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Aim Ways Shield Strategy OEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


LQD 22%IEI 16%GLD 20%SPY 21%QQQ 16%USMV 4.99%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold
20%
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds
16%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Corporate Bonds
22%
QQQ
Invesco QQQ
Large Cap Blend Equities
16%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
0.01%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities
21%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities
4.99%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aim Ways Shield Strategy OEM, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
8.53%
Aim Ways Shield Strategy OEM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV

Returns By Period

As of Dec 21, 2024, the Aim Ways Shield Strategy OEM returned 15.90% Year-To-Date and 8.79% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Aim Ways Shield Strategy OEM15.90%-0.06%6.62%16.54%9.33%8.79%
SPY
SPDR S&P 500 ETF
24.97%-0.35%8.40%25.66%14.57%12.91%
QQQ
Invesco QQQ
27.20%3.08%8.34%27.81%20.44%18.36%
USMV
iShares Edge MSCI Min Vol USA ETF
16.04%-2.76%6.78%17.50%8.19%10.15%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
1.00%-0.64%1.45%1.33%-0.20%2.36%
IEI
iShares 3-7 Year Treasury Bond ETF
1.63%-0.05%1.54%1.83%0.06%1.16%
GLD
SPDR Gold Trust
26.64%-1.03%12.72%27.80%11.67%7.96%
SCHD
Schwab US Dividend Equity ETF
11.54%-4.06%7.86%12.63%10.97%10.86%
*Annualized

Monthly Returns

The table below presents the monthly returns of Aim Ways Shield Strategy OEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.40%1.52%3.17%-2.11%3.18%2.11%2.17%1.94%2.52%-0.58%2.19%15.90%
20235.72%-3.09%5.42%0.90%0.40%2.21%1.86%-1.15%-3.90%0.01%6.49%3.70%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%
20202.33%-2.63%-5.15%8.05%3.47%2.40%5.55%2.93%-2.84%-1.46%4.23%3.09%20.88%
20194.82%1.20%1.74%1.81%-1.84%5.35%0.81%2.17%-0.37%1.81%0.92%2.16%22.38%
20182.93%-2.16%-0.94%-0.45%1.49%-0.40%1.19%1.48%-0.10%-3.04%0.62%-1.65%-1.19%
20172.42%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%
20151.95%0.62%-1.01%0.17%0.54%-1.73%0.38%-2.19%-0.79%4.46%-1.22%-0.96%0.04%
20140.10%3.53%-0.99%0.63%1.13%2.20%-1.04%2.50%-2.11%0.95%1.73%-0.24%8.55%
20131.32%-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 Ways Shield Strategy OEM 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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for LQD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IEI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, Aim Ways Shield Strategy OEM is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Aim Ways Shield Strategy OEM is 8383
Overall Rank
The Sharpe Ratio Rank of Aim Ways Shield Strategy OEM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of Aim Ways Shield Strategy OEM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of Aim Ways Shield Strategy OEM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of Aim Ways Shield Strategy OEM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of Aim Ways Shield Strategy OEM is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Aim Ways Shield Strategy OEM, currently valued at 2.15, compared to the broader market-6.00-4.00-2.000.002.004.002.152.10
The chart of Sortino ratio for Aim Ways Shield Strategy OEM, currently valued at 2.95, compared to the broader market-6.00-4.00-2.000.002.004.006.002.952.80
The chart of Omega ratio for Aim Ways Shield Strategy OEM, currently valued at 1.40, compared to the broader market0.400.600.801.001.201.401.601.801.401.39
The chart of Calmar ratio for Aim Ways Shield Strategy OEM, currently valued at 4.13, compared to the broader market0.002.004.006.008.0010.0012.004.133.09
The chart of Martin ratio for Aim Ways Shield Strategy OEM, currently valued at 15.42, compared to the broader market0.0010.0020.0030.0040.0050.0015.4213.49
Aim Ways Shield Strategy OEM
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
2.172.881.413.1914.10
QQQ
Invesco QQQ
1.642.191.302.167.79
USMV
iShares Edge MSCI Min Vol USA ETF
2.152.991.393.1012.08
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.180.301.040.080.54
IEI
iShares 3-7 Year Treasury Bond ETF
0.440.641.080.171.13
GLD
SPDR Gold Trust
1.912.531.333.5410.08
SCHD
Schwab US Dividend Equity ETF
1.201.761.211.695.86

The current Aim Ways Shield Strategy OEM Sharpe ratio is 2.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.07, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Aim Ways Shield Strategy OEM with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.15
2.10
Aim Ways Shield Strategy OEM
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Aim Ways Shield Strategy OEM provided a 1.82% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.82%1.74%1.50%1.01%1.26%1.62%1.80%1.52%1.65%1.68%1.65%1.62%
SPY
SPDR S&P 500 ETF
0.87%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
0.43%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
1.67%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
4.44%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
3.19%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%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.53%
-2.62%
Aim Ways Shield Strategy OEM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Aim Ways Shield Strategy OEM. 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 Strategy OEM was 20.47%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current Aim Ways Shield Strategy OEM drawdown is 2.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.47%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-17.92%Feb 20, 202022Mar 20, 202048May 29, 202070
-7.47%Jan 29, 2018229Dec 24, 201828Feb 5, 2019257
-6.34%Apr 29, 201583Aug 25, 2015131Mar 3, 2016214
-6.15%May 9, 201332Jun 24, 201360Sep 18, 201392

Volatility

Volatility Chart

The current Aim Ways Shield Strategy OEM volatility is 2.74%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.74%
3.79%
Aim Ways Shield Strategy OEM
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GLDLQDIEIQQQSCHDUSMVSPY
GLD1.000.320.360.040.030.070.04
LQD0.321.000.750.130.080.180.11
IEI0.360.751.00-0.14-0.19-0.07-0.19
QQQ0.040.13-0.141.000.670.720.90
SCHD0.030.08-0.190.671.000.840.86
USMV0.070.18-0.070.720.841.000.86
SPY0.040.11-0.190.900.860.861.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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