Data Source: from January 1985 to March 2023 (~38 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.51%
March 2023
The Ted Aronson Family Taxable Portfolio is a High Risk portfolio and can be implemented with 11 ETFs.
It's exposed for 70% on the Stock Market.
In the last 30 Years, the Ted Aronson Family Taxable Portfolio obtained a 7.84% compound annual return, with a 11.54% standard deviation.
Asset Allocation and ETFs
The Ted Aronson Family Taxable Portfolio has the following asset allocation:
The Ted Aronson Family Taxable Portfolio can be implemented 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 |
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 as of Mar 31, 2023
The Ted Aronson Family Taxable Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
TED ARONSON FAMILY TAXABLE PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Ted Aronson Family Taxable Portfolio | n.a. | n.a. | 1.51 | 13.15 | -8.31 | 4.24 | 6.21 | 7.84 | 9.79 | |
| US Inflation Adjusted return | 1.51 | 11.64 | -12.38 | 0.42 | 3.52 | 5.21 | 6.82 | |||
| Components | ||||||||||
|
VPL Vanguard FTSE Pacific |
n.a. | - | n.a. | 3.35 | 20.23 | -5.71 | 1.29 | 4.31 | 3.28 | 8.24 |
|
VV Vanguard Large-Cap |
n.a. | - | n.a. | 3.61 | 15.21 | -8.87 | 10.92 | 12.07 | 9.77 | 8.92 |
|
IJR iShares Core S&P Small-Cap |
n.a. | - | n.a. | -5.22 | 11.77 | -8.92 | 6.23 | 9.83 | 9.97 | 11.41 |
|
EEM iShares MSCI Emerging Markets |
n.a. | - | n.a. | 3.22 | 14.84 | -10.51 | -1.84 | 1.35 | 5.59 | 7.46 |
|
IJS iShares S&P Small-Cap 600 Value |
n.a. | - | n.a. | -6.48 | 14.24 | -7.17 | 6.05 | 9.23 | 10.37 | 12.82 |
|
IJT iShares S&P Small-Cap 600 Growth |
n.a. | - | n.a. | -4.03 | 8.79 | -11.10 | 5.76 | 9.90 | 9.43 | 9.89 |
|
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
|
VGK Vanguard FTSE Europe |
n.a. | - | n.a. | 2.47 | 33.51 | 1.32 | 4.33 | 5.65 | 7.28 | 8.71 |
|
TIP iShares TIPS Bond |
n.a. | - | n.a. | 2.86 | 5.57 | -7.14 | 2.58 | 1.24 | 5.30 | 6.88 |
|
TLT iShares 20+ Year Treasury Bond |
n.a. | - | n.a. | 4.84 | 5.08 | -17.60 | -0.69 | 1.34 | 5.68 | 4.87 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
n.a. | - | n.a. | 1.99 | 8.42 | -3.55 | 2.38 | 2.98 | 5.51 | 7.41 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Ted Aronson Family Taxable Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
TED ARONSON FAMILY TAXABLE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 March 2023 (~38 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
1.51 | 5.19 | 13.15 | -8.31 | 9.40 | 4.24 | 6.21 | 8.47 | 7.84 | 9.79 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.78 |
| Infl. Adjusted Return (%) |
1.51 | 3.78 | 11.64 | -12.38 | 3.96 | 0.42 | 3.52 | 5.84 | 5.21 | 6.82 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 19.09 | 14.33 | 13.87 | 11.19 | 11.77 | 11.54 | 11.93 | |||
| Sharpe Ratio | -0.56 | 0.60 | 0.22 | 0.49 | 0.62 | 0.49 | 0.49 | |||
| Sortino Ratio | -0.81 | 0.82 | 0.29 | 0.65 | 0.81 | 0.64 | 0.63 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.97 | -23.76 | -23.76 | -23.76 | -38.46 | -38.46 | -38.46 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
38
|
38
|
38
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 47.20 | 23.42 | 21.42 | 15.66 | 12.63 | 10.97 | ||||
| Worst Return (%) | -32.59 | -8.72 | -0.47 | 3.57 | 5.92 | 7.83 | ||||
| % Positive Periods | 79% | 93% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 6 | 22 | 36 | 80 | 161 | 236 | 308 |
| Negative | 0 | 1 | 2 | 6 | 14 | 24 | 40 | 79 | 124 | 151 |
| % Positive | 100% | 67% | 67% | 50% | 61% | 60% | 67% | 67% | 66% | 67% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 42.41 | 21.75 | 13.27 | 10.64 | 7.68 | 11.28 | ||||
| Perpetual WR (%) | 3.81 | 0.42 | 3.40 | 5.52 | 4.95 | 6.38 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VPL | VV | IJR | EEM | IJS | IJT | VTI | VGK | TIP | TLT | HYG | |
| VPL |
1.00
|
0.87
|
0.75
|
0.93
|
0.72
|
0.77
|
0.87
|
0.95
|
0.84
|
0.83
|
0.87
|
|
| VV |
0.87
|
1.00
|
0.91
|
0.67
|
0.87
|
0.94
|
1.00
|
0.89
|
0.89
|
0.67
|
0.94
|
|
| IJR |
0.75
|
0.91
|
1.00
|
0.53
|
0.99
|
0.99
|
0.93
|
0.84
|
0.74
|
0.45
|
0.85
|
|
| EEM |
0.93
|
0.67
|
0.53
|
1.00
|
0.52
|
0.54
|
0.67
|
0.82
|
0.67
|
0.87
|
0.63
|
|
| IJS |
0.72
|
0.87
|
0.99
|
0.52
|
1.00
|
0.95
|
0.89
|
0.82
|
0.70
|
0.40
|
0.81
|
|
| IJT |
0.77
|
0.94
|
0.99
|
0.54
|
0.95
|
1.00
|
0.95
|
0.84
|
0.78
|
0.50
|
0.89
|
|
| VTI |
0.87
|
1.00
|
0.93
|
0.67
|
0.89
|
0.95
|
1.00
|
0.89
|
0.88
|
0.65
|
0.94
|
|
| VGK |
0.95
|
0.89
|
0.84
|
0.82
|
0.82
|
0.84
|
0.89
|
1.00
|
0.83
|
0.69
|
0.89
|
|
| TIP |
0.84
|
0.89
|
0.74
|
0.67
|
0.70
|
0.78
|
0.88
|
0.83
|
1.00
|
0.72
|
0.87
|
|
| TLT |
0.83
|
0.67
|
0.45
|
0.87
|
0.40
|
0.50
|
0.65
|
0.69
|
0.72
|
1.00
|
0.62
|
|
| HYG |
0.87
|
0.94
|
0.85
|
0.63
|
0.81
|
0.89
|
0.94
|
0.89
|
0.87
|
0.62
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VPL | VV | IJR | EEM | IJS | IJT | VTI | VGK | TIP | TLT | HYG | |
| VPL |
1.00
|
0.84
|
0.82
|
0.86
|
0.80
|
0.81
|
0.85
|
0.91
|
0.53
|
0.08
|
0.80
|
|
| VV |
0.84
|
1.00
|
0.89
|
0.71
|
0.85
|
0.91
|
1.00
|
0.88
|
0.60
|
0.08
|
0.85
|
|
| IJR |
0.82
|
0.89
|
1.00
|
0.71
|
0.99
|
0.98
|
0.91
|
0.83
|
0.44
|
-0.13
|
0.80
|
|
| EEM |
0.86
|
0.71
|
0.71
|
1.00
|
0.71
|
0.69
|
0.72
|
0.81
|
0.44
|
0.11
|
0.72
|
|
| IJS |
0.80
|
0.85
|
0.99
|
0.71
|
1.00
|
0.94
|
0.88
|
0.82
|
0.37
|
-0.20
|
0.77
|
|
| IJT |
0.81
|
0.91
|
0.98
|
0.69
|
0.94
|
1.00
|
0.93
|
0.82
|
0.50
|
-0.03
|
0.82
|
|
| VTI |
0.85
|
1.00
|
0.91
|
0.72
|
0.88
|
0.93
|
1.00
|
0.88
|
0.59
|
0.06
|
0.85
|
|
| VGK |
0.91
|
0.88
|
0.83
|
0.81
|
0.82
|
0.82
|
0.88
|
1.00
|
0.54
|
0.06
|
0.82
|
|
| TIP |
0.53
|
0.60
|
0.44
|
0.44
|
0.37
|
0.50
|
0.59
|
0.54
|
1.00
|
0.65
|
0.68
|
|
| TLT |
0.08
|
0.08
|
-0.13
|
0.11
|
-0.20
|
-0.03
|
0.06
|
0.06
|
0.65
|
1.00
|
0.17
|
|
| HYG |
0.80
|
0.85
|
0.80
|
0.72
|
0.77
|
0.82
|
0.85
|
0.82
|
0.68
|
0.17
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VPL | VV | IJR | EEM | IJS | IJT | VTI | VGK | TIP | TLT | HYG | |
| VPL |
1.00
|
0.80
|
0.72
|
0.85
|
0.70
|
0.71
|
0.80
|
0.85
|
0.46
|
0.05
|
0.73
|
|
| VV |
0.80
|
1.00
|
0.86
|
0.68
|
0.83
|
0.87
|
1.00
|
0.85
|
0.44
|
0.00
|
0.80
|
|
| IJR |
0.72
|
0.86
|
1.00
|
0.61
|
0.99
|
0.98
|
0.89
|
0.74
|
0.28
|
-0.18
|
0.73
|
|
| EEM |
0.85
|
0.68
|
0.61
|
1.00
|
0.61
|
0.59
|
0.69
|
0.77
|
0.43
|
0.09
|
0.68
|
|
| IJS |
0.70
|
0.83
|
0.99
|
0.61
|
1.00
|
0.95
|
0.86
|
0.73
|
0.25
|
-0.23
|
0.71
|
|
| IJT |
0.71
|
0.87
|
0.98
|
0.59
|
0.95
|
1.00
|
0.90
|
0.73
|
0.32
|
-0.11
|
0.74
|
|
| VTI |
0.80
|
1.00
|
0.89
|
0.69
|
0.86
|
0.90
|
1.00
|
0.85
|
0.44
|
-0.02
|
0.81
|
|
| VGK |
0.85
|
0.85
|
0.74
|
0.77
|
0.73
|
0.73
|
0.85
|
1.00
|
0.44
|
0.01
|
0.78
|
|
| TIP |
0.46
|
0.44
|
0.28
|
0.43
|
0.25
|
0.32
|
0.44
|
0.44
|
1.00
|
0.68
|
0.61
|
|
| TLT |
0.05
|
0.00
|
-0.18
|
0.09
|
-0.23
|
-0.11
|
-0.02
|
0.01
|
0.68
|
1.00
|
0.17
|
|
| HYG |
0.73
|
0.80
|
0.73
|
0.68
|
0.71
|
0.74
|
0.81
|
0.78
|
0.61
|
0.17
|
1.00
|
|
|
|
|
|
|
|
|
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VPL | VV | IJR | EEM | IJS | IJT | VTI | VGK | TIP | TLT | HYG | |
| VPL |
1.00
|
0.68
|
0.62
|
0.74
|
0.60
|
0.61
|
0.69
|
0.72
|
0.21
|
-0.08
|
0.56
|
|
| VV |
0.68
|
1.00
|
0.82
|
0.72
|
0.82
|
0.81
|
0.99
|
0.84
|
0.21
|
-0.13
|
0.67
|
|
| IJR |
0.62
|
0.82
|
1.00
|
0.69
|
0.96
|
0.98
|
0.88
|
0.74
|
0.11
|
-0.22
|
0.66
|
|
| EEM |
0.74
|
0.72
|
0.69
|
1.00
|
0.66
|
0.66
|
0.74
|
0.77
|
0.19
|
-0.11
|
0.60
|
|
| IJS |
0.60
|
0.82
|
0.96
|
0.66
|
1.00
|
0.90
|
0.86
|
0.74
|
0.12
|
-0.23
|
0.67
|
|
| IJT |
0.61
|
0.81
|
0.98
|
0.66
|
0.90
|
1.00
|
0.87
|
0.72
|
0.10
|
-0.20
|
0.62
|
|
| VTI |
0.69
|
0.99
|
0.88
|
0.74
|
0.86
|
0.87
|
1.00
|
0.84
|
0.19
|
-0.15
|
0.69
|
|
| VGK |
0.72
|
0.84
|
0.74
|
0.77
|
0.74
|
0.72
|
0.84
|
1.00
|
0.20
|
-0.13
|
0.68
|
|
| TIP |
0.21
|
0.21
|
0.11
|
0.19
|
0.12
|
0.10
|
0.19
|
0.20
|
1.00
|
0.66
|
0.39
|
|
| TLT |
-0.08
|
-0.13
|
-0.22
|
-0.11
|
-0.23
|
-0.20
|
-0.15
|
-0.13
|
0.66
|
1.00
|
0.04
|
|
| HYG |
0.56
|
0.67
|
0.66
|
0.60
|
0.67
|
0.62
|
0.69
|
0.68
|
0.39
|
0.04
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VPL | VV | IJR | EEM | IJS | IJT | VTI | VGK | TIP | TLT | HYG | |
| VPL |
1.00
|
0.57
|
0.51
|
0.59
|
0.50
|
0.50
|
0.57
|
0.68
|
0.20
|
0.00
|
0.47
|
|
| VV |
0.57
|
1.00
|
0.83
|
0.69
|
0.83
|
0.83
|
0.99
|
0.79
|
0.24
|
-0.02
|
0.64
|
|
| IJR |
0.51
|
0.83
|
1.00
|
0.66
|
0.96
|
0.98
|
0.89
|
0.70
|
0.12
|
-0.13
|
0.65
|
|
| EEM |
0.59
|
0.69
|
0.66
|
1.00
|
0.64
|
0.64
|
0.71
|
0.68
|
0.21
|
-0.01
|
0.54
|
|
| IJS |
0.50
|
0.83
|
0.96
|
0.64
|
1.00
|
0.91
|
0.87
|
0.70
|
0.13
|
-0.14
|
0.66
|
|
| IJT |
0.50
|
0.83
|
0.98
|
0.64
|
0.91
|
1.00
|
0.88
|
0.68
|
0.12
|
-0.10
|
0.61
|
|
| VTI |
0.57
|
0.99
|
0.89
|
0.71
|
0.87
|
0.88
|
1.00
|
0.80
|
0.22
|
-0.04
|
0.66
|
|
| VGK |
0.68
|
0.79
|
0.70
|
0.68
|
0.70
|
0.68
|
0.80
|
1.00
|
0.22
|
-0.04
|
0.63
|
|
| TIP |
0.20
|
0.24
|
0.12
|
0.21
|
0.13
|
0.12
|
0.22
|
0.22
|
1.00
|
0.73
|
0.39
|
|
| TLT |
0.00
|
-0.02
|
-0.13
|
-0.01
|
-0.14
|
-0.10
|
-0.04
|
-0.04
|
0.73
|
1.00
|
0.10
|
|
| HYG |
0.47
|
0.64
|
0.65
|
0.54
|
0.66
|
0.61
|
0.66
|
0.63
|
0.39
|
0.10
|
1.00
|
Portfolio Dividends
In 2022, the Ted Aronson Family Taxable Portfolio granted a 2.45% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 9614.68$, with a total return of 861.47% (7.84% annualized).
The Inflation Adjusted Capital now would be 4589.38$, with a net total return of 358.94% (5.21% annualized).
The Inflation Adjusted Capital now would be 4589.38$, with a net total return of 358.94% (5.21% annualized).
An investment of 1000$, since January 1985,
now would be worth 35632.84$, with a total return of 3463.28% (9.79% annualized).
The Inflation Adjusted Capital now would be 12472.21$, with a net total return of 1147.22% (6.82% annualized).
The Inflation Adjusted Capital now would be 12472.21$, with a net total return of 1147.22% (6.82% annualized).
Drawdowns
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 |
| -23.76% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -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 |
| -8.05% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 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 |
| -4.53% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.14% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -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 |
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 |
| -23.76% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -19.80% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -19.15% | Apr 2000 | Sep 2002 | 30 | Oct 2003 | 13 | 43 |
| -16.23% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
| -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 |
| -8.05% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
| -5.12% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -4.65% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -4.58% | Sep 1986 | Oct 1986 | 2 | Jan 1987 | 3 | 5 |
| -4.55% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -4.53% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.22% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -4.14% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -3.87% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 |
| -3.74% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
Rolling Returns ( more details)
Ted Aronson Family Taxable Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
10.39 |
47.20 May 1985 - Apr 1986 |
-32.59 Mar 2008 - Feb 2009 |
21.43% |
| 2 Years |
9.87 |
34.44 May 1985 - Apr 1987 |
-16.94 Mar 2007 - Feb 2009 |
11.24% |
| 3 Years |
9.54 |
23.42 Oct 1990 - Sep 1993 |
-8.72 Mar 2006 - Feb 2009 |
6.84% |
| 5 Years |
9.34 |
21.42 Jan 1985 - Dec 1989 |
-0.47 Mar 2004 - Feb 2009 |
0.25% |
| 7 Years |
9.27 |
18.40 Jan 1985 - Dec 1991 |
3.08 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.11 |
15.66 Oct 1985 - Sep 1995 |
3.57 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
8.73 |
15.21 Jan 1985 - Dec 1999 |
5.10 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
8.79 |
12.63 Jan 1985 - Dec 2004 |
5.92 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.17 |
10.97 Jan 1985 - Dec 2014 |
7.83 Oct 1992 - Sep 2022 |
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
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.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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 Gain Frequency |
1.88
60% |
-1.09
40% |
-1.49
60% |
0.99
60% |
0.45
80% |
0.30
60% |
2.40
80% |
0.23
60% |
-2.53
20% |
0.28
60% |
3.60
80% |
0.11
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.88
|
100.77
|
99.28
|
100.26
|
100.71
|
101.01
|
103.44
|
103.68
|
101.06
|
101.34
|
104.98
|
105.10
|
| Best |
7.1 2023 |
1.8 2021 |
1.5 2023 |
7.3 2020 |
3.2 2020 |
5.0 2019 |
6.0 2022 |
3.1 2020 |
1.5 2019 |
4.5 2022 |
9.4 2020 |
4.6 2020 |
| Worst |
-4.4 2022 |
-4.5 2020 |
-10.6 2020 |
-6.8 2022 |
-4.2 2019 |
-6.6 2022 |
-0.1 2021 |
-4.0 2022 |
-9.0 2022 |
-7.0 2018 |
-1.7 2021 |
-5.4 2018 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.90
60% |
-0.05
60% |
0.01
70% |
1.00
80% |
0.36
70% |
0.26
60% |
1.99
80% |
-0.26
60% |
-1.11
40% |
1.16
70% |
2.27
90% |
0.14
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.90
|
100.85
|
100.86
|
101.87
|
102.24
|
102.50
|
104.54
|
104.27
|
103.11
|
104.31
|
106.68
|
106.83
|
| Best |
7.1 2023 |
3.3 2014 |
6.0 2016 |
7.3 2020 |
3.2 2020 |
5.0 2019 |
6.0 2022 |
3.1 2020 |
4.8 2013 |
5.0 2015 |
9.4 2020 |
4.6 2020 |
| Worst |
-4.4 2022 |
-4.5 2020 |
-10.6 2020 |
-6.8 2022 |
-4.2 2019 |
-6.6 2022 |
-1.4 2014 |
-5.0 2015 |
-9.0 2022 |
-7.0 2018 |
-1.7 2021 |
-5.4 2018 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.13
67% |
0.69
64% |
0.75
69% |
1.45
79% |
0.90
66% |
0.47
61% |
1.06
61% |
0.07
66% |
-0.34
55% |
0.51
63% |
1.38
74% |
2.03
82% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.13
|
101.83
|
102.59
|
104.08
|
105.02
|
105.51
|
106.63
|
106.71
|
106.34
|
106.88
|
108.36
|
110.55
|
| Best |
9.4 1987 |
8.4 1986 |
7.9 2009 |
8.6 2009 |
7.6 1990 |
5.0 2019 |
6.9 2009 |
5.3 1986 |
6.7 2010 |
7.7 2011 |
9.4 2020 |
10.6 1991 |
| Worst |
-8.9 2009 |
-8.1 2009 |
-10.6 2020 |
-6.8 2022 |
-5.7 2010 |
-6.6 2022 |
-6.2 2002 |
-11.0 1998 |
-9.0 2022 |
-15.7 1987 |
-4.7 2000 |
-5.4 2018 |
Monthly Seasonality over the period Jan 1985 - Mar 2023
Monthly/Yearly Returns
Ted Aronson Family Taxable Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Mar 2023
308 Positive Months (67%) - 151 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+5.19 | +3.78 | 7.1 | -3.3 | 1.5 | |||||||||
| 2022 |
-17.99 | -22.96 | -4.4 | -1.1 | -0.5 | -6.8 | 0.4 | -6.6 | 6.0 | -4.0 | -9.0 | 4.5 | 6.9 | -3.7 |
| 2021 |
+11.93 | +4.57 | 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 | +13.05 | -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 | +17.24 | 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 | -9.28 | 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 | +8.84 | -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 | -3.06 | 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 | +4.90 | -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 | +14.28 | 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 | +11.75 | 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 | -1.30 | 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 | +13.58 | -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 | +19.54 | -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 | -23.42 | -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 | +4.47 | 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 | +10.35 | 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 | +7.54 | -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 | +11.91 | 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 | +26.80 | -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 | -8.21 | -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 | -6.21 | 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 | -6.59 | -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 | +18.77 | 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 | +9.19 | 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 | +6.36 | 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 | +19.27 | -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 | -4.32 | 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 | +23.87 | 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 | +1.16 | 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 |
+34.68 | +30.67 | 4.1 | 7.5 | 0.7 | 1.3 | 3.4 | -4.2 | 3.4 | 3.2 | 2.0 | 2.8 | -3.6 | 10.6 |
| 1990 |
-8.23 | -13.51 | -5.2 | -1.0 | -1.0 | -2.5 | 7.6 | 0.9 | 1.4 | -9.8 | -7.0 | 4.3 | 2.4 | 2.6 |
| 1989 |
+26.56 | +20.94 | 4.6 | 0.4 | -0.1 | 3.7 | 2.8 | -0.2 | 5.5 | 1.5 | 2.7 | -2.2 | 2.3 | 3.0 |
| 1988 |
+19.56 | +14.50 | 5.8 | 4.7 | 0.1 | 0.9 | -1.2 | 4.3 | -0.7 | -2.7 | 3.2 | 2.3 | 0.1 | 1.6 |
| 1987 |
+1.58 | -2.73 | 9.4 | 3.5 | 0.8 | 0.7 | -0.9 | 0.9 | 2.6 | 3.6 | -2.4 | -15.7 | -2.4 | 3.7 |
| 1986 |
+27.86 | +26.47 | 1.1 | 8.4 | 7.5 | 1.6 | 1.0 | 4.0 | -1.7 | 5.3 | -4.5 | 0.0 | 2.7 | 0.1 |
| 1985 |
+34.27 | +29.36 | 7.5 | 0.5 | 0.5 | 0.6 | 6.3 | 1.8 | 0.3 | 0.4 | -2.4 | 3.9 | 6.2 | 4.8 |
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
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- IJT - iShares S&P Small-Cap 600 Growth: 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
Portfolio efficiency
Compared to the Ted Aronson Family Taxable Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.92 | 9.47 | -30.55 | 60 | 40 | 0 | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Edge Select Moderately Aggressive Merrill Lynch |
+7.85 | 11.04 | -38.23 | 69 | 31 | 0 | ||
|
Family Taxable Portfolio Ted Aronson |
+7.84 | 11.54 | -38.46 | 70 | 30 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.24 | 11.57 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.14 | 10.82 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.03 | 11.24 | -41.22 | 71.5 | 28.5 | 0 | ||
