Data Source: from June 1991 to September 2021
Last Update: 30 September 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 10.17% compound annual return, with a 9.72% standard deviation.
In the last 25 years, a 8.23% compound annual return, with a 11.51% standard deviation.
In 2020, the portfolio granted a 1.80% 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:
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 |
Portfolio and ETF Returns
The Ted Aronson Family Taxable Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Ted Aronson Family Taxable Portfolio | -2.70 | -1.42 | +3.34 | +22.21 | +9.85 | +10.15 | +10.17 | +8.99 | +8.23 |
| Components | |||||||||
|
VPL Vanguard FTSE Pacific |
-0.88 | -1.11 | +0.27 | +21.93 | +7.20 | +8.78 | +8.32 | +6.65 | +3.29 |
|
VV Vanguard Large-Cap |
-4.71 | +0.39 | +9.10 | +30.17 | +16.63 | +17.28 | +16.75 | +9.70 | +9.80 |
|
EEM iShares MSCI Emerging Markets |
-3.87 | -8.65 | -5.14 | +15.96 | +7.76 | +8.29 | +5.81 | +10.20 | +6.12 |
|
IJR iShares Core S&P Small-Cap |
-2.39 | -2.92 | +1.29 | +57.36 | +9.37 | +13.54 | +15.66 | +11.40 | +10.36 |
|
IJT iShares S&P Small-Cap 600 Growth |
-3.52 | -1.68 | +1.79 | +48.48 | +9.83 | +14.68 | +16.08 | +11.83 | +10.02 |
|
IJS iShares S&P Small-Cap 600 Value |
-1.46 | -4.03 | +0.66 | +66.24 | +8.16 | +11.74 | +14.78 | +10.60 | +10.64 |
|
VTI Vanguard Total Stock Market |
-4.46 | -0.03 | +8.10 | +32.16 | +16.05 | +16.88 | +16.60 | +10.07 | +9.79 |
|
VGK Vanguard FTSE Europe |
-5.38 | -1.88 | +5.90 | +29.41 | +8.66 | +9.50 | +8.83 | +6.74 | +6.67 |
|
TIP iShares TIPS Bond |
-0.78 | +1.71 | +4.97 | +4.88 | +7.23 | +4.13 | +2.97 | +4.99 | +5.88 |
|
TLT iShares 20+ Year Treasury Bond |
-2.91 | +0.36 | +7.41 | -10.30 | +9.25 | +3.19 | +4.33 | +6.48 | +7.06 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.37 | +0.34 | +2.36 | +8.92 | +5.46 | +5.16 | +6.23 | +5.97 | +5.65 |
- 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.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.70%
|
-2.70%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.42%
|
-2.70%
Sep 2021 - Sep 2021
|
1 - 2 | |
|
6M
|
+3.34%
|
-2.70%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+7.73%
|
-2.70%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+22.21%
|
9.92%
|
-2.70%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+9.85%
annualized
|
13.29%
|
-15.49%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+10.15%
annualized
|
10.75%
|
-15.49%
Jan 2020 - Mar 2020
|
44 - 16 |
|
10Y
|
+10.17%
annualized
|
9.72%
|
-15.49%
Jan 2020 - Mar 2020
|
86 - 34 |
|
20Y
|
+8.99%
annualized
|
11.16%
|
-38.47%
Nov 2007 - Feb 2009
|
162 - 78 |
|
25Y
|
+8.23%
annualized
|
11.51%
|
-38.47%
Nov 2007 - Feb 2009
|
198 - 102 |
|
MAX
01 Jun 1991
|
+9.05%
annualized
|
11.16%
|
-38.47%
Nov 2007 - Feb 2009
|
243 - 121 |
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Simple Path to Wealth JL Collins |
+8.92% | -38.54% | 75 | 25 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.85% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.64% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.43% | -40.88% | 70 | 30 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Ted Aronson Family Taxable Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.63% |
+45.83% Mar 2009 - Feb 2010 |
-32.59% Mar 2008 - Feb 2009 |
19.83% |
| 2 Years |
+8.96% |
+31.79% Mar 2009 - Feb 2011 |
-16.95% Mar 2007 - Feb 2009 |
12.61% |
| 3 Years |
+8.60% |
+22.76% Mar 2009 - Feb 2012 |
-8.72% Mar 2006 - Feb 2009 |
8.81% |
| 5 Years |
+8.45% |
+17.93% Mar 2009 - Feb 2014 |
-0.47% Mar 2004 - Feb 2009 |
0.33% |
| 7 Years |
+8.22% |
+13.74% Jan 1993 - Dec 1999 |
+3.09% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+8.03% |
+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 |
+8.02% |
+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 and Yearly/Monthly Returns
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.
| 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% |
0.64 63% |
1.21 73% |
2.05 80% |
| 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 |
-6.3 2002 |
-11.0 1998 |
-7.9 2001 |
-15.2 2008 |
-4.7 2000 |
-5.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Ted Aronson Family Taxable Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+7.73% | 1.0 | 1.8 | 1.4 | 2.3 | 1.3 | 1.1 | -0.1 | 1.4 | -2.7 | |||
| 2020 |
+14.59% | -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% | 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 |
| 2000 |
-3.43% | -2.9 | 3.8 | 2.3 | -3.5 | -2.9 | 4.6 | -2.5 | 4.4 | -3.2 | -1.6 | -4.7 | 3.4 |
| 1999 |
+21.96% | 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% | 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% | 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% | 1.8 | -0.4 | 0.9 | 2.2 | 0.9 | -0.3 | -4.2 | 1.6 | 3.6 | 0.3 | 4.3 | -1.0 |
| 1995 |
+22.30% | -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% | 4.6 | -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% | 3.0 | 1.5 | 4.4 | 2.3 | 1.6 | 1.8 | 2.2 | 4.2 | -0.3 | 3.2 | -4.1 | 5.1 |
| 1992 |
+4.09% | 0.0 | -0.3 | -2.8 | 0.0 | 4.0 | -3.4 | 3.0 | 0.2 | 0.3 | -0.6 | 2.6 | 1.3 |
* 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