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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

Dividend Yield

Rank 6 of 53

10Y Annualized Return

Rank 27 of 53

Sharpe Ratio

Rank 44 of 53

Maximum Drawdown

Rank 22 of 53


Aronson Family Taxable PortfolioAsset Allocation

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 $25,641 for a total return of roughly 156.41%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Aronson Family Taxable PortfolioReturns

As of May 17, 2022, the Aronson Family Taxable Portfolio returned -14.65% Year-To-Date and 7.97% of annualized return in the last 10 years.

Aronson Family Taxable Portfolio-6.25%-14.65%-15.76%-10.54%6.54%7.97%
Vanguard FTSE Pacific ETF
Vanguard Large Cap ETF
iShares S&P SmallCap 600 Growth ETF
Vanguard Total Stock Market ETF
Vanguard FTSE Europe ETF
iShares S&P SmallCap 600 Value ETF
iShares 20+ Year Treasury Bond ETF
iShares Core S&P Small-Cap ETF
iShares MSCI Emerging Markets ETF
iShares TIPS Bond ETF
iShares iBoxx $ High Yield Corporate Bond ETF

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 -0.89. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Aronson Family Taxable PortfolioDividends

Aronson Family Taxable Portfolio granted a 2.86% dividend yield in the last twelve months, as of May 17, 2022.


Dividend yield


Aronson Family Taxable PortfolioDrawdowns Chart

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

Aronson Family Taxable Portfolio
Benchmark (^GSPC)
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.



To Bottom


To Recover



-25.12%Jan 17, 202042Mar 18, 202096Aug 4, 2020138
-17.28%Nov 10, 2021126May 11, 2022
-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

Aronson Family Taxable PortfolioVolatility Chart

Current Aronson Family Taxable Portfolio volatility is 31.30%. 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 (^GSPC)
Portfolio components

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