Ted Aronson Family Taxable Portfolio: ETF allocation and returns

Last Update: 31 January 2020

The Ted Aronson Family Taxable Portfolio is exposed for 70% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 11 ETFs.

In the last 10 years, the portfolio obtained a 8.91% compound annual return, with a 9.17% standard deviation.

Asset Allocation and ETFs

The Ted Aronson Family Taxable Portfolio has the following asset allocation:

        70% Stocks
      
        30% Fixed Income
      
        0% Commodities

The Ted Aronson Family Taxable Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
15.00 %	VPL	Vanguard FTSE Pacific	Equity, Developed Asia Pacific, Large Cap
15.00 %	VV	Vanguard Large-Cap	Equity, U.S., Large Cap
10.00 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap
10.00 %	IJR	iShares Core S&P Small-Cap	Equity, U.S., Small Cap
5.00 %	IJT	iShares S&P Small-Cap 600 Growth	Equity, U.S., Small Cap, Growth
5.00 %	IJS	iShares S&P Small-Cap 600 Value	Equity, U.S., Small Cap, Value
5.00 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
5.00 %	VGK	Vanguard FTSE Europe	Equity, Developed Europe, Large Cap
15.00 %	TIP	iShares TIPS Bond	Bond, U.S., All-Term
10.00 %	TLT	iShares 20+ Year Treasury Bond	Bond, U.S., Long-Term
5.00 %	HYG	iShares iBoxx $ High Yield Corporate Bond	Bond, U.S., Intermediate-Term

Historical Returns

Ted Aronson Family Taxable Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

TED ARONSON FAMILY TAXABLE PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.01%		-1.01% Jan 2020 - Jan 2020	0 - 1
3M	+2.99%		-1.01% Jan 2020 - Jan 2020	2 - 1
6M	+5.72%		-1.01% Jan 2020 - Jan 2020	4 - 2
YTD	-1.01%		-1.01% Jan 2020 - Jan 2020	0 - 1
1Y	+11.21%	7.42%	-4.16% May 2019 - May 2019	9 - 3
3Y	+8.26% annualized	8.68%	-11.15% Sep 2018 - Dec 2018	27 - 9
5Y	+6.97% annualized	8.65%	-11.15% Sep 2018 - Dec 2018	43 - 17
10Y	+8.91% annualized	9.17%	-11.34% May 2011 - Sep 2011	83 - 37
MAX 01 Jan 2001	+7.46% annualized	11.02%	-38.47% Nov 2007 - Feb 2009	151 - 78

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.40%	2	75	25
Talmud Portfolio Roger Gibson	+10.25%	3	66.67	33.33
Stocks/Bonds 60/40	+9.90%	2	60	40
Yale Endowment David Swensen	+9.79%	6	70	30
Edge Select Moderately Aggressive Merrill Lynch	+9.02%	12	69	31

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-11.34%	May 2011	Sep 2011	5	Jan 2012	4	9
-11.15%	Sep 2018	Dec 2018	4	Sep 2019	9	13
-9.46%	May 2015	Jan 2016	9	Jul 2016	6	15
-7.89%	May 2010	Jun 2010	2	Sep 2010	3	5
-5.12%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.72%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-3.61%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.55%	Feb 2018	Feb 2018	1	Aug 2018	6	7
-2.55%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.26%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.41%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.01%	Jan 2020	Jan 2020	1	in progress	0	1
-0.65%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.26%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.13%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-38.47%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-16.42%	Feb 2001	Sep 2002	20	Aug 2003	11	31
-11.34%	May 2011	Sep 2011	5	Jan 2012	4	9
-11.15%	Sep 2018	Dec 2018	4	Sep 2019	9	13
-9.46%	May 2015	Jan 2016	9	Jul 2016	6	15
-5.12%	Apr 2012	May 2012	2	Aug 2012	3	5
-4.55%	Apr 2004	Apr 2004	1	Oct 2004	6	7
-3.87%	May 2006	May 2006	1	Oct 2006	5	6
-3.73%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-3.72%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-3.61%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.55%	Feb 2018	Feb 2018	1	Aug 2018	6	7
-2.75%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-2.55%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.26%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.93%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-1.41%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.05%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-1.01%	Jan 2020	Jan 2020	1	in progress	0	1
-0.65%	Oct 2012	Oct 2012	1	Nov 2012	1	2

Rolling Returns

Ted Aronson Family Taxable Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.49%	+45.83% Mar 2009 - Feb 2010	-32.59% Mar 2008 - Feb 2009	22.48%
2 Years	+8.50%	+31.79% Mar 2009 - Feb 2011	-16.95% Mar 2007 - Feb 2009	13.11%
3 Years	+8.64%	+22.76% Mar 2009 - Feb 2012	-8.72% Mar 2006 - Feb 2009	7.73%
5 Years	+8.24%	+17.93% Mar 2009 - Feb 2014	-0.47% Mar 2004 - Feb 2009	0.59%
7 Years	+7.92%	+12.37% Mar 2009 - Feb 2016	+3.09% Mar 2002 - Feb 2009	0.00%
10 Years	+8.09%	+11.88% Mar 2009 - Feb 2019	+5.51% Feb 2006 - Jan 2016	0.00%
15 Years	+8.27%	+10.06% Feb 2003 - Jan 2018	+6.49% Feb 2001 - Jan 2016	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-1.01%	-1.0
2019	+19.91%	6.7	1.6	0.7	2.1	-4.2	5.0	0.0	-0.7	1.5	1.8	1.7	2.4
2018	-7.55%	3.0	-3.6	0.3	-0.1	1.5	-0.4	1.9	1.4	-0.8	-7.0	1.7	-5.4
2017	+18.03%	2.1	1.9	0.8	1.2	1.0	1.0	1.9	0.4	1.9	1.8	1.7	1.2
2016	+11.10%	-3.3	0.1	6.0	0.7	0.4	1.6	3.7	0.4	0.9	-2.3	1.4	1.3
2015	-2.35%	0.3	3.2	-0.1	0.9	-0.3	-1.7	0.1	-5.0	-2.4	5.0	0.1	-2.2
2014	+5.69%	-2.6	3.3	0.6	0.2	2.0	2.1	-1.4	2.6	-3.7	2.8	0.2	-0.2
2013	+16.00%	2.5	0.7	2.1	2.2	-1.7	-2.0	3.6	-2.1	4.8	2.9	1.4	0.8
2012	+13.70%	5.1	2.5	0.4	-0.4	-4.8	3.5	0.6	1.6	1.8	-0.7	1.3	2.2
2011	+1.62%	0.0	2.7	0.5	3.0	-0.9	-1.0	-0.2	-4.1	-5.6	7.7	-0.1	0.2
2010	+15.27%	-2.3	1.8	4.7	2.0	-5.7	-2.3	5.5	-2.1	6.7	2.4	-0.3	4.7
2009	+22.79%	-8.9	-8.1	7.9	8.6	5.9	0.4	6.9	2.0	4.4	-2.7	3.9	2.3
2008	-23.35%	-3.8	-1.0	-0.4	3.6	1.6	-5.3	-1.2	0.0	-7.2	-15.2	-3.5	8.0
2007	+8.73%	1.0	0.2	1.2	2.1	2.3	-0.6	-1.4	1.0	3.8	3.2	-3.0	-1.2
2006	+13.15%	4.5	-0.6	1.6	1.5	-3.9	0.1	-0.1	2.1	0.8	3.2	2.5	1.1
2005	+11.21%	-1.1	2.4	-2.4	-1.4	2.8	1.8	2.5	1.3	2.2	-2.8	3.1	2.4
2004	+15.55%	2.0	1.9	1.8	-4.6	0.9	2.6	-2.8	1.3	2.2	2.1	4.6	3.0
2003	+29.19%	-1.7	-0.6	-0.7	5.2	5.7	2.1	1.2	3.7	1.2	5.0	1.1	4.0
2002	-6.02%	-0.6	0.2	3.7	0.9	-0.1	-4.0	-6.3	1.5	-4.6	1.6	3.6	-1.4
2001	-4.75%	3.3	-4.6	-4.3	5.4	0.4	-1.2	-1.3	-1.7	-7.9	3.5	3.0	1.5

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005

VV - Vanguard Large-Cap: simulated historical serie, up to December 2004

EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005

TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002

HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007