Alexander Green Gone Fishin' Portfolio: ETF allocation and returns

Data Source: from January 1985 to June 2024 (~40 years)
Consolidated Returns as of 30 June 2024
Live Update: Jul 15 2024, 11:00AM Eastern Time
Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.20%
1 Day
Jul 15 2024, 11:00AM Eastern Time
3.45%
Current Month
July 2024

The Alexander Green Gone Fishin' Portfolio can be implemented with 10 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The asset allocation is the following: 65% on the Stock Market, 30% on Fixed Income, 5% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 30% allocation to bonds, leading to its classification as high risk.

In the last 30 Years, the Alexander Green Gone Fishin' Portfolio obtained a 7.61% compound annual return, with a 12.05% standard deviation. It suffered a maximum drawdown of -43.02% that required 38 months to be recovered.

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Asset Allocation and ETFs

The Alexander Green Gone Fishin' Portfolio has the following asset allocation:

65% Stocks
30% Fixed Income
5% Commodities

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The Alexander Green Gone Fishin' Portfolio can be implemented with the following ETFs:

Weight
(%)
ETF
Ticker
ETF
Currency
ETF Name Investment Themes (Orig.Currency)
15.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap (USD)
15.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap (USD)
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap (USD)
10.00
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap (USD)
10.00
VPL
USD Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap (USD)
5.00
VNQ
USD Vanguard Real Estate Real Estate, U.S. (USD)
10.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term (USD)
10.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term (USD)
10.00
HYG
USD iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term (USD)
5.00
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares Commodity, Broad Precious Metals (USD)

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.

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Portfolio and ETF Returns as of Jun 30, 2024

The Alexander Green Gone Fishin' Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: July 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Consolidated returns as of 30 June 2024
Live Update: Jul 15 2024, 11:00AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Alexander Green Gone Fishin' Portfolio 0.20 3.45 0.35 4.26 10.59 6.00 5.45 7.61 9.49
US Inflation Adjusted return 0.40 2.82 7.39 1.76 2.57 4.95 6.52
Components
IJR
USD iShares Core S&P Small-Cap 1.43 11:00AM, Jul 15 2024 5.83 -2.37 -0.81 8.56 7.99 8.18 10.14 10.84
VTI
USD Vanguard Total Stock Market 0.74 11:00AM, Jul 15 2024 3.80 3.08 13.57 23.27 14.05 12.10 10.66 11.33
EEM
USD iShares MSCI Emerging Markets -0.66 11:00AM, Jul 15 2024 3.82 2.62 6.65 10.45 2.14 2.05 4.99 8.78
VGK
USD Vanguard FTSE Europe -0.63 10:59AM, Jul 15 2024 3.43 -2.95 5.71 11.76 7.41 4.42 7.18 9.88
VPL
USD Vanguard FTSE Pacific -0.15 10:59AM, Jul 15 2024 4.13 0.17 3.67 9.55 5.17 4.54 2.61 6.20
VNQ
USD Vanguard Real Estate 0.13 11:00AM, Jul 15 2024 4.55 1.88 -3.21 4.62 2.95 5.28 8.82 9.10
TIP
USD iShares TIPS Bond -0.01 11:00AM, Jul 15 2024 1.08 0.76 0.74 2.48 1.58 1.60 5.28 6.67
BND
USD Vanguard Total Bond Market -0.18 11:00AM, Jul 15 2024 1.42 0.88 -0.58 2.56 -0.26 1.31 4.34 5.67
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.02 11:00AM, Jul 15 2024 1.60 0.48 2.27 9.17 2.60 3.11 5.62 6.87
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares 0.74 11:00AM, Jul 15 2024 4.57 -0.97 13.14 18.70 8.63 3.58 6.19 7.28
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jun 2024. Current inflation (annualized) is 1Y: 2.98% , 5Y: 4.17% , 10Y: 2.81% , 30Y: 2.53%
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In 2023, the Alexander Green Gone Fishin' Portfolio granted a 2.93% dividend yield. If you are interested in getting periodic income, please refer to the Alexander Green Gone Fishin' Portfolio: Dividend Yield page.

Capital Growth as of Jun 30, 2024

An investment of 1$, since July 1994, now would be worth 9.03$, with a total return of 802.85% (7.61% annualized).

The Inflation Adjusted Capital now would be 4.27$, with a net total return of 326.55% (4.95% annualized).

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An investment of 1$, since January 1985, now would be worth 35.91$, with a total return of 3491.08% (9.49% annualized).

The Inflation Adjusted Capital now would be 12.10$, with a net total return of 1110.22% (6.52% annualized).

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Portfolio Metrics as of Jun 30, 2024

Metrics of Alexander Green Gone Fishin' Portfolio, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 June 2024 (~40 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%) 0.35 0.81 4.26 10.59 0.59 6.00 5.45 7.10 7.61 9.49
Infl. Adjusted Return (%)
0.40 0.54 2.82 7.39 -4.17 1.76 2.57 4.43 4.95 6.52
US Inflation (%) -0.06 0.26 1.40 2.98 4.97 4.17 2.81 2.56 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.00 -21.98 -21.98 -21.98 -43.02 -43.02 -43.02
Start to Recovery (# months)
5 30* 30* 30* 38 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 21 21 21 22 22 22
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same

same

same

same

same

same

same
Start to Recovery (# months)
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 21 21 21 22 22 22
End (yyyy mm) 2023 12 - - - 2010 12 2010 12 2010 12
Longest negative period (# months)
4 34 36 36 56 62 62
Period Start (yyyy mm) 2023 07 2021 07 2021 05 2021 05 2004 07 2004 01 2004 01
Period End (yyyy mm) 2023 10 2024 04 2024 04 2024 04 2009 02 2009 02 2009 02
Annualized Return (%) -17.47 -0.74 -0.02 -0.02 -0.85 -0.18 -0.18
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.86 -27.60 -27.63 -27.63 -43.97 -43.97 -43.97
Start to Recovery (# months)
5 34* 37* 37* 42 42 42
Start (yyyy mm) 2023 08 2021 09 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 21 21 21 26 26 26
End (yyyy mm) 2023 12 - - - 2011 04 2011 04 2011 04
Longest Drawdown Depth (%)
same

same

same

same

same
-20.22 -20.22
Start to Recovery (# months)
46 46
Start (yyyy mm) 2023 08 2021 09 2021 06 2021 06 2007 11 2000 01 2000 01
Start to Bottom (# months) 3 13 16 16 16 39 39
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2003 03 2003 03
Bottom to End (# months) 2 21 21 21 26 7 7
End (yyyy mm) 2023 12 - - - 2011 04 2003 10 2003 10
Longest negative period (# months)
6 36* 52 75 75 111 111
Period Start (yyyy mm) 2023 08 2021 07 2019 07 2017 08 2017 08 1999 12 1999 12
Period End (yyyy mm) 2024 01 2024 06 2023 10 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -0.51 -4.17 -1.37 -0.15 -0.15 -0.14 -0.14
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.15 13.50 13.67 11.41 12.62 12.05 12.04
Sharpe Ratio 0.43 -0.18 0.29 0.36 0.45 0.44 0.46
Sortino Ratio 0.63 -0.25 0.39 0.48 0.59 0.58 0.59
Ulcer Index 3.41 9.97 8.35 6.43 9.23 8.23 7.59
Ratio: Return / Standard Deviation 0.87 0.04 0.44 0.48 0.56 0.63 0.79
Ratio: Return / Deepest Drawdown 1.18 0.03 0.27 0.25 0.17 0.18 0.22
Positive Months (%)
58.33 50.00 58.33 62.50 62.50 63.61 65.82
Positive Months 7 18 35 75 150 229 312
Negative Months 5 18 25 45 90 131 162
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.45 11.51 11.51 14.96
Worst 10 Years Return (%) - Annualized 4.47 3.80 3.80
Best 10 Years Return (%) - Annualized 2.57 9.58 9.58 10.98
Worst 10 Years Return (%) - Annualized 1.64 1.18 1.18
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 52.19 24.25 18.74 11.51 8.77 7.61
Worst Rolling Return (%) - Annualized -37.52 -10.00 -0.86 3.80 5.88
Positive Periods (%) 76.5 90.1 99.6 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 48.99 21.35 15.91 9.58 6.43 4.95
Worst Rolling Return (%) - Annualized -37.52 -11.92 -3.41 1.18 3.72
Positive Periods (%) 71.6 80.9 95.0 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
5.05 7.89 9.97 12.06 5.36 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.49 10.39 13.51 23.83 14.52 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.42 11.99 15.78 33.10 24.47 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.93 14.61 19.47 36.11 30.49 1.39 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 75.87 26.57 17.20 9.98 6.92 6.99
Perpetual Withdrawal Rate (%) --- --- --- 1.43 3.61 5.35
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1985 - Jun 2024)
Best Rolling Return (%) - Annualized 52.19 24.25 19.98 14.96 12.33 10.63
Worst Rolling Return (%) - Annualized -37.52 -10.00 -0.86 3.80 5.88 6.98
Positive Periods (%) 78.4 92.7 99.7 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 48.99 21.35 15.91 10.98 9.02 7.69
Worst Rolling Return (%) - Annualized -37.52 -11.92 -3.41 1.18 3.72 4.34
Positive Periods (%) 73.8 85.4 96.3 100.0 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
4.90 7.44 9.09 9.31 2.56 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 6.34 9.94 12.62 20.30 11.59 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
7.27 11.55 14.89 32.01 19.11 0.00 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 8.77 14.16 18.58 34.48 28.46 0.00 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 75.87 26.57 17.20 9.98 6.92 6.27
Perpetual Withdrawal Rate (%) --- --- --- 1.43 3.61 4.60
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Portfolio Components Correlation

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 June 2024
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Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

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.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1985 - 30 June 2024 (~40 years)
Inflation Adjusted:

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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1985 - 30 June 2024 (~40 years)
Inflation Adjusted:

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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.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Alexander Green Gone Fishin' Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ALEXANDER GREEN GONE FISHIN' PORTFOLIO
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1985 - 30 June 2024 (~40 years)
229 Positive Months (64%) - 131 Negative Months (36%)
312 Positive Months (66%) - 162 Negative Months (34%)

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Investment Returns, up to December 2010, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • iShares Core S&P Small-Cap (IJR), up to December 2000
  • Vanguard Total Stock Market (VTI), up to December 2001
  • iShares MSCI Emerging Markets (EEM), up to December 2003
  • Vanguard FTSE Europe (VGK), up to December 2005
  • Vanguard FTSE Pacific (VPL), up to December 2005
  • Vanguard Real Estate (VNQ), up to December 2004
  • iShares TIPS Bond (TIP), up to December 2003
  • Vanguard Total Bond Market (BND), up to December 2007
  • iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
  • Aberdeen Standard Physical Precious Metals Basket Shares (GLTR), up to December 2010

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing