Dynamic 60/40 Income vs Ted Aronson Family Taxable Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Ted Aronson Family Taxable Portfolio obtained a 7.56% compound annual return, with a 11.63% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Ted Aronson Family Taxable Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.56%
Std Dev 9.36% 11.63%
Max Drawdown -41.44% -38.46%
All time Stats
(Since Jan 1992)
Return +7.40% +8.03%
Std Dev 9.11% 11.47%
Max Drawdown -41.44% -38.46%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Ted Aronson Family Taxable Portfolio +2.42 +7.02 +11.34 +6.06 +6.10 +7.56 +8.03
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Ted Aronson Family Taxable Portfolio: an investment of 1$, since March 1994, now would be worth 8.89$, with a total return of 789.11% (7.56% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Ted Aronson Family Taxable Portfolio: an investment of 1$, since January 1992, now would be worth 11.98$, with a total return of 1098.21% (8.03% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Ted Aronson Family Taxable Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-38.46% Nov 2007 Feb 2009 (16) Dec 2010 (38) 16.77
-23.76% Jan 2022 Sep 2022 (9) In progress (26) 13.33
-19.15% Apr 2000 Sep 2002 (30) Oct 2003 (43) 10.85
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.50% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.80
-14.91% May 1998 Aug 1998 (4) Dec 1998 (8) 6.98
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.35% May 2011 Sep 2011 (5) Jan 2012 (9) 4.85
-11.15% Sep 2018 Dec 2018 (4) Sep 2019 (13) 4.60
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.47% May 2015 Jan 2016 (9) Jul 2016 (15) 5.16
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.47% Mar 1994 Mar 1994 (1) Aug 1994 (6) 3.55
-5.12% Apr 2012 May 2012 (2) Aug 2012 (5) 2.28
-4.83% Sep 1994 Jan 1995 (5) Apr 1995 (8) 2.87
-4.65% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.06

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Ted Aronson Family Taxable Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-38.46% Nov 2007 Feb 2009 (16) Dec 2010 (38) 16.77
-23.76% Jan 2022 Sep 2022 (9) In progress (26) 13.33
-19.15% Apr 2000 Sep 2002 (30) Oct 2003 (43) 10.85
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.50% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.80
-14.91% May 1998 Aug 1998 (4) Dec 1998 (8) 6.98
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.35% May 2011 Sep 2011 (5) Jan 2012 (9) 4.85
-11.15% Sep 2018 Dec 2018 (4) Sep 2019 (13) 4.60
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.47% May 2015 Jan 2016 (9) Jul 2016 (15) 5.16
-8.05% Feb 1994 Mar 1994 (2) Apr 1995 (15) 5.21
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.12% Apr 2012 May 2012 (2) Aug 2012 (5) 2.28
-4.65% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.06
-4.55% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.74

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.48%
-0.14%
+1.10%
-1.29%
2023
+12.28%
-6.45%
+14.12%
-10.26%
2022
-15.89%
-18.21%
-17.99%
-23.76%
2021
+15.27%
-2.58%
+11.93%
-2.70%
2020
+6.26%
-14.24%
+14.59%
-15.50%
2019
+18.59%
-1.55%
+19.91%
-4.16%
2018
-3.28%
-6.80%
-7.55%
-11.15%
2017
+8.11%
-0.39%
+18.03%
0.00%
2016
+7.39%
-2.92%
+11.10%
-3.28%
2015
+0.49%
-4.42%
-2.35%
-8.94%
2014
+11.87%
-2.32%
+5.69%
-3.72%
2013
+8.15%
-3.78%
+16.00%
-3.60%
2012
+12.84%
-3.09%
+13.70%
-5.12%
2011
+3.16%
-10.41%
+1.62%
-11.35%
2010
+14.75%
-5.96%
+15.27%
-7.89%
2009
+25.31%
-19.50%
+22.79%
-16.25%
2008
-21.78%
-30.14%
-23.35%
-29.03%
2007
-3.54%
-7.01%
+8.73%
-4.14%
2006
+14.28%
-1.89%
+13.15%
-3.87%
2005
+5.27%
-2.10%
+11.21%
-3.74%
2004
+12.11%
-4.29%
+15.55%
-4.55%
2003
+22.26%
0.00%
+29.19%
-3.01%
2002
-0.78%
-6.19%
-6.02%
-12.97%
2001
+5.55%
-3.29%
-4.75%
-14.72%
2000
+5.79%
-3.60%
-3.43%
-9.39%
1999
+4.89%
-3.30%
+21.96%
-3.52%
1998
+5.13%
-7.02%
+8.20%
-14.91%
1997
+16.74%
-0.91%
+11.05%
-4.65%
1996
+16.21%
-0.78%
+9.90%
-4.53%
1995
+20.42%
-0.12%
+22.30%
-1.48%
1994
-3.20%
-6.80%
-1.76%
-8.05%
1993
+14.00%
-1.75%
+27.27%
-4.14%
1992
+13.92%
-0.48%
+4.09%
-3.41%