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Fixed gone fishin' portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fixed 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.


-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
5.55%
6.10%
Fixed gone fishin' portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Dec 31, 2024, the Fixed gone fishin' portfolio returned 10.59% Year-To-Date and 6.85% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.00%-2.50%6.76%23.31%12.57%11.09%
Fixed gone fishin' portfolio0.00%-4.39%5.76%11.09%6.46%6.85%
VOO
Vanguard S&P 500 ETF
0.00%-2.21%7.42%26.29%14.63%13.16%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.00%-7.54%13.01%7.25%8.10%8.17%
VEA
Vanguard FTSE Developed Markets ETF
0.00%-3.62%-2.99%4.28%4.86%5.55%
VWO
Vanguard FTSE Emerging Markets ETF
0.00%-1.36%1.43%12.08%2.87%4.12%
VGLT
Vanguard Long-Term Treasury ETF
0.00%-5.37%-1.59%-5.44%-5.64%-0.71%
SCHP
Schwab U.S. TIPS ETF
0.00%-1.52%0.95%2.09%1.63%2.12%
VNQ
Vanguard Real Estate ETF
0.00%-7.82%7.97%3.02%2.94%4.82%
*Annualized

Monthly Returns

The table below presents the monthly returns of Fixed gone fishin' portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.91%2.70%2.79%-4.57%4.21%0.91%4.65%1.64%2.17%-2.41%4.93%10.59%
20238.49%-3.28%0.30%0.29%-2.23%5.39%3.20%-3.31%-5.18%-3.72%8.85%7.42%15.84%
2022-4.45%-1.50%0.93%-6.89%-0.05%-6.99%6.63%-4.22%-9.76%5.92%6.47%-4.56%-18.45%
20210.67%2.77%2.52%3.52%1.78%1.31%0.24%1.77%-3.35%4.13%-1.41%3.66%18.79%
2020-0.87%-4.95%-12.33%8.11%2.36%2.45%4.33%2.64%-2.36%-1.33%10.03%3.84%10.38%
20197.76%1.80%1.24%2.12%-3.82%4.80%0.47%0.25%1.78%1.56%1.43%2.05%23.20%
20182.03%-4.20%0.43%0.14%2.08%0.25%1.90%1.35%-1.39%-6.57%1.92%-5.96%-8.27%
20171.18%2.18%0.11%1.08%0.52%1.34%1.53%0.28%2.10%0.99%1.94%1.11%15.32%
2016-2.95%0.55%6.57%0.55%0.43%2.53%3.74%-0.34%0.21%-3.08%1.20%1.87%11.48%
20150.97%1.84%-0.08%-0.05%-0.48%-2.21%0.71%-4.97%-1.41%4.91%0.06%-1.71%-2.70%
2014-1.61%3.79%0.91%0.71%2.06%1.78%-1.40%3.18%-4.03%3.65%1.33%0.02%10.56%

Expense Ratio

Fixed gone fishin' portfolio has an expense ratio of 0.07%, 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.


Expense ratio chart for VIOV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SCHP: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VGLT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Fixed gone fishin' portfolio is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Fixed gone fishin' portfolio is 1616
Overall Rank
The Sharpe Ratio Rank of Fixed gone fishin' portfolio is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of Fixed gone fishin' portfolio is 1313
Sortino Ratio Rank
The Omega Ratio Rank of Fixed gone fishin' portfolio is 1313
Omega Ratio Rank
The Calmar Ratio Rank of Fixed gone fishin' portfolio is 1717
Calmar Ratio Rank
The Martin Ratio Rank of Fixed gone fishin' portfolio is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Fixed gone fishin' portfolio, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.000.861.84
The chart of Sortino ratio for Fixed gone fishin' portfolio, currently valued at 1.23, compared to the broader market-2.000.002.004.001.232.48
The chart of Omega ratio for Fixed gone fishin' portfolio, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.161.34
The chart of Calmar ratio for Fixed gone fishin' portfolio, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.001.062.75
The chart of Martin ratio for Fixed gone fishin' portfolio, currently valued at 5.17, compared to the broader market0.0010.0020.0030.0040.005.1711.85
Fixed gone fishin' portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.002.681.372.9813.18
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.260.521.060.471.29
VEA
Vanguard FTSE Developed Markets ETF
0.240.421.050.330.88
VWO
Vanguard FTSE Emerging Markets ETF
0.751.141.140.472.91
VGLT
Vanguard Long-Term Treasury ETF
-0.52-0.640.93-0.16-1.22
SCHP
Schwab U.S. TIPS ETF
0.410.591.070.171.35
VNQ
Vanguard Real Estate ETF
0.170.331.040.100.57

The current Fixed gone fishin' portfolio Sharpe ratio is 0.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 2.01, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Fixed gone fishin' portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
0.86
1.86
Fixed gone fishin' portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fixed gone fishin' portfolio provided a 2.99% dividend yield over the last twelve months.


TTM2023202220212020201920182017201620152014
Portfolio2.99%2.91%3.26%2.35%1.97%2.50%2.79%2.37%2.47%2.50%2.49%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.79%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%
VEA
Vanguard FTSE Developed Markets ETF
3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
VWO
Vanguard FTSE Emerging Markets ETF
3.19%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%
VGLT
Vanguard Long-Term Treasury ETF
4.32%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%
SCHP
Schwab U.S. TIPS ETF
2.99%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%
VNQ
Vanguard Real Estate ETF
3.89%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-4.60%
-3.01%
Fixed gone fishin' portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fixed 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 Fixed gone fishin' portfolio was 27.01%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current Fixed gone fishin' portfolio drawdown is 4.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.01%Feb 21, 202019Mar 18, 2020164Nov 9, 2020183
-24.84%Nov 10, 2021234Oct 14, 2022435Jul 11, 2024669
-15.43%Aug 30, 201880Dec 24, 201889May 3, 2019169
-13.16%Apr 27, 2015186Jan 20, 2016113Jun 30, 2016299
-12.95%May 2, 2011108Oct 3, 201178Jan 25, 2012186

Volatility

Volatility Chart

The current Fixed gone fishin' portfolio volatility is 3.69%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.69%
4.19%
Fixed 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.

SCHPVGLTVNQVWOVIOVVEAVOO
SCHP1.000.740.11-0.03-0.09-0.04-0.09
VGLT0.741.000.00-0.20-0.26-0.23-0.26
VNQ0.110.001.000.470.580.570.63
VWO-0.03-0.200.471.000.570.810.71
VIOV-0.09-0.260.580.571.000.670.74
VEA-0.04-0.230.570.810.671.000.82
VOO-0.09-0.260.630.710.740.821.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010