Ted Aronson Family Taxable Portfolio: ETF allocation and returns

Last Update: 31 May 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 8.04% compound annual return, with a 9.93% standard deviation.

In 2019, the portfolio granted a 2.63% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.

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 %	IJR	iShares Core S&P Small-Cap	Equity, U.S., Small Cap
10.00 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap
5.00 %	IJS	iShares S&P Small-Cap 600 Value	Equity, U.S., Small Cap, Value
5.00 %	IJT	iShares S&P Small-Cap 600 Growth	Equity, U.S., Small Cap, Growth
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

Portfolio and ETF Returns

The Ted Aronson Family Taxable Portfolio guaranteed the following returns.

TED ARONSON FAMILY TAXABLE PORTFOLIO RETURNS (%)

Last Update: 31 May 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Ted Aronson Family Taxable Portfolio	+3.16	-1.00	-4.22	+4.92	+4.55	+5.02	+8.04
*Components*
VPL - Vanguard FTSE Pacific	+6.05	+0.17	-8.40	+0.93	+1.22	+2.44	+5.50
VV - Vanguard Large-Cap	+5.16	+3.87	-1.58	+13.37	+10.42	+9.84	+13.16
IJR - iShares Core S&P Small-Cap	+4.40	-8.71	-18.37	-8.09	+0.36	+3.95	+10.00
EEM - iShares MSCI Emerging Markets	+2.97	-6.89	-9.43	-4.64	-0.61	+0.51	+2.00
IJS - iShares S&P Small-Cap 600 Value	+2.55	-13.30	-24.94	-14.11	-3.46	+1.41	+8.08
IJT - iShares S&P Small-Cap 600 Growth	+5.77	-5.08	-12.43	-3.00	+3.53	+5.93	+11.53
VTI - Vanguard Total Stock Market	+5.40	+2.65	-2.97	+11.28	+9.52	+9.14	+12.78
VGK - Vanguard FTSE Europe	+5.84	-6.10	-12.46	-3.79	-1.40	+0.30	+5.60
TIP - iShares TIPS Bond	+0.65	+1.88	+5.38	+8.06	+4.31	+3.27	+3.41
TLT - iShares 20+ Year Treasury Bond	-1.76	+5.77	+17.58	+26.65	+12.25	+8.54	+8.43
HYG - iShares iBoxx $ High Yield Corporate Bond	+2.95	-2.84	-2.71	+2.22	+2.79	+3.38	+5.85

(*) 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

If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.

Historical Returns

Ted Aronson Family Taxable Portfolio - Historical returns and stats.

TED ARONSON FAMILY TAXABLE PORTFOLIO

Last Update: 31 May 2020

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Period	Returns May 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+3.16%		0.00%	1 - 0
3M	-1.00%		-10.59% Mar 2020 - Mar 2020	2 - 1
6M	-4.22%		-15.49% Jan 2020 - Mar 2020	3 - 3
YTD	-6.43%		-15.49% Jan 2020 - Mar 2020	2 - 3
1Y	+4.92%	15.28%	-15.49% Jan 2020 - Mar 2020	8 - 4
3Y	+4.55% annualized	11.92%	-15.49% Jan 2020 - Mar 2020	25 - 11
5Y	+5.02% annualized	10.66%	-15.49% Jan 2020 - Mar 2020	43 - 17
10Y	+8.04% annualized	9.93%	-15.49% Jan 2020 - Mar 2020	82 - 38
MAX 01 Jan 2001	+7.02% annualized	11.39%	-38.47% Nov 2007 - Feb 2009	153 - 80

* Annualized St.Dev. of monthly returns

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

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Simple Path to Wealth JL Collins	+10.68%	2	75	25	Compare
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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since May 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.49%	Jan 2020	Mar 2020	3	in progress	2	5
-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
-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
-2.28%	Jun 2010	Jun 2010	1	Jul 2010	1	2
-2.26%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-2.14%	Aug 2010	Aug 2010	1	Sep 2010	1	2
-1.41%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-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
-15.49%	Jan 2020	Mar 2020	3	in progress	2	5
-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
-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	+8.34%	+45.83% Mar 2009 - Feb 2010	-32.59% Mar 2008 - Feb 2009	22.97%
2 Years	+8.34%	+31.79% Mar 2009 - Feb 2011	-16.95% Mar 2007 - Feb 2009	13.33%
3 Years	+8.54%	+22.76% Mar 2009 - Feb 2012	-8.72% Mar 2006 - Feb 2009	7.58%
5 Years	+8.15%	+17.93% Mar 2009 - Feb 2014	-0.47% Mar 2004 - Feb 2009	0.57%
7 Years	+7.86%	+12.37% Mar 2009 - Feb 2016	+3.09% Mar 2002 - Feb 2009	0.00%
10 Years	+8.07%	+11.88% Mar 2009 - Feb 2019	+5.51% Feb 2006 - Jan 2016	0.00%
15 Years	+8.17%	+10.06% Feb 2003 - Jan 2018	+6.44% Apr 2005 - Mar 2020	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	-6.43%	-1.0	-4.5	-10.6	7.3	3.2
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