Fixed gone fishin' portfolio
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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Oct 7, 2024, the Fixed gone fishin' portfolio returned 9.82% Year-To-Date and 6.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.57% | 4.18% | 10.51% | 35.06% | 14.29% | 11.53% |
| Fixed gone fishin' portfolio | 9.82% | 3.07% | 9.10% | 24.65% | 6.75% | 6.79% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.65% | 5.40% | 10.20% | 34.12% | 16.20% | 13.64% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.94% | 2.53% | 5.64% | 23.52% | 9.69% | 9.10% |
VEA Vanguard FTSE Developed Markets ETF | 10.21% | 3.24% | 5.08% | 23.35% | 8.28% | 6.39% |
VWO Vanguard FTSE Emerging Markets ETF | 18.85% | 11.76% | 15.15% | 27.61% | 6.91% | 4.55% |
VGLT Vanguard Long-Term Treasury ETF | 1.78% | -2.02% | 8.20% | 18.75% | -4.73% | 0.67% |
SCHP Schwab U.S. TIPS ETF | 4.00% | 0.02% | 4.81% | 10.28% | 2.31% | 2.24% |
VNQ Vanguard Real Estate ETF | 11.37% | 1.50% | 15.01% | 34.04% | 4.47% | 6.90% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.10% | 1.70% | 2.35% | -4.07% | 3.63% | 0.80% | 4.29% | 1.71% | 2.55% | 9.82% | |||
| 2023 | 8.04% | -3.79% | 1.25% | 0.36% | -2.57% | 4.19% | 2.50% | -3.47% | -4.95% | -3.69% | 8.41% | 6.94% | 12.58% |
| 2022 | -3.75% | -1.64% | -0.32% | -6.63% | -0.28% | -5.90% | 5.18% | -3.99% | -9.47% | 3.32% | 7.47% | -3.66% | -19.14% |
| 2021 | 0.50% | 1.81% | 1.59% | 3.16% | 1.63% | 1.46% | 0.33% | 1.39% | -3.14% | 3.34% | -1.24% | 2.80% | 14.29% |
| 2020 | -0.47% | -3.50% | -10.29% | 7.60% | 2.38% | 2.79% | 4.36% | 2.21% | -2.01% | -1.19% | 9.42% | 3.85% | 14.49% |
| 2019 | 7.05% | 1.27% | 1.69% | 1.64% | -2.81% | 4.25% | 0.11% | 0.91% | 1.23% | 1.56% | 1.07% | 2.09% | 21.67% |
| 2018 | 1.91% | -4.15% | 0.63% | -0.23% | 1.44% | -0.04% | 1.61% | 0.61% | -1.37% | -5.96% | 2.08% | -4.03% | -7.63% |
| 2017 | 1.69% | 2.01% | 0.47% | 1.19% | 0.83% | 1.08% | 1.70% | 0.79% | 1.30% | 0.98% | 1.48% | 1.39% | 15.96% |
| 2016 | -2.56% | 0.49% | 6.40% | 0.61% | 0.06% | 2.70% | 3.66% | -0.24% | 0.38% | -2.72% | -0.12% | 1.52% | 10.29% |
| 2015 | 1.58% | 1.52% | -0.19% | 0.50% | -0.84% | -2.33% | 0.57% | -4.94% | -1.15% | 4.58% | -0.24% | -1.72% | -2.92% |
| 2014 | -1.26% | 3.43% | 1.02% | 0.94% | 2.18% | 1.63% | -1.01% | 3.09% | -4.03% | 3.31% | 1.16% | -0.21% | 10.43% |
| 2013 | 1.90% | 0.32% | 1.51% | 2.93% | -2.43% | -2.65% | 2.41% | -2.71% | 4.35% | 3.03% | -0.07% | 0.35% | 8.98% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fixed gone fishin' portfolio is 33, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.87 | 3.83 | 1.53 | 3.06 | 17.75 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.10 | 1.70 | 1.20 | 1.02 | 4.96 |
VEA Vanguard FTSE Developed Markets ETF | 1.95 | 2.72 | 1.34 | 1.55 | 12.24 |
VWO Vanguard FTSE Emerging Markets ETF | 2.08 | 2.98 | 1.37 | 1.08 | 12.56 |
VGLT Vanguard Long-Term Treasury ETF | 1.15 | 1.70 | 1.20 | 0.37 | 3.46 |
SCHP Schwab U.S. TIPS ETF | 1.81 | 2.74 | 1.33 | 0.68 | 10.78 |
VNQ Vanguard Real Estate ETF | 1.97 | 2.81 | 1.36 | 1.02 | 7.76 |
Dividends
Dividend yield
Fixed gone fishin' portfolio granted a 2.80% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fixed gone fishin' portfolio | 2.80% | 2.91% | 3.26% | 2.35% | 1.97% | 2.50% | 2.79% | 2.37% | 2.47% | 2.50% | 2.49% | 2.35% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.30% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.38% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
VEA Vanguard FTSE Developed Markets ETF | 2.89% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 2.49% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VGLT Vanguard Long-Term Treasury ETF | 3.79% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
SCHP Schwab U.S. TIPS ETF | 3.03% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 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 25.71%, occurring on Oct 14, 2022. Recovery took 487 trading sessions.
The current Fixed gone fishin' portfolio drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.71% | Nov 10, 2021 | 234 | Oct 14, 2022 | 487 | Sep 24, 2024 | 721 |
| -23.93% | Feb 21, 2020 | 19 | Mar 18, 2020 | 92 | Jul 29, 2020 | 111 |
| -13.58% | Apr 27, 2015 | 186 | Jan 20, 2016 | 118 | Jul 8, 2016 | 304 |
| -13.17% | Jan 29, 2018 | 229 | Dec 24, 2018 | 84 | Apr 26, 2019 | 313 |
| -11.85% | May 2, 2011 | 108 | Oct 3, 2011 | 73 | Jan 18, 2012 | 181 |
Volatility
Volatility Chart
The current Fixed gone fishin' portfolio volatility is 2.58%, 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
| SCHP | VGLT | VNQ | VWO | VIOV | VEA | VOO | |
|---|---|---|---|---|---|---|---|
| SCHP | 1.00 | 0.74 | 0.10 | -0.03 | -0.09 | -0.04 | -0.09 |
| VGLT | 0.74 | 1.00 | -0.01 | -0.21 | -0.26 | -0.24 | -0.27 |
| VNQ | 0.10 | -0.01 | 1.00 | 0.47 | 0.58 | 0.57 | 0.64 |
| VWO | -0.03 | -0.21 | 0.47 | 1.00 | 0.58 | 0.81 | 0.72 |
| VIOV | -0.09 | -0.26 | 0.58 | 0.58 | 1.00 | 0.68 | 0.74 |
| VEA | -0.04 | -0.24 | 0.57 | 0.81 | 0.68 | 1.00 | 0.83 |
| VOO | -0.09 | -0.27 | 0.64 | 0.72 | 0.74 | 0.83 | 1.00 |