Ted Aronson Family Taxable Portfolio: ETF allocation and returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.76%
1 Day
Mar 01 2024
0.76%
Current Month
March 2024

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 7.56% compound annual return, with a 11.63% standard deviation.

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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 implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
15.00
VPL
USD Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
15.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
5.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
5.00
IJT
USD iShares S&P Small-Cap 600 Growth Equity, U.S., Small Cap, Growth
5.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
5.00
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap
15.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
10.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
5.00
HYG
USD 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 Feb 29, 2024

The Ted Aronson Family Taxable Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
TED ARONSON FAMILY TAXABLE PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Ted Aronson Family Taxable Portfolio 0.76 0.76 2.42 7.02 11.34 6.06 6.10 7.56 9.81
US Inflation Adjusted return 2.42 5.81 8.40 1.88 3.24 4.91 6.83
Components
VPL
USD Vanguard FTSE Pacific 1.32 Mar 01 2024 1.32 3.68 9.21 16.20 5.33 5.04 2.73 6.23
VV
USD Vanguard Large-Cap 0.91 Mar 01 2024 0.91 5.24 14.22 31.09 14.61 12.53 10.42 11.55
EEM
USD iShares MSCI Emerging Markets 1.23 Mar 01 2024 1.23 4.17 4.06 7.46 1.11 2.35 4.45 8.66
IJR
USD iShares Core S&P Small-Cap 0.51 Mar 01 2024 0.51 3.22 7.33 6.39 7.65 8.48 9.83 10.93
IJS
USD iShares S&P Small-Cap 600 Value 0.32 Mar 01 2024 0.32 2.37 5.01 0.91 6.96 7.54 10.17 11.79
IJT
USD iShares S&P Small-Cap 600 Growth 0.75 Mar 01 2024 0.75 4.14 9.46 11.74 7.67 8.91 9.45 10.07
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 11.25
VGK
USD Vanguard FTSE Europe 0.84 Mar 01 2024 0.84 2.40 8.31 12.91 7.52 4.24 6.89 9.84
TIP
USD iShares TIPS Bond 0.37 Mar 01 2024 0.37 -1.05 1.78 1.82 2.23 1.77 4.98 6.69
TLT
USD iShares 20+ Year Treasury Bond 0.62 Mar 01 2024 0.62 -2.26 -0.68 -4.13 -2.64 0.97 5.10 7.20
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.19 Mar 01 2024 -0.19 0.30 5.81 10.12 2.92 3.14 5.37 6.88
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Ted Aronson Family Taxable Portfolio granted a 2.71% dividend yield. If you are interested in getting periodic income, please refer to the Ted Aronson Family Taxable Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 8.89$, with a total return of 789.11% (7.56% annualized).

The Inflation Adjusted Capital now would be 4.21$, with a net total return of 321.18% (4.91% annualized).
An investment of 1$, since January 1985, now would be worth 39.08$, with a total return of 3808.16% (9.81% annualized).

The Inflation Adjusted Capital now would be 13.31$, with a net total return of 1231.39% (6.83% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Ted Aronson Family Taxable Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
TED ARONSON FAMILY TAXABLE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 2.42 7.45 7.02 11.34 1.00 6.06 6.10 7.21 7.56 9.81
Infl. Adjusted Return (%) details 2.42 6.88 5.81 8.40 -4.29 1.88 3.24 4.54 4.91 6.83
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -10.26 -23.76 -23.76 -23.76 -38.46 -38.46 -38.46
Start to Recovery (# months) details 5 26* 26* 26* 38 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 22 22 22
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-19.15 -19.15
Start to Recovery (# months) details 43 43
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 9 9 9 16 30 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 2002 09
Bottom to End (# months) 2 17 17 17 22 13 13
End (yyyy mm) 2023 12 - - - 2010 12 2003 10 2003 10
Longest negative period (# months) details 8 34 35 35 60 61 61
Period Start (yyyy mm) 2023 03 2021 04 2020 12 2020 12 2004 03 2004 02 2004 02
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -5.41 -0.29 -1.45 -1.45 -0.47 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -11.11 -29.05 -29.05 -29.05 -39.48 -39.48 -39.48
Start to Recovery (# months) details 5 30* 30* 30* 40 40 40
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 24 24 24
End (yyyy mm) 2023 12 - - - 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-24.38 -24.38
Start to Recovery (# months) details 46 46
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2000 04 2000 04
Start to Bottom (# months) 3 13 13 13 16 36 36
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 03 2003 03
Bottom to End (# months) 2 17 17 17 24 10 10
End (yyyy mm) 2023 12 - - - 2011 02 2004 01 2004 01
Longest negative period (# months) details 8 36* 56 75 75 116 116
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2017 08 2017 08 1999 07 1999 07
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -8.18 -4.29 -0.95 -0.16 -0.16 -0.12 -0.12
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.75 14.12 14.06 11.59 11.93 11.63 11.97
Sharpe Ratio 0.48 -0.10 0.30 0.43 0.49 0.45 0.49
Sortino Ratio 0.71 -0.14 0.41 0.57 0.65 0.59 0.64
Ulcer Index 3.76 11.40 9.28 7.05 8.50 8.04 7.46
Ratio: Return / Standard Deviation 0.89 0.07 0.43 0.53 0.60 0.65 0.82
Ratio: Return / Deepest Drawdown 1.11 0.04 0.25 0.26 0.19 0.20 0.26
% Positive Months details 58% 52% 60% 65% 65% 65% 66%
Positive Months 7 19 36 79 156 234 314
Negative Months 5 17 24 41 84 126 156
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.10 11.88 11.88 15.66
Worst 10 Years Return (%) - Annualized 4.88 3.57 3.57
Best 10 Years Return (%) - Annualized 3.24 9.95 9.95 11.71
Worst 10 Years Return (%) - Annualized 2.04 0.95 0.95
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 45.83 22.76 17.93 11.88 8.99 7.56
Worst Rolling Return (%) - Annualized -32.59 -8.72 -0.47 3.57 5.92
% Positive Periods 76% 91% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.28 27.54 17.80 10.33 6.56 6.64
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.43 5.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 42.76 19.89 15.54 9.95 6.67 4.91
Worst Rolling Return (%) - Annualized -32.59 -10.66 -3.03 0.95 3.76
% Positive Periods 71% 81% 94% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.28 27.54 17.80 10.33 6.56 6.64
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.43 5.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
Best Rolling Return (%) - Annualized 47.20 23.42 21.42 15.66 12.63 10.97
Worst Rolling Return (%) - Annualized -32.59 -8.72 -0.47 3.57 5.92 7.13
% Positive Periods 78% 93% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.28 27.54 17.80 10.33 6.56 6.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.43 4.81
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.90 19.89 17.13 11.71 9.32 8.02
Worst Rolling Return (%) - Annualized -32.59 -10.66 -3.03 0.95 3.76 4.49
% Positive Periods 73% 85% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 80.28 27.54 17.80 10.33 6.56 6.42
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 3.43 4.81
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
VPL
VV
EEM
IJR
IJS
IJT
VTI
VGK
TIP
TLT
HYG
VPL
-
0.93
0.95
0.83
0.83
0.83
0.94
0.92
0.71
0.81
0.86
VV
0.93
-
0.85
0.77
0.76
0.78
0.99
0.88
0.64
0.78
0.85
EEM
0.95
0.85
-
0.77
0.78
0.75
0.87
0.85
0.57
0.65
0.76
IJR
0.83
0.77
0.77
-
1.00
0.99
0.83
0.74
0.43
0.65
0.74
IJS
0.83
0.76
0.78
1.00
-
0.98
0.82
0.77
0.44
0.65
0.75
IJT
0.83
0.78
0.75
0.99
0.98
-
0.84
0.71
0.42
0.64
0.72
VTI
0.94
0.99
0.87
0.83
0.82
0.84
-
0.89
0.62
0.78
0.86
VGK
0.92
0.88
0.85
0.74
0.77
0.71
0.89
-
0.75
0.83
0.89
TIP
0.71
0.64
0.57
0.43
0.44
0.42
0.62
0.75
-
0.91
0.87
TLT
0.81
0.78
0.65
0.65
0.65
0.64
0.78
0.83
0.91
-
0.94
HYG
0.86
0.85
0.76
0.74
0.75
0.72
0.86
0.89
0.87
0.94
-
Asset
VPL
VV
EEM
IJR
IJS
IJT
VTI
VGK
TIP
TLT
HYG
VPL
-
0.85
0.87
0.84
0.82
0.84
0.86
0.92
0.56
0.21
0.81
VV
0.85
-
0.73
0.87
0.82
0.89
1.00
0.89
0.62
0.21
0.85
EEM
0.87
0.73
-
0.75
0.74
0.74
0.75
0.82
0.45
0.21
0.72
IJR
0.84
0.87
0.75
-
0.99
0.98
0.90
0.85
0.47
0.04
0.81
IJS
0.82
0.82
0.74
0.99
-
0.95
0.86
0.83
0.41
-0.02
0.77
IJT
0.84
0.89
0.74
0.98
0.95
-
0.92
0.84
0.53
0.11
0.83
VTI
0.86
1.00
0.75
0.90
0.86
0.92
-
0.89
0.61
0.19
0.86
VGK
0.92
0.89
0.82
0.85
0.83
0.84
0.89
-
0.57
0.20
0.82
TIP
0.56
0.62
0.45
0.47
0.41
0.53
0.61
0.57
-
0.69
0.71
TLT
0.21
0.21
0.21
0.04
-0.02
0.11
0.19
0.20
0.69
-
0.29
HYG
0.81
0.85
0.72
0.81
0.77
0.83
0.86
0.82
0.71
0.29
-
Asset
VPL
VV
EEM
IJR
IJS
IJT
VTI
VGK
TIP
TLT
HYG
VPL
-
0.83
0.86
0.76
0.74
0.76
0.84
0.87
0.48
0.11
0.76
VV
0.83
-
0.69
0.85
0.82
0.87
1.00
0.85
0.50
0.09
0.81
EEM
0.86
0.69
-
0.63
0.64
0.61
0.70
0.78
0.44
0.14
0.69
IJR
0.76
0.85
0.63
-
0.99
0.98
0.89
0.75
0.36
-0.04
0.75
IJS
0.74
0.82
0.64
0.99
-
0.95
0.85
0.74
0.32
-0.09
0.73
IJT
0.76
0.87
0.61
0.98
0.95
-
0.90
0.74
0.39
0.02
0.76
VTI
0.84
1.00
0.70
0.89
0.85
0.90
-
0.85
0.49
0.08
0.82
VGK
0.87
0.85
0.78
0.75
0.74
0.74
0.85
-
0.49
0.10
0.79
TIP
0.48
0.50
0.44
0.36
0.32
0.39
0.49
0.49
-
0.69
0.63
TLT
0.11
0.09
0.14
-0.04
-0.09
0.02
0.08
0.10
0.69
-
0.21
HYG
0.76
0.81
0.69
0.75
0.73
0.76
0.82
0.79
0.63
0.21
-
Asset
VPL
VV
EEM
IJR
IJS
IJT
VTI
VGK
TIP
TLT
HYG
VPL
-
0.71
0.77
0.65
0.63
0.64
0.72
0.74
0.21
-0.06
0.58
VV
0.71
-
0.73
0.82
0.82
0.81
0.99
0.84
0.21
-0.10
0.68
EEM
0.77
0.73
-
0.71
0.68
0.69
0.76
0.78
0.18
-0.11
0.61
IJR
0.65
0.82
0.71
-
0.96
0.98
0.88
0.74
0.12
-0.18
0.66
IJS
0.63
0.82
0.68
0.96
-
0.90
0.86
0.74
0.13
-0.18
0.67
IJT
0.64
0.81
0.69
0.98
0.90
-
0.87
0.72
0.11
-0.16
0.63
VTI
0.72
0.99
0.76
0.88
0.86
0.87
-
0.84
0.20
-0.12
0.69
VGK
0.74
0.84
0.78
0.74
0.74
0.72
0.84
-
0.20
-0.11
0.69
TIP
0.21
0.21
0.18
0.12
0.13
0.11
0.20
0.20
-
0.67
0.39
TLT
-0.06
-0.10
-0.11
-0.18
-0.18
-0.16
-0.12
-0.11
0.67
-
0.06
HYG
0.58
0.68
0.61
0.66
0.67
0.63
0.69
0.69
0.39
0.06
-
Asset
VPL
VV
EEM
IJR
IJS
IJT
VTI
VGK
TIP
TLT
HYG
VPL
-
0.57
0.59
0.52
0.51
0.50
0.58
0.68
0.21
0.02
0.48
VV
0.57
-
0.69
0.83
0.83
0.83
0.99
0.79
0.24
0.00
0.65
EEM
0.59
0.69
-
0.66
0.64
0.64
0.71
0.68
0.21
0.00
0.54
IJR
0.52
0.83
0.66
-
0.96
0.98
0.89
0.70
0.13
-0.09
0.65
IJS
0.51
0.83
0.64
0.96
-
0.91
0.87
0.71
0.15
-0.10
0.67
IJT
0.50
0.83
0.64
0.98
0.91
-
0.88
0.68
0.13
-0.07
0.61
VTI
0.58
0.99
0.71
0.89
0.87
0.88
-
0.80
0.23
-0.02
0.66
VGK
0.68
0.79
0.68
0.70
0.71
0.68
0.80
-
0.23
-0.01
0.64
TIP
0.21
0.24
0.21
0.13
0.15
0.13
0.23
0.23
-
0.73
0.39
TLT
0.02
0.00
0.00
-0.09
-0.10
-0.07
-0.02
-0.01
0.73
-
0.12
HYG
0.48
0.65
0.54
0.65
0.67
0.61
0.66
0.64
0.39
0.12
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

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.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-38.46% Nov 2007 Feb 2009 16 Dec 2010 22 38 16.77
-23.76% Jan 2022 Sep 2022 9 in progress 17 26 13.33
-19.15% Apr 2000 Sep 2002 30 Oct 2003 13 43 10.85
-15.50% Jan 2020 Mar 2020 3 Aug 2020 5 8 6.80
-14.91% May 1998 Aug 1998 4 Dec 1998 4 8 6.98
-11.35% May 2011 Sep 2011 5 Jan 2012 4 9 4.85
-11.15% Sep 2018 Dec 2018 4 Sep 2019 9 13 4.60
-9.47% May 2015 Jan 2016 9 Jul 2016 6 15 5.16
-5.47% Mar 1994 Mar 1994 1 Aug 1994 5 6 3.55
-5.12% Apr 2012 May 2012 2 Aug 2012 3 5 2.28
-4.83% Sep 1994 Jan 1995 5 Apr 1995 3 8 2.87
-4.65% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.06
-4.55% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.74
-4.53% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.43
-3.87% May 2006 May 2006 1 Oct 2006 5 6 2.65
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 125 2.9 Months 34.63%
 
DD = 0% 34.63%
 
0% < DD <= -5% 128 2.8 Months 35.46%
 
DD <= -5% 70.08%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 82.55%
 
-10% < DD <= -15% 31 11.6 Months 8.59%
 
DD <= -15% 91.14%
 
-15% < DD <= -20% 21 17.2 Months 5.82%
 
DD <= -20% 96.95%
 
-20% < DD <= -25% 4 90.3 Months 1.11%
 
DD <= -25% 98.06%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 98.89%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 99.72%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-39.48% Nov 2007 Feb 2009 16 Feb 2011 24 40 18.10
-29.05% Sep 2021 Sep 2022 13 in progress 17 30 18.56
-24.38% Apr 2000 Mar 2003 36 Jan 2004 10 46 14.00
-15.53% May 1998 Aug 1998 4 Mar 1999 7 11 6.58
-15.34% Jan 2020 Mar 2020 3 Aug 2020 5 8 6.51
-12.33% May 2011 Sep 2011 5 Feb 2012 5 10 5.34
-11.62% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.44
-10.02% May 2015 Jan 2016 9 Jul 2016 6 15 5.72
-6.76% Mar 1994 Jan 1995 11 May 1995 4 15 4.19
-5.30% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.59
-5.08% Apr 2012 May 2012 2 Sep 2012 4 6 2.08
-5.00% Apr 2004 Jul 2004 4 Nov 2004 4 8 3.15
-4.90% May 2006 Jul 2006 3 Oct 2006 3 6 3.29
-4.89% Jun 1996 Jul 1996 2 Nov 1996 4 6 2.29
-4.38% Mar 2005 Apr 2005 2 Jun 2005 2 4 2.43
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 101 3.6 Months 27.98%
 
DD = 0% 27.98%
 
0% < DD <= -5% 130 2.8 Months 36.01%
 
DD <= -5% 63.99%
 
-5% < DD <= -10% 44 8.2 Months 12.19%
 
DD <= -10% 76.18%
 
-10% < DD <= -15% 30 12.0 Months 8.31%
 
DD <= -15% 84.49%
 
-15% < DD <= -20% 22 16.4 Months 6.09%
 
DD <= -20% 90.58%
 
-20% < DD <= -25% 22 16.4 Months 6.09%
 
DD <= -25% 96.68%
 
-25% < DD <= -30% 7 51.6 Months 1.94%
 
DD <= -30% 98.61%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 99.72%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-38.46% Nov 2007 Feb 2009 16 Dec 2010 22 38 16.77
-23.76% Jan 2022 Sep 2022 9 in progress 17 26 13.33
-19.80% Sep 1987 Nov 1987 3 Jan 1989 14 17 9.15
-19.15% Apr 2000 Sep 2002 30 Oct 2003 13 43 10.85
-16.23% Jan 1990 Sep 1990 9 Feb 1991 5 14 7.87
-15.50% Jan 2020 Mar 2020 3 Aug 2020 5 8 6.80
-14.91% May 1998 Aug 1998 4 Dec 1998 4 8 6.98
-11.35% May 2011 Sep 2011 5 Jan 2012 4 9 4.85
-11.15% Sep 2018 Dec 2018 4 Sep 2019 9 13 4.60
-9.47% May 2015 Jan 2016 9 Jul 2016 6 15 5.16
-8.05% Feb 1994 Mar 1994 2 Apr 1995 13 15 5.21
-5.12% Apr 2012 May 2012 2 Aug 2012 3 5 2.28
-4.65% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.06
-4.58% Sep 1986 Oct 1986 2 Jan 1987 3 5 2.86
-4.55% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.74
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 180 2.6 Months 38.22%
 
DD = 0% 38.22%
 
0% < DD <= -5% 158 3.0 Months 33.55%
 
DD <= -5% 71.76%
 
-5% < DD <= -10% 63 7.5 Months 13.38%
 
DD <= -10% 85.14%
 
-10% < DD <= -15% 34 13.9 Months 7.22%
 
DD <= -15% 92.36%
 
-15% < DD <= -20% 25 18.8 Months 5.31%
 
DD <= -20% 97.66%
 
-20% < DD <= -25% 4 117.8 Months 0.85%
 
DD <= -25% 98.51%
 
-25% < DD <= -30% 3 157.0 Months 0.64%
 
DD <= -30% 99.15%
 
-30% < DD <= -35% 3 157.0 Months 0.64%
 
DD <= -35% 99.79%
 
-35% < DD <= -40% 1 471.0 Months 0.21%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-39.48% Nov 2007 Feb 2009 16 Feb 2011 24 40 18.10
-29.05% Sep 2021 Sep 2022 13 in progress 17 30 18.56
-24.38% Apr 2000 Mar 2003 36 Jan 2004 10 46 14.00
-20.57% Sep 1987 Nov 1987 3 Apr 1989 17 20 9.99
-20.15% Jan 1990 Sep 1990 9 May 1991 8 17 9.98
-15.53% May 1998 Aug 1998 4 Mar 1999 7 11 6.58
-15.34% Jan 2020 Mar 2020 3 Aug 2020 5 8 6.51
-12.33% May 2011 Sep 2011 5 Feb 2012 5 10 5.34
-11.62% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.44
-10.02% May 2015 Jan 2016 9 Jul 2016 6 15 5.72
-9.55% Feb 1994 Jan 1995 12 Jun 1995 5 17 6.38
-5.30% Aug 1997 Oct 1997 3 Feb 1998 4 7 3.59
-5.10% Sep 1986 Oct 1986 2 Jan 1987 3 5 3.31
-5.08% Apr 2012 May 2012 2 Sep 2012 4 6 2.08
-5.00% Apr 2004 Jul 2004 4 Nov 2004 4 8 3.15
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 145 3.2 Months 30.79%
 
DD = 0% 30.79%
 
0% < DD <= -5% 164 2.9 Months 34.82%
 
DD <= -5% 65.61%
 
-5% < DD <= -10% 63 7.5 Months 13.38%
 
DD <= -10% 78.98%
 
-10% < DD <= -15% 37 12.7 Months 7.86%
 
DD <= -15% 86.84%
 
-15% < DD <= -20% 26 18.1 Months 5.52%
 
DD <= -20% 92.36%
 
-20% < DD <= -25% 24 19.6 Months 5.10%
 
DD <= -25% 97.45%
 
-25% < DD <= -30% 7 67.3 Months 1.49%
 
DD <= -30% 98.94%
 
-30% < DD <= -35% 4 117.8 Months 0.85%
 
DD <= -35% 99.79%
 
-35% < DD <= -40% 1 471.0 Months 0.21%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.59 03/2008
02/2009
0.67$ -3.52 0.96$ 10.26 1.10$ 18.72 1.18$ 45.83 03/2009
02/2010
1.45$ 11.34 23.50%
2Y -16.94 03/2007
02/2009
0.68$ -1.64 0.96$ 9.59 1.20$ 14.62 1.31$ 31.79 03/2009
02/2011
1.73$ 0.03 17.51%
3Y -8.72 03/2006
02/2009
0.76$ 1.78 1.05$ 8.42 1.27$ 12.88 1.43$ 22.76 03/2009
02/2012
1.84$ 1.00 8.92%
5Y -0.47 03/2004
02/2009
0.97$ 4.26 1.23$ 6.99 1.40$ 11.70 1.73$ 17.93 03/2009
02/2014
2.28$ 6.06 0.33%
7Y 3.08 03/2002
02/2009
1.23$ 6.26 1.52$ 7.70 1.68$ 9.04 1.83$ 12.37 03/2009
02/2016
2.26$ 6.23 0.00%
10Y 3.57 03/1999
02/2009
1.41$ 6.10 1.80$ 8.19 2.19$ 9.21 2.41$ 11.88 03/2009
02/2019
3.07$ 6.10 0.00%
15Y 5.10 10/2007
09/2022
2.11$ 6.90 2.72$ 7.58 2.99$ 8.24 3.28$ 10.06 02/2003
01/2018
4.21$ 9.91 0.00%
20Y 5.92 04/2000
03/2020
3.15$ 7.21 4.02$ 7.83 4.51$ 8.56 5.16$ 8.99 10/2001
09/2021
5.59$ 7.21 0.00%
30Y 7.56 03/1994
02/2024
8.89$ 7.56 8.89$ 7.56 8.89$ 7.56 8.89$ 7.56 03/1994
02/2024
8.89$ 7.56 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.59 03/2008
02/2009
0.67$ -6.25 0.93$ 7.62 1.07$ 15.99 1.15$ 42.76 03/2009
02/2010
1.42$ 8.40 28.37%
2Y -18.62 03/2007
02/2009
0.66$ -4.31 0.91$ 6.93 1.14$ 12.11 1.25$ 29.03 03/2009
02/2011
1.66$ -4.12 20.77%
3Y -10.66 03/2006
02/2009
0.71$ -1.15 0.96$ 6.31 1.20$ 10.31 1.34$ 19.89 03/2009
02/2012
1.72$ -4.29 18.46%
5Y -3.03 03/2004
02/2009
0.85$ 1.66 1.08$ 5.00 1.27$ 9.21 1.55$ 15.54 03/2009
02/2014
2.05$ 1.88 5.32%
7Y 0.49 03/2002
02/2009
1.03$ 3.39 1.26$ 5.30 1.43$ 6.77 1.58$ 10.62 03/2009
02/2016
2.02$ 2.67 0.00%
10Y 0.95 03/1999
02/2009
1.09$ 3.64 1.42$ 5.79 1.75$ 6.92 1.95$ 9.95 03/2009
02/2019
2.58$ 3.24 0.00%
15Y 2.67 10/2007
09/2022
1.48$ 4.45 1.92$ 5.21 2.14$ 5.99 2.39$ 7.81 02/2003
01/2018
3.09$ 7.19 0.00%
20Y 3.76 04/2000
03/2020
2.09$ 4.91 2.60$ 5.39 2.85$ 6.09 3.26$ 6.67 10/2001
09/2021
3.63$ 4.54 0.00%
30Y 4.91 03/1994
02/2024
4.21$ 4.91 4.21$ 4.91 4.21$ 4.91 4.21$ 4.91 03/1994
02/2024
4.21$ 4.91 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.59 03/2008
02/2009
0.67$ -2.63 0.97$ 11.02 1.11$ 22.21 1.22$ 47.20 05/1985
04/1986
1.47$ 11.34 21.35%
2Y -16.94 03/2007
02/2009
0.68$ 1.26 1.02$ 10.33 1.21$ 16.11 1.34$ 34.44 05/1985
04/1987
1.80$ 0.03 13.20%
3Y -8.72 03/2006
02/2009
0.76$ 3.93 1.12$ 9.95 1.32$ 14.67 1.50$ 23.42 10/1990
09/1993
1.87$ 1.00 6.67%
5Y -0.47 03/2004
02/2009
0.97$ 4.88 1.26$ 9.10 1.54$ 13.74 1.90$ 21.42 01/1985
12/1989
2.63$ 6.06 0.24%
7Y 3.08 03/2002
02/2009
1.23$ 6.37 1.54$ 8.47 1.76$ 12.95 2.34$ 18.40 01/1985
12/1991
3.26$ 6.23 0.00%
10Y 3.57 03/1999
02/2009
1.41$ 6.40 1.85$ 8.73 2.30$ 12.22 3.16$ 15.66 10/1985
09/1995
4.28$ 6.10 0.00%
15Y 5.10 10/2007
09/2022
2.11$ 7.06 2.78$ 8.10 3.21$ 10.40 4.40$ 15.21 01/1985
12/1999
8.36$ 9.91 0.00%
20Y 5.92 04/2000
03/2020
3.15$ 7.48 4.23$ 8.49 5.10$ 10.40 7.23$ 12.63 01/1985
12/2004
10.78$ 7.21 0.00%
30Y 7.13 11/1993
10/2023
7.88$ 8.11 10.37$ 9.06 13.48$ 9.63 15.78$ 10.97 01/1985
12/2014
22.68$ 7.56 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.59 03/2008
02/2009
0.67$ -5.22 0.94$ 8.31 1.08$ 18.42 1.18$ 44.90 05/1985
04/1986
1.44$ 8.40 26.36%
2Y -18.62 03/2007
02/2009
0.66$ -0.68 0.98$ 7.36 1.15$ 12.97 1.27$ 31.07 04/1985
03/1987
1.71$ -4.12 15.88%
3Y -10.66 03/2006
02/2009
0.71$ 0.36 1.01$ 7.03 1.22$ 11.37 1.38$ 19.89 03/2009
02/2012
1.72$ -4.29 14.25%
5Y -3.03 03/2004
02/2009
0.85$ 2.26 1.11$ 6.57 1.37$ 10.24 1.62$ 17.13 01/1985
12/1989
2.20$ 1.88 3.89%
7Y 0.49 03/2002
02/2009
1.03$ 3.97 1.31$ 6.18 1.52$ 9.50 1.88$ 13.92 01/1985
12/1991
2.48$ 2.67 0.00%
10Y 0.95 03/1999
02/2009
1.09$ 4.31 1.52$ 6.21 1.82$ 8.71 2.30$ 11.71 10/1985
09/1995
3.02$ 3.24 0.00%
15Y 2.67 10/2007
09/2022
1.48$ 4.71 1.99$ 5.70 2.29$ 7.43 2.93$ 11.65 01/1985
12/1999
5.22$ 7.19 0.00%
20Y 3.76 04/2000
03/2020
2.09$ 5.12 2.71$ 5.87 3.12$ 7.17 3.99$ 9.32 01/1985
12/2004
5.93$ 4.54 0.00%
30Y 4.49 11/1993
10/2023
3.73$ 5.46 4.93$ 6.37 6.37$ 6.99 7.59$ 8.02 01/1985
12/2014
10.13$ 4.91 0.00%
Annualized rolling and percentiles/median 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.
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
0.28
40%
-0.93
40%
-1.49
60%
1.00
80%
-0.15
60%
1.23
80%
2.62
80%
-0.67
40%
-3.24
20%
1.04
60%
4.76
80%
2.43
80%
Best 7.1
2023
2.4
2024
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
6.3
2023
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
-3.2
2023
-1.7
2021
-3.7
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
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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
1.02
60%
-0.14
60%
0.01
70%
0.79
80%
0.38
70%
0.88
70%
1.92
80%
-0.36
60%
-2.03
30%
0.55
60%
2.89
90%
0.69
60%
Best 7.1
2023
3.2
2015
6.0
2016
7.3
2020
3.2
2020
5.0
2019
6.0
2022
3.1
2020
1.9
2017
5.0
2015
9.4
2020
6.3
2023
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 Feb 1985 - Feb 2024
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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
1.07
65%
0.73
65%
0.75
69%
1.41
79%
0.84
64%
0.57
62%
1.11
62%
-0.01
64%
-0.44
54%
0.41
62%
1.54
74%
2.14
82%
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 Feb 1985 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Ted Aronson Family Taxable Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TED ARONSON FAMILY TAXABLE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
234 Positive Months (65%) - 126 Negative Months (35%)
314 Positive Months (67%) - 156 Negative Months (33%)
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Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VPL - Vanguard FTSE Pacific (VPL), up to December 2005
  • VV - Vanguard Large-Cap (VV), up to December 2004
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • IJT - iShares S&P Small-Cap 600 Growth (IJT), up to December 2000
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • VGK - Vanguard FTSE Europe (VGK), up to December 2005
  • TIP - iShares TIPS Bond (TIP), up to December 2003
  • TLT - iShares 20+ Year Treasury Bond (TLT), up to December 2002
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007

Portfolio efficiency

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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.90 11.14 -38.23 69 31 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Family Taxable Portfolio Ted Aronson +7.56 11.63 -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.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.30 9.92 -30.09 45 40 15
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
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