Asset Allocation
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 Every 3 months.
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The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Apr 11, 2026, the Gone Fishin’ Portfolio returned 4.89% Year-To-Date and 8.81% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Gone Fishin’ Portfolio | -0.05% | 3.37% | 4.89% | 9.23% | 26.89% | 13.74% | 6.93% | 8.81% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | -0.12% | 3.06% | 0.25% | 4.74% | 29.52% | 19.61% | 10.91% | 14.16% |
VPL Vanguard FTSE Pacific ETF | -0.08% | 7.03% | 14.99% | 24.00% | 53.69% | 19.32% | 7.94% | 9.63% |
VIOO Vanguard S&P Small-Cap 600 ETF | -0.45% | 6.81% | 8.44% | 14.76% | 38.62% | 12.50% | 5.16% | 10.52% |
VNQ Vanguard Real Estate ETF | 0.22% | 1.97% | 6.20% | 7.60% | 15.60% | 8.09% | 3.71% | 5.16% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | -0.40% | 1.45% | 0.63% | 2.97% | 10.44% | 8.39% | 3.78% | 5.14% |
IAU iShares Gold Trust | -0.18% | -5.11% | 10.34% | 18.50% | 46.92% | 33.09% | 21.94% | 13.95% |
BND Vanguard Total Bond Market ETF | -0.15% | 0.46% | 0.39% | 0.77% | 6.32% | 3.55% | 0.28% | 1.69% |
VWO Vanguard FTSE Emerging Markets ETF | 0.55% | 5.05% | 5.56% | 10.14% | 35.34% | 15.31% | 4.99% | 8.10% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.04% | 0.29% | 1.24% | 1.40% | 4.68% | 4.71% | 3.51% | 3.10% |
VGK Vanguard FTSE Europe ETF | 0.35% | 6.46% | 4.61% | 11.51% | 31.54% | 15.85% | 9.47% | 9.47% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2012, Gone Fishin’ Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +8.9%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Gone Fishin’ Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 2.83% | -5.20% | 3.58% | 4.89% | ||||||||
| 2025 | 2.53% | 0.10% | -1.21% | 0.32% | 3.23% | 3.06% | 0.29% | 3.42% | 2.48% | 0.97% | 0.94% | 0.69% | 18.05% |
| 2024 | -1.29% | 2.24% | 2.65% | -2.77% | 3.30% | 0.30% | 3.89% | 1.40% | 2.14% | -2.19% | 2.81% | -3.26% | 9.24% |
| 2023 | 6.66% | -3.02% | 1.36% | 0.33% | -1.68% | 3.85% | 2.97% | -2.60% | -3.66% | -2.23% | 6.78% | 5.48% | 14.28% |
| 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% |
| 2021 | 0.83% | 2.00% | 1.78% | 2.53% | 1.69% | 0.34% | -0.01% | 1.35% | -2.58% | 2.58% | -2.02% | 3.13% | 12.04% |
Benchmark Metrics
Gone Fishin’ Portfolio has an annualized alpha of 0.10%, beta of 0.63, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 17, 2012.
- This portfolio participated in 71.39% of S&P 500 Index downside but only 62.30% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 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
- 0.10%
- Beta
- 0.63
- R²
- 0.85
- Upside Capture
- 62.30%
- Downside Capture
- 71.39%
Expense Ratio
Gone Fishin’ Portfolio has an expense ratio of 0.12%, 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
Gone Fishin’ Portfolio ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | 2.23 | +0.72 |
Sortino ratioReturn per unit of downside risk | 4.17 | 3.12 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.42 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 4.42 | 4.05 | +0.37 |
Martin ratioReturn relative to average drawdown | 18.80 | 17.91 | +0.89 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 66 | 2.36 | 3.28 | 1.44 | 4.38 | 19.06 |
VPL Vanguard FTSE Pacific ETF | 82 | 3.19 | 4.06 | 1.58 | 4.93 | 20.23 |
VIOO Vanguard S&P Small-Cap 600 ETF | 62 | 2.19 | 3.13 | 1.37 | 5.19 | 16.89 |
VNQ Vanguard Real Estate ETF | 28 | 1.26 | 1.77 | 1.23 | 2.54 | 8.05 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 80 | 2.64 | 4.10 | 1.56 | 5.08 | 22.06 |
IAU iShares Gold Trust | 40 | 1.84 | 2.26 | 1.34 | 3.08 | 10.60 |
BND Vanguard Total Bond Market ETF | 31 | 1.58 | 2.36 | 1.28 | 2.29 | 7.38 |
VWO Vanguard FTSE Emerging Markets ETF | 67 | 2.55 | 3.50 | 1.48 | 4.14 | 15.31 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 74 | 2.73 | 4.16 | 1.59 | 4.31 | 15.29 |
VGK Vanguard FTSE Europe ETF | 60 | 2.43 | 3.36 | 1.43 | 3.57 | 14.17 |
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Dividends
Dividend yield
Gone Fishin’ Portfolio provided a 2.73% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.73% | 2.87% | 2.84% | 2.78% | 3.16% | 2.45% | 2.00% | 2.54% | 2.81% | 2.31% | 2.41% | 2.42% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.13% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VPL Vanguard FTSE Pacific ETF | 3.09% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.25% | 1.36% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 1.06% | 1.26% |
VNQ Vanguard Real Estate ETF | 3.75% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.84% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
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 | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VWO Vanguard FTSE Emerging Markets ETF | 2.56% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.61% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
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% |
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 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 26.04%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Gone Fishin’ Portfolio drawdown is 2.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.04% | Jan 21, 2020 | 44 | Mar 23, 2020 | 102 | Aug 17, 2020 | 146 |
| -21.73% | Nov 9, 2021 | 235 | Oct 14, 2022 | 359 | Mar 21, 2024 | 594 |
| -14.36% | Apr 29, 2015 | 200 | Feb 11, 2016 | 117 | Jul 29, 2016 | 317 |
| -13.13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -10.77% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | IAU | BND | VTIP | VNQ | VWO | VIOO | HYG | VPL | VGK | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | -0.03 | 0.07 | 0.59 | 0.68 | 0.79 | 0.71 | 0.75 | 0.76 | 0.99 | 0.89 |
| IAU | 0.01 | 1.00 | 0.34 | 0.34 | 0.11 | 0.17 | 0.00 | 0.11 | 0.14 | 0.15 | 0.02 | 0.18 |
| BND | -0.03 | 0.34 | 1.00 | 0.55 | 0.22 | 0.01 | -0.05 | 0.24 | 0.03 | 0.03 | -0.02 | 0.09 |
| VTIP | 0.07 | 0.34 | 0.55 | 1.00 | 0.20 | 0.10 | 0.06 | 0.24 | 0.12 | 0.13 | 0.07 | 0.18 |
| VNQ | 0.59 | 0.11 | 0.22 | 0.20 | 1.00 | 0.42 | 0.59 | 0.53 | 0.49 | 0.51 | 0.60 | 0.66 |
| VWO | 0.68 | 0.17 | 0.01 | 0.10 | 0.42 | 1.00 | 0.58 | 0.59 | 0.77 | 0.73 | 0.69 | 0.81 |
| VIOO | 0.79 | 0.00 | -0.05 | 0.06 | 0.59 | 0.58 | 1.00 | 0.64 | 0.66 | 0.67 | 0.84 | 0.87 |
| HYG | 0.71 | 0.11 | 0.24 | 0.24 | 0.53 | 0.59 | 0.64 | 1.00 | 0.63 | 0.66 | 0.72 | 0.77 |
| VPL | 0.75 | 0.14 | 0.03 | 0.12 | 0.49 | 0.77 | 0.66 | 0.63 | 1.00 | 0.79 | 0.76 | 0.86 |
| VGK | 0.76 | 0.15 | 0.03 | 0.13 | 0.51 | 0.73 | 0.67 | 0.66 | 0.79 | 1.00 | 0.77 | 0.87 |
| VTI | 0.99 | 0.02 | -0.02 | 0.07 | 0.60 | 0.69 | 0.84 | 0.72 | 0.76 | 0.77 | 1.00 | 0.91 |
| Portfolio | 0.89 | 0.18 | 0.09 | 0.18 | 0.66 | 0.81 | 0.87 | 0.77 | 0.86 | 0.87 | 0.91 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified with a mix of asset classes and geographic exposures, but it exhibits some concentration in certain correlated equity positions.
Looking at the correlation matrix, several equity ETFs—VIOO (US small-cap), VTI (US total stock market), VGK (European stocks), VPL (Pacific stocks), and VWO (emerging markets)—show very high correlations with each other, mostly above 0.7 and often above 0.8. This indicates these equity holdings tend to move in tandem, which reduces diversification benefits within the equity portion of the portfolio. Among these, VIOO and VTI have the highest correlation (0.84), suggesting some overlap in US equity exposure. Similarly, VGK and VPL are highly correlated (0.79), reflecting regional equity market co-movements.
The fixed income and alternative assets—BND (US aggregate bonds), VTIP (TIPS), IAU (gold), and HYG (high yield bonds)—show lower correlations both with each other and with the equity ETFs. For example, IAU has low correlations with most positions, generally below 0.2, which helps improve diversification by providing a non-correlated asset. BND and VTIP have moderate correlations (0.55), consistent with their bond market focus but different sensitivities to inflation. HYG, while a bond ETF, is more correlated with equities (around 0.6 to 0.7), reflecting its higher risk profile.
The portfolio's correlation with individual positions is highest with VTI (0.91), VIOO (0.87), VGK (0.87), and VPL (0.86), indicating these equity ETFs dominate the portfolio's overall behavior. The relatively lower correlations with IAU (0.18), BND (0.09), and VTIP (0.18) suggest these positions contribute to risk reduction and diversification.
In summary, the portfolio is somewhat concentrated in global equity exposure, with multiple highly correlated equity ETFs driving most of the portfolio's risk and return profile. The inclusion of gold and various bond ETFs provides some diversification benefits, but the dominance of correlated equity positions suggests the portfolio leans more toward equity risk than a fully diversified multi-asset allocation.