Ted Aronson Family Taxable Portfolio: ETF allocation and returns

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Live
(Jul 2025)
Inflation Adjusted:
Ted Aronson Family Taxable Portfolio
1.00$
Invested Capital
July 1995
9.43$
Final Capital
June 2025
7.76%
Yearly Return
11.67%
Std Deviation
-38.46%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
4.48$
Final Capital
June 2025
5.13%
Yearly Return
11.67%
Std Deviation
-39.48%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1985
44.45$
Final Capital
June 2025
9.82%
Yearly Return
11.89%
Std Deviation
-38.46%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
14.62$
Final Capital
June 2025
6.85%
Yearly Return
11.89%
Std Deviation
-39.48%
Max Drawdown
40months
Recovery Period
---
1 Day: ---
---
Month: ---

The Ted Aronson Family Taxable Portfolio can be implemented with 11 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 70% on the Stock Market, 30% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 30% allocation to bonds, leading to its classification as high risk.

As of June 2025, in the previous 30 Years, the Ted Aronson Family Taxable Portfolio obtained a 7.76% compound annual return, with a 11.67% standard deviation. It suffered a maximum drawdown of -38.46% that required 38 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocation and ETFs

To effectively implement the asset allocation of the Ted Aronson Family Taxable Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

70% Stocks
30% Fixed Income
0% Commodities

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

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.

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Portfolio and ETF Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
TED ARONSON FAMILY TAXABLE PORTFOLIO
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson 		1 $ 9.43 $ 842.60% 7.76%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson 		1 $ 4.48 $ 347.99% 5.13%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson 		1 $ 44.45 $ 4 344.52% 9.82%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Ted Aronson Family Taxable Portfolio
Ted Aronson 		1 $ 14.62 $ 1 362.27% 6.85%
Jan 1985 Jun 2025

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Show Live Returns: July 2025
Chg (%) Return (%) Return (%) as of Jun 30, 2025
1 Day Time ET(*) --- YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
Investment Return --- --- 6.95 3.84 6.95 10.60 7.57 6.72 7.76 9.82
US Inflation Adjusted Return 5.95 3.84 5.95 7.98 2.92 3.57 5.13 6.85
Show Components
VPL
USD Vanguard FTSE Pacific --- --- --- 16.60 4.29 16.60 14.36 8.35 5.90 3.45 6.39
VV
USD Vanguard Large-Cap --- --- --- 6.46 5.29 6.46 15.74 16.48 13.57 10.53 11.76
EEM
USD iShares MSCI Emerging Markets --- --- --- 16.47 7.00 16.47 16.29 6.20 4.29 5.71 8.95
IJR
USD iShares Core S&P Small-Cap --- --- --- -4.51 4.10 -4.51 4.58 11.60 7.98 9.63 10.68
IJS
USD iShares S&P Small-Cap 600 Value --- --- --- -7.66 4.38 -7.66 4.14 12.30 7.05 9.83 11.44
IJT
USD iShares S&P Small-Cap 600 Growth --- --- --- -1.30 3.97 -1.30 4.68 10.45 8.39 9.38 9.89
VTI
USD Vanguard Total Stock Market --- --- --- 5.56 5.16 5.56 15.08 15.87 12.90 10.36 11.42
VGK
USD Vanguard FTSE Europe --- --- --- 24.40 2.45 24.40 19.89 12.76 7.12 7.20 10.12
TIP
USD iShares TIPS Bond --- --- --- 4.71 0.94 4.71 5.65 1.07 2.37 4.98 6.64
TLT
USD iShares 20+ Year Treasury Bond --- --- --- 2.86 2.66 2.86 0.22 -9.22 -0.29 4.70 6.93
HYG
USD iShares iBoxx $ High Yield Corporate Bond --- --- --- 5.02 1.84 5.02 10.88 5.05 4.35 5.54 6.96
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.43% , 5Y: 4.53% , 10Y: 3.04% , 30Y: 2.51%

In 2024, the Ted Aronson Family Taxable Portfolio granted a 2.62% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.

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Portfolio Metrics as of Jun 30, 2025

Metrics are calculated based on monthly returns, assuming:
TED ARONSON FAMILY TAXABLE PORTFOLIO
Advanced Metrics
1 January 1985 - 30 June 2025 (~41 years)
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Metrics as of Jun 30, 2025
YTD
(6M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~41Y)
Investment Return (%)
6.95 3.84 7.05 6.95 10.60 9.37 7.57 6.72 7.23 7.76 9.82
Growth of 1$ 1.07 1.04 1.07 1.07 1.11 1.31 1.44 1.92 4.04 9.43 44.45
Infl. Adjusted Return (%)
5.95 3.84 6.73 5.95 7.98 6.38 2.92 3.57 4.56 5.13 6.85
US Inflation (%) 0.94 0.00 0.30 0.94 2.43 2.82 4.53 3.04 2.55 2.51 2.78
Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -4.25 -12.57 -23.76 -23.76 -38.46 -38.46 -38.46
Start to Recovery (# months)
7 6 31 31 38 38 38
Start (yyyy mm) 2024 12 2022 08 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 5 2 9 9 16 16 16
Bottom (yyyy mm) 2025 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 22 22 22 22 22
End (yyyy mm) 2025 06 2023 01 2024 07 2024 07 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same		 -4.25
same
same
same		 -19.15 -19.15
Start to Recovery (# months)
7 43 43
Start (yyyy mm) 2024 12 2024 12 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 5 5 9 9 16 30 30
Bottom (yyyy mm) 2025 04 2025 04 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 2 22 22 22 13 13
End (yyyy mm) 2025 06 2025 06 2024 07 2024 07 2010 12 2003 10 2003 10
Longest negative period (# months)
9 16 36 36 47 61 61
Start (yyyy mm) 2024 08 2022 07 2021 05 2021 05 2007 11 2004 02 2004 02
End (yyyy mm) 2025 04 2023 10 2024 04 2024 04 2011 09 2009 02 2009 02
Annualized Return (%) -0.79 -0.32 -0.72 -0.72 -0.51 -0.10 -0.10
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) -7.46 -5.43 -12.98 -29.05 -29.05 -39.48 -39.48 -39.48
Start to Recovery (# months)
46* 7 12 46* 46* 40 40 40
Start (yyyy mm) 2024 12 2022 08 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 5 2 13 13 16 16 16
Bottom (yyyy mm) 2025 04 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 10 33 33 24 24 24
End (yyyy mm) 2025 06 2023 07 - - 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same
same
same
same		 -29.05 -29.05 -29.05
Start to Recovery (# months)
46* 46* 46*
Start (yyyy mm) 2024 12 2022 08 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 5 2 13 13 13 13 13
Bottom (yyyy mm) 2025 04 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 10 33 33 33 33 33
End (yyyy mm) 2025 06 2023 07 - - - - -
Longest negative period (# months)
9 16 54 75 75 116 116
Start (yyyy mm) 2024 08 2022 07 2020 12 2017 08 2017 08 1999 07 1999 07
End (yyyy mm) 2025 04 2023 10 2025 05 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -3.61 -3.39 -0.30 -0.16 -0.16 -0.12 -0.12
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 9.22 13.57 12.98 11.88 11.97 11.67 11.89
Sharpe Ratio 0.65 0.36 0.38 0.41 0.47 0.47 0.56
Sortino Ratio 0.84 0.49 0.52 0.55 0.62 0.62 0.73
Ulcer Index 2.28 3.96 9.01 7.02 8.52 8.04 7.36
Ratio: Return / Standard Deviation 1.15 0.69 0.58 0.57 0.60 0.67 0.83
Ratio: Return / Deepest Drawdown 2.50 0.75 0.32 0.28 0.19 0.20 0.26
Positive Months (%)
58.33 58.33 58.33 65.83 64.58 64.72 66.66
Positive Months 7 21 35 79 155 233 324
Negative Months 5 15 25 41 85 127 162
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.72 11.88 11.88 15.66
Worst 10 Years Return (%) - Annualized 4.88 3.57 3.57
Best 10 Years Return (%) - Annualized 3.57 9.95 9.95 11.71
Worst 10 Years Return (%) - Annualized 2.04 0.95 0.95
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 45.83 22.76 17.93 11.88 8.99 7.76
Worst Rolling Return (%) - Annualized -32.59 -8.72 -0.47 3.57 5.92
Positive Periods (%) 76.7 90.1 99.6 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 42.76 19.89 15.54 9.95 6.67 5.13
Worst Rolling Return (%) - Annualized -32.59 -10.66 -3.03 0.95 3.76
Positive Periods (%) 71.9 77.5 94.6 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.86 7.55 9.47 12.51 5.70 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.25 9.97 12.90 21.69 12.71 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.15 11.52 15.09 29.52 18.68 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.61 14.05 18.67 31.24 21.60 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 80.28 27.54 17.80 10.33 6.56 6.92
Perpetual Withdrawal Rate (%) --- --- --- 1.13 3.43 5.37
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Jun 2025)
Best Rolling Return (%) - Annualized 47.20 23.42 21.42 15.66 12.63 10.97
Worst Rolling Return (%) - Annualized -32.59 -8.72 -0.47 3.57 5.92 7.13
Positive Periods (%) 79.3 92.9 99.7 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 44.90 19.89 17.13 11.71 9.32 8.02
Worst Rolling Return (%) - Annualized -32.59 -10.66 -3.03 0.95 3.76 4.49
Positive Periods (%) 74.5 83.3 96.2 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.80 7.25 8.77 10.12 2.96 0.00 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.23 9.72 12.26 18.60 10.12 0.00 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.14 11.30 14.50 26.97 16.20 0.00 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.63 13.88 18.15 29.85 19.92 0.00 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 80.28 27.54 17.80 10.33 6.56 6.42
Perpetual Withdrawal Rate (%) --- --- --- 1.13 3.43 4.81
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 June 2025
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Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Ted Aronson Family Taxable Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

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

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1985 to June 2025.

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

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Ted Aronson Family Taxable Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1985 - 30 June 2025 (~41 years)
233 Positive Months (65%) - 127 Negative Months (35%)
324 Positive Months (67%) - 162 Negative Months (33%)
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)

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Methodology

Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • Vanguard FTSE Pacific (VPL), up to December 2005
  • Vanguard Large-Cap (VV), up to December 2004
  • iShares MSCI Emerging Markets (EEM), up to December 2003
  • iShares Core S&P Small-Cap (IJR), up to December 2000
  • iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • iShares S&P Small-Cap 600 Growth (IJT), up to December 2000
  • Vanguard Total Stock Market (VTI), up to December 2001
  • Vanguard FTSE Europe (VGK), up to December 2005
  • iShares TIPS Bond (TIP), up to December 2003
  • iShares 20+ Year Treasury Bond (TLT), up to December 2002
  • iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007

Portfolio efficiency

Compare Ted Aronson Family Taxable Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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