PortfoliosLab logoPortfoliosLab logo
Gone Fishin’ Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Gone Fishin’ Portfolio

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

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.


Loading charts...

Returns By Period

As of Jun 3, 2026, the Gone Fishin’ Portfolio returned 10.46% Year-To-Date and 9.17% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.13%5.25%11.16%11.43%28.20%21.12%12.66%13.75%
Portfolio
Gone Fishin’ Portfolio
0.45%2.63%10.46%11.57%23.63%15.46%7.43%9.17%
BND
Vanguard Total Bond Market ETF
0.03%0.12%0.46%0.46%5.19%4.03%0.20%1.60%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.08%0.31%1.60%2.09%7.00%8.58%3.87%4.97%
IAU
iShares Gold Trust
0.18%-2.65%4.00%6.47%32.38%31.72%18.82%13.42%
VGK
Vanguard FTSE Europe ETF
0.50%2.08%6.90%10.71%18.42%16.79%8.68%9.39%
VIOO
Vanguard S&P Small-Cap 600 ETF
0.91%1.63%16.37%16.85%34.98%14.74%5.91%10.77%
VNQ
Vanguard Real Estate ETF
0.46%-1.60%7.96%7.15%9.88%9.19%2.21%5.22%
VPL
Vanguard FTSE Pacific ETF
0.40%10.55%30.65%33.92%52.92%23.14%10.67%10.87%
VTI
Vanguard Total Stock Market ETF
0.26%5.37%12.01%12.40%30.01%22.37%13.05%15.13%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.02%0.04%2.05%2.11%4.63%5.26%3.39%3.14%
VWO
Vanguard FTSE Emerging Markets ETF
1.27%3.73%13.82%15.26%32.89%18.58%5.66%9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 68% of months were positive and 32% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.86%2.83%-5.20%6.21%2.21%0.48%10.46%
20252.53%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%
20236.66%-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%
20210.83%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 -0.05%, beta of 0.64, 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 61.61% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.64 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
-0.05%
Beta
0.64
0.85
Upside Capture
61.61%
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 47 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.


Gone Fishin’ Portfolio Risk / Return Rank: 4747
Overall Rank
Gone Fishin’ Portfolio Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
Gone Fishin’ Portfolio Sortino Ratio Rank: 4747
Sortino Ratio Rank
Gone Fishin’ Portfolio Omega Ratio Rank: 4646
Omega Ratio Rank
Gone Fishin’ Portfolio Calmar Ratio Rank: 4848
Calmar Ratio Rank
Gone Fishin’ Portfolio Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Gone Fishin’ Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.38

2.39

-0.01

Sortino ratio

Return per unit of downside risk

3.36

3.25

+0.11

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

3.18

3.11

+0.06

Martin ratio

Return relative to average drawdown

13.33

14.38

-1.05


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
381.382.071.241.855.66
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
601.852.801.362.9913.22
IAU
iShares Gold Trust
341.231.631.251.874.69
VGK
Vanguard FTSE Europe ETF
341.211.761.221.626.04
VIOO
Vanguard S&P Small-Cap 600 ETF
642.002.881.343.9313.17
VNQ
Vanguard Real Estate ETF
230.751.111.141.203.80
VPL
Vanguard FTSE Pacific ETF
802.723.551.494.1316.33
VTI
Vanguard Total Stock Market ETF
742.483.371.453.4415.88
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
933.105.281.656.5425.31
VWO
Vanguard FTSE Emerging Markets ETF
612.092.881.393.0310.94

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Gone Fishin’ Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 2.38
  • 5-Year: 0.64
  • 10-Year: 0.74
  • All Time: 0.71

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Gone Fishin’ Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

Gone Fishin’ Portfolio provided a 2.64% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.64%2.87%2.84%2.78%3.16%2.45%2.00%2.54%2.81%2.31%2.41%2.42%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.90%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%
VGK
Vanguard FTSE Europe ETF
2.78%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.17%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
3.69%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
2.72%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
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.58%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.37%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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-26.04%Mar 2020
2mo 2d4mo 27d
6mo 29dJan 2020 - Aug 2020
Bear market2022
-21.73%Oct 2022
11mo 9d1y 5mo
2y 4moNov 2021 - Mar 2024
2016 correction2016
-14.36%Feb 2016
9mo 18d5mo 19d
1y 3moApr 2015 - Jul 2016
Rate-hike selloffLate 2018
-13.13%Dec 2018
10mo 29d4mo 10d
1y 3moJan 2018 - May 2019
2025 selloff2025
-10.77%Apr 2025
1mo 18d1mo 4d
2mo 22dFeb 2025 - May 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

AI Analysis


Thesis

The portfolio is betting on a broadly global risk mix, with U.S., developed ex-U.S., and emerging equities doing most of the work, while bonds, gold, and REITs serve as quieter ballast.

The numbers

  • Diversification is modest rather than dramatic: DR is 1.22–1.26, sitting around the 41st–50th percentile versus the platform, which is the sort of result that says “multiple sleeves” without saying “independent sleeves.”
  • The effective asset count is 9.09 of 10, so concentration is not the issue; correlation is. The portfolio owns many things that still behave like one thing.
  • The mean pairwise correlation is 0.38, but the equity cluster is tight: VTI (Large Cap Blend Equities) and VIOO (Small Cap Blend Equities) at 0.84, VPL (Asia Pacific Equities) and VGK (Europe Equities) at 0.79.

What works

  • BND (Total Bond Market) and VTIP (Inflation-Protected Bonds) form a genuine lower-correlation sleeve, with portfolio correlations of 0.10 and 0.18.
  • IAU (Gold, Precious Metals) is similarly distinct at 0.19, which helps because some portfolios only diversify by changing the label on the equity sleeve.
  • VNQ (REIT) at 0.66 is not a shock absorber, but it is at least a different transmission mechanism.

What does not

  • The largest weights sit inside one broad equity complex: VTI, VIOO, VPL, VWO, and VGK all live in the same global growth-and-risk neighborhood.
  • HYG (High Yield Bonds) at 0.77 behaves more like a credit equity than a defensive bond, so its diversification is partial, such as it is.
  • The 1Y DR is only slightly above the 10Y figure, which says recent correlations have not improved much.

Stress Scenario

  • A synchronized growth scare, weaker trade activity, and higher credit spreads would likely pull the VTI/VIOO/VPL/VWO/VGK block, HYG, and VNQ in the same direction, leaving BND, VTIP, and IAU to do the heavy lifting.

Worth knowing

  • Portfolios with this correlation profile are typically understood as global equity portfolios with a few stabilizers, not as multi-strategy diversifiers.
  • The cluster structure implies that the apparent spread across regions is real in geography, but only partly real in risk behavior.
AI-generated analysis. Not investment advice. Verify key facts independently.
Was this useful?

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

1.26

1.24

1.22

1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Gone Fishin’ Portfolio correlation to the S&P 500 Index

Gone Fishin’ Portfolio has a 0.85 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2012

0.89


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.02.

BND
-0.02
IAU
0.02
VTIP
0.07
VNQ
0.58
VWO
0.68
HYG
0.71
VPL
0.75
VGK
0.76
VIOO
0.79
VTI
0.99

Portfolio Correlations

Correlation vs. Gone Fishin’ Portfolio. VTI has the highest portfolio correlation at 0.91, while BND has the lowest at 0.10.

BND
0.10
VTIP
0.18
IAU
0.19
VNQ
0.66
HYG
0.77
VWO
0.81
VPL
0.86
VIOO
0.87
VGK
0.87
VTI
0.91

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Oct 17, 2012
Diversification Analysis

Find what Gone Fishin’ Portfolio is missing

See which holdings overlap, where Gone Fishin’ Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification