PortfoliosLab logo

Vigilant Asset Allocation – Aggressive

Last updated May 27, 2023

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


220.00%240.00%260.00%280.00%300.00%320.00%December2023FebruaryMarchAprilMay
235.78%
321.87%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

LQDEEMAGGEFASPYIEF
LQD1.000.030.780.050.020.73
EEM0.031.00-0.120.810.75-0.25
AGG0.78-0.121.00-0.11-0.160.86
EFA0.050.81-0.111.000.83-0.25
SPY0.020.75-0.160.831.00-0.30
IEF0.73-0.250.86-0.25-0.301.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vigilant Asset Allocation – Aggressive Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
-0.05
0.27
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vigilant Asset Allocation – Aggressive granted a 2.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vigilant Asset Allocation – Aggressive2.73%2.29%1.82%1.75%2.73%2.87%2.43%2.65%2.93%3.05%2.91%3.03%
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.


Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-15.13%
-12.32%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components

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, 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 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.


2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
2.11%
3.82%
Vigilant Asset Allocation – Aggressive
Benchmark (^GSPC)
Portfolio components