Asset Allocation
Performance
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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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VIOV
Returns By Period
As of Apr 2, 2026, the Modified Gone Fishin Portfolio returned 1.16% Year-To-Date and 6.88% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio Modified Gone Fishin Portfolio | 0.44% | -2.79% | 1.16% | 2.30% | 14.20% | 9.65% | 3.94% | 6.88% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 0.08% | -3.66% | 4.59% | 7.16% | 23.69% | 10.27% | 4.97% | 9.51% |
VEA Vanguard FTSE Developed Markets ETF | 1.65% | -5.45% | 4.45% | 9.91% | 31.74% | 16.71% | 8.93% | 9.55% |
VWO Vanguard FTSE Emerging Markets ETF | 0.30% | -5.29% | 0.84% | 1.39% | 22.71% | 13.84% | 3.90% | 7.66% |
VGLT Vanguard Long-Term Treasury ETF | -0.05% | -3.18% | -0.14% | -0.79% | -0.40% | -1.59% | -4.89% | -0.87% |
SCHP Schwab U.S. TIPS ETF | -0.09% | -1.16% | 0.37% | 0.14% | 2.84% | 3.12% | 1.37% | 2.56% |
VNQ Vanguard Real Estate ETF | 0.36% | -6.21% | 1.67% | -0.84% | 2.18% | 6.57% | 2.86% | 4.69% |
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 +0.65%. At this rate, your investment would double in approximately 8.9 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% | 0.44% | 1.16% | ||||||||
| 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 0.32%, beta of 0.58, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participated in 73.86% of S&P 500 Index downside but only 62.41% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.58 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
- 0.32%
- Beta
- 0.58
- R²
- 0.77
- Upside Capture
- 62.41%
- Downside Capture
- 73.86%
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 38 for risk / return — below 38% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.92 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.41 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.41 | +0.18 |
Martin ratioReturn relative to average drawdown | 6.82 | 6.61 | +0.20 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 55 | 1.01 | 1.53 | 1.20 | 1.52 | 5.68 |
VEA Vanguard FTSE Developed Markets ETF | 87 | 1.81 | 2.46 | 1.36 | 2.77 | 10.77 |
VWO Vanguard FTSE Emerging Markets ETF | 70 | 1.28 | 1.80 | 1.26 | 1.89 | 7.18 |
VGLT Vanguard Long-Term Treasury ETF | 11 | -0.04 | 0.02 | 1.00 | 0.04 | 0.09 |
SCHP Schwab U.S. TIPS ETF | 34 | 0.71 | 0.98 | 1.13 | 1.03 | 3.07 |
VNQ Vanguard Real Estate ETF | 15 | 0.13 | 0.30 | 1.04 | 0.18 | 0.70 |
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Dividends
Dividend yield
Modified Gone Fishin Portfolio provided a 2.94% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.94% | 3.01% | 2.99% | 2.91% | 3.25% | 2.35% | 1.95% | 2.48% | 2.75% | 2.35% | 2.45% | 2.48% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.76% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VGLT Vanguard Long-Term Treasury ETF | 4.54% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
SCHP Schwab U.S. TIPS ETF | 3.72% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
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 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.94% | Nov 10, 2021 | 234 | Oct 14, 2022 | 673 | Jun 24, 2025 | 907 |
| -24.24% | Feb 21, 2020 | 19 | Mar 18, 2020 | 110 | Aug 24, 2020 | 129 |
| -14.22% | Apr 27, 2015 | 186 | Jan 20, 2016 | 118 | Jul 8, 2016 | 304 |
| -13.76% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -11.42% | May 2, 2011 | 108 | Oct 3, 2011 | 73 | Jan 18, 2012 | 181 |
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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | SCHP | VGLT | VNQ | VWO | VIOV | VEA | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.07 | -0.24 | 0.62 | 0.71 | 0.74 | 0.82 | 0.99 | 0.85 |
| SCHP | -0.07 | 1.00 | 0.75 | 0.13 | -0.02 | -0.07 | -0.02 | -0.07 | 0.19 |
| VGLT | -0.24 | 0.75 | 1.00 | 0.02 | -0.18 | -0.23 | -0.20 | -0.23 | 0.05 |
| VNQ | 0.62 | 0.13 | 0.02 | 1.00 | 0.46 | 0.58 | 0.56 | 0.63 | 0.73 |
| VWO | 0.71 | -0.02 | -0.18 | 0.46 | 1.00 | 0.57 | 0.80 | 0.71 | 0.80 |
| VIOV | 0.74 | -0.07 | -0.23 | 0.58 | 0.57 | 1.00 | 0.67 | 0.78 | 0.80 |
| VEA | 0.82 | -0.02 | -0.20 | 0.56 | 0.80 | 0.67 | 1.00 | 0.82 | 0.87 |
| VTI | 0.99 | -0.07 | -0.23 | 0.63 | 0.71 | 0.78 | 0.82 | 1.00 | 0.86 |
| Portfolio | 0.85 | 0.19 | 0.05 | 0.73 | 0.80 | 0.80 | 0.87 | 0.86 | 1.00 |