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Gone Fishin’ Portfolio

Last updated Feb 7, 2023

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 35 of 54

0.12%
0.00%0.94%
Dividend Yield

Rank 7 of 54

3.08%
0.00%4.21%
10Y Annualized Return

Rank 36 of 54

6.21%
2.65%53.17%
Sharpe Ratio

Rank 15 of 54

-0.29
-0.99-0.09
Maximum Drawdown

Rank 25 of 54

-26.03%
-55.92%-14.59%

Gone Fishin’ PortfolioAsset Allocation


Gone Fishin’ PortfolioPerformance

The chart shows the growth of $10,000 invested in Gone Fishin’ Portfolio in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,136 for a total return of roughly 91.36%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
6.74%
3.63%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioReturns

As of Feb 7, 2023, the Gone Fishin’ Portfolio returned 6.28% Year-To-Date and 6.21% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%8.83%10.56%
Gone Fishin’ Portfolio3.64%6.28%2.48%-4.70%5.26%6.21%
VTI
Vanguard Total Stock Market ETF
6.31%7.89%0.23%-7.27%10.25%12.26%
VPL
Vanguard FTSE Pacific ETF
3.85%6.01%5.01%-6.12%1.29%4.91%
VIOO
Vanguard S&P Small-Cap 600 ETF
8.95%11.71%5.02%2.17%8.61%11.24%
VNQ
Vanguard Real Estate ETF
8.18%10.66%-3.87%-9.85%8.03%7.12%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.98%3.58%0.02%-4.57%2.40%3.23%
IAU
iShares Gold Trust
0.06%2.49%5.26%3.08%7.01%0.91%
BND
Vanguard Total Bond Market ETF
0.37%2.48%-2.03%-8.22%0.74%1.27%
VWO
Vanguard FTSE Emerging Markets ETF
0.66%5.85%2.71%-13.22%-0.01%2.23%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.06%0.28%-1.85%-1.48%2.66%1.32%
VGK
Vanguard FTSE Europe ETF
3.57%8.73%11.09%-5.38%3.43%5.36%

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 -0.29. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.29
-0.34
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioDividends

Gone Fishin’ Portfolio granted a 3.08% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

3.08%3.16%2.54%2.12%2.79%3.19%2.72%2.91%3.05%3.31%3.13%3.57%4.02%4.34%

Gone Fishin’ PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-9.77%
-14.29%
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
-21.75%Nov 9, 2021235Oct 14, 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 7.69%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
12.77%
16.98%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components