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Gone Fishin’ Portfolio

Last updated Oct 2, 2022

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 11 of 54

3.30%
0.00%5.13%
10Y Annualized Return

Rank 40 of 54

5.56%
2.78%57.48%
Sharpe Ratio

Rank 42 of 54

-1.12
-1.65-0.52
Maximum Drawdown

Rank 24 of 54

-29.77%
-91.88%-19.55%

Gone Fishin’ PortfolioAsset Allocation


Gone Fishin’ PortfolioPerformance

The chart shows the growth of $10,000 invested in Gone Fishin’ Portfolio in Oct 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,635 for a total return of roughly 66.35%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-17.55%
-21.76%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioReturns

As of Oct 2, 2022, the Gone Fishin’ Portfolio returned -22.54% Year-To-Date and 5.56% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%9.50%
Gone Fishin’ Portfolio-8.25%-16.71%-20.70%-18.18%2.97%5.25%
VTI
Vanguard Total Stock Market ETF
-9.90%-20.52%-24.82%-18.85%8.58%11.30%
VPL
Vanguard FTSE Pacific ETF
-10.40%-21.57%-25.50%-27.30%-0.76%4.01%
VIOO
Vanguard S&P Small-Cap 600 ETF
-10.73%-18.47%-23.16%-20.18%4.81%10.18%
VNQ
Vanguard Real Estate ETF
-13.28%-24.74%-29.32%-20.02%3.09%6.17%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-4.27%-11.04%-15.25%-14.69%0.53%2.57%
IAU
iShares Gold Trust
-3.61%-14.39%-9.42%-4.02%5.16%-0.73%
BND
Vanguard Total Bond Market ETF
-4.58%-9.21%-14.51%-14.70%-0.34%0.83%
VWO
Vanguard FTSE Emerging Markets ETF
-9.95%-19.24%-24.46%-24.03%-0.81%1.32%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
-3.41%-3.84%-4.19%-3.00%2.29%1.23%
VGK
Vanguard FTSE Europe ETF
-10.47%-24.08%-30.56%-27.28%-1.50%3.16%

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 -1.12. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.28
-0.77
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Gone Fishin’ PortfolioDividends

Gone Fishin’ Portfolio granted a 3.30% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

3.30%2.49%2.09%2.74%3.14%2.67%2.86%3.00%3.26%3.08%3.51%3.96%4.28%

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%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-21.56%
-25.25%
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
-21.56%Nov 9, 2021225Sep 30, 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 12.96%. 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%MayJuneJulyAugustSeptember
16.94%
19.40%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

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