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 Strategic Asset Allocation - Optimal Moderate | NA | 20.66% | 2.40% | 6.74% | 5.73% | 6.79% | 6.48% | 6.91% |
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 Strategic Asset Allocation - Optimal 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 (%) | -0.81 | 20.66 | 2.40 | 6.74 | 5.73 | 6.79 | 6.48 | 6.91 | NA | 11.05 | 12.34 | -14.78 | 7.53 | 16.86 | 17.94 | -7.31 | 13.14 | 8.00 | -1.90 | 4.55 | 8.97 | 12.01 | -1.42 | 15.84 | 24.46 | -24.56 | 10.49 | 9.92 | 11.94 | 15.62 | 27.14 | -2.32 | -0.82 |
| Sharpe Ratio | NA | 0.75 | -0.14 | 0.30 | 0.43 | NA | NA | 0.50 | 0.04 | 0.63 | 1.08 | -1.22 | 0.82 | 0.96 | 2.53 | -0.97 | 2.91 | 0.92 | -0.23 | 0.75 | 1.17 | 1.64 | -0.11 | 1.40 | 1.43 | -1.16 | 0.76 | 0.76 | 1.38 | 1.72 | 3.27 | -0.34 | -0.29 |
| Standard Deviation(%) | NA | 7.02 | 9.71 | 11.54 | 9.75 | NA | NA | 10.74 | 6.21 | 7.05 | 7.51 | 13.28 | 9.15 | 17.27 | 6.53 | 8.93 | 4.30 | 8.51 | 8.51 | 6.03 | 7.65 | 7.27 | 13.35 | 11.26 | 17.00 | 21.98 | 9.86 | 8.78 | 7.08 | 8.53 | 8.08 | 10.22 | 10.94 |
| Draw Down(%) | NA | 4.91 | 20.26 | 21.08 | 21.08 | NA | NA | 38.82 | 0.47 | 4.91 | 6.33 | 20.65 | 5.70 | 20.15 | 3.12 | 13.70 | 1.86 | 5.79 | 10.22 | 5.36 | 8.26 | 5.66 | 12.29 | 8.19 | 17.22 | 35.83 | 6.14 | 10.57 | 4.90 | 9.63 | 4.59 | 15.45 | 14.53 |
| Yield(%) | NA | 3.25 | 3.32 | 2.95 | 2.41 | NA | NA | 2.49 | NA | 0.85 | 3.23 | 3.16 | 2.78 | 2.14 | 2.49 | 1.89 | 0.31 | 3.13 | 1.98 | 2.23 | 2.19 | 2.93 | 2.32 | 2.19 | 2.14 | 2.62 | 3.20 | 2.51 | 2.85 | 2.82 | 2.80 | 2.03 | 2.46 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.29%
Feb 2006 - Feb 2009 |
-0.06%
Feb 2004 - Feb 2009 |
4.26%
Jan 2006 - Jan 2016 |
3.96%
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 Strategic Asset Allocation - Optimal Moderate |
20.92%
Mar 2003 - Mar 2006 |
16.02%
Oct 2002 - Oct 2007 |
9.85%
Mar 2003 - Mar 2013 |
8.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart