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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.

Expense Ratio

Rank 44 of 53

0.19%
0.00%0.94%
Dividend Yield

Rank 14 of 53

1.97%
0.00%2.74%
10Y Annualized Return

Rank 27 of 53

10.20%
4.75%40.27%
Sharpe Ratio

Rank 24 of 53

2.31
0.522.76
Maximum Drawdown

Rank 23 of 53

-25.12%
-38.24%-10.21%

Aronson Family Taxable PortfolioAsset Allocation


S&P 500

Aronson Family Taxable PortfolioPerformance

The chart shows the growth of $10,000 invested in Aronson Family Taxable Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,548 for a total return of roughly 195.48%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Aronson Family Taxable Portfolio
Benchmark (S&P 500)
Portfolio components

Aronson Family Taxable PortfolioReturns

As of Sep 18, 2021, the Aronson Family Taxable Portfolio returned 9.96% Year-To-Date and 10.20% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Aronson Family Taxable Portfolio0.99%5.34%9.96%24.15%11.66%10.20%
VPL
Vanguard FTSE Pacific ETF
4.30%2.79%6.96%24.55%10.47%8.24%
VV
Vanguard Large Cap ETF
-0.07%14.02%18.92%33.38%18.34%16.38%
IJT
iShares S&P SmallCap 600 Growth ETF
1.68%2.17%16.30%47.74%15.41%15.39%
VTI
Vanguard Total Stock Market ETF
0.22%12.44%18.43%34.98%17.92%16.17%
VGK
Vanguard FTSE Europe ETF
-2.02%9.37%14.69%28.58%10.69%8.87%
IJS
iShares S&P SmallCap 600 Value ETF
-0.46%-3.79%22.98%56.46%12.01%13.77%
TLT
iShares 20+ Year Treasury Bond ETF
0.34%12.29%-4.44%-7.47%4.30%5.23%
IJR
iShares Core S&P Small-Cap ETF
0.51%-1.06%19.63%52.24%14.01%14.78%
EEM
iShares MSCI Emerging Markets ETF
2.09%-3.42%-0.15%15.71%9.27%4.83%
TIP
iShares TIPS Bond ETF
0.40%6.52%4.02%5.70%4.58%2.95%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.13%4.70%3.56%8.67%5.62%5.75%

Aronson Family Taxable PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Aronson Family Taxable Portfolio Sharpe ratio is 2.31. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Aronson Family Taxable Portfolio
Benchmark (S&P 500)
Portfolio components

Aronson Family Taxable PortfolioDividends

Aronson Family Taxable Portfolio granted a 1.97% dividend yield in the last twelve months, as of Sep 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.97%1.61%2.24%2.53%2.10%2.13%2.06%2.24%2.07%2.44%2.85%2.73%

Aronson Family Taxable PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Aronson Family Taxable Portfolio
Benchmark (S&P 500)
Portfolio components

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, 202042Mar 18, 202096Aug 4, 2020138
-14.49%Apr 27, 2015202Feb 11, 2016115Jul 27, 2016317
-14.09%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-13.25%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-9.67%Apr 26, 201030Jun 7, 201077Sep 24, 2010107
-8.13%May 22, 201323Jun 24, 201360Sep 18, 201383
-7%Jan 20, 201014Feb 8, 201022Mar 11, 201036
-6.84%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-6.18%Aug 28, 201432Oct 13, 201469Jan 22, 2015101
-5.43%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Aronson Family Taxable PortfolioVolatility Chart

Current Aronson Family Taxable Portfolio volatility is 10.39%. 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.


Aronson Family Taxable Portfolio
Benchmark (S&P 500)
Portfolio components

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