LAG
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VHT
Returns By Period
As of Oct 30, 2024, the LAG returned 15.25% Year-To-Date and 8.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| LAG | 15.25% | 0.66% | 11.75% | 29.87% | 10.24% | 8.93% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 22.21% | 1.76% | 16.23% | 41.74% | 14.48% | 12.16% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIAX Vanguard Growth and Income Fund Admiral Shares | 24.46% | 2.25% | 15.42% | 42.15% | 15.29% | 12.69% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 14.02% | 0.08% | 11.91% | 28.66% | 8.69% | 8.01% |
VHT Vanguard Health Care ETF | 10.00% | -2.67% | 7.38% | 23.41% | 10.34% | 9.51% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 11.12% | -1.49% | 22.24% | 38.56% | 3.92% | 5.84% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 15.67% | 1.08% | 12.59% | 37.64% | 10.76% | 9.57% |
Monthly Returns
The table below presents the monthly returns of LAG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.71% | 3.77% | 2.52% | -3.74% | 3.35% | 2.09% | 1.84% | 2.18% | 1.41% | 15.25% | |||
| 2023 | 4.98% | -2.34% | 1.66% | 0.81% | -0.57% | 5.05% | 2.36% | -1.63% | -3.78% | -2.28% | 7.21% | 4.53% | 16.43% |
| 2022 | -4.89% | -1.85% | 2.46% | -6.46% | -0.11% | -5.98% | 6.78% | -3.25% | -7.08% | 5.94% | 4.40% | -4.26% | -14.60% |
| 2021 | -0.13% | 1.90% | 2.66% | 3.99% | 0.50% | 1.94% | 1.67% | 2.14% | -3.68% | 4.94% | -1.23% | 3.51% | 19.45% |
| 2020 | -0.06% | -5.93% | -10.08% | 10.03% | 4.04% | 1.45% | 4.35% | 4.40% | -2.47% | -1.67% | 8.79% | 3.26% | 15.24% |
| 2019 | 6.53% | 2.47% | 1.33% | 2.27% | -4.22% | 5.16% | 0.89% | -1.01% | 1.11% | 1.70% | 2.78% | 2.10% | 22.81% |
| 2018 | 3.62% | -3.11% | -1.20% | 0.26% | 2.03% | 0.69% | 2.63% | 2.76% | 0.13% | -5.56% | 2.01% | -6.74% | -3.07% |
| 2017 | 1.45% | 3.05% | -0.07% | 0.82% | 0.76% | 1.00% | 1.33% | 0.32% | 1.56% | 1.26% | 2.29% | 0.66% | 15.38% |
| 2016 | -4.41% | 0.11% | 5.21% | 0.52% | 1.39% | 0.67% | 3.16% | -0.28% | 0.04% | -2.35% | 2.79% | 1.34% | 8.15% |
| 2015 | -1.05% | 3.71% | -0.35% | -0.26% | 1.29% | -1.38% | 1.63% | -4.64% | -2.10% | 5.66% | 0.31% | -1.15% | 1.28% |
| 2014 | -1.52% | 3.80% | 0.14% | 0.17% | 1.86% | 1.88% | -1.19% | 3.33% | -1.64% | 2.66% | 2.07% | 0.04% | 12.01% |
| 2013 | 4.23% | 1.05% | 3.18% | 1.67% | 1.27% | -1.05% | 4.14% | -2.42% | 2.79% | 3.19% | 2.02% | 1.74% | 23.86% |
Expense Ratio
LAG has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LAG is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 2.80 | 3.74 | 1.53 | 3.96 | 17.56 |
USD=X USD Cash | — | — | — | — | — |
VGIAX Vanguard Growth and Income Fund Admiral Shares | 2.71 | 3.61 | 1.52 | 3.52 | 16.27 |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.91 | 4.17 | 1.57 | 2.32 | 18.41 |
VHT Vanguard Health Care ETF | 2.01 | 2.82 | 1.37 | 1.77 | 9.68 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.89 | 2.73 | 1.36 | 1.02 | 7.05 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 2.53 | 3.50 | 1.45 | 1.67 | 15.16 |
Dividends
Dividend yield
LAG provided a 2.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LAG | 2.74% | 3.08% | 3.00% | 3.72% | 2.37% | 2.03% | 2.77% | 2.19% | 2.50% | 2.58% | 2.49% | 1.47% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.29% | 1.43% | 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 | 6.95% | 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 | 4.23% | 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 | 1.41% | 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 | 3.83% | 3.96% | 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 | 1.51% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
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.
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 44.39%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current LAG drawdown is 0.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.39% | Oct 10, 2007 | 369 | Mar 9, 2009 | 539 | Apr 1, 2011 | 908 |
| -27.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 5, 2020 | 120 |
| -19.76% | Dec 28, 2021 | 209 | Oct 14, 2022 | 331 | Jan 22, 2024 | 540 |
| -15.05% | Jul 8, 2011 | 62 | Oct 3, 2011 | 89 | Feb 3, 2012 | 151 |
| -14.54% | Sep 21, 2018 | 67 | Dec 24, 2018 | 73 | Apr 4, 2019 | 140 |
Volatility
Volatility Chart
The current LAG volatility is 1.97%, 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.
Diversification
Asset Correlations Table
| USD=X | VGSLX | VHT | VIMAX | VGIAX | VBIAX | VTSAX | |
|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| VGSLX | 0.00 | 1.00 | 0.55 | 0.71 | 0.65 | 0.69 | 0.68 |
| VHT | 0.00 | 0.55 | 1.00 | 0.74 | 0.78 | 0.77 | 0.78 |
| VIMAX | 0.00 | 0.71 | 0.74 | 1.00 | 0.93 | 0.94 | 0.96 |
| VGIAX | 0.00 | 0.65 | 0.78 | 0.93 | 1.00 | 0.96 | 0.99 |
| VBIAX | 0.00 | 0.69 | 0.77 | 0.94 | 0.96 | 1.00 | 0.98 |
| VTSAX | 0.00 | 0.68 | 0.78 | 0.96 | 0.99 | 0.98 | 1.00 |