Aronson Family Taxable Portfolio
The Aronson Family Taxable Portfolio is a portfolio by Ted Aronson, an asset manager at AJO Partners. It's a well-diversified portfolio consisting of 11 funds that cover 4 major asset classes: Emerging Market Equity, US Equity, Fixed Income, and Foreign Equity.
Aronson Family Taxable PortfolioAsset Allocation
Aronson Family Taxable PortfolioPerformance
The chart shows the growth of $10,000 invested in Aronson Family Taxable Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,130 for a total return of roughly 151.30%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Aronson Family Taxable PortfolioReturns
As of Nov 30, 2022, the Aronson Family Taxable Portfolio returned -16.18% Year-To-Date and 7.58% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 1.45% | -4.82% | -16.96% | -13.86% | 8.56% | 10.84% |
| Aronson Family Taxable Portfolio | 4.50% | -5.55% | -16.33% | -14.80% | 4.31% | 6.84% |
| Portfolio components: | ||||||
VPL Vanguard FTSE Pacific ETF | 10.73% | -5.72% | -15.00% | -13.14% | 0.58% | 5.16% |
VV Vanguard Large-Cap ETF | 1.38% | -4.33% | -17.58% | -14.81% | 10.24% | 12.83% |
IJT iShares S&P SmallCap 600 Growth ETF | 1.10% | -2.04% | -17.88% | -15.68% | 6.56% | 11.75% |
VTI Vanguard Total Stock Market ETF | 1.37% | -4.07% | -17.07% | -14.85% | 9.77% | 12.57% |
VGK Vanguard FTSE Europe ETF | 9.97% | -4.84% | -16.19% | -11.86% | 2.24% | 5.08% |
IJS iShares S&P SmallCap 600 Value ETF | 1.86% | -2.21% | -7.09% | -5.91% | 6.04% | 11.03% |
TLT iShares 20+ Year Treasury Bond ETF | 5.61% | -13.28% | -29.90% | -30.83% | -2.08% | 0.34% |
IJR iShares Core S&P Small-Cap ETF | 1.54% | -2.09% | -12.31% | -10.60% | 6.67% | 11.65% |
EEM iShares MSCI Emerging Markets ETF | 12.02% | -7.88% | -20.70% | -19.28% | -1.69% | 1.22% |
TIP iShares TIPS Bond ETF | 0.21% | -7.33% | -12.39% | -12.16% | 2.02% | 0.87% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.37% | -4.61% | -10.73% | -8.51% | 1.64% | 3.06% |
| Returns over 1 year are annualized | ||||||
Aronson Family Taxable PortfolioDividends
Aronson Family Taxable Portfolio granted a 3.19% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 3.19% | 2.39% | 1.66% | 2.40% | 2.79% | 2.38% | 2.48% | 2.45% | 2.75% | 2.62% | 3.22% | 3.84% | 3.87% |
Aronson Family Taxable PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Aronson Family Taxable PortfolioWorst Drawdowns
The table below shows the maximum drawdowns of the Aronson Family Taxable Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Aronson Family Taxable Portfolio is 25.12%, recorded on Mar 18, 2020. It took 96 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.12% | Jan 17, 2020 | 42 | Mar 18, 2020 | 96 | Aug 4, 2020 | 138 |
| -24.93% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -14.49% | Apr 27, 2015 | 202 | Feb 11, 2016 | 115 | Jul 27, 2016 | 317 |
| -14.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -13.25% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -9.67% | Apr 26, 2010 | 30 | Jun 7, 2010 | 77 | Sep 24, 2010 | 107 |
| -8.13% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
| -7% | Jan 20, 2010 | 14 | Feb 8, 2010 | 22 | Mar 11, 2010 | 36 |
| -6.84% | Apr 3, 2012 | 42 | Jun 1, 2012 | 54 | Aug 17, 2012 | 96 |
| -6.18% | Aug 28, 2014 | 32 | Oct 13, 2014 | 69 | Jan 22, 2015 | 101 |
Aronson Family Taxable PortfolioVolatility Chart
Current Aronson Family Taxable Portfolio volatility is 17.89%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.