Data Source: from January 1985 to March 2023 (~38 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.53%
March 2023
The Alexander Green Gone Fishin' Portfolio is a High Risk portfolio and can be implemented with 10 ETFs.
It's exposed for 65% on the Stock Market and for 5% on Commodities.
In the last 30 Years, the Alexander Green Gone Fishin' Portfolio obtained a 7.65% compound annual return, with a 12.00% standard deviation.
Asset Allocation and ETFs
The Alexander Green Gone Fishin' Portfolio has the following asset allocation:
The Alexander Green Gone Fishin' Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 15.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
| 15.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 10.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 10.00 % | VGK | Vanguard FTSE Europe | Equity, Developed Europe, Large Cap | |
| 10.00 % | VPL | Vanguard FTSE Pacific | Equity, Developed Asia Pacific, Large Cap | |
| 5.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 10.00 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term | |
| 10.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 10.00 % | HYG | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-Term | |
| 5.00 % | GLTR | Aberdeen Standard Physical Precious Metals Basket Shares | Commodity, Broad Precious Metals |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Mar 31, 2023
The Alexander Green Gone Fishin' Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ALEXANDER GREEN GONE FISHIN' PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Alexander Green Gone Fishin' Portfolio | n.a. | n.a. | 1.53 | 13.22 | -6.94 | 4.36 | 5.59 | 7.65 | 9.46 | |
| US Inflation Adjusted return | 1.53 | 11.71 | -11.07 | 0.53 | 2.91 | 5.03 | 6.50 | |||
| Components | ||||||||||
|
IJR iShares Core S&P Small-Cap |
n.a. | - | n.a. | -5.22 | 11.77 | -8.92 | 6.23 | 9.83 | 9.97 | 11.41 |
|
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
|
EEM iShares MSCI Emerging Markets |
n.a. | - | n.a. | 3.22 | 14.84 | -10.51 | -1.84 | 1.35 | 5.59 | 7.46 |
|
VGK Vanguard FTSE Europe |
n.a. | - | n.a. | 2.47 | 33.51 | 1.32 | 4.33 | 5.65 | 7.28 | 8.71 |
|
VPL Vanguard FTSE Pacific |
n.a. | - | n.a. | 3.35 | 20.23 | -5.71 | 1.29 | 4.31 | 3.28 | 8.24 |
|
VNQ Vanguard Real Estate |
n.a. | - | n.a. | -2.18 | 6.08 | -20.17 | 5.79 | 5.77 | 8.27 | 6.99 |
|
TIP iShares TIPS Bond |
n.a. | - | n.a. | 2.86 | 5.57 | -7.14 | 2.58 | 1.24 | 5.30 | 6.88 |
|
BND Vanguard Total Bond Market |
n.a. | - | n.a. | 2.68 | 4.69 | -4.95 | 0.89 | 1.31 | 4.33 | 4.51 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
n.a. | - | n.a. | 1.99 | 8.42 | -3.55 | 2.38 | 2.98 | 5.51 | 7.41 |
|
GLTR Aberdeen Standard Physical Precious Metals Basket Shares |
n.a. | - | n.a. | 9.00 | 12.42 | -5.07 | 7.25 | 0.27 | 6.99 | 8.53 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Alexander Green Gone Fishin' Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 March 2023 (~38 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
1.53 | 4.64 | 13.22 | -6.94 | 10.18 | 4.36 | 5.59 | 8.25 | 7.65 | 9.46 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.78 |
| Infl. Adjusted Return (%) |
1.53 | 3.24 | 11.71 | -11.07 | 4.69 | 0.53 | 2.91 | 5.62 | 5.03 | 6.50 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 17.86 | 13.73 | 13.63 | 10.99 | 12.54 | 12.00 | 12.06 | |||
| Sharpe Ratio | -0.52 | 0.69 | 0.23 | 0.44 | 0.57 | 0.45 | 0.45 | |||
| Sortino Ratio | -0.77 | 0.94 | 0.30 | 0.59 | 0.74 | 0.59 | 0.59 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -17.81 | -21.98 | -21.98 | -21.98 | -43.02 | -43.02 | -43.02 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
38
|
38
|
38
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 52.19 | 24.25 | 19.98 | 14.96 | 12.33 | 10.63 | ||||
| Worst Return (%) | -37.52 | -10.00 | -0.86 | 3.80 | 5.88 | 7.63 | ||||
| % Positive Periods | 78% | 93% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 6 | 22 | 36 | 77 | 155 | 230 | 303 |
| Negative | 0 | 1 | 2 | 6 | 14 | 24 | 43 | 85 | 130 | 156 |
| % Positive | 100% | 67% | 67% | 50% | 61% | 60% | 64% | 65% | 64% | 66% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 42.82 | 21.73 | 12.60 | 10.71 | 7.59 | 10.62 | ||||
| Perpetual WR (%) | 4.48 | 0.53 | 2.83 | 5.33 | 4.78 | 6.10 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | VTI | EEM | VGK | VPL | VNQ | TIP | BND | HYG | GLTR | |
| IJR |
1.00
|
0.93
|
0.53
|
0.84
|
0.75
|
0.86
|
0.74
|
0.60
|
0.85
|
0.06
|
|
| VTI |
0.93
|
1.00
|
0.67
|
0.89
|
0.87
|
0.89
|
0.88
|
0.78
|
0.94
|
0.34
|
|
| EEM |
0.53
|
0.67
|
1.00
|
0.82
|
0.93
|
0.75
|
0.67
|
0.88
|
0.63
|
0.66
|
|
| VGK |
0.84
|
0.89
|
0.82
|
1.00
|
0.95
|
0.87
|
0.83
|
0.82
|
0.89
|
0.50
|
|
| VPL |
0.75
|
0.87
|
0.93
|
0.95
|
1.00
|
0.88
|
0.84
|
0.92
|
0.87
|
0.62
|
|
| VNQ |
0.86
|
0.89
|
0.75
|
0.87
|
0.88
|
1.00
|
0.87
|
0.78
|
0.84
|
0.38
|
|
| TIP |
0.74
|
0.88
|
0.67
|
0.83
|
0.84
|
0.87
|
1.00
|
0.84
|
0.87
|
0.46
|
|
| BND |
0.60
|
0.78
|
0.88
|
0.82
|
0.92
|
0.78
|
0.84
|
1.00
|
0.80
|
0.67
|
|
| HYG |
0.85
|
0.94
|
0.63
|
0.89
|
0.87
|
0.84
|
0.87
|
0.80
|
1.00
|
0.44
|
|
| GLTR |
0.06
|
0.34
|
0.66
|
0.50
|
0.62
|
0.38
|
0.46
|
0.67
|
0.44
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | VTI | EEM | VGK | VPL | VNQ | TIP | BND | HYG | GLTR | |
| IJR |
1.00
|
0.91
|
0.71
|
0.83
|
0.82
|
0.79
|
0.44
|
0.28
|
0.80
|
0.17
|
|
| VTI |
0.91
|
1.00
|
0.72
|
0.88
|
0.85
|
0.85
|
0.59
|
0.44
|
0.85
|
0.30
|
|
| EEM |
0.71
|
0.72
|
1.00
|
0.81
|
0.86
|
0.63
|
0.44
|
0.49
|
0.72
|
0.45
|
|
| VGK |
0.83
|
0.88
|
0.81
|
1.00
|
0.91
|
0.78
|
0.54
|
0.46
|
0.82
|
0.38
|
|
| VPL |
0.82
|
0.85
|
0.86
|
0.91
|
1.00
|
0.73
|
0.53
|
0.49
|
0.80
|
0.35
|
|
| VNQ |
0.79
|
0.85
|
0.63
|
0.78
|
0.73
|
1.00
|
0.64
|
0.50
|
0.78
|
0.29
|
|
| TIP |
0.44
|
0.59
|
0.44
|
0.54
|
0.53
|
0.64
|
1.00
|
0.84
|
0.68
|
0.43
|
|
| BND |
0.28
|
0.44
|
0.49
|
0.46
|
0.49
|
0.50
|
0.84
|
1.00
|
0.60
|
0.45
|
|
| HYG |
0.80
|
0.85
|
0.72
|
0.82
|
0.80
|
0.78
|
0.68
|
0.60
|
1.00
|
0.41
|
|
| GLTR |
0.17
|
0.30
|
0.45
|
0.38
|
0.35
|
0.29
|
0.43
|
0.45
|
0.41
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | VTI | EEM | VGK | VPL | VNQ | TIP | BND | HYG | GLTR | |
| IJR |
1.00
|
0.89
|
0.61
|
0.74
|
0.72
|
0.65
|
0.28
|
0.17
|
0.73
|
0.07
|
|
| VTI |
0.89
|
1.00
|
0.69
|
0.85
|
0.80
|
0.72
|
0.44
|
0.33
|
0.81
|
0.19
|
|
| EEM |
0.61
|
0.69
|
1.00
|
0.77
|
0.85
|
0.52
|
0.43
|
0.41
|
0.68
|
0.38
|
|
| VGK |
0.74
|
0.85
|
0.77
|
1.00
|
0.85
|
0.63
|
0.44
|
0.37
|
0.78
|
0.26
|
|
| VPL |
0.72
|
0.80
|
0.85
|
0.85
|
1.00
|
0.62
|
0.46
|
0.39
|
0.73
|
0.24
|
|
| VNQ |
0.65
|
0.72
|
0.52
|
0.63
|
0.62
|
1.00
|
0.62
|
0.55
|
0.68
|
0.23
|
|
| TIP |
0.28
|
0.44
|
0.43
|
0.44
|
0.46
|
0.62
|
1.00
|
0.83
|
0.61
|
0.46
|
|
| BND |
0.17
|
0.33
|
0.41
|
0.37
|
0.39
|
0.55
|
0.83
|
1.00
|
0.55
|
0.41
|
|
| HYG |
0.73
|
0.81
|
0.68
|
0.78
|
0.73
|
0.68
|
0.61
|
0.55
|
1.00
|
0.37
|
|
| GLTR |
0.07
|
0.19
|
0.38
|
0.26
|
0.24
|
0.23
|
0.46
|
0.41
|
0.37
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | VTI | EEM | VGK | VPL | VNQ | TIP | BND | HYG | GLTR | |
| IJR |
1.00
|
0.88
|
0.69
|
0.74
|
0.62
|
0.64
|
0.11
|
0.05
|
0.66
|
0.39
|
|
| VTI |
0.88
|
1.00
|
0.74
|
0.84
|
0.69
|
0.62
|
0.19
|
0.14
|
0.69
|
0.40
|
|
| EEM |
0.69
|
0.74
|
1.00
|
0.77
|
0.74
|
0.51
|
0.19
|
0.14
|
0.60
|
0.60
|
|
| VGK |
0.74
|
0.84
|
0.77
|
1.00
|
0.72
|
0.59
|
0.20
|
0.16
|
0.68
|
0.44
|
|
| VPL |
0.62
|
0.69
|
0.74
|
0.72
|
1.00
|
0.48
|
0.21
|
0.15
|
0.56
|
0.50
|
|
| VNQ |
0.64
|
0.62
|
0.51
|
0.59
|
0.48
|
1.00
|
0.32
|
0.29
|
0.68
|
0.37
|
|
| TIP |
0.11
|
0.19
|
0.19
|
0.20
|
0.21
|
0.32
|
1.00
|
0.83
|
0.39
|
0.27
|
|
| BND |
0.05
|
0.14
|
0.14
|
0.16
|
0.15
|
0.29
|
0.83
|
1.00
|
0.38
|
0.18
|
|
| HYG |
0.66
|
0.69
|
0.60
|
0.68
|
0.56
|
0.68
|
0.39
|
0.38
|
1.00
|
0.41
|
|
| GLTR |
0.39
|
0.40
|
0.60
|
0.44
|
0.50
|
0.37
|
0.27
|
0.18
|
0.41
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | VTI | EEM | VGK | VPL | VNQ | TIP | BND | HYG | GLTR | |
| IJR |
1.00
|
0.89
|
0.66
|
0.70
|
0.51
|
0.65
|
0.12
|
0.08
|
0.65
|
0.34
|
|
| VTI |
0.89
|
1.00
|
0.71
|
0.80
|
0.57
|
0.62
|
0.22
|
0.18
|
0.66
|
0.34
|
|
| EEM |
0.66
|
0.71
|
1.00
|
0.68
|
0.59
|
0.48
|
0.21
|
0.18
|
0.54
|
0.44
|
|
| VGK |
0.70
|
0.80
|
0.68
|
1.00
|
0.68
|
0.57
|
0.22
|
0.20
|
0.63
|
0.41
|
|
| VPL |
0.51
|
0.57
|
0.59
|
0.68
|
1.00
|
0.41
|
0.20
|
0.16
|
0.47
|
0.42
|
|
| VNQ |
0.65
|
0.62
|
0.48
|
0.57
|
0.41
|
1.00
|
0.29
|
0.28
|
0.67
|
0.33
|
|
| TIP |
0.12
|
0.22
|
0.21
|
0.22
|
0.20
|
0.29
|
1.00
|
0.88
|
0.39
|
0.14
|
|
| BND |
0.08
|
0.18
|
0.18
|
0.20
|
0.16
|
0.28
|
0.88
|
1.00
|
0.39
|
0.08
|
|
| HYG |
0.65
|
0.66
|
0.54
|
0.63
|
0.47
|
0.67
|
0.39
|
0.39
|
1.00
|
0.36
|
|
| GLTR |
0.34
|
0.34
|
0.44
|
0.41
|
0.42
|
0.33
|
0.14
|
0.08
|
0.36
|
1.00
|
Portfolio Dividends
In 2022, the Alexander Green Gone Fishin' Portfolio granted a 2.48% dividend yield. If you are interested in getting periodic income, please refer to the Alexander Green Gone Fishin' Portfolio: Dividend Yield page.
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Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 9119.63$, with a total return of 811.96% (7.65% annualized).
The Inflation Adjusted Capital now would be 4353.07$, with a net total return of 335.31% (5.03% annualized).
The Inflation Adjusted Capital now would be 4353.07$, with a net total return of 335.31% (5.03% annualized).
An investment of 1000$, since January 1985,
now would be worth 31770.91$, with a total return of 3077.09% (9.46% annualized).
The Inflation Adjusted Capital now would be 11120.45$, with a net total return of 1012.05% (6.50% annualized).
The Inflation Adjusted Capital now would be 11120.45$, with a net total return of 1012.05% (6.50% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -43.02% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -21.98% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -17.18% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -16.22% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -15.69% | Sep 2000 | Sep 2002 | 25 | Aug 2003 | 11 | 36 |
| -15.05% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
| -9.95% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -9.79% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -7.83% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 |
| -6.10% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.14% | Oct 1997 | Nov 1997 | 2 | Feb 1998 | 3 | 5 |
| -5.09% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -4.35% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.09% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.02% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -4.01% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -3.99% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -3.74% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.73% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 |
| -3.31% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -43.02% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -21.98% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
| -18.93% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -17.18% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -16.22% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -15.69% | Sep 2000 | Sep 2002 | 25 | Aug 2003 | 11 | 36 |
| -15.45% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -15.05% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
| -9.95% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -9.79% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -7.96% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
| -7.83% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 |
| -6.10% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.14% | Oct 1997 | Nov 1997 | 2 | Feb 1998 | 3 | 5 |
| -5.09% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -4.35% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.09% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.02% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -4.01% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -3.99% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
Rolling Returns ( more details)
Alexander Green Gone Fishin' Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
10.07 |
52.19 Mar 2009 - Feb 2010 |
-37.52 Mar 2008 - Feb 2009 |
21.88% |
| 2 Years |
9.55 |
35.98 Mar 2009 - Feb 2011 |
-19.73 Mar 2007 - Feb 2009 |
11.24% |
| 3 Years |
9.21 |
24.25 Mar 2009 - Feb 2012 |
-10.00 Mar 2006 - Feb 2009 |
7.31% |
| 5 Years |
9.05 |
19.98 Jan 1985 - Dec 1989 |
-0.86 Mar 2004 - Feb 2009 |
0.25% |
| 7 Years |
8.99 |
17.24 Jan 1985 - Dec 1991 |
3.14 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
8.87 |
14.96 Jan 1985 - Dec 1994 |
3.80 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
8.60 |
14.37 Jan 1985 - Dec 1999 |
4.35 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
8.75 |
12.33 Jan 1985 - Dec 2004 |
5.88 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
8.91 |
10.63 Jan 1985 - Dec 2014 |
7.63 Oct 1992 - Sep 2022 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Alexander Green Gone Fishin' Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Alexander Green Gone Fishin' Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.86
60% |
-1.14
40% |
-1.69
60% |
1.23
80% |
0.48
80% |
0.17
60% |
2.37
60% |
0.09
60% |
-2.46
20% |
0.48
60% |
3.21
80% |
0.63
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.86
|
100.70
|
99.00
|
100.22
|
100.70
|
100.87
|
103.26
|
103.35
|
100.81
|
101.29
|
104.54
|
105.19
|
| Best |
6.8 2019 |
1.9 2021 |
1.7 2021 |
7.2 2020 |
3.6 2020 |
4.9 2019 |
5.5 2022 |
3.2 2020 |
1.4 2019 |
4.2 2022 |
8.6 2020 |
4.8 2020 |
| Worst |
-3.9 2022 |
-4.7 2020 |
-12.0 2020 |
-5.9 2022 |
-4.1 2019 |
-6.5 2022 |
-0.1 2021 |
-4.1 2022 |
-8.0 2022 |
-6.0 2018 |
-2.2 2021 |
-4.9 2018 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.90
60% |
-0.05
60% |
-0.15
70% |
1.16
90% |
0.30
60% |
0.12
60% |
1.93
60% |
-0.36
60% |
-1.18
40% |
1.15
70% |
1.84
80% |
0.40
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.90
|
100.85
|
100.69
|
101.87
|
102.17
|
102.29
|
104.26
|
103.89
|
102.67
|
103.85
|
105.76
|
106.18
|
| Best |
6.8 2019 |
3.8 2014 |
6.0 2016 |
7.2 2020 |
3.6 2020 |
4.9 2019 |
5.5 2022 |
3.2 2020 |
4.2 2013 |
4.9 2015 |
8.6 2020 |
4.8 2020 |
| Worst |
-3.9 2022 |
-4.7 2020 |
-12.0 2020 |
-5.9 2022 |
-4.1 2019 |
-6.5 2022 |
-1.7 2014 |
-4.6 2015 |
-8.0 2022 |
-6.0 2018 |
-2.2 2021 |
-4.9 2018 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.16
67% |
0.68
62% |
0.79
69% |
1.59
84% |
0.76
63% |
0.34
58% |
1.14
58% |
-0.01
61% |
-0.30
55% |
0.34
66% |
1.21
68% |
2.12
82% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.16
|
101.84
|
102.64
|
104.27
|
105.06
|
105.42
|
106.63
|
106.62
|
106.30
|
106.66
|
107.94
|
110.24
|
| Best |
8.7 1987 |
7.2 1991 |
7.5 2009 |
10.9 2009 |
7.2 2009 |
4.9 2019 |
7.7 2009 |
5.7 1986 |
7.3 2010 |
9.1 2011 |
8.6 2020 |
9.2 1991 |
| Worst |
-8.2 2009 |
-8.4 2009 |
-12.0 2020 |
-5.9 2022 |
-6.4 2010 |
-6.5 2022 |
-7.3 2002 |
-11.4 1998 |
-8.5 2011 |
-17.3 2008 |
-6.2 2008 |
-4.9 2018 |
Monthly Seasonality over the period Jan 1985 - Mar 2023
Monthly/Yearly Returns
Alexander Green Gone Fishin' Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Mar 2023
303 Positive Months (66%) - 156 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1985 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+4.64 | +3.24 | 6.7 | -3.4 | 1.5 | |||||||||
| 2022 |
-15.58 | -20.70 | -3.9 | -1.1 | -0.2 | -5.9 | 0.3 | -6.5 | 5.5 | -4.1 | -8.0 | 4.2 | 7.0 | -2.9 |
| 2021 |
+11.58 | +4.25 | 0.8 | 1.9 | 1.7 | 2.6 | 1.6 | 0.4 | -0.1 | 1.2 | -3.0 | 2.9 | -2.2 | 3.3 |
| 2020 |
+12.37 | +10.86 | -1.2 | -4.7 | -12.0 | 7.2 | 3.6 | 2.4 | 4.6 | 3.2 | -2.2 | -0.7 | 8.6 | 4.8 |
| 2019 |
+19.76 | +17.09 | 6.8 | 1.6 | 0.5 | 2.1 | -4.1 | 4.9 | 0.0 | -0.7 | 1.4 | 2.0 | 1.1 | 2.8 |
| 2018 |
-7.32 | -9.05 | 2.7 | -3.6 | 0.3 | 0.1 | 1.0 | -0.4 | 1.8 | 0.8 | -0.5 | -6.0 | 1.5 | -4.9 |
| 2017 |
+16.62 | +14.21 | 2.2 | 1.8 | 0.8 | 1.1 | 1.0 | 0.7 | 2.0 | 0.4 | 1.6 | 1.3 | 1.3 | 1.1 |
| 2016 |
+10.50 | +8.25 | -3.3 | 0.2 | 6.0 | 1.4 | -0.2 | 1.8 | 3.6 | 0.0 | 0.9 | -2.3 | 0.8 | 1.5 |
| 2015 |
-3.07 | -3.78 | 0.5 | 2.9 | -0.4 | 1.0 | -0.1 | -1.8 | -0.3 | -4.6 | -2.3 | 4.9 | -0.6 | -2.0 |
| 2014 |
+3.43 | +2.66 | -2.4 | 3.8 | 0.2 | 0.4 | 1.5 | 2.1 | -1.7 | 2.1 | -4.0 | 2.3 | 0.1 | -0.6 |
| 2013 |
+13.26 | +11.59 | 2.6 | -0.1 | 1.9 | 1.6 | -1.6 | -2.4 | 3.8 | -1.8 | 4.2 | 2.9 | 0.8 | 0.8 |
| 2012 |
+13.95 | +12.00 | 5.5 | 2.6 | 0.5 | -0.5 | -5.9 | 3.9 | 0.5 | 2.1 | 2.0 | -0.6 | 1.2 | 2.2 |
| 2011 |
-1.05 | -3.90 | 0.3 | 3.0 | 0.6 | 4.0 | -1.5 | -1.3 | -0.1 | -4.4 | -8.5 | 9.1 | -0.9 | -0.3 |
| 2010 |
+16.13 | +14.42 | -3.2 | 2.0 | 5.4 | 1.7 | -6.4 | -2.5 | 6.4 | -2.6 | 7.3 | 3.3 | -0.8 | 5.5 |
| 2009 |
+29.72 | +26.28 | -8.2 | -8.4 | 7.5 | 10.9 | 7.2 | -0.2 | 7.7 | 2.3 | 4.9 | -2.5 | 4.6 | 2.5 |
| 2008 |
-28.75 | -28.82 | -3.8 | -0.3 | -0.3 | 4.0 | 1.9 | -5.7 | -2.0 | -0.8 | -8.4 | -17.3 | -6.2 | 7.9 |
| 2007 |
+8.90 | +4.63 | 1.4 | -0.1 | 1.6 | 2.3 | 2.5 | -0.8 | -2.2 | 1.0 | 4.6 | 3.6 | -3.9 | -1.1 |
| 2006 |
+16.96 | +14.06 | 5.5 | -0.7 | 2.5 | 2.1 | -3.7 | 0.3 | 0.1 | 2.0 | 0.3 | 3.7 | 2.8 | 1.2 |
| 2005 |
+12.08 | +8.37 | -1.6 | 3.1 | -2.6 | -1.5 | 2.4 | 2.0 | 3.4 | 1.0 | 2.8 | -3.0 | 3.3 | 2.4 |
| 2004 |
+15.76 | +12.11 | 1.6 | 1.8 | 1.5 | -5.1 | 1.3 | 2.2 | -2.2 | 1.5 | 2.6 | 2.3 | 5.0 | 2.8 |
| 2003 |
+31.54 | +29.11 | -1.4 | -1.0 | -0.7 | 5.4 | 5.3 | 2.3 | 2.0 | 3.6 | 1.4 | 5.2 | 2.1 | 3.8 |
| 2002 |
-4.17 | -6.40 | -0.1 | 0.6 | 4.0 | 1.0 | 0.8 | -4.3 | -7.3 | 1.7 | -4.9 | 1.5 | 3.7 | -0.5 |
| 2001 |
-2.20 | -3.70 | 3.3 | -4.1 | -4.5 | 5.7 | 0.7 | -1.0 | -1.6 | -1.0 | -7.0 | 2.5 | 3.6 | 2.0 |
| 2000 |
-4.37 | -7.50 | -3.0 | 3.5 | 0.9 | -3.6 | -2.6 | 4.8 | -1.6 | 3.5 | -2.8 | -2.6 | -4.1 | 3.9 |
| 1999 |
+21.54 | +18.36 | 0.6 | -2.8 | 3.6 | 6.2 | -2.5 | 3.8 | -0.6 | -1.0 | 1.1 | 1.6 | 3.4 | 6.7 |
| 1998 |
+5.75 | +4.07 | 0.8 | 4.2 | 2.5 | 0.6 | -3.4 | -0.3 | -1.8 | -11.4 | 4.7 | 4.9 | 3.8 | 2.2 |
| 1997 |
+8.91 | +7.09 | 0.6 | 1.0 | -2.7 | 0.7 | 5.4 | 3.4 | 3.4 | -3.7 | 4.8 | -4.9 | -0.2 | 1.4 |
| 1996 |
+11.89 | +8.29 | 2.7 | 0.1 | 0.7 | 2.0 | 1.2 | -0.9 | -3.5 | 2.2 | 2.6 | 0.4 | 3.6 | 0.3 |
| 1995 |
+18.66 | +15.72 | -1.9 | 2.1 | 2.2 | 2.7 | 2.7 | 1.3 | 3.4 | -0.1 | 1.7 | -1.9 | 2.5 | 2.7 |
| 1994 |
-2.38 | -4.92 | 3.9 | -2.8 | -5.0 | 1.3 | 0.1 | -1.1 | 2.1 | 3.4 | -1.7 | 0.6 | -3.8 | 0.9 |
| 1993 |
+30.92 | +27.42 | 3.2 | 1.8 | 5.1 | 2.2 | 2.0 | 1.7 | 2.6 | 2.9 | -0.4 | 3.7 | -3.3 | 6.0 |
| 1992 |
+3.63 | +0.71 | 1.1 | -0.4 | -2.4 | 0.2 | 4.2 | -3.0 | 2.3 | -0.3 | 0.0 | -1.1 | 1.9 | 1.2 |
| 1991 |
+33.42 | +29.46 | 3.7 | 7.2 | 0.9 | 1.4 | 3.3 | -3.7 | 3.3 | 2.6 | 2.1 | 2.7 | -2.9 | 9.2 |
| 1990 |
-8.26 | -13.54 | -3.9 | -1.4 | -0.4 | -2.4 | 6.4 | 1.0 | 2.1 | -8.9 | -7.1 | 3.1 | 2.1 | 2.0 |
| 1989 |
+25.58 | +20.01 | 4.3 | 0.6 | -0.3 | 3.1 | 2.0 | 0.3 | 5.0 | 2.0 | 2.6 | -2.6 | 2.7 | 3.5 |
| 1988 |
+16.97 | +12.02 | 4.2 | 4.2 | 0.7 | 0.9 | -1.0 | 3.9 | -0.4 | -2.5 | 2.5 | 2.2 | 0.2 | 1.2 |
| 1987 |
+1.97 | -2.36 | 8.7 | 3.6 | 1.7 | 0.8 | -1.4 | 0.9 | 3.9 | 2.3 | -1.7 | -16.8 | -0.9 | 3.0 |
| 1986 |
+25.77 | +24.41 | 2.2 | 6.6 | 6.0 | 1.7 | -0.2 | 3.2 | -1.5 | 5.7 | -3.2 | 0.6 | 2.2 | 0.2 |
| 1985 |
+31.99 | +27.16 | 6.8 | 0.9 | 1.7 | 0.7 | 5.4 | 1.7 | 0.5 | 0.2 | -2.0 | 3.2 | 5.6 | 3.8 |
Portofolio Returns, up to December 2010, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005
- VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
- GLTR - Aberdeen Standard Physical Precious Metals Basket Shares: simulated historical serie, up to December 2010
Portfolio efficiency
Compared to the Alexander Green Gone Fishin' Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Stocks/Bonds 80/20 |
+8.86 | 12.35 | -41.09 | 80 | 20 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.24 | 11.57 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.14 | 10.82 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.03 | 11.24 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+7.96 | 10.65 | -40.17 | 66.7 | 33.3 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.92 | 9.47 | -30.55 | 60 | 40 | 0 | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Edge Select Moderately Aggressive Merrill Lynch |
+7.85 | 11.04 | -38.23 | 69 | 31 | 0 | ||
|
Sheltered Sam 70/30 Bill Bernstein |
+7.84 | 10.59 | -39.73 | 67.9 | 30 | 2.1 | ||
|
Family Taxable Portfolio Ted Aronson |
+7.84 | 11.54 | -38.46 | 70 | 30 | 0 | ||
|
Lazy Portfolio David Swensen |
+7.78 | 10.75 | -40.89 | 70 | 30 | 0 | ||
|
Six Ways from Sunday Scott Burns |
+7.78 | 10.85 | -39.14 | 66.7 | 33.3 | 0 | ||
|
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
+7.69 | 10.65 | -39.55 | 70 | 30 | 0 | ||
|
Golden Butterfly |
+7.67 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
Gone Fishin' Portfolio Alexander Green |
+7.65 | 12.00 | -43.02 | 65 | 30 | 5 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.24 | 11.57 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.14 | 10.82 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.03 | 11.24 | -41.22 | 71.5 | 28.5 | 0 | ||
