I'm planning to move onto a sailing yacht next year and I do vaugely wonder what my odds would be in the event of a nuclear war. I think if you weren't near a major city and could get away in time they might be quite good - provided the fish aren't too contaminated and you can eventually evacuate somewhere in the southern hemisphere that's less affected. Modern yachts kitted out for offshore cruising with things like water makers and long range HF radios (presumably satellites will be lost in the war) sound fairly suitable for this task.
The greatest issue I can see is the wind, you want to optimise for speed but also not getting caught up in the fallout so you'd have to figure out your course very carefully. I suppose there'd be the issue of potentially being caught up in a naval war where nuclear weapons are used but even so the sea is a big place.