Warren Buffet
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ERNU.L iShares USD Ultrashort Bond UCITS ETF | Corporate Bonds | 10% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 21, 2013, corresponding to the inception date of ERNU.L
Returns By Period
As of May 30, 2025, the Warren Buffet returned 1.14% Year-To-Date and 11.77% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Warren Buffet | 1.14% | 5.84% | -0.50% | 12.79% | 14.61% | 11.77% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 0.98% | 6.45% | -0.84% | 13.58% | 15.83% | 12.73% |
ERNU.L iShares USD Ultrashort Bond UCITS ETF | 2.28% | 0.43% | 2.35% | 5.49% | 3.05% | 2.37% |
Monthly Returns
The table below presents the monthly returns of Warren Buffet , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.46% | -1.08% | -4.98% | -0.75% | 5.81% | 1.14% | |||||||
| 2024 | 1.47% | 4.76% | 2.99% | -3.60% | 4.63% | 3.21% | 1.15% | 2.14% | 1.93% | -0.72% | 5.41% | -2.19% | 22.85% |
| 2023 | 5.66% | -2.32% | 3.41% | 1.52% | 0.50% | 5.84% | 2.98% | -1.40% | -4.24% | -1.88% | 8.21% | 4.19% | 23.96% |
| 2022 | -4.76% | -2.67% | 3.32% | -7.85% | 0.20% | -7.36% | 8.27% | -3.68% | -8.32% | 7.28% | 5.20% | -5.24% | -16.24% |
| 2021 | -0.94% | 2.52% | 4.09% | 4.78% | 0.60% | 2.03% | 2.19% | 2.69% | -4.23% | 6.33% | -0.69% | 4.18% | 25.69% |
| 2020 | -0.06% | -7.08% | -11.56% | 11.73% | 4.37% | 1.64% | 5.29% | 6.36% | -3.43% | -2.24% | 9.77% | 3.38% | 16.79% |
| 2019 | 7.25% | 2.97% | 1.69% | 3.70% | -5.73% | 6.25% | 1.34% | -1.45% | 1.78% | 2.03% | 3.28% | 2.69% | 28.31% |
| 2018 | 5.08% | -3.30% | -2.44% | 0.50% | 2.22% | 0.54% | 3.36% | 2.89% | 0.55% | -6.19% | 1.66% | -7.85% | -3.79% |
| 2017 | 1.61% | 3.51% | 0.18% | 0.89% | 1.27% | 0.63% | 1.86% | 0.30% | 1.77% | 2.15% | 2.77% | 1.10% | 19.53% |
| 2016 | -4.36% | -0.14% | 6.02% | 0.39% | 1.50% | 0.38% | 3.25% | 0.17% | -0.04% | -1.49% | 3.30% | 1.85% | 10.98% |
| 2015 | -2.61% | 4.99% | -1.42% | 0.91% | 1.18% | -1.86% | 2.04% | -5.47% | -2.28% | 7.66% | 0.36% | -1.63% | 1.19% |
| 2014 | -3.19% | 4.09% | 0.75% | 0.63% | 2.10% | 1.88% | -1.21% | 3.56% | -1.26% | 2.13% | 2.48% | -0.25% | 12.07% |
Expense Ratio
Warren Buffet has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Warren Buffet is 37, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.66 | 0.96 | 1.14 | 0.63 | 2.39 |
ERNU.L iShares USD Ultrashort Bond UCITS ETF | 1.37 | 1.96 | 1.24 | 5.28 | 18.43 |
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Dividends
Dividend yield
Warren Buffet provided a 1.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.67% | 1.63% | 1.76% | 1.64% | 1.13% | 1.53% | 1.85% | 2.05% | 1.76% | 1.92% | 1.93% | 1.70% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
ERNU.L iShares USD Ultrashort Bond UCITS ETF | 5.75% | 5.45% | 5.00% | 1.55% | 0.48% | 1.65% | 2.77% | 2.17% | 1.43% | 0.93% | 0.70% | 0.25% |
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 Warren Buffet . 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 Warren Buffet was 30.96%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Warren Buffet drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 6, 2020 | 119 |
| -22.2% | Jan 4, 2022 | 201 | Oct 12, 2022 | 299 | Dec 11, 2023 | 500 |
| -17.35% | Sep 21, 2018 | 67 | Dec 24, 2018 | 72 | Apr 5, 2019 | 139 |
| -16.96% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.62% | Jul 21, 2015 | 146 | Feb 11, 2016 | 46 | Apr 18, 2016 | 192 |
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 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | ERNU.L | SPY | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.12 | 1.00 | 1.00 |
| ERNU.L | 0.12 | 1.00 | 0.12 | 0.16 |
| SPY | 1.00 | 0.12 | 1.00 | 1.00 |
| Portfolio | 1.00 | 0.16 | 1.00 | 1.00 |