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. Warren Buffet TEST

Last updated Mar 21, 2023

95% S&P500 5% CASH or TIPS

Expense Ratio

0.10%

Dividend Yield

2.23%

Asset Allocation


TIP 5%SPY 95%BondBondEquityEquity

Performance

The chart shows the growth of $10,000 invested in . Warren Buffet TEST in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $51,642 for a total return of roughly 416.42%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
8.03%
7.43%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the . Warren Buffet TEST returned 3.29% Year-To-Date and 11.39% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%9.86%
. Warren Buffet TEST-2.75%3.29%2.82%-9.85%9.35%11.39%
SPY
SPDR S&P 500 ETF
-2.95%3.35%2.98%-9.92%9.63%11.89%
TIP
iShares TIPS Bond ETF
1.18%2.14%-0.45%-9.11%2.70%1.25%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current . Warren Buffet TEST Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.40
-0.45
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Dividends

. Warren Buffet TEST granted a 2.23% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.23%1.92%1.39%1.56%1.84%2.24%1.99%2.24%2.25%2.16%2.11%2.64%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-15.59%
-17.62%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the . Warren Buffet TEST. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the . Warren Buffet TEST is 53.12%, recorded on Mar 9, 2009. It took 760 trading sessions for the portfolio to recover.


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, 2022
-18.42%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-12.31%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188
-9.69%Jan 29, 20189Feb 8, 2018123Aug 6, 2018132
-9.06%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-9.03%Apr 3, 201243Jun 4, 201248Aug 10, 201291
-8.54%Jul 20, 200719Aug 15, 200732Oct 1, 200751
-7.17%May 10, 200624Jun 13, 200664Sep 13, 200688

Volatility Chart

Current . Warren Buffet TEST volatility is 19.41%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
19.41%
20.82%
. Warren Buffet TEST
Benchmark (^GSPC)
Portfolio components