Asset Allocation
Find the right asset allocation for Gone Fishin’ Portfolio
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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 Jun 3, 2026, the Gone Fishin’ Portfolio returned 10.46% Year-To-Date and 9.17% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 2.83% | -5.20% | 6.21% | 2.21% | 0.48% | 10.46% | ||||||
| 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 -0.05%, 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
- R²
- 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Gone Fishin’ Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 2.39 | -0.01 |
Sortino ratioReturn per unit of downside risk | 3.36 | 3.25 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.11 | +0.06 |
Martin ratioReturn relative to average drawdown | 13.33 | 14.38 | -1.05 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 38 | 1.38 | 2.07 | 1.24 | 1.85 | 5.66 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 60 | 1.85 | 2.80 | 1.36 | 2.99 | 13.22 |
IAU iShares Gold Trust | 34 | 1.23 | 1.63 | 1.25 | 1.87 | 4.69 |
VGK Vanguard FTSE Europe ETF | 34 | 1.21 | 1.76 | 1.22 | 1.62 | 6.04 |
VIOO Vanguard S&P Small-Cap 600 ETF | 64 | 2.00 | 2.88 | 1.34 | 3.93 | 13.17 |
VNQ Vanguard Real Estate ETF | 23 | 0.75 | 1.11 | 1.14 | 1.20 | 3.80 |
VPL Vanguard FTSE Pacific ETF | 80 | 2.72 | 3.55 | 1.49 | 4.13 | 16.33 |
VTI Vanguard Total Stock Market ETF | 74 | 2.48 | 3.37 | 1.45 | 3.44 | 15.88 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 93 | 3.10 | 5.28 | 1.65 | 6.54 | 25.31 |
VWO Vanguard FTSE Emerging Markets ETF | 61 | 2.09 | 2.88 | 1.39 | 3.03 | 10.94 |
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Dividends
Dividend yield
Gone Fishin’ Portfolio provided a 2.64% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.87% | 2.84% | 2.78% | 3.16% | 2.45% | 2.00% | 2.54% | 2.81% | 2.31% | 2.41% | 2.42% |
| Portfolio components: | ||||||||||||
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.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -26.04%Mar 2020 | 2mo 2d | 4mo 27d | 6mo 29dJan 2020 - Aug 2020 |
Bear market2022 | -21.73%Oct 2022 | 11mo 9d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
2016 correction2016 | -14.36%Feb 2016 | 9mo 18d | 5mo 19d | 1y 3moApr 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -13.13%Dec 2018 | 10mo 29d | 4mo 10d | 1y 3moJan 2018 - May 2019 |
2025 selloff2025 | -10.77%Apr 2025 | 1mo 18d | 1mo 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
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.
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
| 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.
Asset Correlations Table
| BND | IAU | VTIP | VNQ | VWO | VIOO | HYG | VPL | VGK | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.35 | 0.55 | 0.23 | 0.02 | -0.04 | 0.24 | 0.04 | 0.04 | -0.02 |
| IAU | 0.35 | 1.00 | 0.34 | 0.11 | 0.17 | 0.01 | 0.12 | 0.15 | 0.16 | 0.02 |
| VTIP | 0.55 | 0.34 | 1.00 | 0.20 | 0.10 | 0.06 | 0.24 | 0.12 | 0.13 | 0.07 |
| VNQ | 0.23 | 0.11 | 0.20 | 1.00 | 0.42 | 0.59 | 0.53 | 0.49 | 0.52 | 0.60 |
| VWO | 0.02 | 0.17 | 0.10 | 0.42 | 1.00 | 0.58 | 0.59 | 0.77 | 0.73 | 0.69 |
| VIOO | -0.04 | 0.01 | 0.06 | 0.59 | 0.58 | 1.00 | 0.64 | 0.66 | 0.67 | 0.84 |
| HYG | 0.24 | 0.12 | 0.24 | 0.53 | 0.59 | 0.64 | 1.00 | 0.63 | 0.66 | 0.72 |
| VPL | 0.04 | 0.15 | 0.12 | 0.49 | 0.77 | 0.66 | 0.63 | 1.00 | 0.79 | 0.76 |
| VGK | 0.04 | 0.16 | 0.13 | 0.52 | 0.73 | 0.67 | 0.66 | 0.79 | 1.00 | 0.77 |
| VTI | -0.02 | 0.02 | 0.07 | 0.60 | 0.69 | 0.84 | 0.72 | 0.76 | 0.77 | 1.00 |
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.
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