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Gone Fishin’ Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 10%BND 10%VTIP 10%IAU 5%VTI 15%VIOO 15%VPL 10%VWO 10%VGK 10%VNQ 5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

10%

BND
Vanguard Total Bond Market ETF
Total Bond Market

10%

VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

10%

IAU
iShares Gold Trust
Precious Metals, Gold

5%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

15%

VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities

15%

VPL
Vanguard FTSE Pacific ETF
Asia Pacific Equities

10%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

10%

VGK
Vanguard FTSE Europe ETF
Europe Equities

10%

VNQ
Vanguard Real Estate ETF
REIT

5%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.48%
17.14%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP

Returns By Period

As of Apr 13, 2024, the Gone Fishin’ Portfolio returned 1.32% Year-To-Date and 6.03% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Gone Fishin’ Portfolio1.32%-0.33%11.48%10.13%6.32%5.94%
VTI
Vanguard Total Stock Market ETF
7.03%0.07%18.04%25.26%13.16%12.09%
VPL
Vanguard FTSE Pacific ETF
2.60%-1.22%13.37%11.36%4.81%5.01%
VIOO
Vanguard S&P Small-Cap 600 ETF
-3.21%-1.18%13.26%11.25%7.34%8.38%
VNQ
Vanguard Real Estate ETF
-6.74%-3.26%9.21%4.92%3.03%5.46%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.25%-0.40%8.27%7.70%2.61%3.17%
IAU
iShares Gold Trust
13.50%8.58%21.90%16.55%12.80%5.90%
BND
Vanguard Total Bond Market ETF
-2.35%-0.84%4.86%-0.12%0.09%1.28%
VWO
Vanguard FTSE Emerging Markets ETF
1.31%-0.00%8.20%6.05%2.04%2.94%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.79%0.43%3.51%3.62%3.26%2.00%
VGK
Vanguard FTSE Europe ETF
1.47%-2.43%13.40%6.92%6.51%4.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.29%2.24%2.65%
2023-3.66%-2.23%6.78%5.53%

Expense Ratio

The Gone Fishin’ Portfolio features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Gone Fishin’ Portfolio
Sharpe ratio
The chart of Sharpe ratio for Gone Fishin’ Portfolio, currently valued at 1.09, compared to the broader market0.002.004.001.09
Sortino ratio
The chart of Sortino ratio for Gone Fishin’ Portfolio, currently valued at 1.66, compared to the broader market-2.000.002.004.006.001.66
Omega ratio
The chart of Omega ratio for Gone Fishin’ Portfolio, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for Gone Fishin’ Portfolio, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.000.72
Martin ratio
The chart of Martin ratio for Gone Fishin’ Portfolio, currently valued at 3.33, compared to the broader market0.0010.0020.0030.0040.0050.003.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.203.141.381.698.71
VPL
Vanguard FTSE Pacific ETF
0.891.321.150.583.00
VIOO
Vanguard S&P Small-Cap 600 ETF
0.581.001.110.461.85
VNQ
Vanguard Real Estate ETF
0.160.371.040.090.46
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.342.071.240.867.22
IAU
iShares Gold Trust
1.322.031.241.303.53
BND
Vanguard Total Bond Market ETF
-0.09-0.080.99-0.03-0.22
VWO
Vanguard FTSE Emerging Markets ETF
0.490.791.090.241.38
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.342.261.251.125.46
VGK
Vanguard FTSE Europe ETF
0.620.971.110.521.84

Sharpe Ratio

The current Gone Fishin’ Portfolio Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.09

The Sharpe ratio of Gone Fishin’ Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.09
2.15
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gone Fishin’ Portfolio granted a 2.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gone Fishin’ Portfolio2.92%2.83%3.16%2.44%1.99%2.54%2.81%2.31%2.39%2.42%2.55%2.30%
VTI
Vanguard Total Stock Market ETF
1.40%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VPL
Vanguard FTSE Pacific ETF
3.24%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.52%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
4.23%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
5.90%5.74%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
3.34%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
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.33%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
3.36%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.20%
-2.49%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.03%Jan 21, 202044Mar 23, 2020102Aug 17, 2020146
-21.75%Nov 9, 2021235Oct 14, 2022359Mar 21, 2024594
-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

Volatility

Volatility Chart

The current Gone Fishin’ Portfolio volatility is 2.75%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.75%
3.24%
Gone Fishin’ Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IAUBNDVTIPVNQVWOVIOOHYGVPLVGKVTI
IAU1.000.380.360.110.14-0.020.100.100.12-0.00
BND0.381.000.530.19-0.02-0.110.19-0.02-0.03-0.07
VTIP0.360.531.000.190.120.070.230.120.130.08
VNQ0.110.190.191.000.440.590.530.500.520.62
VWO0.14-0.020.120.441.000.590.600.780.740.70
VIOO-0.02-0.110.070.590.591.000.630.670.680.85
HYG0.100.190.230.530.600.631.000.630.660.72
VPL0.10-0.020.120.500.780.670.631.000.790.77
VGK0.12-0.030.130.520.740.680.660.791.000.78
VTI-0.00-0.070.080.620.700.850.720.770.781.00