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.
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The earliest data available for this chart is Sep 26, 2003, corresponding to the inception date of AGG
Returns By Period
As of Apr 9, 2026, the Vigilant Asset Allocation – Aggressive returned 3.68% Year-To-Date and 6.63% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | -0.19% | -0.92% | 0.43% | 36.13% | 18.22% | 10.44% | 12.72% |
Portfolio Vigilant Asset Allocation – Aggressive | 2.50% | 0.94% | 3.68% | 5.08% | 28.32% | 11.06% | 4.16% | 6.63% |
| Portfolio components: | ||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 0.22% | -1.00% | 0.22% | 0.93% | 4.47% | 1.84% | -0.74% | 0.75% |
EEM iShares MSCI Emerging Markets ETF | 5.46% | 3.40% | 10.47% | 12.51% | 60.69% | 18.22% | 4.87% | 8.50% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.39% | -0.79% | 0.49% | 0.65% | 8.77% | 4.23% | 0.24% | 2.67% |
SPY State Street SPDR S&P 500 ETF | 2.55% | -0.06% | -0.60% | 1.00% | 37.72% | 19.74% | 11.96% | 14.55% |
EFA iShares MSCI EAFE ETF | 3.90% | 3.23% | 6.41% | 9.81% | 45.07% | 16.09% | 8.89% | 9.34% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.26% | -0.67% | 0.53% | 1.26% | 5.86% | 3.40% | 0.30% | 1.67% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 29, 2003, Vigilant Asset Allocation – Aggressive's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 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% | 3.25% | 3.68% | ||||||||
| 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 1.95%, beta of 0.54, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since September 29, 2003.
- This portfolio participated in 59.76% of S&P 500 Index downside but only 59.22% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 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
- 1.95%
- Beta
- 0.54
- R²
- 0.75
- Upside Capture
- 59.22%
- Downside Capture
- 59.76%
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 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 2.19 | +0.62 |
Sortino ratioReturn per unit of downside risk | 4.21 | 3.49 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.48 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.70 | -0.47 |
Martin ratioReturn relative to average drawdown | 13.65 | 16.45 | -2.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 20 | 0.88 | 1.31 | 1.15 | 0.85 | 2.41 |
EEM iShares MSCI Emerging Markets ETF | 87 | 3.12 | 4.19 | 1.60 | 3.89 | 15.43 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 33 | 1.43 | 2.07 | 1.26 | 1.59 | 4.91 |
SPY State Street SPDR S&P 500 ETF | 78 | 2.18 | 3.49 | 1.50 | 3.98 | 17.31 |
EFA iShares MSCI EAFE ETF | 82 | 2.75 | 4.10 | 1.54 | 3.60 | 14.45 |
AGG iShares Core U.S. Aggregate Bond ETF | 33 | 1.44 | 2.10 | 1.25 | 1.58 | 5.16 |
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Dividends
Dividend yield
Vigilant Asset Allocation – Aggressive provided a 2.98% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.98% | 3.03% | 3.04% | 2.81% | 2.39% | 1.77% | 1.67% | 2.56% | 2.61% | 2.16% | 2.30% | 2.48% |
| Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.84% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
EEM iShares MSCI Emerging Markets ETF | 2.01% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.52% | 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 | 1.09% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
EFA iShares MSCI EAFE ETF | 3.18% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.93% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
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 2.60%.
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 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. 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
| Benchmark | LQD | AGG | IEF | EEM | EFA | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.05 | -0.11 | -0.25 | 0.74 | 0.81 | 0.99 | 0.81 |
| LQD | 0.05 | 1.00 | 0.80 | 0.76 | 0.06 | 0.10 | 0.05 | 0.31 |
| AGG | -0.11 | 0.80 | 1.00 | 0.88 | -0.08 | -0.05 | -0.11 | 0.16 |
| IEF | -0.25 | 0.76 | 0.88 | 1.00 | -0.21 | -0.18 | -0.25 | 0.03 |
| EEM | 0.74 | 0.06 | -0.08 | -0.21 | 1.00 | 0.80 | 0.74 | 0.92 |
| EFA | 0.81 | 0.10 | -0.05 | -0.18 | 0.80 | 1.00 | 0.81 | 0.87 |
| SPY | 0.99 | 0.05 | -0.11 | -0.25 | 0.74 | 0.81 | 1.00 | 0.81 |
| Portfolio | 0.81 | 0.31 | 0.16 | 0.03 | 0.92 | 0.87 | 0.81 | 1.00 |