Asset Allocation
Find the right asset allocation for Modified Gone Fishin Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Modified 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 year.
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Returns By Period
As of Jun 6, 2026, the Modified Gone Fishin Portfolio returned 7.36% Year-To-Date and 7.23% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Modified Gone Fishin Portfolio | -1.93% | -1.17% | 7.36% | 8.08% | 18.96% | 11.71% | 4.13% | 7.23% |
| Portfolio components: | ||||||||
SCHP Schwab U.S. TIPS ETF | -0.45% | -0.70% | 1.15% | 0.99% | 5.00% | 3.81% | 1.04% | 2.57% |
VEA Vanguard FTSE Developed Markets ETF | -3.72% | -2.34% | 10.91% | 13.57% | 26.79% | 18.26% | 8.83% | 9.63% |
VGLT Vanguard Long-Term Treasury ETF | -0.59% | -0.85% | -0.75% | -1.12% | 4.58% | -0.93% | -5.37% | -1.11% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -1.72% | 0.21% | 14.75% | 14.55% | 35.35% | 13.67% | 5.65% | 9.96% |
VNQ Vanguard Real Estate ETF | 0.72% | 0.18% | 10.55% | 9.83% | 11.98% | 9.97% | 2.69% | 5.48% |
VTI Vanguard Total Stock Market ETF | -2.68% | 0.14% | 8.72% | 8.29% | 24.59% | 21.08% | 12.19% | 14.71% |
VWO Vanguard FTSE Emerging Markets ETF | -3.78% | -4.15% | 7.94% | 8.77% | 23.65% | 16.25% | 4.36% | 8.24% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, Modified Gone Fishin Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +8.8%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Modified Gone Fishin Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Mar 12, 2020 at -7.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.19% | 2.94% | -5.17% | 6.21% | 1.93% | -1.54% | 7.36% | ||||||
| 2025 | 1.93% | 0.93% | -1.93% | -0.70% | 2.30% | 3.42% | 0.25% | 3.36% | 2.68% | 0.88% | 0.66% | 0.17% | 14.72% |
| 2024 | -2.17% | 1.71% | 2.34% | -4.08% | 3.61% | 0.73% | 4.21% | 1.70% | 2.58% | -3.04% | 3.22% | -4.25% | 6.19% |
| 2023 | 8.14% | -3.78% | 1.09% | 0.30% | -2.56% | 4.20% | 2.60% | -3.50% | -4.95% | -3.72% | 8.43% | 6.94% | 12.54% |
| 2022 | -3.87% | -1.57% | -0.42% | -6.64% | -0.31% | -5.96% | 5.17% | -3.89% | -9.48% | 3.46% | 7.28% | -3.70% | -19.34% |
| 2021 | 0.60% | 1.86% | 1.46% | 3.15% | 1.71% | 1.35% | 0.03% | 1.48% | -3.15% | 3.45% | -1.50% | 3.00% | 14.07% |
Benchmark Metrics
Modified Gone Fishin Portfolio has an annualized alpha of 0.25%, beta of 0.59, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participated in 73.73% of S&P 500 Index downside but only 61.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.25%
- Beta
- 0.59
- R²
- 0.77
- Upside Capture
- 61.77%
- Downside Capture
- 73.73%
Expense Ratio
Modified Gone Fishin Portfolio has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Modified Gone Fishin Portfolio ranks 33 for risk / return — below 33% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Modified Gone Fishin Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.90 | 2.01 | -0.10 |
| Sortino ratioReturn per unit of downside risk | 2.66 | 2.71 | -0.05 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.69 | -0.05 |
| Martin ratioReturn relative to average drawdown | 10.49 | 12.34 | -1.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 46 | 1.37 | 2.06 | 1.24 | 2.35 | 7.17 |
VEA Vanguard FTSE Developed Markets ETF | 55 | 1.70 | 2.33 | 1.31 | 2.35 | 9.12 |
VGLT Vanguard Long-Term Treasury ETF | 15 | 0.38 | 0.60 | 1.07 | 0.47 | 1.22 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 72 | 2.02 | 2.89 | 1.34 | 3.99 | 12.99 |
VNQ Vanguard Real Estate ETF | 30 | 0.95 | 1.36 | 1.17 | 1.51 | 4.74 |
VTI Vanguard Total Stock Market ETF | 70 | 2.10 | 2.83 | 1.38 | 2.93 | 13.45 |
VWO Vanguard FTSE Emerging Markets ETF | 48 | 1.49 | 2.08 | 1.28 | 2.18 | 7.80 |
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Dividends
Dividend yield
Modified Gone Fishin Portfolio provided a 2.86% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.86% | 3.01% | 2.99% | 2.91% | 3.25% | 2.35% | 1.95% | 2.48% | 2.75% | 2.35% | 2.45% | 2.48% |
| Portfolio components: | ||||||||||||
SCHP Schwab U.S. TIPS ETF | 4.00% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VEA Vanguard FTSE Developed Markets ETF | 2.71% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VGLT Vanguard Long-Term Treasury ETF | 4.63% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.60% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
VNQ Vanguard Real Estate ETF | 3.60% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.50% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Modified 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 Modified Gone Fishin Portfolio was 25.94%, occurring on Oct 14, 2022. Recovery took 673 trading sessions.
The current Modified Gone Fishin Portfolio drawdown is 2.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -25.94%Oct 2022 | 11mo 8d | 2y 8mo | 3y 7moNov 2021 - Jun 2025 |
COVID crash2020 | -24.24%Mar 2020 | 26d | 5mo 9d | 6mo 5dFeb 2020 - Aug 2020 |
2016 correction2016 | -14.22%Jan 2016 | 8mo 28d | 5mo 20d | 1y 2moApr 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -13.76%Dec 2018 | 10mo 29d | 4mo 10d | 1y 3moJan 2018 - May 2019 |
2011 correction2011 | -11.42%Oct 2011 | 5mo 4d | 3mo 17d | 8mo 21dMay 2011 - Jan 2012 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 6.67, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.28 | 1.30 | 1.34 | 1.38 | 1.42 |
The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Modified Gone Fishin Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VGLT has the lowest at -0.23.
Asset Correlations Table
Find what Modified Gone Fishin Portfolio is missing
See which holdings overlap, where Modified Gone Fishin Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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