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Aronson Family Taxable Portfolio

Last updated Nov 30, 2022

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 54

0.19%
0.00%0.94%
Dividend Yield

Rank 6 of 54

3.19%
0.00%4.60%
10Y Annualized Return

Rank 32 of 54

7.58%
3.45%54.48%
Sharpe Ratio

Rank 28 of 54

-0.75
-1.210.45
Maximum Drawdown

Rank 19 of 54

-27.89%
-91.88%-19.55%

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-5.75%
-5.25%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

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.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Aronson Family Taxable Portfolio4.50%-5.55%-16.33%-14.80%4.31%6.84%
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%

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 -0.75. 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.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-0.90
-0.63
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Aronson Family Taxable PortfolioDividends

Aronson Family Taxable Portfolio granted a 3.19% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-17.66%
-17.49%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.12%Jan 17, 202042Mar 18, 202096Aug 4, 2020138
-24.93%Nov 10, 2021234Oct 14, 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 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovember
10.57%
13.39%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components