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Gone Fishin’ Portfolio

Gone Fishin’ is a portfolio described by Alexander Green, chief investment strategist of the Oxford Club, in his book. It is a broadly diversifies portfolio consisting of 10 ETFs. 60% of Gone Fishin’ portfolio divided between US and non-US stocks. Another 30% shared equally among TIPS, corporate investment-grade bonds, and corporate high-yield bonds. The remaining 10% divided between real-estate investment trusts (REITs) and precious metals.

Expense Ratio

Rank 34 of 53

0.13%
0.00%0.94%
Dividend Yield

Rank 8 of 53

2.85%
0.00%3.85%
10Y Annualized Return

Rank 38 of 53

6.55%
3.31%30.09%
Sharpe Ratio

Rank 37 of 53

-0.81
-1.900.40
Maximum Drawdown

Rank 27 of 53

-26.03%
-48.20%-10.28%

Gone Fishin’ PortfolioAsset Allocation


Gone Fishin’ PortfolioPerformance

The chart shows the growth of $10,000 invested in Gone Fishin’ Portfolio on Oct 17, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,358 for a total return of roughly 83.58%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioReturns

As of May 20, 2022, the Gone Fishin’ Portfolio returned -12.57% Year-To-Date and 6.55% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-11.18%-18.16%-16.80%-5.50%10.38%10.85%
Gone Fishin’ Portfolio-6.15%-12.57%-13.15%-8.85%6.08%6.55%
VTI
Vanguard Total Stock Market ETF
-11.34%-18.85%-18.68%-7.28%11.71%12.65%
VPL
Vanguard FTSE Pacific ETF
-3.95%-12.76%-14.16%-14.35%3.70%5.90%
VIOO
Vanguard S&P Small-Cap 600 ETF
-7.91%-15.71%-18.03%-11.29%8.81%11.66%
VNQ
Vanguard Real Estate ETF
-12.99%-18.33%-13.10%-0.30%6.77%8.03%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-4.12%-10.72%-9.79%-8.16%2.06%3.22%
IAU
iShares Gold Trust
-6.81%0.63%-1.41%-1.48%7.81%0.34%
BND
Vanguard Total Bond Market ETF
-0.75%-9.54%-9.46%-8.54%1.00%1.46%
VWO
Vanguard FTSE Emerging Markets ETF
-7.16%-14.80%-17.80%-17.88%3.37%2.65%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.08%-0.43%-0.90%2.03%3.16%1.72%
VGK
Vanguard FTSE Europe ETF
-6.95%-16.21%-16.60%-13.56%3.54%5.40%

Gone Fishin’ PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Gone Fishin’ Portfolio Sharpe ratio is -0.81. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioDividends

Gone Fishin’ Portfolio granted a 2.85% dividend yield in the last twelve months, as of May 20, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.85%2.45%2.12%2.71%3.10%2.63%2.82%2.96%3.22%3.04%3.47%3.91%4.21%

Gone Fishin’ PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Gone Fishin’ Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Gone Fishin’ Portfolio is 26.03%, recorded on Mar 23, 2020. It took 102 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.03%Jan 21, 202044Mar 23, 2020102Aug 17, 2020146
-14.65%Nov 9, 2021127May 11, 2022
-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
-6.31%Jul 7, 201470Oct 13, 201485Feb 13, 2015155
-5.36%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-4.51%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-4.3%May 6, 201919May 31, 201914Jun 20, 201933
-4.27%Sep 8, 201642Nov 4, 201623Dec 8, 201665

Gone Fishin’ PortfolioVolatility Chart

Current Gone Fishin’ Portfolio volatility is 5.73%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

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