---|---|---|---|---|---|
| $10,000 | $10,863 | $863 | $72 | 8.6% | |
| 5 | $15,127 | $16,432 | $1,305 | $109 | 64.3% |
| 10 | $22,882 | $24,857 | $1,975 | $165 | 149% |
| 15 | $34,614 | $37,601 | $2,987 | $249 | 276% |
| 20 | $52,360 | $56,878 | $4,519 | $377 | 469% |
| 50 | $627,320 | $681,457 | $54,138 | $4,511 | 6,715% |
A detailed look at the returns of the portfolio.
| Portfolio | All (30.4Y) | 20Y | 10Y | 5Y | 3Y | 1Y |
|---|---|---|---|---|---|---|
| Aim Ways Shield Strategy: World Momentum Edition | 8.63% | 8.52% | 7.98% | 8.58% | 4.89% | 25.61% |
| Year | Aim Ways Shield Strategy: World Momentum Edition |
|---|---|
| 1994 | -1.25% |
| 1995 | 19.95% |
| 1996 | 8.36% |
| 1997 | 11.24% |
| 1998 | 19.22% |
| 1999 | 18.08% |
| 2000 | -4.4% |
| 2001 | -4.97% |
| 2002 | 5.09% |
| 2003 | 17.14% |
| Portfolio | Positive Years | Negative Years | Positive Ratio | Best Return Years | Worst Return Years |
| Aim Ways Shield Strategy: World Momentum Edition | 24 | 7 | 77.42% | 31 | 31 |
Let's analyze how much risk the portfoliohas.
A drawdown represents the period of decline an investor experiences between a portfolio's peak (new high) and its subsequent low, also known as the valley (before it begins to recover). The table below highlights the five largest drawdowns encountered by the portfolio.
| Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Max drawdown | Start | Valley | # Months | End | # Months | # Months | Chart |
| -24.09% | 2008-01-29 | 2009-03-10 | 13 | 2010-08-24 | 18 | 31 | |
| -21.71% | 2021-11-09 | 2022-09-27 | 11 | 2024-03-01 | 17 | 28 | |
| -17.45% | 2020-02-24 | 2020-03-20 | 1 | 2020-06-09 | 3 | 3 | |
| -13.56% | 2000-04-11 | 2001-11-26 | 20 | 2003-09-09 | 21 | 41 | |
| -8.65% | 2021-02-16 | 2021-03-08 | 1 | 2021-07-12 | 4 | 5 | |
| -7.58% | 2006-05-12 | 2006-06-14 | 1 | 2006-11-30 | 6 | 7 | |
| -7.49% | 2011-08-23 | 2011-10-04 | 1 | 2012-02-29 | 5 | 6 | |
| -7.47% | 2016-08-05 | 2016-12-15 | 4 | 2017-04-12 | 4 | 8 | |
| -7.44% | 1998-08-27 | 1998-08-31 | 0 | 1998-11-30 | 3 | 3 | |
| -6.43% | 2024-07-17 | 2024-08-05 | 1 | 2024-08-21 | 1 | 1 | |
Aim Ways Shield Strategy: World Momentum Edition took approximately 29 months on average to recover from major drawdowns of 20% or more. The largest drawdown reached -24.09% and the longest drawdown period lasted 41 months.