PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Plan B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BRK-B 50%VOO 50%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Plan B, 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


350.00%400.00%450.00%500.00%2024FebruaryMarchAprilMayJune
484.16%
394.90%
Plan B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jun 22, 2024, the Plan B returned 15.12% Year-To-Date and 12.98% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%3.01%14.93%25.67%13.42%10.85%
Plan B15.12%1.82%15.36%25.16%15.30%12.96%
BRK-B
Berkshire Hathaway Inc.
14.85%0.54%14.91%22.18%14.56%12.45%
VOO
Vanguard S&P 500 ETF
15.25%3.09%15.65%27.47%15.27%12.88%

Monthly Returns

The table below presents the monthly returns of Plan B, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.60%5.97%2.98%-4.84%4.74%15.12%
20233.57%-2.27%2.47%4.00%-0.93%6.36%3.25%0.36%-3.70%-2.36%7.34%1.90%21.11%
2022-0.28%0.00%7.01%-8.65%-0.93%-10.89%9.65%-5.37%-7.07%9.32%6.75%-4.36%-7.39%
2021-1.37%4.15%5.43%6.45%2.98%-0.94%1.29%2.82%-4.58%6.10%-2.15%6.27%28.93%
2020-0.48%-8.08%-11.92%7.60%2.01%-0.82%7.77%9.20%-3.03%-3.87%12.15%2.52%10.66%
20194.29%0.68%0.91%5.95%-7.64%7.49%-1.09%-1.32%2.11%2.19%3.63%2.89%21.03%
20186.87%-3.54%-3.10%-1.27%0.67%-0.85%4.78%4.36%1.62%-5.49%4.12%-7.61%-0.55%
20171.25%4.15%-1.32%0.08%0.73%1.54%2.68%1.92%1.61%2.15%3.15%1.99%21.74%
2016-3.31%1.62%6.29%1.44%-0.85%1.65%1.66%2.18%-1.99%-0.96%6.44%2.81%17.82%
2015-3.51%4.02%-1.83%-0.57%1.26%-3.37%3.52%-6.12%-2.59%6.39%-0.48%-1.64%-5.48%
2014-4.70%4.16%4.35%1.92%0.93%0.35%-1.14%6.70%-0.34%1.93%4.42%0.35%20.05%
20136.61%3.38%2.77%2.06%4.82%-1.70%4.42%-3.54%2.73%2.93%2.14%2.20%32.44%

Expense Ratio

Plan B has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Plan B is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Plan B is 7878
Plan B
The Sharpe Ratio Rank of Plan B is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of Plan B is 8181Sortino Ratio Rank
The Omega Ratio Rank of Plan B is 8181Omega Ratio Rank
The Calmar Ratio Rank of Plan B is 7575Calmar Ratio Rank
The Martin Ratio Rank of Plan B is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Plan B
Sharpe ratio
The chart of Sharpe ratio for Plan B, currently valued at 2.40, compared to the broader market0.002.004.002.40
Sortino ratio
The chart of Sortino ratio for Plan B, currently valued at 3.42, compared to the broader market-2.000.002.004.006.003.42
Omega ratio
The chart of Omega ratio for Plan B, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Plan B, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.002.60
Martin ratio
The chart of Martin ratio for Plan B, currently valued at 9.52, compared to the broader market0.0010.0020.0030.0040.0050.009.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.
1.752.531.302.006.10
VOO
Vanguard S&P 500 ETF
2.393.361.422.329.31

Sharpe Ratio

The current Plan B Sharpe ratio is 2.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.42, 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 Plan B 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 Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.40
2.24
Plan B
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Plan B granted a 0.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Plan B0.64%0.73%0.85%0.62%0.77%0.94%1.03%0.89%1.01%1.05%0.93%0.92%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.06%
-0.41%
Plan B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Plan B. 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 Plan B was 31.68%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current Plan B drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.68%Feb 20, 202023Mar 23, 2020111Aug 28, 2020134
-23.88%Mar 29, 2022137Oct 12, 2022199Jul 31, 2023336
-19.28%Mar 1, 2011112Aug 8, 2011152Mar 15, 2012264
-17.4%Sep 21, 201865Dec 24, 201889May 3, 2019154
-14.06%Dec 30, 2014282Feb 11, 201652Apr 27, 2016334

Volatility

Volatility Chart

The current Plan B volatility is 2.36%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.36%
2.38%
Plan B
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.

BRK-BVOO
BRK-B1.000.74
VOO0.741.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010