Asset Allocation
Find the right asset allocation for Lyn Alden - Aggressive
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lyn Alden - 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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Returns By Period
As of Jun 19, 2026, the Lyn Alden - Aggressive returned 9.19% Year-To-Date and 11.24% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.08% | 2.00% | 9.57% | 10.71% | 25.41% | 19.37% | 12.48% | 13.67% |
Portfolio Lyn Alden - Aggressive | 0.84% | 2.60% | 9.19% | 10.18% | 22.93% | 16.99% | 9.43% | 11.24% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.27% | 1.57% | 0.65% | 0.54% | 4.73% | 4.05% | 0.04% | 1.60% |
IAU iShares Gold Trust | -0.39% | -5.92% | -2.27% | -2.82% | 24.97% | 28.88% | 18.77% | 12.29% |
QUAL iShares MSCI USA Quality Factor ETF | 0.67% | 3.21% | 9.12% | 9.59% | 23.42% | 18.63% | 12.35% | 14.37% |
VEA Vanguard FTSE Developed Markets ETF | 0.96% | 5.36% | 16.56% | 18.46% | 34.18% | 19.30% | 10.55% | 10.46% |
VIGI Vanguard International Dividend Appreciation ETF | -0.18% | 0.70% | 3.17% | 3.86% | 7.82% | 9.31% | 4.66% | 8.04% |
VNQ Vanguard Real Estate ETF | -0.05% | 0.29% | 9.14% | 9.59% | 10.53% | 8.73% | 2.58% | 5.18% |
VTI Vanguard Total Stock Market ETF | 1.16% | 2.76% | 10.70% | 11.69% | 27.29% | 20.67% | 12.86% | 15.07% |
VWO Vanguard FTSE Emerging Markets ETF | 1.73% | 5.14% | 13.17% | 15.79% | 29.88% | 16.84% | 5.88% | 8.95% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 2, 2016, Lyn Alden - Aggressive's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Lyn Alden - Aggressive closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.98% | 2.30% | -6.15% | 7.36% | 3.06% | -0.19% | 9.19% | ||||||
| 2025 | 2.73% | 0.20% | -2.02% | 0.64% | 4.10% | 3.65% | 0.35% | 2.93% | 3.43% | 1.35% | 0.74% | 0.59% | 20.18% |
| 2024 | -0.37% | 3.48% | 2.86% | -3.03% | 3.80% | 1.79% | 2.55% | 2.43% | 2.65% | -2.06% | 2.80% | -3.04% | 14.38% |
| 2023 | 7.09% | -3.73% | 3.05% | 1.19% | -1.30% | 4.63% | 3.25% | -2.58% | -4.19% | -2.08% | 8.03% | 4.89% | 18.71% |
| 2022 | -4.43% | -2.31% | 1.24% | -6.83% | -0.28% | -6.51% | 5.59% | -3.82% | -8.72% | 4.17% | 8.16% | -3.60% | -17.33% |
| 2021 | -0.34% | 1.71% | 2.22% | 3.70% | 1.67% | 1.17% | 0.66% | 2.17% | -4.02% | 4.40% | -1.94% | 3.42% | 15.51% |
Benchmark Metrics
Lyn Alden - Aggressive has an annualized alpha of 0.77%, beta of 0.77, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 02, 2016.
- This portfolio participated in 80.86% of S&P 500 Index downside but only 77.19% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.77%
- Beta
- 0.77
- R²
- 0.92
- Upside Capture
- 77.19%
- Downside Capture
- 80.86%
Expense Ratio
Lyn Alden - Aggressive has an expense ratio of 0.08%, which is considered low. 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
Lyn Alden - Aggressive ranks 40 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Lyn Alden - Aggressive and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.01 | 2.05 | -0.04 |
| Sortino ratioReturn per unit of downside risk | 2.78 | 2.77 | +0.01 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.81 | -0.20 |
| Martin ratioReturn relative to average drawdown | 11.29 | 12.55 | -1.27 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 37 | 1.27 | 1.91 | 1.22 | 1.77 | 5.10 |
IAU iShares Gold Trust | 25 | 0.92 | 1.29 | 1.19 | 1.03 | 2.83 |
QUAL iShares MSCI USA Quality Factor ETF | 62 | 1.95 | 2.75 | 1.34 | 2.60 | 11.89 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 2.08 | 2.84 | 1.38 | 2.95 | 11.39 |
VIGI Vanguard International Dividend Appreciation ETF | 18 | 0.60 | 0.93 | 1.11 | 0.74 | 2.61 |
VNQ Vanguard Real Estate ETF | 24 | 0.77 | 1.13 | 1.14 | 1.27 | 3.97 |
VTI Vanguard Total Stock Market ETF | 71 | 2.15 | 2.91 | 1.39 | 3.07 | 13.75 |
VWO Vanguard FTSE Emerging Markets ETF | 57 | 1.80 | 2.49 | 1.33 | 2.69 | 9.48 |
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Dividends
Dividend yield
Lyn Alden - Aggressive provided a 1.98% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 2.02% | 2.11% | 2.17% | 2.31% | 2.30% | 1.69% | 2.20% | 2.40% | 2.04% | 2.15% | 2.09% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.87% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
VEA Vanguard FTSE Developed Markets ETF | 3.12% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VIGI Vanguard International Dividend Appreciation ETF | 2.72% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.65% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.50% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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 Lyn Alden - 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 Lyn Alden - Aggressive was 29.13%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Lyn Alden - Aggressive drawdown is 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.13%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 |
Bear market2022 | -24.95%Oct 2022 | 11mo 1d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -16.02%Dec 2018 | 10mo 29d | 4mo | 1y 2moJan 2018 - Apr 2019 |
2025 selloff2025 | -13.24%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2026 pullback2026 | -8.86%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
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 8 assets, with an effective number of assets of 5.26, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.18 | 1.19 | 1.17 | 1.15 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Lyn Alden - Aggressive correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at 0.05.
Asset Correlations Table
| BND | IAU | VNQ | VWO | QUAL | VIGI | VTI | VEA | |
|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.37 | 0.26 | 0.06 | 0.07 | 0.15 | 0.05 | 0.10 |
| IAU | 0.37 | 1.00 | 0.14 | 0.22 | 0.06 | 0.22 | 0.06 | 0.23 |
| VNQ | 0.26 | 0.14 | 1.00 | 0.39 | 0.58 | 0.53 | 0.59 | 0.53 |
| VWO | 0.06 | 0.22 | 0.39 | 1.00 | 0.65 | 0.78 | 0.68 | 0.79 |
| QUAL | 0.07 | 0.06 | 0.58 | 0.65 | 1.00 | 0.75 | 0.96 | 0.77 |
| VIGI | 0.15 | 0.22 | 0.53 | 0.78 | 0.75 | 1.00 | 0.77 | 0.93 |
| VTI | 0.05 | 0.06 | 0.59 | 0.68 | 0.96 | 0.77 | 1.00 | 0.80 |
| VEA | 0.10 | 0.23 | 0.53 | 0.79 | 0.77 | 0.93 | 0.80 | 1.00 |
Find what Lyn Alden - Aggressive is missing
See which holdings overlap, where Lyn Alden - Aggressive is concentrated, and which low-correlation assets could fill the gaps.
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