Data Source: from June 1991 to December 2021
Last Update: 31 December 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 9.76% compound annual return, with a 9.55% standard deviation.
In the last 25 years, a 8.24% compound annual return, with a 11.51% 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 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 | +3.89 | +2.42 | +11.93 | +15.43 | +10.91 | +9.76 | +8.77 | +8.24 |
| --- Inflation Adjusted return | +2.22 | +1.65 | -0.95 | +4.48 | +11.49 | +7.76 | +7.48 | +6.31 | +5.82 |
| Components | |||||||||
|
VPL Vanguard FTSE Pacific |
+3.01 | -1.90 | -2.99 | +1.12 | +11.71 | +8.99 | +7.95 | +6.65 | +3.51 |
|
VV Vanguard Large-Cap |
+4.17 | +10.38 | +10.81 | +27.40 | +26.47 | +18.72 | +16.63 | +9.69 | +9.88 |
|
EEM iShares MSCI Emerging Markets |
+1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +8.87 | +5.94 |
|
IJR iShares Core S&P Small-Cap |
+4.50 | +5.57 | +2.49 | +26.60 | +20.05 | +12.37 | +14.47 | +10.68 | +10.37 |
|
IJT iShares S&P Small-Cap 600 Growth |
+4.86 | +6.91 | +5.11 | +22.37 | +20.85 | +14.08 | +15.16 | +11.20 | +10.39 |
|
IJS iShares S&P Small-Cap 600 Value |
+4.12 | +4.30 | +0.09 | +30.53 | +18.47 | +10.04 | +13.33 | +9.82 | +10.48 |
|
VTI Vanguard Total Stock Market |
+3.79 | +9.11 | +9.08 | +25.67 | +25.73 | +17.96 | +16.29 | +9.91 | +9.88 |
|
VGK Vanguard FTSE Europe |
+5.20 | +5.08 | +3.11 | +16.88 | +15.69 | +10.84 | +8.67 | +6.52 | +6.50 |
|
TIP iShares TIPS Bond |
+0.40 | +2.39 | +4.14 | +5.67 | +8.26 | +5.18 | +2.93 | +5.18 | +5.79 |
|
TLT iShares 20+ Year Treasury Bond |
-2.01 | +3.18 | +3.55 | -4.60 | +8.75 | +6.68 | +4.51 | +6.76 | +7.00 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
+2.28 | +0.77 | +1.12 | +3.75 | +7.34 | +5.14 | +5.23 | +5.81 | +5.51 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the portfolio granted a 2.47% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of Ted Aronson Family Taxable Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+2.70%
|
+2.22%
|
0.00%
|
1 - 0
|
|
|
3M
|
+3.89%
|
+1.65%
|
-1.74%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+2.42%
|
-0.95%
|
-2.70%
Sep 2021 - Sep 2021
|
3 - 3
|
|
|
YTD
|
+11.93%
|
+4.48%
|
5.65%
|
-2.70%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
1Y
|
+11.93%
|
+4.48%
|
5.65%
|
-2.70%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
3Y
|
+15.43%
annualized
|
+11.49%
annualized
|
12.08%
|
-15.50%
Jan 2020 - Mar 2020
|
26 - 10
72% pos
|
|
5Y
|
+10.91%
annualized
|
+7.76%
annualized
|
10.79%
|
-15.50%
Jan 2020 - Mar 2020
|
44 - 16
73% pos
|
|
10Y
|
+9.76%
annualized
|
+7.48%
annualized
|
9.55%
|
-15.50%
Jan 2020 - Mar 2020
|
86 - 34
72% pos
|
|
20Y
|
+8.77%
annualized
|
+6.31%
annualized
|
11.16%
|
-38.46%
Nov 2007 - Feb 2009
|
161 - 79
67% pos
|
|
25Y
|
+8.24%
annualized
|
+5.82%
annualized
|
11.51%
|
-38.46%
Nov 2007 - Feb 2009
|
198 - 102
66% pos
|
|
MAX
01 Jun 1991
|
+9.10%
annualized
|
+6.55%
annualized
|
11.13%
|
-38.46%
Nov 2007 - Feb 2009
|
245 - 122
67% pos
|
Portfolio efficiency
Is the Ted Aronson Family Taxable Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Returnâ–¾ | Drawdown | Stocks | Bonds | Comm. | ||
| Simple Path to Wealth JL Collins |
+8.96% | -38.54% | 75 | 25 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.80% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.63% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.41% | -40.88% | 70 | 30 | 0 | Compare | |
Our overall ratings, assigned to the Ted Aronson Family Taxable Portfolio. The portfolio is classified as High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+8.24%
(+5.82%) |
Good : 3.6 / 5
|
Good : 3.8 / 5
|
| Standard Deviation over 25 Years |
11.51% |
Bad : 1.5 / 5
|
Average : 3 / 5
|
| Maximum Drawdown over 25 Years |
-38.46% |
Bad : 1.6 / 5
|
Average : 2.6 / 5
|
| Easy to manage | 11 ETFs |
Poor : 1 / 5
|
Poor : 1 / 5
|
| Rating assigned considering all the High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 7239.37$, with a total return of 623.94% (8.24% annualized).
The Inflation Adjusted Capital now would be 4110.69$, with a net total return of 311.07% (5.82% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -38.46% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -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 |
| -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 |
| -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 |
| -3.13% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 |
| -2.88% | Jan 2000 | Jan 2000 | 1 | Feb 2000 | 1 | 2 |
| -2.75% | Oct 2005 | Oct 2005 | 1 | Nov 2005 | 1 | 2 |
| -2.70% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
Rolling Returns ( more details)
Ted Aronson Family Taxable Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.69% |
+45.83% Mar 2009 - Feb 2010 |
-32.59% Mar 2008 - Feb 2009 |
19.66% |
| 2 Years |
+9.00% |
+31.79% Mar 2009 - Feb 2011 |
-16.94% Mar 2007 - Feb 2009 |
12.50% |
| 3 Years |
+8.65% |
+22.76% Mar 2009 - Feb 2012 |
-8.72% Mar 2006 - Feb 2009 |
8.73% |
| 5 Years |
+8.47% |
+17.93% Mar 2009 - Feb 2014 |
-0.47% Mar 2004 - Feb 2009 |
0.32% |
| 7 Years |
+8.22% |
+13.74% Jan 1993 - Dec 1999 |
+3.08% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+8.05% |
+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 |
+8.04% |
+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
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% |
0.71 65% |
1.11 71% |
2.08 81% |
| 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 |
-6.2 2002 |
-11.0 1998 |
-7.8 2001 |
-15.1 2008 |
-4.7 2000 |
-5.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Ted Aronson Family Taxable Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+11.93 | +4.48 | 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 | +13.12 | -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 | +17.26 | 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 | -9.29 | 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 | +8.86 | -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 | -2.97 | 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 | +5.00 | -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 | +14.27 | 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 | +11.73 | 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 | -1.40 | 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 | +13.64 | -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 | +19.43 | -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 | -23.33 | -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 | +4.44 | 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 | +10.36 | 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 | +7.62 | -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 | +11.81 | 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 | +26.61 | -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 | -8.30 | -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 | -6.25 | 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 | -6.64 | -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 | +18.78 | 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 | +9.20 | 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 | +6.30 | 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 | +19.28 | -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 | -4.25 | 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 | +23.79 | 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 | +1.09 | 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 |
- | - | -4.0 | 3.3 | 2.9 | 2.1 | 2.6 | -3.4 | 9.9 | |||||
* 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