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Fixed gone fishin' portfolio

Last updated Feb 21, 2024

Asset Allocation


VGLT 20%SCHP 10%VOO 15%VIOV 15%VEA 15%VWO 15%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds

20%

SCHP
Schwab U.S. TIPS ETF
Inflation-Protected Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

15%

VIOV
Vanguard S&P Small-Cap 600 Value ETF
Small Cap Blend Equities

15%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

15%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

15%

VNQ
Vanguard Real Estate ETF
REIT

10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.31%
13.40%
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

As of Feb 21, 2024, the Fixed gone fishin' portfolio returned -1.38% 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
N/AN/AN/AN/AN/AN/A
Fixed gone fishin' portfolio-1.38%1.31%7.31%4.39%5.66%6.03%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
-3.65%1.52%7.75%-2.25%6.83%7.85%
VEA
Vanguard FTSE Developed Markets ETF
0.69%3.10%10.13%10.11%6.65%4.64%
VWO
Vanguard FTSE Emerging Markets ETF
0.17%3.89%6.42%4.80%3.10%3.49%
VGLT
Vanguard Long-Term Treasury ETF
-5.25%-1.02%1.98%-4.82%-2.43%1.21%
SCHP
Schwab U.S. TIPS ETF
-1.21%-0.73%2.43%1.65%2.57%2.06%
VNQ
Vanguard Real Estate ETF
-4.69%-1.38%7.70%-1.39%3.68%6.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.10%
20232.50%-3.47%-4.95%-3.69%8.41%6.94%

Sharpe Ratio

The current Fixed gone fishin' portfolio Sharpe ratio is 0.39. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.39

The Sharpe ratio of Fixed 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.39
1.75
Fixed gone fishin' portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fixed gone fishin' portfolio granted a 2.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fixed gone fishin' portfolio2.98%2.91%3.26%2.35%1.97%2.50%2.79%2.37%2.47%2.50%2.49%2.35%
VOO
Vanguard S&P 500 ETF
1.39%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
2.26%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
3.13%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
3.52%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
3.57%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
3.06%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
4.15%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Expense Ratio

The Fixed gone fishin' portfolio has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.08%
0.00%2.15%
0.05%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
VIOV
Vanguard S&P Small-Cap 600 Value ETF
-0.09
VEA
Vanguard FTSE Developed Markets ETF
0.75
VWO
Vanguard FTSE Emerging Markets ETF
0.28
VGLT
Vanguard Long-Term Treasury ETF
-0.25
SCHP
Schwab U.S. TIPS ETF
0.29
VNQ
Vanguard Real Estate ETF
-0.09

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
SCHP1.000.730.09-0.04-0.11-0.06-0.10
VGLT0.731.00-0.03-0.22-0.28-0.26-0.29
VNQ0.09-0.031.000.480.580.570.64
VWO-0.04-0.220.481.000.580.810.72
VIOV-0.11-0.280.580.581.000.680.75
VEA-0.06-0.260.570.810.681.000.83
VOO-0.10-0.290.640.720.750.831.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.98%
-1.08%
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 25.71%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Fixed gone fishin' portfolio drawdown is 10.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.71%Nov 10, 2021234Oct 14, 2022
-23.93%Feb 21, 202019Mar 18, 202092Jul 29, 2020111
-13.58%Apr 27, 2015186Jan 20, 2016118Jul 8, 2016304
-13.17%Jan 29, 2018229Dec 24, 201884Apr 26, 2019313
-11.85%May 2, 2011108Oct 3, 201173Jan 18, 2012181

Volatility Chart

The current Fixed gone fishin' portfolio volatility is 3.55%, 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%SeptemberOctoberNovemberDecember2024February
3.55%
3.37%
Fixed gone fishin' portfolio
Benchmark (^GSPC)
Portfolio components
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