Gone Fishin’ Portfolio
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.
Asset Allocation
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 Quarterly
The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Nov 21, 2024, the Gone Fishin’ Portfolio returned 10.83% Year-To-Date and 6.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Gone Fishin’ Portfolio | 10.83% | -0.56% | 6.02% | 18.07% | 7.34% | 6.60% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 24.77% | 1.74% | 12.48% | 32.60% | 14.96% | 12.63% |
VPL Vanguard FTSE Pacific ETF | 3.14% | -2.99% | -0.10% | 9.70% | 4.11% | 4.97% |
VIOO Vanguard S&P Small-Cap 600 ETF | 12.98% | 4.22% | 11.49% | 28.61% | 10.35% | 9.67% |
VNQ Vanguard Real Estate ETF | 10.50% | -0.82% | 15.80% | 24.89% | 4.61% | 6.01% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 8.59% | 0.50% | 6.74% | 13.19% | 3.63% | 3.94% |
IAU iShares Gold Trust | 28.18% | -2.63% | 11.20% | 32.25% | 12.48% | 8.03% |
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
VWO Vanguard FTSE Emerging Markets ETF | 11.71% | -4.06% | 3.31% | 15.58% | 4.50% | 3.36% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.63% | 0.10% | 3.10% | 6.63% | 3.54% | 2.41% |
VGK Vanguard FTSE Europe ETF | 2.67% | -6.01% | -5.27% | 9.46% | 6.10% | 4.95% |
Monthly Returns
The table below presents the monthly returns of Gone Fishin’ Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.29% | 2.24% | 2.65% | -2.77% | 3.30% | 0.30% | 3.89% | 1.40% | 2.19% | -2.19% | 10.83% | ||
| 2023 | 6.66% | -3.02% | 1.36% | 0.33% | -1.68% | 3.86% | 2.97% | -2.60% | -3.66% | -2.23% | 6.78% | 5.53% | 14.34% |
| 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% | 0.35% | -0.01% | 1.35% | -2.58% | 2.58% | -2.02% | 3.11% | 12.03% |
| 2020 | -1.34% | -4.79% | -11.80% | 7.65% | 3.66% | 2.62% | 4.25% | 2.98% | -2.13% | -0.61% | 8.93% | 4.63% | 12.93% |
| 2019 | 6.66% | 1.71% | 0.57% | 1.99% | -3.90% | 4.80% | -0.07% | -0.77% | 1.43% | 1.96% | 1.15% | 2.78% | 19.50% |
| 2018 | 2.85% | -3.41% | 0.22% | 0.15% | 1.03% | -0.46% | 1.85% | 0.64% | -0.56% | -5.60% | 1.45% | -4.62% | -6.64% |
| 2017 | 1.96% | 1.86% | 0.78% | 1.17% | 0.79% | 0.76% | 1.87% | 0.28% | 1.71% | 1.11% | 1.28% | 0.96% | 15.53% |
| 2016 | -3.40% | 0.33% | 5.82% | 1.13% | 0.04% | 1.46% | 3.33% | 0.21% | 0.81% | -2.04% | 0.96% | 1.60% | 10.42% |
| 2015 | 0.39% | 2.97% | -0.41% | 1.06% | 0.00% | -1.54% | -0.33% | -4.52% | -2.09% | 4.71% | -0.50% | -1.90% | -2.46% |
| 2014 | -2.49% | 3.73% | 0.31% | 0.30% | 1.35% | 2.13% | -1.81% | 2.17% | -3.64% | 2.30% | 0.13% | -0.78% | 3.47% |
| 2013 | 2.59% | -0.02% | 1.87% | 1.61% | -1.38% | -2.24% | 3.69% | -1.78% | 3.97% | 2.80% | 0.53% | 0.79% | 12.89% |
Expense Ratio
Gone Fishin’ Portfolio has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Gone Fishin’ Portfolio is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.58 | 3.45 | 1.48 | 3.76 | 16.48 |
VPL Vanguard FTSE Pacific ETF | 0.61 | 0.93 | 1.12 | 0.63 | 2.76 |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.36 | 2.05 | 1.24 | 1.50 | 7.60 |
VNQ Vanguard Real Estate ETF | 1.48 | 2.09 | 1.26 | 0.89 | 5.33 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.87 | 4.48 | 1.56 | 2.66 | 21.54 |
IAU iShares Gold Trust | 2.27 | 3.02 | 1.39 | 4.14 | 13.43 |
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
VWO Vanguard FTSE Emerging Markets ETF | 1.01 | 1.50 | 1.19 | 0.63 | 5.01 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.11 | 5.51 | 1.72 | 4.89 | 23.99 |
VGK Vanguard FTSE Europe ETF | 0.68 | 1.02 | 1.12 | 0.92 | 3.01 |
Dividends
Dividend yield
Gone Fishin’ Portfolio provided a 2.80% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.80% | 2.83% | 3.16% | 2.44% | 1.99% | 2.54% | 2.81% | 2.31% | 2.39% | 2.42% | 2.55% | 2.30% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VPL Vanguard FTSE Pacific ETF | 3.13% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.30% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.36% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
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% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
VGK Vanguard FTSE Europe ETF | 3.14% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
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.
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 26.03%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Gone Fishin’ Portfolio drawdown is 1.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.03% | Jan 21, 2020 | 44 | Mar 23, 2020 | 102 | Aug 17, 2020 | 146 |
| -21.75% | Nov 9, 2021 | 235 | Oct 14, 2022 | 359 | Mar 21, 2024 | 594 |
| -14.36% | Apr 29, 2015 | 200 | Feb 11, 2016 | 117 | Jul 29, 2016 | 317 |
| -13.13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -7.69% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
Volatility
Volatility Chart
The current Gone Fishin’ Portfolio volatility is 2.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IAU | BND | VTIP | VNQ | VWO | VIOO | HYG | VPL | VGK | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.37 | 0.36 | 0.11 | 0.16 | -0.01 | 0.11 | 0.12 | 0.14 | 0.01 |
| BND | 0.37 | 1.00 | 0.54 | 0.21 | -0.00 | -0.09 | 0.21 | 0.00 | -0.00 | -0.05 |
| VTIP | 0.36 | 0.54 | 1.00 | 0.20 | 0.12 | 0.07 | 0.24 | 0.13 | 0.14 | 0.08 |
| VNQ | 0.11 | 0.21 | 0.20 | 1.00 | 0.43 | 0.59 | 0.53 | 0.49 | 0.51 | 0.62 |
| VWO | 0.16 | -0.00 | 0.12 | 0.43 | 1.00 | 0.58 | 0.60 | 0.78 | 0.73 | 0.69 |
| VIOO | -0.01 | -0.09 | 0.07 | 0.59 | 0.58 | 1.00 | 0.63 | 0.67 | 0.67 | 0.84 |
| HYG | 0.11 | 0.21 | 0.24 | 0.53 | 0.60 | 0.63 | 1.00 | 0.63 | 0.66 | 0.72 |
| VPL | 0.12 | 0.00 | 0.13 | 0.49 | 0.78 | 0.67 | 0.63 | 1.00 | 0.79 | 0.76 |
| VGK | 0.14 | -0.00 | 0.14 | 0.51 | 0.73 | 0.67 | 0.66 | 0.79 | 1.00 | 0.78 |
| VTI | 0.01 | -0.05 | 0.08 | 0.62 | 0.69 | 0.84 | 0.72 | 0.76 | 0.78 | 1.00 |