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Vigilant Asset Allocation – Aggressive
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEF 27%LQD 18%AGG 1%EEM 27%SPY 15%EFA 12%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

1%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

27%

EFA
iShares MSCI EAFE ETF
Foreign Large Cap Equities

12%

IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

27%

LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Corporate Bonds

18%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vigilant Asset Allocation – Aggressive, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


250.00%300.00%350.00%400.00%450.00%FebruaryMarchAprilMayJuneJuly
281.60%
460.22%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2003, corresponding to the inception date of AGG

Returns By Period

As of Jul 12, 2024, the Vigilant Asset Allocation – Aggressive returned 6.74% Year-To-Date and 4.24% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
Vigilant Asset Allocation – Aggressive6.74%3.34%7.85%10.19%4.26%4.24%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.01%1.93%0.43%1.80%-0.94%1.07%
EEM
iShares MSCI Emerging Markets ETF
11.01%5.90%14.28%11.72%3.00%2.23%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.51%1.82%0.93%5.72%0.77%2.46%
SPY
SPDR S&P 500 ETF
17.82%3.97%17.56%26.51%14.94%12.93%
EFA
iShares MSCI EAFE ETF
9.00%2.29%9.86%13.74%7.18%4.69%
AGG
iShares Core U.S. Aggregate Bond ETF
0.68%1.61%1.02%3.91%0.07%1.49%

Monthly Returns

The table below presents the monthly returns of Vigilant Asset Allocation – Aggressive, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.10%1.32%2.14%-2.50%2.78%1.46%6.74%
20236.41%-4.47%3.52%0.70%-1.77%2.49%2.29%-2.99%-3.51%-2.53%7.09%4.23%11.12%
2022-2.47%-2.50%-1.98%-6.16%0.95%-4.55%3.53%-3.61%-7.99%0.84%8.82%-2.50%-17.20%
2021-0.02%-0.15%-0.10%1.94%1.19%1.14%-0.46%0.86%-2.81%1.69%-1.51%1.49%3.18%
2020-0.62%-2.03%-7.42%5.54%2.76%2.94%4.15%1.86%-1.16%-0.88%6.56%3.21%15.01%
20195.57%0.21%1.92%1.54%-2.49%4.29%-0.66%0.32%0.61%2.00%0.56%2.77%17.69%
20182.88%-3.47%0.03%-1.14%-0.20%-1.30%1.96%-0.55%-0.30%-4.82%1.91%-1.68%-6.74%
20172.54%1.64%1.42%1.42%1.88%0.33%2.45%1.21%0.16%1.43%0.34%1.65%17.74%
2016-1.82%0.02%5.71%0.67%-0.87%2.38%2.79%0.10%0.86%-1.44%-2.59%0.71%6.43%
20151.31%1.76%-0.54%2.04%-1.26%-2.27%-0.58%-4.26%-0.88%3.76%-0.88%-1.91%-3.90%
2014-2.32%2.57%0.90%0.97%2.11%1.02%-0.27%2.26%-3.38%1.35%0.52%-1.52%4.10%
20130.56%-0.09%0.57%2.03%-2.75%-3.21%1.88%-1.95%4.04%2.75%0.19%0.03%3.85%

Expense Ratio

Vigilant Asset Allocation – Aggressive has a high expense ratio of 0.30%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for EFA: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for IEF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for LQD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Vigilant Asset Allocation – Aggressive is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Vigilant Asset Allocation – Aggressive is 1919
Vigilant Asset Allocation – Aggressive
The Sharpe Ratio Rank of Vigilant Asset Allocation – Aggressive is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of Vigilant Asset Allocation – Aggressive is 2222Sortino Ratio Rank
The Omega Ratio Rank of Vigilant Asset Allocation – Aggressive is 2323Omega Ratio Rank
The Calmar Ratio Rank of Vigilant Asset Allocation – Aggressive is 1313Calmar Ratio Rank
The Martin Ratio Rank of Vigilant Asset Allocation – Aggressive is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Vigilant Asset Allocation – Aggressive
Sharpe ratio
The chart of Sharpe ratio for Vigilant Asset Allocation – Aggressive, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.001.36
Sortino ratio
The chart of Sortino ratio for Vigilant Asset Allocation – Aggressive, currently valued at 2.01, compared to the broader market-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for Vigilant Asset Allocation – Aggressive, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for Vigilant Asset Allocation – Aggressive, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.000.61
Martin ratio
The chart of Martin ratio for Vigilant Asset Allocation – Aggressive, currently valued at 3.58, compared to the broader market0.0010.0020.0030.0040.003.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IEF
iShares 7-10 Year Treasury Bond ETF
0.350.551.060.120.82
EEM
iShares MSCI Emerging Markets ETF
1.011.521.180.422.54
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.761.151.130.292.05
SPY
SPDR S&P 500 ETF
2.473.451.442.369.54
EFA
iShares MSCI EAFE ETF
1.321.941.231.093.95
AGG
iShares Core U.S. Aggregate Bond ETF
0.711.061.120.271.97

Sharpe Ratio

The current Vigilant Asset Allocation – Aggressive Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.57 to 2.51, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Vigilant Asset Allocation – Aggressive with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.36
2.31
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Vigilant Asset Allocation – Aggressive granted a 2.85% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Vigilant Asset Allocation – Aggressive2.85%2.81%2.39%1.77%1.67%2.56%2.61%2.16%2.29%2.47%2.51%2.32%
IEF
iShares 7-10 Year Treasury Bond ETF
3.27%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
EEM
iShares MSCI Emerging Markets ETF
2.34%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.31%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%3.39%3.83%
SPY
SPDR S&P 500 ETF
1.23%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
EFA
iShares MSCI EAFE ETF
2.88%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%
AGG
iShares Core U.S. Aggregate Bond ETF
3.45%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.55%
-0.88%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Vigilant Asset Allocation – Aggressive. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vigilant Asset Allocation – Aggressive was 34.79%, occurring on Nov 20, 2008. Recovery took 425 trading sessions.

The current Vigilant Asset Allocation – Aggressive drawdown is 3.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.79%Oct 30, 2007269Nov 20, 2008425Aug 2, 2010694
-24.95%Sep 7, 2021280Oct 14, 2022
-19.03%Feb 13, 202025Mar 19, 202055Jun 8, 202080
-14.3%Apr 28, 2015185Jan 20, 2016159Sep 6, 2016344
-12.39%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358

Volatility

Volatility Chart

The current Vigilant Asset Allocation – Aggressive volatility is 1.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.62%
2.07%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LQDEEMAGGEFASPYIEF
LQD1.000.050.790.080.040.75
EEM0.051.00-0.090.810.75-0.23
AGG0.79-0.091.00-0.08-0.130.87
EFA0.080.81-0.081.000.82-0.21
SPY0.040.75-0.130.821.00-0.27
IEF0.75-0.230.87-0.21-0.271.00
The correlation results are calculated based on daily price changes starting from Sep 29, 2003