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Aronson Family Taxable Portfolio

Last updated Apr 1, 2023

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 55

0.19%
0.00%0.94%
Dividend Yield

Rank 12 of 55

3.16%
0.00%4.33%
10Y Annualized Return

Rank 29 of 55

6.48%
2.63%52.97%
Sharpe Ratio

Rank 40 of 55

-0.54
-0.930.49
Maximum Drawdown

Rank 32 of 55

-42.95%
-82.98%-16.15%

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


130.00%140.00%150.00%160.00%170.00%180.00%190.00%NovemberDecember2023FebruaryMarch
155.97%
185.59%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Aronson Family Taxable Portfolio1.59%5.32%12.48%-8.87%4.85%6.48%
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%

Sharpe 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 -0.54. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.54
-0.46
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Aronson Family Taxable Portfolio granted a 3.16% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

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.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-14.80%
-14.33%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2007339Mar 9, 2009420Nov 4, 2010759
-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
-8.13%May 22, 201323Jun 24, 201360Sep 18, 201383
-7.14%Jul 16, 200723Aug 15, 200724Sep 19, 200747
-6.84%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-6.18%Aug 28, 201432Oct 13, 201469Jan 22, 2015101

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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
7.24%
15.42%
Aronson Family Taxable Portfolio
Benchmark (^GSPC)
Portfolio components