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

Asset Allocation


S&P 500 Index

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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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Returns By Period

As of Jul 15, 2026, the Gone Fishin’ Portfolio returned 9.94% Year-To-Date and 8.80% of annualized return in the last 10 years.


Position1D1M6MYTD1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.38%1.51%8.33%10.20%20.34%18.74%11.59%13.31%
Portfolio
Gone Fishin’ Portfolio
0.52%0.04%7.03%9.94%19.09%14.07%7.36%8.80%
BND
Vanguard Total Bond Market ETF
0.28%-0.41%-0.17%0.11%3.88%3.85%-0.21%1.46%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.20%0.14%1.28%1.79%5.49%8.20%3.67%4.67%
IAU
iShares Gold Trust
1.36%-3.69%-11.68%-6.04%20.97%27.24%16.98%11.52%
VGK
Vanguard FTSE Europe ETF
0.50%-0.13%4.82%7.55%17.05%15.40%9.14%9.87%
VIOO
Vanguard S&P Small-Cap 600 ETF
0.28%1.48%15.51%21.48%30.43%14.57%7.81%10.75%
VNQ
Vanguard Real Estate ETF
-0.27%-0.08%10.43%12.42%12.18%8.46%2.33%4.88%
VPL
Vanguard FTSE Pacific ETF
2.27%-1.90%18.95%24.45%43.23%20.12%9.81%9.97%
VTI
Vanguard Total Stock Market ETF
0.37%1.60%9.07%11.37%22.02%19.91%12.17%14.71%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.00%-0.12%1.58%1.73%3.52%5.12%3.17%3.06%
VWO
Vanguard FTSE Emerging Markets ETF
0.49%-0.67%5.70%10.03%22.10%15.55%5.29%7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 16, 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, 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.86%2.83%-5.20%6.21%2.21%0.61%-0.60%9.94%
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 16, 2012.

  • This portfolio participated in 70.64% of S&P 500 Index downside but only 61.25% 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
61.25%
Downside Capture
70.64%

Expense Ratio

Gone Fishin’ Portfolio has an expense ratio of 0.11%, 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 57 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: 5757
Overall Rank
Gone Fishin’ Portfolio Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
Gone Fishin’ Portfolio Sortino Ratio Rank: 5959
Sortino Ratio Rank
Gone Fishin’ Portfolio Omega Ratio Rank: 5858
Omega Ratio Rank
Gone Fishin’ Portfolio Calmar Ratio Rank: 5353
Calmar Ratio Rank
Gone Fishin’ Portfolio Martin Ratio Rank: 5858
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.80

1.63

+0.17

Sortino ratioReturn per unit of downside risk

2.54

2.25

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.57

2.25

+0.32

Martin ratioReturn relative to average drawdown

10.57

9.74

+0.83


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

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. Learn how to interpret the Sharpe ratio.

The current Gone Fishin’ Portfolio Sharpe ratio is 1.80 as of Jul 15, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.32 to 2.11, 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.


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Dividends

Dividend yield

Gone Fishin’ Portfolio provided a 2.70% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.70%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
4.00%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
5.91%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
2.91%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
1.12%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
3.56%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
2.69%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
1.05%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
4.16%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
2.34%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 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 0.96%.


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.


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Diversification

AI Analysis


The gist

The portfolio is a broad risk-asset mix with a respectable government-bond sleeve and a little gold, so the thesis is not “one thing” so much as “many things that mostly rhyme.” The data says the rhyme is strong enough that the equity-heavy cluster still does most of the work.

The numbers

  • Diversification ratio is 1.25 at 41.7th percentile on 1Y and 1.23 at 44.0th percentile incept; that is modest diversification, not a great deal of frictionless independence.
  • Effective asset count is 9.09 of 10, so there is little outright concentration by weight; the issue is correlation, not position count.
  • Mean pairwise correlation is 0.38, with a high end of 0.83 between VTI (VTI) and VIOO (VIOO), which is the sort of overlap that looks harmless until equity volatility shows up.

The good

  • The portfolio actually contains distinct return drivers: BND (BND), VTIP (VTIP), and IAU (IAU) sit near the low-correlation end and provide some ballast.
  • VNQ (VNQ) is not just a disguised equity sleeve; its 0.65 portfolio correlation gives it some independence, even if REITs are not exactly strangers to risk assets.
  • The regional equity mix is broad, with VPL (VPL), VGK (VGK), and VWO (VWO) spreading the equity bet across geographies.

The bad

  • The equity cluster is still one cluster: VTI (VTI), VIOO (VIOO), VPL (VPL), VGK (VGK), and VWO (VWO) all move together enough that the portfolio behaves like a global equity basket with side dishes.
  • HYG (HYG) is not much of a diversifier here; at 0.77 portfolio correlation, it often behaves like credit beta wearing a bond label.

The ugly

  • In an equity drawdown driven by growth scare, earnings recession, or widening credit spreads, the cluster of VTI, VIOO, VPL, VGK, VWO, and HYG is likely to de-correlate less than its nameplates suggest.
  • VTIP and BND help most when inflation and rates are the problem, not when risk assets sell off together; that is a useful distinction, and also the sort markets enjoy making.
AI-generated analysis. Not investment advice. Verify key facts independently.
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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

1.25

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 0.86 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

0.86

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 16, 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
0.03
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
0.20
VNQ
0.65
HYG
0.77
VWO
0.82
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 16, 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