Last Update: 31 December 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 8.71% compound annual return, with a 10.04% 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 % | 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.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Ted Aronson Family Taxable Portfolio | +4.55 | +13.44 | +19.60 | +14.59 | +8.30 | +10.75 | +8.71 |
Components | |||||||
VPL - Vanguard FTSE Pacific | +6.82 | +18.29 | +27.06 | +16.67 | +5.68 | +9.88 | +6.25 |
VV - Vanguard Large-Cap | +4.10 | +12.78 | +23.87 | +20.99 | +14.91 | +15.66 | +14.00 |
EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
IJR - iShares Core S&P Small-Cap | +8.24 | +31.22 | +35.53 | +11.28 | +7.74 | +12.37 | +11.89 |
IJS - iShares S&P Small-Cap 600 Value | +7.50 | +32.84 | +35.75 | +2.63 | +3.55 | +10.17 | +10.17 |
IJT - iShares S&P Small-Cap 600 Growth | +8.83 | +29.72 | +35.11 | +19.22 | +11.31 | +14.02 | +13.22 |
VTI - Vanguard Total Stock Market | +4.68 | +14.75 | +25.36 | +21.03 | +14.45 | +15.44 | +13.77 |
VGK - Vanguard FTSE Europe | +5.69 | +16.35 | +21.90 | +6.11 | +4.08 | +7.36 | +5.67 |
TIP - iShares TIPS Bond | +1.10 | +1.63 | +4.52 | +10.84 | +5.79 | +4.99 | +3.65 |
TLT - iShares 20+ Year Treasury Bond | -1.23 | -2.98 | -3.05 | +18.15 | +9.88 | +7.95 | +8.12 |
HYG - iShares iBoxx $ High Yield Corporate Bond | +1.96 | +5.80 | +10.09 | +4.48 | +5.31 | +7.03 | +5.54 |
- 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 Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+4.55%
|
0.00%
|
1 - 0 | |
3M
|
+13.44%
|
-0.84%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+19.60%
|
-2.59%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+14.59%
|
17.98%
|
-15.49%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+14.59%
|
17.98%
|
-15.49%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+8.30%
annualized
|
13.45%
|
-15.49%
Jan 2020 - Mar 2020
|
23 - 13 |
5Y
|
+10.75%
annualized
|
11.08%
|
-15.49%
Jan 2020 - Mar 2020
|
45 - 15 |
10Y
|
+8.71%
annualized
|
10.04%
|
-15.49%
Jan 2020 - Mar 2020
|
83 - 37 |
MAX
01 Jan 2001
|
+7.89%
annualized
|
11.49%
|
-38.47%
Nov 2007 - Feb 2009
|
158 - 82 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Simple Path to Wealth JL Collins |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 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 |
+8.33% |
+45.83% Mar 2009 - Feb 2010 |
-32.59% Mar 2008 - Feb 2009 |
22.27% |
2 Years |
+8.31% |
+31.79% Mar 2009 - Feb 2011 |
-16.95% Mar 2007 - Feb 2009 |
12.90% |
3 Years |
+8.46% |
+22.76% Mar 2009 - Feb 2012 |
-8.72% Mar 2006 - Feb 2009 |
7.32% |
5 Years |
+8.15% |
+17.93% Mar 2009 - Feb 2014 |
-0.47% Mar 2004 - Feb 2009 |
0.55% |
7 Years |
+7.84% |
+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 |
+8.07% |
+10.06% Feb 2003 - Jan 2018 |
+6.44% Apr 2005 - 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
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.3 | 0.0 | 0.7 | 2.0 | 0.3 | 0.2 | 0.9 | 0.3 | -0.1 | 0.6 | 1.7 | 1.5 |
Best |
6.7 2019 |
3.3 2014 |
7.9 2009 |
8.6 2009 |
5.9 2009 |
5.0 2019 |
6.9 2009 |
3.7 2003 |
6.7 2010 |
7.7 2011 |
9.4 2020 |
8.0 2008 |
Worst |
-8.9 2009 |
-8.1 2009 |
-10.6 2020 |
-4.6 2004 |
-5.7 2010 |
-5.3 2008 |
-6.3 2002 |
-5.0 2015 |
-7.9 2001 |
-15.2 2008 |
-3.5 2008 |
-5.4 2018 |
Gain Frequency |
55 | 65 | 70 | 80 | 60 | 55 | 60 | 65 | 60 | 65 | 80 | 75 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
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 |
* 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