Last Update: 31 March 2024
The Ted Aronson Family Taxable Portfolio obtained a 7.84% compound annual return, with a 11.58% standard deviation, in the last 30 Years.
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Ted Aronson Family Taxable Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 70% | 40% |
| Fixed Income | 30% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.84% | +8.24% |
| Std Dev | 11.58% | 6.99% | |
| Max Drawdown | -38.46% | -21.11% | |
| All time Stats (Since Jan 1985) |
Return | +9.85% | +9.30% |
| Std Dev | 11.96% | 7.33% | |
| Max Drawdown | -38.46% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Ted Aronson Family Taxable Portfolio | +2.37 | +14.49 | +12.28 | +6.40 | +6.30 | +7.84 | +9.85 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.30 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Ted Aronson Family Taxable Portfolio: an investment of 1$, since April 1994,
now would be worth 9.63$, with a total return of 862.80%
(7.84% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Ted Aronson Family Taxable Portfolio: an investment of 1$, since January 1985,
now would be worth 40.01$, with a total return of 3900.74%
(9.85% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.79$, with a total return of 3179.46% (9.30% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.79$, with a total return of 3179.46% (9.30% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Ted Aronson Family Taxable Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -38.46% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 16.77 | |||||
| -23.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.10 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.15% | Apr 2000 | Sep 2002 (30) | Oct 2003 (43) | 10.85 | |||||
| -15.50% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.80 | |||||
| -14.91% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 6.98 | |||||
| -11.35% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 4.85 | |||||
| -11.15% | Sep 2018 | Dec 2018 (4) | Sep 2019 (13) | 4.60 | |||||
| -9.47% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 5.16 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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 | |||||
| -4.55% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 2.74 | |||||
| -4.53% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 2.43 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -3.87% | May 2006 | May 2006 (1) | Oct 2006 (6) | 2.65 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Ted Aronson Family Taxable Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -38.46% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 16.77 | |||||
| -23.76% | Jan 2022 | Sep 2022 (9) | In progress (27) | 13.10 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.80% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.15 | |||||
| -19.15% | Apr 2000 | Sep 2002 (30) | Oct 2003 (43) | 10.85 | |||||
| -16.23% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 7.87 | |||||
| -15.50% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.80 | |||||
| -14.91% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 6.98 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -11.35% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 4.85 | |||||
| -11.15% | Sep 2018 | Dec 2018 (4) | Sep 2019 (13) | 4.60 | |||||
| -9.47% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 5.16 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.05% | Feb 1994 | Mar 1994 (2) | Apr 1995 (15) | 5.21 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.29% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.29 | |||||
| -5.12% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.28 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.49%
|
-1.29% |
+7.39%
|
0.00% |
| 2023 |
+14.12%
|
-10.26% |
+6.91%
|
-5.18% |
| 2022 |
-17.99%
|
-23.76% |
-15.17%
|
-19.48% |
| 2021 |
+11.93%
|
-2.70% |
+4.23%
|
-2.38% |
| 2020 |
+14.59%
|
-15.50% |
+16.57%
|
-7.10% |
| 2019 |
+19.91%
|
-4.16% |
+16.20%
|
-0.81% |
| 2018 |
-7.55%
|
-11.15% |
-0.73%
|
-5.89% |
| 2017 |
+18.03%
|
0.00% |
+17.14%
|
0.00% |
| 2016 |
+11.10%
|
-3.28% |
+3.51%
|
-3.61% |
| 2015 |
-2.35%
|
-8.94% |
+3.91%
|
-2.95% |
| 2014 |
+5.69%
|
-3.72% |
+9.34%
|
-1.49% |
| 2013 |
+16.00%
|
-3.60% |
+12.57%
|
-1.74% |
| 2012 |
+13.70%
|
-5.12% |
+7.87%
|
-2.05% |
| 2011 |
+1.62%
|
-11.35% |
+7.13%
|
-3.62% |
| 2010 |
+15.27%
|
-7.89% |
+10.93%
|
-3.48% |
| 2009 |
+22.79%
|
-16.25% |
+9.16%
|
-9.41% |
| 2008 |
-23.35%
|
-29.03% |
-12.27%
|
-15.80% |
| 2007 |
+8.73%
|
-4.14% |
+11.21%
|
-0.82% |
| 2006 |
+13.15%
|
-3.87% |
+6.78%
|
-1.50% |
| 2005 |
+11.21%
|
-3.74% |
+9.09%
|
-0.93% |
| 2004 |
+15.55%
|
-4.55% |
+9.22%
|
-2.12% |
| 2003 |
+29.19%
|
-3.01% |
+12.78%
|
-1.27% |
| 2002 |
-6.02%
|
-12.97% |
+0.04%
|
-5.36% |
| 2001 |
-4.75%
|
-14.72% |
-1.88%
|
-6.89% |
| 2000 |
-3.43%
|
-9.39% |
+2.99%
|
-3.33% |
| 1999 |
+21.96%
|
-3.52% |
+15.71%
|
-1.69% |
| 1998 |
+8.20%
|
-14.91% |
+24.65%
|
-4.13% |
| 1997 |
+11.05%
|
-4.65% |
+20.41%
|
-2.69% |
| 1996 |
+9.90%
|
-4.53% |
+14.08%
|
-1.52% |
| 1995 |
+22.30%
|
-1.48% |
+27.84%
|
0.00% |
| 1994 |
-1.76%
|
-8.05% |
-2.03%
|
-5.91% |
| 1993 |
+27.27%
|
-4.14% |
+11.10%
|
-0.87% |
| 1992 |
+4.09%
|
-3.41% |
+6.01%
|
-2.11% |
| 1991 |
+34.68%
|
-4.22% |
+23.91%
|
-1.79% |
| 1990 |
-8.23%
|
-16.23% |
+5.79%
|
-5.29% |
| 1989 |
+26.56%
|
-2.22% |
+25.29%
|
-1.01% |
| 1988 |
+19.56%
|
-3.39% |
+7.24%
|
-2.95% |
| 1987 |
+1.58%
|
-19.80% |
+1.86%
|
-13.77% |
| 1986 |
+27.86%
|
-4.58% |
+18.14%
|
-4.37% |
| 1985 |
+34.27%
|
-2.36% |
+26.30%
|
-0.74% |
