Asset Allocation
Find the right asset allocation for Vigilant Asset Allocation – Aggressive
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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.
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Returns By Period
As of Jun 11, 2026, the Vigilant Asset Allocation – Aggressive returned 6.40% Year-To-Date and 6.77% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.62% | -1.97% | 6.16% | 5.52% | 20.34% | 19.12% | 11.34% | 13.24% |
Portfolio Vigilant Asset Allocation – Aggressive | -0.99% | -2.21% | 6.40% | 6.62% | 17.47% | 11.98% | 4.07% | 6.77% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.06% | -0.28% | 0.06% | 0.17% | 4.75% | 3.93% | -0.03% | 1.53% |
EEM iShares MSCI Emerging Markets ETF | -1.76% | -4.76% | 18.19% | 18.94% | 39.15% | 20.12% | 5.53% | 9.18% |
EFA iShares MSCI EAFE ETF | -1.29% | -2.09% | 5.77% | 7.23% | 17.09% | 15.38% | 7.64% | 9.14% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.10% | -0.67% | -0.98% | -0.95% | 3.73% | 2.49% | -1.35% | 0.55% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.23% | -0.33% | 0.03% | -0.30% | 5.26% | 4.98% | -0.37% | 2.42% |
SPY State Street SPDR S&P 500 ETF | -1.58% | -1.88% | 6.67% | 6.11% | 21.67% | 20.59% | 12.85% | 15.05% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2003, Vigilant Asset Allocation – Aggressive's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Oct 2008 at -12.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Vigilant Asset Allocation – Aggressive closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Oct 15, 2008 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.98% | 3.01% | -5.34% | 5.73% | 3.38% | -3.06% | 6.40% | ||||||
| 2025 | 1.84% | 1.68% | -0.46% | 0.59% | 2.29% | 3.81% | 0.10% | 2.21% | 3.24% | 1.69% | 0.06% | 0.58% | 19.01% |
| 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% |
Benchmark Metrics
Vigilant Asset Allocation – Aggressive has an annualized alpha of 1.88%, beta of 0.55, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since September 26, 2003.
- This portfolio participated in 59.90% of S&P 500 Index downside but only 58.90% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.88%
- Beta
- 0.55
- R²
- 0.75
- Upside Capture
- 58.90%
- Downside Capture
- 59.90%
Expense Ratio
Vigilant Asset Allocation – Aggressive has an expense ratio of 0.31%, 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.
Return for Risk
Risk / Return Rank
Vigilant Asset Allocation – Aggressive ranks 34 for risk / return — below 34% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Vigilant Asset Allocation – Aggressive and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.72 | 1.67 | +0.05 |
| Sortino ratioReturn per unit of downside risk | 2.37 | 2.28 | +0.09 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.25 | +0.07 |
| Martin ratioReturn relative to average drawdown | 9.23 | 10.14 | -0.91 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 40 | 1.26 | 1.86 | 1.22 | 1.73 | 5.13 |
EEM iShares MSCI Emerging Markets ETF | 66 | 1.85 | 2.43 | 1.35 | 2.91 | 10.77 |
EFA iShares MSCI EAFE ETF | 36 | 1.12 | 1.64 | 1.20 | 1.50 | 5.58 |
IEF iShares 7-10 Year Treasury Bond ETF | 24 | 0.80 | 1.21 | 1.14 | 0.92 | 2.61 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 32 | 0.99 | 1.46 | 1.17 | 1.58 | 4.45 |
SPY State Street SPDR S&P 500 ETF | 62 | 1.79 | 2.43 | 1.32 | 2.45 | 11.13 |
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Dividends
Dividend yield
Vigilant Asset Allocation – Aggressive provided a 2.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.97% | 3.03% | 3.04% | 2.81% | 2.39% | 1.77% | 1.67% | 2.56% | 2.61% | 2.16% | 2.30% | 2.48% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
EEM iShares MSCI Emerging Markets ETF | 1.88% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
EFA iShares MSCI EAFE ETF | 3.20% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.91% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.59% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
SPY State Street SPDR S&P 500 ETF | 1.02% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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.
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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 4.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -34.79%Nov 2008 | 1y 22d | 1y 8mo | 2y 9moOct 2007 - Aug 2010 |
Bear market2022 | -24.95%Oct 2022 | 1y 1mo | 1y 11mo | 3y 18dSep 2021 - Sep 2024 |
COVID crash2020 | -19.03%Mar 2020 | 1mo 5d | 2mo 21d | 3mo 26dFeb 2020 - Jun 2020 |
2016 correction2016 | -14.29%Jan 2016 | 8mo 27d | 7mo 1d | 1y 3moApr 2015 - Aug 2016 |
Rate-hike selloffLate 2018 | -12.39%Dec 2018 | 10mo 29d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.17 | 1.26 | 1.29 | 1.31 | 1.31 |
The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Vigilant Asset Allocation – Aggressive correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | 0.81 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 0.99, while IEF has the lowest at -0.25.
Asset Correlations Table
Find what Vigilant Asset Allocation – Aggressive is missing
See which holdings overlap, where Vigilant Asset Allocation – Aggressive is concentrated, and which low-correlation assets could fill the gaps.
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