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. Warren Buffet TEST
Performance
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. Warren Buffet TEST

Last updated May 4, 2024

95% S&P500 5% CASH or TIPS

Asset Allocation

TIP 5%SPY 95%BondBondEquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF		Large Cap Growth Equities

95%

TIP
iShares TIPS Bond ETF		Inflation-Protected Bonds

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in . Warren Buffet TEST, 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 Quarterly

300.00%350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
571.65%
383.07%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 5, 2003, corresponding to the inception date of TIP

Returns By Period

As of May 4, 2024, the . Warren Buffet TEST returned 7.48% Year-To-Date and 12.11% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		7.50%-1.61%17.65%26.26%11.73%10.64%
. Warren Buffet TEST7.48%-0.35%17.66%24.30%13.10%12.05%
Portfolio components:
SPY
SPDR S&P 500 ETF		7.90%-0.35%18.47%25.70%13.63%12.56%
TIP
iShares TIPS Bond ETF		-0.74%-0.42%2.60%-0.73%2.13%1.80%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20241.53%4.91%3.15%-3.92%
2023-2.10%8.81%4.46%

Expense Ratio

. Warren Buffet TEST features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TIP
iShares TIPS Bond ETF
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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.

. Warren Buffet TEST
Sharpe ratio
The chart of Sharpe ratio for . Warren Buffet TEST, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for . Warren Buffet TEST, currently valued at 3.30, compared to the broader market-2.000.002.004.006.003.30
Omega ratio
The chart of Omega ratio for . Warren Buffet TEST, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for . Warren Buffet TEST, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.001.94
Martin ratio
The chart of Martin ratio for . Warren Buffet TEST, currently valued at 9.10, compared to the broader market0.0010.0020.0030.0040.009.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0010.0020.0030.0040.008.41
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF		2.333.331.412.019.38
TIP
iShares TIPS Bond ETF		-0.16-0.200.98-0.07-0.37

Sharpe Ratio

The current . Warren Buffet TEST Sharpe ratio is 2.30. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.50 to 2.46, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of . Warren Buffet TEST with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.30
2.17
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

. Warren Buffet TEST granted a 1.39% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
. Warren Buffet TEST1.39%1.46%1.92%1.36%1.50%1.75%2.07%1.81%2.00%1.98%1.86%1.78%
Portfolio components:
SPY
SPDR S&P 500 ETF		1.31%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
TIP
iShares TIPS Bond ETF		2.83%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.19%
-2.41%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the . Warren Buffet TEST. 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 TEST was 53.12%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current . Warren Buffet TEST drawdown is 2.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.12%Oct 10, 2007355Mar 9, 2009760Mar 13, 20121115
-32.11%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-23.92%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-18.42%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-12.32%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility

Volatility Chart

The current . Warren Buffet TEST volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.90%
4.10%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SPYTIP
SPY1.00-0.12
TIP-0.121.00