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LAG

Last updated Feb 24, 2024

Asset Allocation


USD=X 16%VTSAX 27%VGIAX 16%VHT 8%VIMAX 8%VBIAX 21%VGSLX 4%CurrencyCurrencyEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
USD=X
USD Cash

16%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

27%

VGIAX
Vanguard Growth and Income Fund Admiral Shares
Large Cap Blend Equities

16%

VHT
Vanguard Health Care ETF
Health & Biotech Equities

8%

VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Mid Cap Blend Equities

8%

VBIAX
Vanguard Balanced Index Fund Admiral Shares
Diversified Portfolio

21%

VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT

4%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in LAG, 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


260.00%280.00%300.00%320.00%340.00%360.00%SeptemberOctoberNovemberDecember2024February
363.91%
349.89%
LAG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VHT

Returns

As of Feb 24, 2024, the LAG returned 4.10% Year-To-Date and 8.68% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
LAG4.10%3.07%11.77%18.43%9.56%8.64%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
5.77%4.05%16.21%28.24%13.23%11.53%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
VGIAX
Vanguard Growth and Income Fund Admiral Shares
8.32%4.73%18.39%30.37%14.13%12.29%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
3.12%2.29%11.00%17.99%8.28%7.60%
VHT
Vanguard Health Care ETF
7.87%6.05%11.53%15.77%10.50%10.59%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-5.13%-0.17%7.01%3.24%3.76%5.82%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.92%3.28%11.79%13.02%9.73%8.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.51%
20232.36%-1.63%-3.78%-2.28%7.21%4.74%

Sharpe Ratio

The current LAG Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.93

The Sharpe ratio of LAG lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

LAG granted a 2.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LAG2.92%3.08%3.00%3.72%2.37%2.03%2.77%2.19%2.50%2.58%2.49%1.47%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.35%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIAX
Vanguard Growth and Income Fund Admiral Shares
8.03%8.70%9.81%15.28%6.63%4.19%8.05%5.87%7.01%7.72%8.01%1.60%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
4.22%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%1.85%
VHT
Vanguard Health Care ETF
1.26%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.12%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.47%1.50%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%

Expense Ratio

The LAG has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.22%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
LAG
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.14
USD=X
USD Cash
VGIAX
Vanguard Growth and Income Fund Admiral Shares
1.80
VBIAX
Vanguard Balanced Index Fund Admiral Shares
2.04
VHT
Vanguard Health Care ETF
1.27
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
0.11
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
0.86

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XVGSLXVHTVIMAXVGIAXVBIAXVTSAX
USD=X0.000.000.000.000.000.000.00
VGSLX0.001.000.550.710.660.700.69
VHT0.000.551.000.750.780.780.79
VIMAX0.000.710.751.000.940.940.96
VGIAX0.000.660.780.941.000.960.99
VBIAX0.000.700.780.940.961.000.98
VTSAX0.000.690.790.960.990.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
LAG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LAG. 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 LAG was 44.33%, occurring on Mar 9, 2009. Recovery took 509 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.33%Oct 10, 2007369Mar 9, 2009509Feb 18, 2011878
-27.06%Feb 20, 202023Mar 23, 202097Aug 5, 2020120
-19.76%Dec 28, 2021209Oct 14, 2022331Jan 22, 2024540
-15.05%Jul 8, 201162Oct 3, 201189Feb 3, 2012151
-14.54%Sep 21, 201867Dec 24, 201873Apr 4, 2019140

Volatility Chart

The current LAG volatility is 2.92%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.92%
3.90%
LAG
Benchmark (^GSPC)
Portfolio components
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