Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Aronson Family Taxable Lazy Portfolio Tactical Asset Allocation Moderate | NA | 17.79% | 1.76% | 6.67% | 4.97% | 6.91% | 8.84% | 8.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aronson Family Taxable Lazy Portfolio Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.75 | 17.79 | 1.76 | 6.67 | 4.97 | 6.91 | 8.84 | 8.70 | NA | 7.46 | 11.75 | -14.70 | 14.56 | 12.12 | 20.88 | -14.15 | 11.74 | 7.33 | -1.77 | 4.14 | 11.00 | 12.06 | 9.10 | 14.59 | 16.28 | 3.73 | 18.29 | 13.37 | 17.47 | 18.45 | 21.33 | -0.07 | -4.76 |
| Sharpe Ratio | NA | 0.27 | -0.23 | 0.25 | 0.31 | NA | NA | 0.71 | 0.04 | 0.10 | 1.05 | -1.11 | 1.37 | 0.63 | 2.91 | -1.52 | 2.20 | 0.82 | -0.20 | 0.57 | 1.41 | 1.44 | 0.68 | 1.32 | 1.58 | 0.34 | 1.28 | 0.96 | 1.99 | 1.64 | 2.66 | -0.19 | -0.98 |
| Standard Deviation(%) | NA | 8.62 | 10.61 | 12.72 | 10.67 | NA | NA | 9.94 | 8.54 | 8.73 | 7.13 | 14.53 | 10.58 | 18.88 | 6.69 | 10.19 | 5.05 | 8.69 | 9.02 | 7.18 | 7.80 | 8.35 | 13.37 | 11.02 | 10.24 | 8.24 | 11.95 | 10.56 | 7.67 | 10.66 | 7.75 | 6.12 | 7.20 |
| Draw Down(%) | NA | 5.35 | 19.67 | 22.01 | 22.01 | NA | NA | 22.01 | 0.66 | 5.35 | 6.10 | 20.90 | 5.74 | 22.01 | 3.27 | 20.49 | 2.52 | 6.31 | 9.00 | 5.69 | 5.40 | 5.59 | 9.21 | 8.85 | 6.51 | 5.45 | 8.22 | 14.40 | 6.01 | 12.85 | 6.33 | 7.13 | 8.92 |
| Yield(%) | NA | 2.03 | 2.86 | 2.38 | 2.19 | NA | NA | 0.00 | NA | 1.25 | 2.54 | 2.45 | 2.83 | 1.47 | 1.97 | 1.67 | 2.81 | 2.73 | 1.04 | 1.82 | 0.82 | 2.96 | 2.41 | 1.91 | 2.34 | 4.99 | 3.56 | 3.07 | 4.47 | 4.35 | 3.75 | 0.92 | 3.41 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aronson Family Taxable Lazy Portfolio Tactical Asset Allocation Moderate |
0.05%
Mar 2017 - Mar 2020 |
1.04%
Dec 2013 - Dec 2018 |
3.80%
Oct 2013 - Oct 2023 |
6.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aronson Family Taxable Lazy Portfolio Tactical Asset Allocation Moderate |
23.72%
Apr 2003 - Apr 2006 |
19.31%
Mar 2003 - Mar 2008 |
15.01%
Apr 2003 - Apr 2013 |
11.87%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart