Developed World ex-US 80/20 vs Ted Aronson Family Taxable Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 80/20 Portfolio obtained a 5.19% compound annual return, with a 13.24% 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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Developed World ex-US 80/20 Portfolio Ted Aronson Family Taxable Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
30 Years Stats Return +5.19% +7.56%
Std Dev 13.24% 11.63%
Max Drawdown -47.74% -38.46%
All time Stats
(Since Jan 1985)
Return +8.02% +9.81%
Std Dev 14.17% 11.97%
Max Drawdown -47.74% -38.46%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 80/20 Portfolio +2.08 +7.55 +12.46 +5.52 +4.24 +5.19 +8.02
Ted Aronson Family Taxable Portfolio +2.42 +7.02 +11.34 +6.06 +6.10 +7.56 +9.81
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 4.56$, with a total return of 355.77% (5.19% 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).

Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 20.51$, with a total return of 1951.28% (8.02% annualized).

Ted Aronson Family Taxable Portfolio: an investment of 1$, since January 1985, now would be worth 39.08$, with a total return of 3808.16% (9.81% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 80/20 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
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-38.46% Nov 2007 Feb 2009 (16) Dec 2010 (38) 16.77
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-23.76% Jan 2022 Sep 2022 (9) In progress (26) 13.33
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-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
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.35% May 2011 Sep 2011 (5) Jan 2012 (9) 4.85
-11.15% Sep 2018 Dec 2018 (4) Sep 2019 (13) 4.60
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.47% May 2015 Jan 2016 (9) Jul 2016 (15) 5.16
-9.05% Aug 1997 Dec 1997 (5) Mar 1998 (8) 5.44
-7.17% Jul 2014 Dec 2014 (6) Apr 2015 (10) 3.94
-5.47% Mar 1994 Mar 1994 (1) Aug 1994 (6) 3.55
-5.40% Dec 1996 Jan 1997 (2) May 1997 (6) 3.83

Drawdown comparison chart since January 1985.

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Developed World ex-US 80/20 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
-47.74% Nov 2007 Feb 2009 (16) Sep 2013 (71) 20.50
-38.46% Nov 2007 Feb 2009 (16) Dec 2010 (38) 16.77
-36.04% Apr 2000 Mar 2003 (36) Nov 2004 (56) 20.53
-25.24% Sep 2021 Sep 2022 (13) In progress (30) 10.99
-24.86% Jan 1990 Sep 1990 (9) Apr 1993 (40) 14.35
-23.76% Jan 2022 Sep 2022 (9) In progress (26) 13.33
-19.80% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.15
-19.27% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.88
-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
-14.39% Feb 2018 Dec 2018 (11) Dec 2019 (23) 6.33
-13.21% May 2015 Feb 2016 (10) Mar 2017 (23) 6.27
-11.35% May 2011 Sep 2011 (5) Jan 2012 (9) 4.85
-11.30% Sep 1987 Oct 1987 (2) Mar 1988 (7) 6.82
-11.15% Sep 2018 Dec 2018 (4) Sep 2019 (13) 4.60
-10.26% Sep 1994 Feb 1995 (6) Nov 1995 (15) 4.12
-10.17% Jun 1998 Sep 1998 (4) Nov 1998 (6) 5.44
-9.47% May 2015 Jan 2016 (9) Jul 2016 (15) 5.16

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
+1.08%
-0.99%
+1.10%
-1.29%
2023
+16.11%
-9.05%
+14.12%
-10.26%
2022
-14.84%
-24.60%
-17.99%
-23.76%
2021
+8.88%
-4.09%
+11.93%
-2.70%
2020
+8.72%
-19.27%
+14.59%
-15.50%
2019
+19.67%
-4.01%
+19.91%
-4.16%
2018
-11.24%
-14.39%
-7.55%
-11.15%
2017
+21.61%
0.00%
+18.03%
0.00%
2016
+3.06%
-6.24%
+11.10%
-3.28%
2015
-0.06%
-10.16%
-2.35%
-8.94%
2014
-3.03%
-7.17%
+5.69%
-3.72%
2013
+17.30%
-5.38%
+16.00%
-3.60%
2012
+16.75%
-10.50%
+13.70%
-5.12%
2011
-8.12%
-18.69%
+1.62%
-11.35%
2010
+8.38%
-11.60%
+15.27%
-7.89%
2009
+25.05%
-18.06%
+22.79%
-16.25%
2008
-32.99%
-37.70%
-23.35%
-29.03%
2007
+9.92%
-4.83%
+8.73%
-4.14%
2006
+21.60%
-3.01%
+13.15%
-3.87%
2005
+11.88%
-3.26%
+11.21%
-3.74%
2004
+17.42%
-2.80%
+15.55%
-4.55%
2003
+31.72%
-6.16%
+29.19%
-3.01%
2002
-10.63%
-17.69%
-6.02%
-12.97%
2001
-15.38%
-19.79%
-4.75%
-14.72%
2000
-9.59%
-12.40%
-3.43%
-9.39%
1999
+30.43%
-3.75%
+21.96%
-3.52%
1998
+16.63%
-10.17%
+8.20%
-14.91%
1997
-2.08%
-9.05%
+11.05%
-4.65%
1996
+4.67%
-2.78%
+9.90%
-4.53%
1995
+7.43%
-6.85%
+22.30%
-1.48%
1994
+6.35%
-4.29%
-1.76%
-8.05%
1993
+27.22%
-8.74%
+27.27%
-4.14%
1992
-9.45%
-11.62%
+4.09%
-3.41%
1991
+11.87%
-7.63%
+34.68%
-4.22%
1990
-18.39%
-24.86%
-8.23%
-16.23%
1989
+12.50%
-5.01%
+26.56%
-2.22%
1988
+22.29%
-7.44%
+19.56%
-3.39%
1987
+25.08%
-11.30%
+1.58%
-19.80%
1986
+53.97%
-7.39%
+27.86%
-4.58%
1985
+49.82%
-0.79%
+34.27%
-2.36%