. Warren Buffet TEST
95% S&P500 5% CASH or TIPS
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 95% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 5% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 5, 2003, corresponding to the inception date of TIP
Returns By Period
As of May 11, 2025, the . Warren Buffet TEST returned -3.06% Year-To-Date and 11.89% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| . Warren Buffet TEST | -0.05% | 8.75% | -1.81% | 12.97% | 16.63% | 12.11% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -0.23% | 9.19% | -2.01% | 13.36% | 17.44% | 12.59% |
TIP iShares TIPS Bond ETF | 2.73% | 0.73% | 1.48% | 5.08% | 1.29% | 2.24% |
Monthly Returns
The table below presents the monthly returns of . Warren Buffet TEST, 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 | 2.62% | -1.10% | -5.25% | -0.82% | 4.79% | -0.05% | |||||||
| 2024 | 1.53% | 4.91% | 3.15% | -3.91% | 4.89% | 3.39% | 1.24% | 2.26% | 2.07% | -0.94% | 5.69% | -2.37% | 23.65% |
| 2023 | 6.08% | -2.46% | 3.67% | 1.52% | 0.38% | 6.15% | 3.11% | -1.59% | -4.61% | -2.10% | 8.81% | 4.46% | 24.99% |
| 2022 | -5.11% | -2.75% | 3.46% | -8.44% | 0.16% | -7.98% | 8.96% | -4.01% | -9.12% | 7.79% | 5.38% | -5.56% | -17.86% |
| 2021 | -0.95% | 2.56% | 4.31% | 5.10% | 0.67% | 2.17% | 2.45% | 2.82% | -4.47% | 6.72% | -0.72% | 4.42% | 27.51% |
| 2020 | 0.07% | -7.47% | -11.90% | 12.21% | 4.57% | 1.73% | 5.71% | 6.69% | -3.60% | -2.40% | 10.39% | 3.58% | 18.16% |
| 2019 | 7.68% | 3.08% | 1.82% | 3.89% | -5.99% | 6.64% | 1.45% | -1.48% | 1.79% | 2.10% | 3.46% | 2.78% | 30.02% |
| 2018 | 5.31% | -3.51% | -2.56% | 0.48% | 2.33% | 0.58% | 3.49% | 3.07% | 0.52% | -6.64% | 1.78% | -8.31% | -4.34% |
| 2017 | 1.74% | 3.75% | 0.12% | 0.97% | 1.34% | 0.56% | 1.98% | 0.33% | 1.88% | 2.25% | 2.91% | 1.20% | 20.71% |
| 2016 | -4.65% | -0.01% | 6.45% | 0.38% | 1.58% | 0.44% | 3.50% | 0.10% | 0.04% | -1.67% | 3.39% | 1.93% | 11.64% |
| 2015 | -2.65% | 5.25% | -1.52% | 0.97% | 1.17% | -1.98% | 2.17% | -5.84% | -2.44% | 8.10% | 0.34% | -1.69% | 1.12% |
| 2014 | -3.25% | 4.34% | 0.76% | 0.73% | 2.30% | 1.98% | -1.28% | 3.78% | -1.44% | 2.28% | 2.62% | -0.29% | 12.96% |
Expense Ratio
. Warren Buffet TEST has an expense ratio of 0.10%, 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 TEST is 43, 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 | 1.12 | 1.17 | 0.75 | 2.92 |
TIP iShares TIPS Bond ETF | 1.08 | 1.54 | 1.20 | 0.52 | 3.36 |
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Dividends
Dividend yield
. Warren Buffet TEST provided a 1.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.27% | 1.46% | 1.92% | 1.36% | 1.50% | 1.75% | 2.07% | 1.81% | 2.00% | 1.98% | 1.86% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.23% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
TIP iShares TIPS Bond ETF | 2.93% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
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 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 7.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.12% | Oct 10, 2007 | 355 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1115 |
| -32.11% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -23.92% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -18.42% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -17.82% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
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 1.11, 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 | TIP | SPY | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.11 | 0.99 | 0.99 |
| TIP | -0.11 | 1.00 | -0.11 | -0.09 |
| SPY | 0.99 | -0.11 | 1.00 | 1.00 |
| Portfolio | 0.99 | -0.09 | 1.00 | 1.00 |