aim ways odd-stats

The chart shows the growth of an initial investment of $10,000 in aim ways odd-stats, 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.

As of Apr 2, 2026, the aim ways odd-stats returned -1.49% Year-To-Date and 13.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 5, 2015, aim ways odd-stats's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was May 2017 with a return of +16.5%, while the worst month was Mar 2020 at -6.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, aim ways odd-stats closed higher 54% of trading days. The best single day was Dec 18, 2017 with a return of +5.3%, while the worst single day was Mar 12, 2020 at -6.2%.

aim ways odd-stats has an annualized alpha of 7.27%, beta of 0.49, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 05, 2015.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.65%) than losses (51.48%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 7.27% 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.

aim ways odd-stats has an expense ratio of 0.14%, 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.

aim ways odd-stats ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 odd-stats Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.89
• 5-Year: 0.68
• 10-Year: 1.16
• All Time: 1.14

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 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of aim ways odd-stats compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

aim ways odd-stats provided a 2.46% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the aim ways odd-stats. 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 odd-stats was 25.06%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current aim ways odd-stats drawdown is 3.84%.

The chart below shows the rolling one-month volatility.