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.
Asset Allocation
Performance
The chart shows the growth of $10,000 invested in Aronson Family Taxable Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,597 for a total return of roughly 155.97%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Apr 1, 2023, the Aronson Family Taxable Portfolio returned 5.32% Year-To-Date and 6.48% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.51% | 7.03% | 12.88% | -10.71% | 9.25% | 10.16% |
| Aronson Family Taxable Portfolio | 1.59% | 5.32% | 12.48% | -8.87% | 4.85% | 6.48% |
| Portfolio components: | ||||||
VPL Vanguard FTSE Pacific ETF | 3.35% | 5.63% | 18.88% | -6.80% | 1.29% | 4.53% |
VV Vanguard Large-Cap ETF | 3.61% | 7.66% | 13.50% | -10.08% | 10.93% | 12.11% |
IJT iShares S&P SmallCap 600 Growth ETF | -4.04% | 2.01% | 8.47% | -12.39% | 5.76% | 10.04% |
VTI Vanguard Total Stock Market ETF | 2.71% | 7.18% | 13.17% | -10.19% | 10.36% | 11.75% |
VGK Vanguard FTSE Europe ETF | 2.48% | 10.35% | 33.69% | -0.62% | 4.21% | 5.64% |
IJS iShares S&P SmallCap 600 Value ETF | -6.49% | 2.87% | 13.35% | -8.05% | 6.04% | 9.34% |
TLT iShares 20+ Year Treasury Bond ETF | 4.84% | 7.38% | 4.00% | -17.18% | -0.64% | 1.29% |
IJR iShares Core S&P Small-Cap ETF | -5.22% | 2.54% | 11.12% | -9.89% | 6.22% | 9.95% |
EEM iShares MSCI Emerging Markets ETF | 3.22% | 4.12% | 14.43% | -11.86% | -1.84% | 1.45% |
TIP iShares TIPS Bond ETF | 2.86% | 3.58% | 4.85% | -6.54% | 2.78% | 1.33% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.98% | 3.73% | 8.45% | -3.43% | 2.49% | 3.02% |
| Returns over 1 year are annualized | ||||||
Dividends
Aronson Family Taxable Portfolio granted a 3.16% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 3.16% | 3.01% | 2.41% | 1.68% | 2.43% | 2.83% | 2.41% | 2.51% | 2.48% | 2.79% | 2.65% | 3.26% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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 42.95%, recorded on Mar 9, 2009. It took 420 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.95% | Nov 1, 2007 | 339 | Mar 9, 2009 | 420 | Nov 4, 2010 | 759 |
| -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 |
| -8.13% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
| -7.14% | Jul 16, 2007 | 23 | Aug 15, 2007 | 24 | Sep 19, 2007 | 47 |
| -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 |
Volatility Chart
Current Aronson Family Taxable Portfolio volatility is 11.41%. 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.