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Gone Fishin’ Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 10%BND 10%VTIP 10%IAU 5%VTI 15%VIOO 15%VPL 10%VWO 10%VGK 10%VNQ 5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
10%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds
10%
IAU
iShares Gold Trust
Precious Metals, Gold
5%
VGK
Vanguard FTSE Europe ETF
Europe Equities
10%
VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities
15%
VNQ
Vanguard Real Estate ETF
REIT
5%
VPL
Vanguard FTSE Pacific ETF
Asia Pacific Equities
10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
15%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds
10%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gone Fishin’ Portfolio, 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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.71%
11.47%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP

Returns By Period

As of Nov 6, 2024, the Gone Fishin’ Portfolio returned 11.28% Year-To-Date and 6.73% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.24%0.55%11.47%32.45%13.43%11.05%
Gone Fishin’ Portfolio11.28%-0.58%7.71%21.34%7.33%6.73%
VTI
Vanguard Total Stock Market ETF
21.49%0.90%11.98%34.31%14.56%12.51%
VPL
Vanguard FTSE Pacific ETF
5.96%-3.62%1.66%14.08%4.36%5.25%
VIOO
Vanguard S&P Small-Cap 600 ETF
9.55%1.35%8.99%27.61%9.36%9.33%
VNQ
Vanguard Real Estate ETF
11.15%0.28%18.55%30.02%4.79%6.11%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
8.19%-0.02%6.23%14.06%3.53%3.84%
IAU
iShares Gold Trust
32.74%3.45%18.40%38.42%13.19%8.65%
BND
Vanguard Total Bond Market ETF
2.29%-1.23%3.91%8.87%-0.03%1.47%
VWO
Vanguard FTSE Emerging Markets ETF
16.25%-3.36%10.39%23.15%4.84%4.10%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
4.25%-0.29%3.08%6.49%3.51%2.36%
VGK
Vanguard FTSE Europe ETF
7.75%-2.55%1.95%20.55%7.04%5.71%

Monthly Returns

The table below presents the monthly returns of Gone Fishin’ Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.29%2.24%2.65%-2.77%3.30%0.30%3.89%1.40%2.19%-2.19%11.28%
20236.66%-3.02%1.36%0.33%-1.68%3.86%2.97%-2.60%-3.66%-2.23%6.78%5.53%14.34%
2022-3.86%-1.02%0.05%-5.57%0.54%-6.15%5.27%-3.76%-7.75%4.30%6.91%-2.91%-14.17%
20210.83%2.00%1.78%2.53%1.69%0.35%-0.01%1.35%-2.58%2.58%-2.02%3.11%12.03%
2020-1.34%-4.79%-11.80%7.65%3.66%2.62%4.25%2.98%-2.13%-0.61%8.93%4.63%12.93%
20196.66%1.71%0.57%1.99%-3.90%4.80%-0.07%-0.77%1.43%1.96%1.15%2.78%19.50%
20182.85%-3.41%0.22%0.15%1.03%-0.46%1.85%0.64%-0.56%-5.60%1.45%-4.62%-6.64%
20171.96%1.86%0.78%1.17%0.79%0.76%1.87%0.28%1.71%1.11%1.28%0.96%15.53%
2016-3.40%0.33%5.82%1.13%0.04%1.46%3.33%0.21%0.81%-2.04%0.96%1.60%10.42%
20150.39%2.97%-0.41%1.06%0.00%-1.54%-0.33%-4.52%-2.09%4.71%-0.50%-1.90%-2.46%
2014-2.49%3.73%0.31%0.30%1.35%2.13%-1.81%2.17%-3.64%2.30%0.13%-0.78%3.47%
20132.59%-0.02%1.87%1.61%-1.38%-2.24%3.69%-1.78%3.97%2.80%0.53%0.79%12.89%

Expense Ratio

Gone Fishin’ Portfolio has an expense ratio of 0.12%, 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.


Expense ratio chart for HYG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VIOO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Gone Fishin’ Portfolio is 40, 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.


The Risk-Adjusted Performance Rank of Gone Fishin’ Portfolio is 4040
Combined Rank
The Sharpe Ratio Rank of Gone Fishin’ Portfolio is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of Gone Fishin’ Portfolio is 4444Sortino Ratio Rank
The Omega Ratio Rank of Gone Fishin’ Portfolio is 3939Omega Ratio Rank
The Calmar Ratio Rank of Gone Fishin’ Portfolio is 2424Calmar Ratio Rank
The Martin Ratio Rank of Gone Fishin’ Portfolio is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Gone Fishin’ Portfolio
Sharpe ratio
The chart of Sharpe ratio for Gone Fishin’ Portfolio, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for Gone Fishin’ Portfolio, currently valued at 3.19, compared to the broader market-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for Gone Fishin’ Portfolio, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Gone Fishin’ Portfolio, currently valued at 1.74, compared to the broader market0.002.004.006.008.0010.0012.0014.001.74
Martin ratio
The chart of Martin ratio for Gone Fishin’ Portfolio, currently valued at 15.69, compared to the broader market0.0010.0020.0030.0040.0050.0015.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.002.004.006.008.0010.0012.0014.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market0.0010.0020.0030.0040.0050.0017.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.783.681.513.6817.71
VPL
Vanguard FTSE Pacific ETF
0.921.341.170.814.59
VIOO
Vanguard S&P Small-Cap 600 ETF
1.342.001.241.187.46
VNQ
Vanguard Real Estate ETF
1.662.411.300.916.34
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
2.834.441.552.0622.13
IAU
iShares Gold Trust
2.643.541.465.4617.21
BND
Vanguard Total Bond Market ETF
1.452.141.260.535.29
VWO
Vanguard FTSE Emerging Markets ETF
1.632.331.290.949.13
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.945.171.673.6825.06
VGK
Vanguard FTSE Europe ETF
1.552.211.261.728.49

Sharpe Ratio

The current Gone Fishin’ Portfolio Sharpe ratio is 2.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.02 to 2.81, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Gone Fishin’ Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.20
2.70
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gone Fishin’ Portfolio provided a 2.78% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.78%2.83%3.16%2.44%1.99%2.54%2.81%2.31%2.39%2.42%2.55%2.30%
VTI
Vanguard Total Stock Market ETF
1.31%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VPL
Vanguard FTSE Pacific ETF
3.05%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%2.49%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.34%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%
VNQ
Vanguard Real Estate ETF
3.82%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
6.39%5.75%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%
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%
BND
Vanguard Total Bond Market ETF
3.55%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VWO
Vanguard FTSE Emerging Markets ETF
2.55%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.39%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%
VGK
Vanguard FTSE Europe ETF
2.99%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.09%
-1.40%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gone Fishin’ Portfolio. 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 Gone Fishin’ Portfolio was 26.03%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Gone Fishin’ Portfolio drawdown is 1.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.03%Jan 21, 202044Mar 23, 2020102Aug 17, 2020146
-21.75%Nov 9, 2021235Oct 14, 2022359Mar 21, 2024594
-14.36%Apr 29, 2015200Feb 11, 2016117Jul 29, 2016317
-13.13%Jan 29, 2018229Dec 24, 201889May 3, 2019318
-7.69%May 22, 201323Jun 24, 201360Sep 18, 201383

Volatility

Volatility Chart

The current Gone Fishin’ Portfolio volatility is 2.20%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.20%
3.19%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IAUBNDVTIPVNQVWOVIOOHYGVPLVGKVTI
IAU1.000.370.360.110.15-0.000.110.120.130.01
BND0.371.000.540.21-0.01-0.090.21-0.00-0.01-0.05
VTIP0.360.541.000.200.120.070.240.130.140.08
VNQ0.110.210.201.000.430.590.530.490.510.62
VWO0.15-0.010.120.431.000.590.600.780.730.69
VIOO-0.00-0.090.070.590.591.000.630.670.680.84
HYG0.110.210.240.530.600.631.000.630.660.72
VPL0.12-0.000.130.490.780.670.631.000.790.77
VGK0.13-0.010.140.510.730.680.660.791.000.78
VTI0.01-0.050.080.620.690.840.720.770.781.00
The correlation results are calculated based on daily price changes starting from Oct 17, 2012