Vigilant Asset Allocation – Aggressive
Keller and Keuning’s Vigilant Asset Allocation – Aggressive https://allocatesmartly.com/members/strategy/keller-and-keunings-vigilant-asset-allocation/
Asset Allocation
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 Every 3 months.
The earliest data available for this chart is Sep 26, 2003, corresponding to the inception date of AGG
Returns By Period
As of May 10, 2025, the Vigilant Asset Allocation – Aggressive returned 4.27% Year-To-Date and 4.39% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| Vigilant Asset Allocation – Aggressive | 4.27% | 3.90% | 1.54% | 7.54% | 4.84% | 4.39% |
| Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.34% | 0.03% | 2.07% | 5.49% | -2.83% | 0.93% |
EEM iShares MSCI Emerging Markets ETF | 7.39% | 9.03% | 2.28% | 8.43% | 6.35% | 2.85% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.32% | -0.03% | -0.76% | 4.46% | -0.01% | 2.45% |
SPY SPDR S&P 500 ETF | -3.42% | 2.87% | -5.06% | 9.87% | 15.76% | 12.35% |
EFA iShares MSCI EAFE ETF | 13.70% | 9.39% | 10.08% | 10.57% | 11.83% | 5.55% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.20% | 0.17% | 1.18% | 5.29% | -0.79% | 1.52% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.84% | 1.68% | -0.46% | 0.59% | 0.58% | 4.27% | |||||||
| 2024 | -1.10% | 1.32% | 2.14% | -2.50% | 2.78% | 1.46% | 2.00% | 1.72% | 2.69% | -3.11% | 0.78% | -2.29% | 5.80% |
| 2023 | 6.41% | -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% |
| 2019 | 5.57% | 0.21% | 1.92% | 1.54% | -2.49% | 4.29% | -0.66% | 0.32% | 0.61% | 2.00% | 0.56% | 2.77% | 17.69% |
| 2018 | 2.88% | -3.47% | 0.03% | -1.14% | -0.20% | -1.30% | 1.96% | -0.55% | -0.30% | -4.82% | 1.91% | -1.68% | -6.74% |
| 2017 | 2.54% | 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% |
| 2015 | 1.31% | 1.76% | -0.55% | 2.04% | -1.26% | -2.27% | -0.58% | -4.26% | -0.88% | 3.76% | -0.88% | -1.91% | -3.89% |
| 2014 | -2.32% | 2.57% | 0.91% | 0.97% | 2.11% | 1.02% | -0.27% | 2.26% | -3.38% | 1.35% | 0.52% | -1.52% | 4.11% |
Expense Ratio
Vigilant Asset Allocation – Aggressive has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vigilant Asset Allocation – Aggressive is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 0.84 | 1.25 | 1.14 | 0.28 | 1.76 |
EEM iShares MSCI Emerging Markets ETF | 0.44 | 0.79 | 1.10 | 0.32 | 1.44 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.60 | 0.86 | 1.10 | 0.30 | 1.59 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
EFA iShares MSCI EAFE ETF | 0.61 | 1.02 | 1.14 | 0.80 | 2.41 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.99 | 1.43 | 1.17 | 0.43 | 2.50 |
Dividends
Dividend yield
Vigilant Asset Allocation – Aggressive provided a 2.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.99% | 3.04% | 2.81% | 2.39% | 1.77% | 1.67% | 2.56% | 2.61% | 2.16% | 2.30% | 2.48% | 2.52% |
| Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.71% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
EEM iShares MSCI Emerging Markets ETF | 2.26% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.50% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
EFA iShares MSCI EAFE ETF | 2.85% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.82% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.79% | Oct 30, 2007 | 269 | Nov 20, 2008 | 425 | Aug 2, 2010 | 694 |
| -24.95% | Sep 7, 2021 | 280 | Oct 14, 2022 | 487 | Sep 24, 2024 | 767 |
| -19.03% | Feb 13, 2020 | 25 | Mar 19, 2020 | 55 | Jun 8, 2020 | 80 |
| -14.29% | Apr 28, 2015 | 185 | Jan 20, 2016 | 147 | Aug 18, 2016 | 332 |
| -12.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
Volatility
Volatility Chart
The current Vigilant Asset Allocation – Aggressive volatility is 3.28%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LQD | AGG | IEF | EEM | EFA | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | -0.13 | -0.26 | 0.75 | 0.82 | 0.99 | 0.81 |
| LQD | 0.04 | 1.00 | 0.80 | 0.75 | 0.05 | 0.09 | 0.04 | 0.30 |
| AGG | -0.13 | 0.80 | 1.00 | 0.87 | -0.09 | -0.06 | -0.12 | 0.14 |
| IEF | -0.26 | 0.75 | 0.87 | 1.00 | -0.22 | -0.20 | -0.26 | 0.02 |
| EEM | 0.75 | 0.05 | -0.09 | -0.22 | 1.00 | 0.81 | 0.74 | 0.92 |
| EFA | 0.82 | 0.09 | -0.06 | -0.20 | 0.81 | 1.00 | 0.82 | 0.87 |
| SPY | 0.99 | 0.04 | -0.12 | -0.26 | 0.74 | 0.82 | 1.00 | 0.81 |
| Portfolio | 0.81 | 0.30 | 0.14 | 0.02 | 0.92 | 0.87 | 0.81 | 1.00 |