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Aronson Family Taxable Portfolio

Last updated Aug 13, 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 45 of 54

0.19%
0.00%0.94%
Dividend Yield

Rank 5 of 54

3.02%
0.00%4.34%
10Y Annualized Return

Rank 30 of 54

8.56%
4.13%64.70%
Sharpe Ratio

Rank 41 of 54

-0.48
-0.980.14
Maximum Drawdown

Rank 19 of 54

-27.89%
-91.88%-17.74%

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 $26,705 for a total return of roughly 167.05%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-5.72%
-2.76%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Aronson Family Taxable PortfolioReturns

As of Aug 13, 2022, the Aronson Family Taxable Portfolio returned -10.56% Year-To-Date and 8.56% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Aronson Family Taxable Portfolio8.35%-6.68%-11.08%-9.82%7.04%7.80%
VPL
Vanguard FTSE Pacific ETF
7.97%-9.18%-12.00%-15.23%3.21%5.91%
VV
Vanguard Large-Cap ETF
12.45%-5.09%-10.78%-4.45%13.78%13.93%
IJT
iShares S&P SmallCap 600 Growth ETF
15.48%-1.98%-11.50%-8.03%10.98%12.76%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
VGK
Vanguard FTSE Europe ETF
9.59%-13.27%-15.59%-16.22%3.38%6.01%
IJS
iShares S&P SmallCap 600 Value ETF
13.51%0.64%-3.34%-1.31%9.84%11.98%
TLT
iShares 20+ Year Treasury Bond ETF
0.56%-14.32%-21.12%-19.71%0.24%1.55%
IJR
iShares Core S&P Small-Cap ETF
14.35%-0.59%-7.38%-4.59%10.70%12.60%
EEM
iShares MSCI Emerging Markets ETF
5.61%-16.32%-15.25%-19.70%1.29%2.25%
TIP
iShares TIPS Bond ETF
2.62%-2.00%-6.42%-4.54%3.38%1.78%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.99%-2.53%-6.75%-5.33%2.89%3.85%

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 -0.48. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.70
-0.20
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Aronson Family Taxable PortfolioDividends

Aronson Family Taxable Portfolio granted a 3.02% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

3.02%2.37%1.64%2.38%2.77%2.37%2.46%2.44%2.74%2.60%3.20%3.81%3.84%

Aronson Family Taxable PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-12.50%
-10.77%
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
-20.55%Nov 10, 2021151Jun 16, 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 9.59%. 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%40.00%MarchAprilMayJuneJulyAugust
14.00%
16.68%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

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