Ted Aronson Family Taxable Portfolio: ETF allocation and returns

Last Update: 30 September 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 8.07% compound annual return, with a 9.67% standard deviation.

In 2019, the portfolio granted a 2.63% 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:

        70% Stocks
      
        30% Fixed Income
      
        0% Commodities

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

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

The Ted Aronson Family Taxable Portfolio guaranteed the following returns.

TED ARONSON FAMILY TAXABLE PORTFOLIO RETURNS (%)

Last Update: 30 September 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Ted Aronson Family Taxable Portfolio	-1.76	+5.43	+19.54	+7.00	+5.45	+8.58	+8.07
*Components*
VPL - Vanguard FTSE Pacific	+0.61	+7.41	+24.38	+5.50	+2.62	+7.65	+5.49
VV - Vanguard Large-Cap	-3.70	+9.84	+33.21	+16.94	+12.82	+14.40	+13.84
EEM - iShares MSCI Emerging Markets	-1.01	+10.25	+29.94	+10.81	+1.84	+8.47	+1.94
IJR - iShares Core S&P Small-Cap	-4.65	+3.28	+26.13	-8.20	-0.34	+7.22	+10.56
IJS - iShares S&P Small-Cap 600 Value	-5.18	+2.19	+23.62	-16.76	-4.57	+4.83	+8.70
IJT - iShares S&P Small-Cap 600 Growth	-4.14	+4.15	+28.51	-0.12	+3.32	+9.06	+12.03
VTI - Vanguard Total Stock Market	-3.54	+9.24	+33.25	+14.90	+11.63	+13.68	+13.48
VGK - Vanguard FTSE Europe	-3.10	+4.77	+22.67	+0.26	-0.41	+4.54	+4.64
TIP - iShares TIPS Bond	-0.38	+2.85	+7.70	+9.73	+5.66	+4.47	+3.42
TLT - iShares 20+ Year Treasury Bond	+0.77	-0.07	-0.30	+16.11	+11.92	+8.26	+7.36
HYG - iShares iBoxx $ High Yield Corporate Bond	-0.93	+4.05	+11.72	+1.20	+3.33	+5.55	+5.29

(*) annualized

Portfolio returns are calculated assuming:

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.

TED ARONSON FAMILY TAXABLE PORTFOLIO

Last Update: 30 September 2020

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Period	Returns Sep 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.76%		-1.76% Sep 2020 - Sep 2020	0 - 1
3M	+5.43%		-1.76% Sep 2020 - Sep 2020	2 - 1
6M	+19.54%		-1.76% Sep 2020 - Sep 2020	5 - 1
YTD	+1.02%		-15.49% Jan 2020 - Mar 2020	5 - 4
1Y	+7.00%	15.46%	-15.49% Jan 2020 - Mar 2020	8 - 4
3Y	+5.45% annualized	12.26%	-15.49% Jan 2020 - Mar 2020	24 - 12
5Y	+8.58% annualized	10.49%	-15.49% Jan 2020 - Mar 2020	45 - 15
10Y	+8.07% annualized	9.67%	-15.49% Jan 2020 - Mar 2020	83 - 37
MAX 01 Jan 2001	+7.31% annualized	11.36%	-38.47% Nov 2007 - Feb 2009	156 - 81

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since September 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.49%	Jan 2020	Mar 2020	3	Aug 2020	5	8
-11.34%	May 2011	Sep 2011	5	Jan 2012	4	9
-11.15%	Sep 2018	Dec 2018	4	Sep 2019	9	13
-9.46%	May 2015	Jan 2016	9	Jul 2016	6	15
-5.12%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.72%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-3.61%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.55%	Feb 2018	Feb 2018	1	Aug 2018	6	7
-2.55%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.26%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.76%	Sep 2020	Sep 2020	1	in progress	0	1
-1.41%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.65%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.26%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.13%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-38.47%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-16.42%	Feb 2001	Sep 2002	20	Aug 2003	11	31
-15.49%	Jan 2020	Mar 2020	3	Aug 2020	5	8
-11.34%	May 2011	Sep 2011	5	Jan 2012	4	9
-11.15%	Sep 2018	Dec 2018	4	Sep 2019	9	13
-9.46%	May 2015	Jan 2016	9	Jul 2016	6	15
-5.12%	Apr 2012	May 2012	2	Aug 2012	3	5
-4.55%	Apr 2004	Apr 2004	1	Oct 2004	6	7
-3.87%	May 2006	May 2006	1	Oct 2006	5	6
-3.73%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-3.72%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-3.61%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.55%	Feb 2018	Feb 2018	1	Aug 2018	6	7
-2.75%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-2.55%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.26%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.93%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-1.76%	Sep 2020	Sep 2020	1	in progress	0	1
-1.41%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.05%	Jan 2005	Jan 2005	1	Feb 2005	1	2

Rolling Returns

Ted Aronson Family Taxable Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.31%	+45.83% Mar 2009 - Feb 2010	-32.59% Mar 2008 - Feb 2009	22.57%
2 Years	+8.26%	+31.79% Mar 2009 - Feb 2011	-16.95% Mar 2007 - Feb 2009	13.08%
3 Years	+8.49%	+22.76% Mar 2009 - Feb 2012	-8.72% Mar 2006 - Feb 2009	7.43%
5 Years	+8.13%	+17.93% Mar 2009 - Feb 2014	-0.47% Mar 2004 - Feb 2009	0.56%
7 Years	+7.85%	+12.37% Mar 2009 - Feb 2016	+3.09% Mar 2002 - Feb 2009	0.00%
10 Years	+8.08%	+11.88% Mar 2009 - Feb 2019	+5.51% Feb 2006 - Jan 2016	0.00%
15 Years	+8.10%	+10.06% Feb 2003 - Jan 2018	+6.44% Apr 2005 - Mar 2020	0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Ted Aronson Family Taxable Portfolio Seasonality

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	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	0.7	1.3	1.3
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	4.6 2004	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	68	79	74

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+1.02%	-1.0	-4.5	-10.6	7.3	3.2	2.4	4.1	3.1	-1.8
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