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Aronson Family Taxable Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TIP 15%TLT 10%HYG 5%VPL 15%VV 15%IJR 10%EEM 10%IJT 5%VTI 5%VGK 5%IJS 5%BondBondEquityEquity
PositionCategory/SectorWeight
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

10%

HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

5%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

10%

IJS
iShares S&P SmallCap 600 Value ETF
Small Cap Value Equities

5%

IJT
iShares S&P SmallCap 600 Growth ETF
Small Cap Growth Equities

5%

TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

15%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

10%

VGK
Vanguard FTSE Europe ETF
Europe Equities

5%

VPL
Vanguard FTSE Pacific ETF
Asia Pacific Equities

15%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

5%

VV
Vanguard Large-Cap ETF
Large Cap Growth Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aronson Family Taxable Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


180.00%200.00%220.00%240.00%260.00%280.00%300.00%FebruaryMarchAprilMayJuneJuly
194.94%
282.59%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2007, corresponding to the inception date of HYG

Returns By Period

As of Jul 22, 2024, the Aronson Family Taxable Portfolio returned 6.28% Year-To-Date and 6.40% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Aronson Family Taxable Portfolio6.28%2.45%8.23%10.23%6.83%6.40%
VPL
Vanguard FTSE Pacific ETF
5.58%3.65%7.04%9.62%5.39%4.60%
VV
Vanguard Large-Cap ETF
16.17%0.85%14.32%23.32%14.63%12.69%
IJT
iShares S&P SmallCap 600 Growth ETF
9.17%7.24%11.62%15.80%9.39%9.86%
VTI
Vanguard Total Stock Market ETF
15.07%1.38%13.96%22.01%13.94%12.18%
VGK
Vanguard FTSE Europe ETF
7.14%0.91%10.55%10.20%7.60%4.62%
IJS
iShares S&P SmallCap 600 Value ETF
2.07%8.46%7.64%7.56%8.97%7.97%
TLT
iShares 20+ Year Treasury Bond ETF
-4.15%-0.79%0.73%-5.07%-4.46%0.39%
IJR
iShares Core S&P Small-Cap ETF
5.74%7.84%9.71%11.93%9.52%9.17%
EEM
iShares MSCI Emerging Markets ETF
7.03%0.16%12.10%8.75%2.21%1.69%
TIP
iShares TIPS Bond ETF
1.66%0.66%2.11%2.94%2.01%1.83%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
3.93%1.29%4.23%9.91%2.99%3.40%

Monthly Returns

The table below presents the monthly returns of Aronson Family Taxable Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.29%2.42%2.45%-3.76%3.51%0.71%6.28%
20237.11%-3.21%1.51%-0.01%-1.42%4.30%2.90%-3.11%-4.29%-3.25%7.49%6.36%14.19%
2022-4.40%-1.09%-0.49%-6.86%0.39%-6.55%6.09%-3.85%-8.99%4.42%7.16%-3.74%-17.79%
20210.96%1.82%1.40%2.34%1.28%1.16%0.05%1.30%-2.64%2.81%-1.68%2.52%11.75%
2020-1.02%-4.54%-10.60%8.02%3.53%2.60%4.16%3.36%-1.94%-0.66%10.00%4.82%17.20%
20196.74%1.62%0.72%2.07%-4.03%4.89%0.01%-0.65%1.51%1.82%1.61%2.40%19.96%
20182.99%-3.55%0.31%-0.05%1.51%-0.34%1.85%1.24%-0.71%-6.89%1.73%-5.00%-7.17%
20172.08%1.92%0.81%1.14%0.94%0.99%1.80%0.32%1.95%1.68%1.67%1.16%17.73%
2016-3.26%0.05%6.01%0.70%0.42%1.57%3.71%0.42%0.90%-2.24%1.38%1.33%11.22%
20150.35%3.17%-0.12%0.89%-0.33%-1.66%0.15%-4.90%-2.26%5.12%0.08%-2.24%-2.10%
2014-2.56%3.31%0.56%0.14%1.98%2.11%-1.43%2.57%-3.75%2.85%0.14%-0.25%5.52%
20132.52%0.67%2.15%2.20%-1.80%-2.06%3.31%-2.09%4.74%2.77%1.12%0.64%14.81%

Expense Ratio

Aronson Family Taxable Portfolio has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for HYG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for IJT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Aronson Family Taxable Portfolio is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Aronson Family Taxable Portfolio is 1414
Aronson Family Taxable Portfolio
The Sharpe Ratio Rank of Aronson Family Taxable Portfolio is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of Aronson Family Taxable Portfolio is 1515Sortino Ratio Rank
The Omega Ratio Rank of Aronson Family Taxable Portfolio is 1515Omega Ratio Rank
The Calmar Ratio Rank of Aronson Family Taxable Portfolio is 1212Calmar Ratio Rank
The Martin Ratio Rank of Aronson Family Taxable Portfolio is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Aronson Family Taxable Portfolio
Sharpe ratio
The chart of Sharpe ratio for Aronson Family Taxable Portfolio, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.91
Sortino ratio
The chart of Sortino ratio for Aronson Family Taxable Portfolio, currently valued at 1.39, compared to the broader market-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for Aronson Family Taxable Portfolio, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Aronson Family Taxable Portfolio, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.000.47
Martin ratio
The chart of Martin ratio for Aronson Family Taxable Portfolio, currently valued at 2.41, compared to the broader market0.0010.0020.0030.0040.002.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VPL
Vanguard FTSE Pacific ETF
0.640.981.110.401.97
VV
Vanguard Large-Cap ETF
1.972.781.351.757.82
IJT
iShares S&P SmallCap 600 Growth ETF
0.841.361.150.552.70
VTI
Vanguard Total Stock Market ETF
1.822.581.321.506.62
VGK
Vanguard FTSE Europe ETF
0.791.201.140.652.29
IJS
iShares S&P SmallCap 600 Value ETF
0.300.601.070.260.82
TLT
iShares 20+ Year Treasury Bond ETF
-0.37-0.400.95-0.13-0.74
IJR
iShares Core S&P Small-Cap ETF
0.570.991.110.431.70
EEM
iShares MSCI Emerging Markets ETF
0.560.881.100.231.39
TIP
iShares TIPS Bond ETF
0.510.791.090.201.65
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.692.611.311.028.66

Sharpe Ratio

The current Aronson Family Taxable Portfolio Sharpe ratio is 0.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Aronson Family Taxable Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.91
1.82
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Aronson Family Taxable Portfolio granted a 2.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Aronson Family Taxable Portfolio2.47%2.46%3.00%2.32%1.58%2.24%2.53%2.10%2.13%2.06%2.24%2.06%
VPL
Vanguard FTSE Pacific ETF
2.74%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
VV
Vanguard Large-Cap ETF
1.32%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
IJT
iShares S&P SmallCap 600 Growth ETF
0.91%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%0.70%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGK
Vanguard FTSE Europe ETF
3.13%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
IJS
iShares S&P SmallCap 600 Value ETF
1.51%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
TLT
iShares 20+ Year Treasury Bond ETF
3.83%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
IJR
iShares Core S&P Small-Cap ETF
1.28%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
EEM
iShares MSCI Emerging Markets ETF
2.43%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
TIP
iShares TIPS Bond ETF
3.12%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.88%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.18%
-2.86%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Aronson Family Taxable Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Aronson Family Taxable Portfolio was 42.95%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current Aronson Family Taxable Portfolio drawdown is 2.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.95%Nov 1, 2007339Mar 9, 2009420Nov 4, 2010759
-25.12%Jan 17, 202042Mar 18, 202096Aug 4, 2020138
-24.93%Nov 10, 2021234Oct 14, 2022438Jul 16, 2024672
-14.49%Apr 27, 2015202Feb 11, 2016115Jul 27, 2016317
-14.09%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358

Volatility

Volatility Chart

The current Aronson Family Taxable Portfolio volatility is 2.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.50%
2.76%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TIPTLTHYGEEMVPLVGKIJSIJTIJRVVVTI
TIP1.000.730.07-0.08-0.06-0.08-0.14-0.13-0.13-0.13-0.13
TLT0.731.00-0.10-0.25-0.23-0.27-0.30-0.29-0.30-0.30-0.30
HYG0.07-0.101.000.580.590.610.570.590.590.660.66
EEM-0.08-0.250.581.000.810.780.660.680.670.760.76
VPL-0.06-0.230.590.811.000.800.680.710.700.780.78
VGK-0.08-0.270.610.780.801.000.700.720.720.810.81
IJS-0.14-0.300.570.660.680.701.000.950.980.820.85
IJT-0.13-0.290.590.680.710.720.951.000.980.860.89
IJR-0.13-0.300.590.670.700.720.980.981.000.850.88
VV-0.13-0.300.660.760.780.810.820.860.851.000.99
VTI-0.13-0.300.660.760.780.810.850.890.880.991.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2007