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
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
Returns
As of May 27, 2023, the Vigilant Asset Allocation – Aggressive returned 4.48% Year-To-Date and 3.72% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 9.79% |
| Vigilant Asset Allocation – Aggressive | -1.41% | 4.48% | 3.48% | -2.35% | 2.85% | 3.76% |
| Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | -2.57% | 2.07% | 0.87% | -5.20% | 0.41% | 0.90% |
EEM iShares MSCI Emerging Markets ETF | -0.33% | 2.90% | 4.83% | -5.04% | -0.84% | 1.42% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -2.82% | 2.32% | 0.40% | -4.57% | 1.31% | 2.15% |
SPY SPDR S&P 500 ETF | 0.98% | 10.25% | 5.28% | 2.86% | 11.22% | 11.81% |
EFA iShares MSCI EAFE ETF | -2.01% | 9.90% | 8.72% | 5.11% | 3.94% | 4.66% |
AGG iShares Core U.S. Aggregate Bond ETF | -2.15% | 1.60% | 0.74% | -4.00% | 0.55% | 1.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| LQD | EEM | AGG | EFA | SPY | IEF | |
|---|---|---|---|---|---|---|
| LQD | 1.00 | 0.03 | 0.78 | 0.05 | 0.02 | 0.73 |
| EEM | 0.03 | 1.00 | -0.12 | 0.81 | 0.75 | -0.25 |
| AGG | 0.78 | -0.12 | 1.00 | -0.11 | -0.16 | 0.86 |
| EFA | 0.05 | 0.81 | -0.11 | 1.00 | 0.83 | -0.25 |
| SPY | 0.02 | 0.75 | -0.16 | 0.83 | 1.00 | -0.30 |
| IEF | 0.73 | -0.25 | 0.86 | -0.25 | -0.30 | 1.00 |
Dividend yield
Vigilant Asset Allocation – Aggressive granted a 2.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vigilant Asset Allocation – Aggressive | 2.73% | 2.29% | 1.82% | 1.75% | 2.73% | 2.87% | 2.43% | 2.65% | 2.93% | 3.05% | 2.91% | 3.03% |
| Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 2.61% | 1.77% | 0.85% | 1.11% | 2.17% | 2.39% | 1.99% | 2.01% | 2.15% | 2.36% | 2.09% | 2.14% |
EEM iShares MSCI Emerging Markets ETF | 2.43% | 2.50% | 2.04% | 1.51% | 2.93% | 2.43% | 2.09% | 2.14% | 2.87% | 2.63% | 2.47% | 2.07% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.28% | 3.01% | 2.39% | 2.83% | 3.60% | 4.16% | 3.65% | 4.05% | 4.36% | 4.40% | 5.14% | 5.34% |
SPY SPDR S&P 500 ETF | 1.86% | 1.66% | 1.23% | 1.57% | 1.84% | 2.19% | 1.97% | 2.26% | 2.35% | 2.17% | 2.15% | 2.63% |
EFA iShares MSCI EAFE ETF | 2.45% | 2.69% | 3.41% | 2.26% | 3.37% | 3.80% | 2.97% | 3.64% | 3.38% | 4.67% | 3.30% | 4.14% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.15% | 2.18% | 1.83% | 2.25% | 2.90% | 3.26% | 2.63% | 2.78% | 2.92% | 2.92% | 2.90% | 3.76% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.48 | ||||
EEM iShares MSCI Emerging Markets ETF | -0.12 | ||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.35 | ||||
SPY SPDR S&P 500 ETF | 0.35 | ||||
EFA iShares MSCI EAFE ETF | 0.38 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.48 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Vigilant Asset Allocation – Aggressive. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Vigilant Asset Allocation – Aggressive is 34.79%, recorded on Nov 20, 2008. It took 425 trading sessions for the portfolio to recover.
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 | — | — | — |
| -19.03% | Feb 13, 2020 | 25 | Mar 19, 2020 | 55 | Jun 8, 2020 | 80 |
| -14.3% | Apr 28, 2015 | 185 | Jan 20, 2016 | 159 | Sep 6, 2016 | 344 |
| -12.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
Volatility Chart
The current Vigilant Asset Allocation – Aggressive volatility is 2.11%, 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.