Aim way Ken
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aim way Ken, 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV
Returns By Period
As of Nov 13, 2024, the Aim way Ken returned 16.26% Year-To-Date and 8.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Aim way Ken | 15.95% | -0.25% | 8.12% | 22.62% | 9.79% | 8.87% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.83% | 2.20% | 13.43% | 34.88% | 15.71% | 13.33% |
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
USMV iShares Edge MSCI Min Vol USA ETF | 20.86% | 0.56% | 12.38% | 26.81% | 9.66% | 10.97% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.47% | -1.98% | 2.80% | 8.99% | 0.13% | 2.46% |
IEI iShares 3-7 Year Treasury Bond ETF | 1.55% | -1.26% | 2.21% | 4.68% | 0.00% | 1.12% |
GLD SPDR Gold Trust | 24.30% | -3.04% | 7.58% | 30.48% | 11.49% | 7.59% |
Monthly Returns
The table below presents the monthly returns of Aim way Ken, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.40% | 1.52% | 3.17% | -2.11% | 3.18% | 2.11% | 2.17% | 1.94% | 2.52% | -0.58% | 15.95% | ||
| 2023 | 5.72% | -3.09% | 5.42% | 0.90% | 0.40% | 2.21% | 1.86% | -1.15% | -3.90% | 0.01% | 6.49% | 3.69% | 19.51% |
| 2022 | -4.15% | -0.72% | 0.82% | -6.47% | -0.34% | -4.48% | 4.92% | -3.86% | -6.44% | 2.10% | 5.85% | -2.76% | -15.28% |
| 2021 | -1.40% | -1.35% | 0.91% | 3.28% | 1.72% | 0.49% | 2.12% | 1.27% | -3.27% | 3.27% | -0.06% | 2.12% | 9.25% |
| 2020 | 2.33% | -2.63% | -5.15% | 8.05% | 3.47% | 2.40% | 5.55% | 2.93% | -2.84% | -1.46% | 4.23% | 3.09% | 20.88% |
| 2019 | 4.82% | 1.20% | 1.74% | 1.81% | -1.84% | 5.35% | 0.81% | 2.17% | -0.37% | 1.81% | 0.92% | 2.16% | 22.38% |
| 2018 | 2.93% | -2.16% | -0.94% | -0.45% | 1.49% | -0.40% | 1.19% | 1.48% | -0.10% | -3.04% | 0.62% | -1.65% | -1.18% |
| 2017 | 2.42% | 2.74% | 0.24% | 1.43% | 1.36% | -0.64% | 1.87% | 1.55% | -0.43% | 1.20% | 1.12% | 1.06% | 14.76% |
| 2016 | -0.75% | 2.46% | 3.21% | 0.90% | -0.33% | 2.68% | 2.68% | -0.61% | 0.45% | -1.76% | -1.81% | 0.60% | 7.81% |
| 2015 | 1.95% | 0.62% | -1.01% | 0.17% | 0.54% | -1.73% | 0.38% | -2.19% | -0.79% | 4.46% | -1.22% | -0.96% | 0.04% |
| 2014 | 0.10% | 3.53% | -0.99% | 0.63% | 1.13% | 2.20% | -1.04% | 2.50% | -2.11% | 0.95% | 1.73% | -0.24% | 8.55% |
| 2013 | 1.32% | -0.20% | 1.78% | 0.01% | -1.10% | -3.47% | 4.07% | -0.09% | 0.84% | 2.41% | 0.19% | 0.29% | 6.02% |
Expense Ratio
Aim way Ken has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Aim way Ken is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 3.08 | 4.10 | 1.58 | 4.46 | 20.22 |
QQQ Invesco QQQ | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
USMV iShares Edge MSCI Min Vol USA ETF | 3.37 | 4.78 | 1.64 | 5.64 | 21.98 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.41 | 2.09 | 1.25 | 0.58 | 4.99 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.27 | 1.90 | 1.23 | 0.50 | 4.07 |
GLD SPDR Gold Trust | 2.14 | 2.86 | 1.37 | 4.10 | 13.62 |
Dividends
Dividend yield
Aim way Ken provided a 1.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 1.74% | 1.50% | 1.01% | 1.26% | 1.62% | 1.80% | 1.52% | 1.65% | 1.68% | 1.65% | 1.62% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.41% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% | 3.83% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.11% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Aim way Ken. 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 way Ken was 20.47%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current Aim way Ken drawdown is 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -17.92% | Feb 20, 2020 | 22 | Mar 20, 2020 | 48 | May 29, 2020 | 70 |
| -7.47% | Jan 29, 2018 | 229 | Dec 24, 2018 | 28 | Feb 5, 2019 | 257 |
| -6.34% | Apr 29, 2015 | 83 | Aug 25, 2015 | 131 | Mar 3, 2016 | 214 |
| -6.15% | May 9, 2013 | 32 | Jun 24, 2013 | 60 | Sep 18, 2013 | 92 |
Volatility
Volatility Chart
The current Aim way Ken volatility is 2.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| GLD | LQD | IEI | USMV | QQQ | SPY | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.32 | 0.36 | 0.07 | 0.04 | 0.04 |
| LQD | 0.32 | 1.00 | 0.75 | 0.18 | 0.13 | 0.11 |
| IEI | 0.36 | 0.75 | 1.00 | -0.07 | -0.14 | -0.19 |
| USMV | 0.07 | 0.18 | -0.07 | 1.00 | 0.72 | 0.86 |
| QQQ | 0.04 | 0.13 | -0.14 | 0.72 | 1.00 | 0.90 |
| SPY | 0.04 | 0.11 | -0.19 | 0.86 | 0.90 | 1.00 |