Aim Ways Shield plus Foreign

Asset Allocation

Position	Category/Sector	Target Weight
GLD SPDR Gold Shares	Gold, Precious Metals	18%
IEI iShares 3-7 Year Treasury Bond ETF	Government Bonds	16%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	0%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	16%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	11%
SPY State Street SPDR S&P 500 ETF	S&P 500	18%
USMV iShares MSCI USA Minimum Volatility Factor ETF	Large Cap Blend Equities	4%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	10%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	4%
VGT Vanguard Information Technology ETF	Technology Equities	3%
VIG Vanguard Dividend Appreciation ETF	Dividend	0%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aim Ways Shield plus Foreign, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY

Returns By Period

As of Apr 8, 2026, the Aim Ways Shield plus Foreign returned 0.51% Year-To-Date and 11.04% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.08%	-2.64%	-3.34%	-2.03%	32.79%	17.25%	10.06%	12.45%
Portfolio Aim Ways Shield plus Foreign	0.23%	-3.06%	0.51%	2.60%	28.82%	16.85%	9.98%	11.04%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.04%	-1.69%	-3.06%	-0.92%	32.20%	18.74%	11.56%	14.26%
QQQ Invesco QQQ ETF	0.02%	-1.74%	-4.07%	-2.39%	39.59%	23.50%	12.60%	19.23%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	0.11%	-0.58%	0.10%	0.14%	6.98%	4.09%	0.12%	2.64%
IEI iShares 3-7 Year Treasury Bond ETF	0.19%	-0.64%	-0.00%	0.88%	3.60%	3.10%	0.42%	1.32%
GLD SPDR Gold Shares	0.97%	-8.81%	8.96%	17.90%	57.76%	32.30%	21.29%	13.81%
VEA Vanguard FTSE Developed Markets ETF	-0.05%	-0.12%	4.37%	9.32%	46.33%	16.54%	8.61%	9.55%
USMV iShares MSCI USA Minimum Volatility Factor ETF	-0.22%	-3.16%	-0.60%	-1.32%	9.82%	10.07%	7.48%	9.78%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.19%	-0.63%	-0.02%	0.87%	7.64%	5.37%	1.42%	3.07%
SPHY SPDR Portfolio High Yield Bond ETF	0.00%	0.51%	0.36%	1.61%	11.35%	8.78%	4.36%	5.24%
VGT Vanguard Information Technology ETF	0.31%	0.02%	-4.59%	-4.67%	50.33%	24.38%	14.42%	21.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 20, 2012, Aim Ways Shield plus Foreign's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +8.2%, while the worst month was Sep 2022 at -6.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Aim Ways Shield plus Foreign closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Mar 12, 2020 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.01%	1.84%	-5.07%	0.93%									0.51%
2025	2.64%	0.37%	-0.69%	1.45%	3.22%	3.10%	0.68%	2.19%	4.29%	2.13%	1.02%	0.45%	22.80%
2024	0.51%	1.87%	2.97%	-1.96%	3.27%	2.16%	1.99%	1.85%	2.38%	-0.51%	2.18%	-1.33%	16.36%
2023	5.75%	-2.57%	5.19%	0.90%	0.68%	2.43%	2.10%	-1.08%	-3.64%	0.02%	6.29%	3.60%	20.87%
2022	-4.02%	-0.73%	0.90%	-6.17%	-0.40%	-5.05%	5.38%	-3.83%	-6.36%	2.75%	5.52%	-2.84%	-14.74%
2021	-1.00%	-0.79%	1.12%	3.27%	1.59%	0.53%	1.93%	1.42%	-3.11%	3.19%	-0.24%	2.37%	10.56%

Benchmark Metrics

Aim Ways Shield plus Foreign has an annualized alpha of 3.49%, beta of 0.49, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since June 20, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.04%) than losses (49.99%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.49% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.49 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.49%

Beta: 0.49

R²: 0.80

Upside Capture: 57.04%

Downside Capture: 49.99%

Expense Ratio

Aim Ways Shield plus Foreign has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

GLD

SPDR Gold Shares

QQQ

Invesco QQQ ETF

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

IEI

iShares 3-7 Year Treasury Bond ETF

USMV

iShares MSCI USA Minimum Volatility Factor ETF

SPHY

SPDR Portfolio High Yield Bond ETF

SPY

State Street SPDR S&P 500 ETF

VGT

Vanguard Information Technology ETF

SCHD

Schwab U.S. Dividend Equity ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

Aim Ways Shield plus Foreign ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.67	1.87	+0.80
Sortino ratio Return per unit of downside risk	4.04	3.01	+1.03
Omega ratio Gain probability vs. loss probability	1.59	1.41	+0.18
Calmar ratio Return relative to maximum drawdown	2.86	2.49	+0.38
Martin ratio Return relative to average drawdown	12.55	11.08	+1.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY State Street SPDR S&P 500 ETF	76	1.87	3.02	1.42	2.73	11.91
QQQ Invesco QQQ ETF	72	1.89	2.95	1.39	2.61	9.85
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	38	1.11	1.60	1.20	1.43	3.93
IEI iShares 3-7 Year Treasury Bond ETF	38	1.11	1.65	1.19	1.40	4.34
GLD SPDR Gold Shares	70	2.10	2.51	1.38	2.64	9.35
VEA Vanguard FTSE Developed Markets ETF	87	2.89	4.11	1.56	2.93	11.91
USMV iShares MSCI USA Minimum Volatility Factor ETF	28	0.91	1.51	1.18	0.33	1.31
VCIT Vanguard Intermediate-Term Corporate Bond ETF	57	1.67	2.42	1.31	1.96	7.00
SPHY SPDR Portfolio High Yield Bond ETF	88	2.27	3.71	1.56	3.68	16.16
VGT Vanguard Information Technology ETF	69	2.00	2.96	1.39	2.50	8.02

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Aim Ways Shield plus Foreign Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

1-Year: 2.67
5-Year: 0.97
10-Year: 1.11
All Time: 1.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.75, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Aim Ways Shield plus Foreign compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Aim Ways Shield plus Foreign provided a 2.32% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.32%	2.29%	2.33%	2.12%	1.87%	1.45%	1.62%	1.95%	1.89%	1.72%	1.80%	1.79%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.12%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	4.54%	4.48%	4.45%	3.99%	3.30%	2.30%	2.66%	3.29%	3.67%	3.10%	3.34%	3.47%
IEI iShares 3-7 Year Treasury Bond ETF	3.58%	3.48%	3.18%	2.36%	1.37%	0.73%	1.12%	2.01%	1.95%	1.51%	1.33%	1.39%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.88%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
USMV iShares MSCI USA Minimum Volatility Factor ETF	1.58%	1.49%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.75%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%
SPHY SPDR Portfolio High Yield Bond ETF	7.34%	7.38%	7.80%	7.30%	6.47%	5.13%	5.63%	5.73%	4.09%	4.41%	4.27%	4.29%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Aim Ways Shield plus Foreign. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aim Ways Shield plus Foreign was 19.99%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.

The current Aim Ways Shield plus Foreign drawdown is 4.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.99%	Dec 28, 2021	202	Oct 14, 2022	284	Dec 1, 2023	486
-18.58%	Feb 20, 2020	22	Mar 20, 2020	53	Jun 5, 2020	75
-8.64%	Feb 20, 2025	34	Apr 8, 2025	23	May 12, 2025	57
-7.91%	Aug 30, 2018	80	Dec 24, 2018	28	Feb 5, 2019	108
-7.9%	Jan 29, 2026	42	Mar 30, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 7.03, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	GLD	IEI	VCIT	LQD	SPHY	SCHD	VEA	VGT	USMV	QQQ	VIG	SPY	Portfolio
Benchmark	1.00	0.02	-0.15	0.09	0.13	0.45	0.82	0.81	0.89	0.84	0.91	0.92	1.00	0.86
GLD	0.02	1.00	0.36	0.33	0.31	0.10	0.02	0.17	0.02	0.06	0.02	0.03	0.02	0.41
IEI	-0.15	0.36	1.00	0.83	0.77	0.16	-0.14	-0.08	-0.13	-0.03	-0.12	-0.12	-0.15	0.12
VCIT	0.09	0.33	0.83	1.00	0.92	0.33	0.07	0.15	0.09	0.18	0.11	0.11	0.09	0.33
LQD	0.13	0.31	0.77	0.92	1.00	0.34	0.10	0.16	0.13	0.21	0.14	0.14	0.13	0.35
SPHY	0.45	0.10	0.16	0.33	0.34	1.00	0.39	0.44	0.41	0.41	0.42	0.43	0.45	0.53
SCHD	0.82	0.02	-0.14	0.07	0.10	0.39	1.00	0.73	0.62	0.84	0.63	0.89	0.82	0.67
VEA	0.81	0.17	-0.08	0.15	0.16	0.44	0.73	1.00	0.69	0.70	0.70	0.77	0.81	0.78
VGT	0.89	0.02	-0.13	0.09	0.13	0.41	0.62	0.69	1.00	0.67	0.96	0.76	0.89	0.83
USMV	0.84	0.06	-0.03	0.18	0.21	0.41	0.84	0.70	0.67	1.00	0.69	0.91	0.84	0.74
QQQ	0.91	0.02	-0.12	0.11	0.14	0.42	0.63	0.70	0.96	0.69	1.00	0.76	0.90	0.85
VIG	0.92	0.03	-0.12	0.11	0.14	0.43	0.89	0.77	0.76	0.91	0.76	1.00	0.92	0.78
SPY	1.00	0.02	-0.15	0.09	0.13	0.45	0.82	0.81	0.89	0.84	0.90	0.92	1.00	0.86
Portfolio	0.86	0.41	0.12	0.33	0.35	0.53	0.67	0.78	0.83	0.74	0.85	0.78	0.86	1.00

The correlation results are calculated based on daily price changes starting from Jun 20, 2012

Aim Ways Shield plus Foreign

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table