Asset Allocation
Find the right asset allocation for New Gone Fishin
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 New Gone Fishin, 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 6, 2026, the New Gone Fishin returned 6.83% Year-To-Date and 8.85% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio New Gone Fishin | -2.54% | -1.85% | 6.83% | 8.02% | 20.57% | 14.71% | 6.41% | 8.85% |
| Portfolio components: | ||||||||
GDX VanEck Gold Miners ETF | -8.75% | -16.65% | -8.08% | -2.00% | 53.84% | 37.19% | 16.92% | 13.23% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | -0.50% | -0.38% | 1.00% | 1.33% | 6.21% | 8.33% | 3.70% | 4.81% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | -0.69% | -0.65% | -0.12% | -0.79% | 4.58% | -1.23% | -5.34% | 0.66% |
VB Vanguard Small-Cap ETF | -2.44% | 0.01% | 12.15% | 11.58% | 25.47% | 15.96% | 6.73% | 10.96% |
VFSTX Vanguard Short-Term Investment-Grade Fund Investor Shares | 0.00% | 0.01% | 0.67% | 1.15% | 4.89% | 5.49% | 2.26% | 2.53% |
VGK Vanguard FTSE Europe ETF | -1.98% | -1.12% | 4.70% | 7.74% | 15.78% | 16.11% | 8.05% | 9.06% |
VNQ Vanguard Real Estate ETF | 0.72% | 0.18% | 10.55% | 9.83% | 11.98% | 9.97% | 2.69% | 5.48% |
VPL Vanguard FTSE Pacific ETF | -6.10% | -3.85% | 21.14% | 22.64% | 41.84% | 19.67% | 8.77% | 9.83% |
VTI Vanguard Total Stock Market ETF | -2.68% | 0.14% | 8.72% | 8.29% | 24.59% | 21.08% | 12.19% | 14.71% |
VWO Vanguard FTSE Emerging Markets ETF | -3.78% | -4.15% | 7.94% | 8.77% | 23.65% | 16.25% | 4.36% | 8.24% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2009, New Gone Fishin's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +10.0%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, New Gone Fishin closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.5%, while the worst single day was Mar 12, 2020 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.53% | 3.91% | -6.38% | 5.83% | 2.77% | -2.47% | 6.83% | ||||||
| 2025 | 3.21% | 0.46% | -1.04% | 0.35% | 3.36% | 3.32% | 0.33% | 3.83% | 3.38% | 0.78% | 1.08% | 0.67% | 21.42% |
| 2024 | -1.53% | 2.22% | 3.27% | -3.12% | 3.62% | 0.22% | 3.76% | 1.69% | 2.38% | -2.31% | 2.60% | -3.92% | 8.79% |
| 2023 | 7.28% | -3.68% | 2.09% | 0.68% | -2.09% | 4.00% | 2.84% | -3.07% | -4.20% | -2.75% | 7.81% | 5.41% | 14.14% |
| 2022 | -4.59% | -0.77% | 0.63% | -6.45% | -0.68% | -7.35% | 5.86% | -3.89% | -8.55% | 4.21% | 7.91% | -3.04% | -16.81% |
| 2021 | 0.08% | 1.04% | 1.62% | 3.03% | 1.95% | 0.32% | 0.39% | 0.99% | -3.11% | 3.24% | -1.89% | 2.83% | 10.78% |
Benchmark Metrics
New Gone Fishin has an annualized alpha of -0.03%, beta of 0.68, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 09, 2009.
- This portfolio participated in 77.08% of S&P 500 Index downside but only 67.29% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.03%
- Beta
- 0.68
- R²
- 0.83
- Upside Capture
- 67.29%
- Downside Capture
- 77.08%
Expense Ratio
New Gone Fishin has an expense ratio of 0.16%, 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
New Gone Fishin ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for New Gone Fishin and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.84 | 2.01 | -0.17 |
| Sortino ratioReturn per unit of downside risk | 2.54 | 2.71 | -0.17 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.69 | -0.30 |
| Martin ratioReturn relative to average drawdown | 9.85 | 12.34 | -2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 |
|---|---|---|---|---|---|---|
GDX VanEck Gold Miners ETF | 32 | 1.07 | 1.49 | 1.21 | 1.55 | 4.04 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 58 | 1.63 | 2.43 | 1.31 | 2.66 | 11.73 |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 14 | 0.34 | 0.53 | 1.06 | 0.44 | 0.96 |
VB Vanguard Small-Cap ETF | 58 | 1.64 | 2.35 | 1.29 | 3.00 | 11.02 |
VFSTX Vanguard Short-Term Investment-Grade Fund Investor Shares | 56 | 1.91 | 3.38 | 1.43 | 2.58 | 10.14 |
VGK Vanguard FTSE Europe ETF | 31 | 1.04 | 1.54 | 1.19 | 1.34 | 4.96 |
VNQ Vanguard Real Estate ETF | 30 | 0.95 | 1.36 | 1.17 | 1.51 | 4.74 |
VPL Vanguard FTSE Pacific ETF | 70 | 2.08 | 2.70 | 1.38 | 3.20 | 12.51 |
VTI Vanguard Total Stock Market ETF | 70 | 2.10 | 2.83 | 1.38 | 2.93 | 13.45 |
VWO Vanguard FTSE Emerging Markets ETF | 48 | 1.49 | 2.08 | 1.28 | 2.18 | 7.80 |
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Dividends
Dividend yield
New Gone Fishin provided a 2.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.97% | 3.05% | 3.01% | 2.96% | 3.34% | 2.39% | 2.04% | 2.57% | 2.93% | 2.40% | 2.60% | 2.51% |
| Portfolio components: | ||||||||||||
GDX VanEck Gold Miners ETF | 0.80% | 0.74% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.67% | 0.50% | 0.76% | 0.26% | 0.85% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.94% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 5.25% | 4.64% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.05% | 2.25% | 2.32% | 0.71% |
VB Vanguard Small-Cap ETF | 1.21% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VFSTX Vanguard Short-Term Investment-Grade Fund Investor Shares | 4.61% | 4.48% | 4.06% | 3.05% | 1.93% | 1.70% | 2.24% | 2.83% | 2.68% | 2.00% | 2.04% | 1.99% |
VGK Vanguard FTSE Europe ETF | 2.84% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
VNQ Vanguard Real Estate ETF | 3.60% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VPL Vanguard FTSE Pacific ETF | 2.93% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
VTI Vanguard Total Stock Market ETF | 1.04% | 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 New Gone Fishin. 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 New Gone Fishin was 26.88%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.
The current New Gone Fishin drawdown is 2.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -26.88%Mar 2020 | 27d | 4mo 6d | 5mo 3dFeb 2020 - Jul 2020 |
Bear market2022 | -25.16%Oct 2022 | 11mo 8d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2016 correction2016 | -16.94%Jan 2016 | 8mo 26d | 5mo 23d | 1y 2moApr 2015 - Jul 2016 |
2011 correction2011 | -16.50%Oct 2011 | 5mo 4d | 4mo 24d | 9mo 28dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -13.98%Dec 2018 | 10mo 29d | 5mo 27d | 1y 4moJan 2018 - Jun 2019 |
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 10 assets, with an effective number of assets of 9.09, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.26 | 1.28 | 1.29 | 1.30 | 1.31 |
The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
New Gone Fishin correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2009 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while LTPZ has the lowest at -0.11.
Asset Correlations Table
| VFSTX | LTPZ | GDX | VNQ | HYG | VWO | VPL | VGK | VB | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| VFSTX | 1.00 | 0.52 | 0.22 | 0.13 | 0.16 | -0.01 | 0.01 | 0.00 | -0.05 | -0.06 |
| LTPZ | 0.52 | 1.00 | 0.19 | 0.08 | 0.06 | -0.07 | -0.05 | -0.07 | -0.10 | -0.11 |
| GDX | 0.22 | 0.19 | 1.00 | 0.23 | 0.24 | 0.33 | 0.29 | 0.31 | 0.23 | 0.23 |
| VNQ | 0.13 | 0.08 | 0.23 | 1.00 | 0.54 | 0.48 | 0.53 | 0.56 | 0.67 | 0.64 |
| HYG | 0.16 | 0.06 | 0.24 | 0.54 | 1.00 | 0.61 | 0.63 | 0.66 | 0.68 | 0.72 |
| VWO | -0.01 | -0.07 | 0.33 | 0.48 | 0.61 | 1.00 | 0.79 | 0.76 | 0.67 | 0.72 |
| VPL | 0.01 | -0.05 | 0.29 | 0.53 | 0.63 | 0.79 | 1.00 | 0.79 | 0.72 | 0.77 |
| VGK | 0.00 | -0.07 | 0.31 | 0.56 | 0.66 | 0.76 | 0.79 | 1.00 | 0.73 | 0.78 |
| VB | -0.05 | -0.10 | 0.23 | 0.67 | 0.68 | 0.67 | 0.72 | 0.73 | 1.00 | 0.91 |
| VTI | -0.06 | -0.11 | 0.23 | 0.64 | 0.72 | 0.72 | 0.77 | 0.78 | 0.91 | 1.00 |
Find what New Gone Fishin is missing
See which holdings overlap, where New Gone Fishin is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification