Data Source: from June 1991 to December 2021

Last Update: 31 December 2021

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 9.76% compound annual return, with a 9.55% standard deviation.

In the last 25 years, a 8.24% compound annual return, with a 11.51% 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
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Ted Aronson Family Taxable Portfolio guaranteed the following returns.

TED ARONSON FAMILY TAXABLE PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Ted Aronson Family Taxable Portfolio +2.70 +3.89 +2.42 +11.93 +15.43 +10.91 +9.76 +8.77 +8.24
--- Inflation Adjusted return +2.22 +1.65 -0.95 +4.48 +11.49 +7.76 +7.48 +6.31 +5.82
Components
VPL
Vanguard FTSE Pacific
+3.01 -1.90 -2.99 +1.12 +11.71 +8.99 +7.95 +6.65 +3.51
VV
Vanguard Large-Cap
+4.17 +10.38 +10.81 +27.40 +26.47 +18.72 +16.63 +9.69 +9.88
EEM
iShares MSCI Emerging Markets
+1.53 -1.57 -10.09 -3.61 +10.06 +9.16 +4.73 +8.87 +5.94
IJR
iShares Core S&P Small-Cap
+4.50 +5.57 +2.49 +26.60 +20.05 +12.37 +14.47 +10.68 +10.37
IJT
iShares S&P Small-Cap 600 Growth
+4.86 +6.91 +5.11 +22.37 +20.85 +14.08 +15.16 +11.20 +10.39
IJS
iShares S&P Small-Cap 600 Value
+4.12 +4.30 +0.09 +30.53 +18.47 +10.04 +13.33 +9.82 +10.48
VTI
Vanguard Total Stock Market
+3.79 +9.11 +9.08 +25.67 +25.73 +17.96 +16.29 +9.91 +9.88
VGK
Vanguard FTSE Europe
+5.20 +5.08 +3.11 +16.88 +15.69 +10.84 +8.67 +6.52 +6.50
TIP
iShares TIPS Bond
+0.40 +2.39 +4.14 +5.67 +8.26 +5.18 +2.93 +5.18 +5.79
TLT
iShares 20+ Year Treasury Bond
-2.01 +3.18 +3.55 -4.60 +8.75 +6.68 +4.51 +6.76 +7.00
HYG
iShares iBoxx $ High Yield Corporate Bond
+2.28 +0.77 +1.12 +3.75 +7.34 +5.14 +5.23 +5.81 +5.51
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 2.47% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Ted Aronson Family Taxable Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+2.70%
+2.22%
0.00%
1 - 0
3M
+3.89%
+1.65%
-1.74%
Nov 2021 - Nov 2021
2 - 1
6M
+2.42%
-0.95%
-2.70%
Sep 2021 - Sep 2021
3 - 3
YTD
+11.93%
+4.48%
5.65%
-2.70%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+11.93%
+4.48%
5.65%
-2.70%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+15.43%
annualized
+11.49%
annualized
12.08%
-15.50%
Jan 2020 - Mar 2020
26 - 10
72% pos
5Y
+10.91%
annualized
+7.76%
annualized
10.79%
-15.50%
Jan 2020 - Mar 2020
44 - 16
73% pos
10Y
+9.76%
annualized
+7.48%
annualized
9.55%
-15.50%
Jan 2020 - Mar 2020
86 - 34
72% pos
20Y
+8.77%
annualized
+6.31%
annualized
11.16%
-38.46%
Nov 2007 - Feb 2009
161 - 79
67% pos
25Y
+8.24%
annualized
+5.82%
annualized
11.51%
-38.46%
Nov 2007 - Feb 2009
198 - 102
66% pos
MAX
01 Jun 1991
+9.10%
annualized
+6.55%
annualized
11.13%
-38.46%
Nov 2007 - Feb 2009
245 - 122
67% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Ted Aronson Family Taxable Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+8.96% -38.54% 75 25 0 Compare
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Talmud Portfolio
Roger Gibson
+8.80% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.63% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.41% -40.88% 70 30 0 Compare

See all portfolios

Our overall ratings, assigned to the Ted Aronson Family Taxable Portfolio. The portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+8.24%
(+5.82%)
Good : 3.6 / 5
Good : 3.8 / 5
Standard Deviation
over 25 Years
11.51%
Bad : 1.5 / 5
Average : 3 / 5
Maximum Drawdown
over 25 Years
-38.46%
Bad : 1.6 / 5
Average : 2.6 / 5
Easy to manage 11 ETFs
Poor : 1 / 5
Poor : 1 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 7239.37$, with a total return of 623.94% (8.24% annualized).

The Inflation Adjusted Capital now would be 4110.69$, with a net total return of 311.07% (5.82% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.46% Nov 2007 Feb 2009 16 Dec 2010 22 38
-19.15% Apr 2000 Sep 2002 30 Oct 2003 13 43
-15.50% Jan 2020 Mar 2020 3 Aug 2020 5 8
-14.91% May 1998 Aug 1998 4 Dec 1998 4 8
-11.35% May 2011 Sep 2011 5 Jan 2012 4 9
-11.15% Sep 2018 Dec 2018 4 Sep 2019 9 13
-9.47% May 2015 Jan 2016 9 Jul 2016 6 15
-5.12% Apr 2012 May 2012 2 Aug 2012 3 5
-4.65% Aug 1997 Oct 1997 3 Feb 1998 4 7
-4.55% Apr 2004 Apr 2004 1 Oct 2004 6 7
-3.87% May 2006 May 2006 1 Oct 2006 5 6
-3.74% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.72% Sep 2014 Sep 2014 1 Feb 2015 5 6
-3.60% May 2013 Jun 2013 2 Sep 2013 3 5
-3.55% Feb 2018 Feb 2018 1 Aug 2018 6 7
-3.52% Feb 1999 Feb 1999 1 Mar 1999 1 2
-3.13% Mar 1997 Mar 1997 1 May 1997 2 3
-2.88% Jan 2000 Jan 2000 1 Feb 2000 1 2
-2.75% Oct 2005 Oct 2005 1 Nov 2005 1 2
-2.70% Sep 2021 Sep 2021 1 Oct 2021 1 2

Rolling Returns ( more details)

Ted Aronson Family Taxable Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.69% +45.83%
Mar 2009 - Feb 2010
-32.59%
Mar 2008 - Feb 2009
19.66%
2 Years
+9.00% +31.79%
Mar 2009 - Feb 2011
-16.94%
Mar 2007 - Feb 2009
12.50%
3 Years
+8.65% +22.76%
Mar 2009 - Feb 2012
-8.72%
Mar 2006 - Feb 2009
8.73%
5 Years
+8.47% +17.93%
Mar 2009 - Feb 2014
-0.47%
Mar 2004 - Feb 2009
0.32%
7 Years
+8.22% +13.74%
Jan 1993 - Dec 1999
+3.08%
Mar 2002 - Feb 2009
0.00%
10 Years
+8.05% +11.88%
Mar 2009 - Feb 2019
+3.57%
Mar 1999 - Feb 2009
0.00%
15 Years
+8.05% +10.89%
Nov 1992 - Oct 2007
+5.25%
Mar 1994 - Feb 2009
0.00%
20 Years
+8.04% +9.42%
Jul 1991 - Jun 2011
+5.92%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ted Aronson Family Taxable Portfolio: Rolling Returns page.

Seasonality

Ted Aronson Family Taxable Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.47
63%
0.24
63%
0.66
70%
1.85
80%
0.50
63%
0.42
58%
0.86
58%
0.26
68%
0.21
61%
0.71
65%
1.11
71%
2.08
81%
Best
Year
6.7
2019
4.9
1998
7.9
2009
8.6
2009
6.0
1997
5.0
2019
6.9
2009
4.4
2000
6.7
2010
7.7
2011
9.4
2020
9.9
1991
Worst
Year
-8.9
2009
-8.1
2009
-10.6
2020
-4.6
2004
-5.7
2010
-5.3
2008
-6.2
2002
-11.0
1998
-7.8
2001
-15.1
2008
-4.7
2000
-5.4
2018
Statistics calculated for the period Jun 1991 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Ted Aronson Family Taxable Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
245 Positive Months (67%) - 122 Negative Months (33%)
Jun 1991 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+11.93 +4.48 1.0 1.8 1.4 2.3 1.3 1.1 -0.1 1.4 -2.7 3.0 -1.7 2.7
2020
+14.59 +13.12 -1.0 -4.5 -10.6 7.3 3.2 2.4 4.1 3.1 -1.8 -0.8 9.4 4.6
2019
+19.91 +17.26 6.7 1.6 0.7 2.1 -4.2 5.0 0.0 -0.7 1.5 1.8 1.6 2.4
2018
-7.55 -9.29 3.0 -3.5 0.3 0.0 1.5 -0.4 1.9 1.4 -0.8 -7.0 1.7 -5.4
2017
+18.03 +15.60 2.1 1.9 0.8 1.2 1.0 1.0 1.9 0.3 1.9 1.8 1.7 1.2
2016
+11.10 +8.86 -3.3 0.0 6.0 0.7 0.4 1.6 3.7 0.4 0.9 -2.3 1.4 1.3
2015
-2.35 -2.97 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 +5.00 -2.5 3.3 0.5 0.2 2.0 2.1 -1.4 2.6 -3.7 2.8 0.2 -0.2
2013
+16.00 +14.27 2.5 0.7 2.1 2.2 -1.6 -2.0 3.6 -2.1 4.8 2.9 1.4 0.8
2012
+13.70 +11.73 5.1 2.5 0.4 -0.3 -4.8 3.5 0.6 1.6 1.8 -0.6 1.3 2.2
2011
+1.62 -1.40 0.0 2.7 0.4 3.0 -0.9 -1.0 -0.2 -4.1 -5.6 7.7 -0.1 0.2
2010
+15.27 +13.64 -2.3 1.8 4.7 2.0 -5.7 -2.3 5.4 -2.1 6.7 2.4 -0.3 4.7
2009
+22.79 +19.43 -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 -23.33 -3.8 -1.0 -0.4 3.6 1.6 -5.3 -1.2 0.0 -7.2 -15.1 -3.5 8.0
2007
+8.73 +4.44 0.9 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 +10.36 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 +7.62 -1.0 2.4 -2.4 -1.4 2.8 1.8 2.5 1.3 2.2 -2.7 3.1 2.4
2004
+15.55 +11.81 2.0 1.9 1.8 -4.6 0.9 2.6 -2.8 1.3 2.2 2.1 4.5 3.0
2003
+29.19 +26.61 -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 -8.30 -0.6 0.2 3.6 0.9 -0.1 -4.0 -6.2 1.5 -4.6 1.5 3.5 -1.4
2001
-4.75 -6.25 3.3 -4.6 -4.3 5.4 0.4 -1.2 -1.3 -1.7 -7.8 3.5 3.0 1.5
2000
-3.43 -6.64 -2.9 3.8 2.3 -3.5 -2.9 4.6 -2.4 4.4 -3.2 -1.6 -4.7 3.4
1999
+21.96 +18.78 0.9 -3.5 4.3 5.4 -2.2 4.3 -0.2 -1.3 0.5 2.6 3.4 6.3
1998
+8.20 +6.49 0.6 4.9 1.9 0.2 -3.2 0.5 -1.8 -11.0 3.9 6.0 4.3 2.8
1997
+11.05 +9.20 0.9 0.4 -3.1 1.9 6.0 4.0 4.1 -4.4 4.4 -4.5 0.5 1.0
1996
+9.90 +6.30 1.8 -0.3 0.9 2.2 0.9 -0.3 -4.2 1.6 3.6 0.3 4.3 -0.9
1995
+22.30 +19.28 -1.0 2.1 2.4 2.9 3.1 1.2 3.3 0.1 2.0 -1.5 3.1 2.7
1994
-1.76 -4.25 4.6 -2.7 -5.5 1.5 0.4 -1.0 2.1 3.3 -2.2 1.1 -3.5 0.7
1993
+27.27 +23.79 3.0 1.5 4.4 2.2 1.6 1.8 2.2 4.2 -0.3 3.2 -4.1 5.1
1992
+4.09 +1.09 0.0 -0.3 -2.8 0.0 4.0 -3.4 3.0 0.1 0.3 -0.6 2.6 1.3
1991
- - -4.0 3.3 2.9 2.1 2.6 -3.4 9.9

* 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
  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • 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
Share this page