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 every 3 months.
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.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
Fixed gone fishin' portfolio | 0.00% | -4.39% | 5.76% | 11.09% | 6.46% | 6.85% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 0.00% | -2.21% | 7.42% | 26.29% | 14.63% | 13.16% |
Vanguard S&P Small-Cap 600 Value ETF | 0.00% | -7.54% | 13.01% | 7.25% | 8.10% | 8.17% |
Vanguard FTSE Developed Markets ETF | 0.00% | -3.62% | -2.99% | 4.28% | 4.86% | 5.55% |
Vanguard FTSE Emerging Markets ETF | 0.00% | -1.36% | 1.43% | 12.08% | 2.87% | 4.12% |
Vanguard Long-Term Treasury ETF | 0.00% | -5.37% | -1.59% | -5.44% | -5.64% | -0.71% |
Schwab U.S. TIPS ETF | 0.00% | -1.52% | 0.95% | 2.09% | 1.63% | 2.12% |
Vanguard Real Estate ETF | 0.00% | -7.82% | 7.97% | 3.02% | 2.94% | 4.82% |
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 | -1.91% | 2.70% | 2.79% | -4.57% | 4.21% | 0.91% | 4.65% | 1.64% | 2.17% | -2.41% | 4.93% | 10.59% | |
2023 | 8.49% | -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% |
2021 | 0.67% | 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% |
2019 | 7.76% | 1.80% | 1.24% | 2.12% | -3.82% | 4.80% | 0.47% | 0.25% | 1.78% | 1.56% | 1.43% | 2.05% | 23.20% |
2018 | 2.03% | -4.20% | 0.43% | 0.14% | 2.08% | 0.25% | 1.90% | 1.35% | -1.39% | -6.57% | 1.92% | -5.96% | -8.27% |
2017 | 1.18% | 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% |
2015 | 0.97% | 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.
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.
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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.00 | 2.68 | 1.37 | 2.98 | 13.18 |
Vanguard S&P Small-Cap 600 Value ETF | 0.26 | 0.52 | 1.06 | 0.47 | 1.29 |
Vanguard FTSE Developed Markets ETF | 0.24 | 0.42 | 1.05 | 0.33 | 0.88 |
Vanguard FTSE Emerging Markets ETF | 0.75 | 1.14 | 1.14 | 0.47 | 2.91 |
Vanguard Long-Term Treasury ETF | -0.52 | -0.64 | 0.93 | -0.16 | -1.22 |
Schwab U.S. TIPS ETF | 0.41 | 0.59 | 1.07 | 0.17 | 1.35 |
Vanguard Real Estate ETF | 0.17 | 0.33 | 1.04 | 0.10 | 0.57 |
Dividends
Dividend yield
Fixed gone fishin' portfolio provided a 2.99% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.99% | 2.91% | 3.26% | 2.35% | 1.97% | 2.50% | 2.79% | 2.37% | 2.47% | 2.50% | 2.49% |
Portfolio components: | |||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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.
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, 2020 | 19 | Mar 18, 2020 | 164 | Nov 9, 2020 | 183 |
-24.84% | Nov 10, 2021 | 234 | Oct 14, 2022 | 435 | Jul 11, 2024 | 669 |
-15.43% | Aug 30, 2018 | 80 | Dec 24, 2018 | 89 | May 3, 2019 | 169 |
-13.16% | Apr 27, 2015 | 186 | Jan 20, 2016 | 113 | Jun 30, 2016 | 299 |
-12.95% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
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.
Diversification
Asset Correlations Table
SCHP | VGLT | VNQ | VWO | VIOV | VEA | VOO | |
---|---|---|---|---|---|---|---|
SCHP | 1.00 | 0.74 | 0.11 | -0.03 | -0.09 | -0.04 | -0.09 |
VGLT | 0.74 | 1.00 | 0.00 | -0.20 | -0.26 | -0.23 | -0.26 |
VNQ | 0.11 | 0.00 | 1.00 | 0.47 | 0.58 | 0.57 | 0.63 |
VWO | -0.03 | -0.20 | 0.47 | 1.00 | 0.57 | 0.81 | 0.71 |
VIOV | -0.09 | -0.26 | 0.58 | 0.57 | 1.00 | 0.67 | 0.74 |
VEA | -0.04 | -0.23 | 0.57 | 0.81 | 0.67 | 1.00 | 0.82 |
VOO | -0.09 | -0.26 | 0.63 | 0.71 | 0.74 | 0.82 | 1.00 |