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Buffet Portfolio 90/10 VOO/VGSH

Last updated Sep 21, 2023

Asset Allocation


VGSH 10%VOO 90%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities90%

Performance

The chart shows the growth of an initial investment of $10,000 in Buffet Portfolio 90/10 VOO/VGSH, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.47%
10.86%
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Buffet Portfolio 90/10 VOO/VGSH returned 14.58% Year-To-Date and 10.97% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
Buffet Portfolio 90/10 VOO/VGSH0.45%11.14%14.58%16.50%9.63%11.01%
VGSH
Vanguard Short-Term Treasury ETF
0.14%-0.56%1.47%1.86%0.96%0.72%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VGSHVOO
VGSH1.00-0.17
VOO-0.171.00

Sharpe Ratio

The current Buffet Portfolio 90/10 VOO/VGSH Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.86

The Sharpe ratio of Buffet Portfolio 90/10 VOO/VGSH lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.86
0.74
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet Portfolio 90/10 VOO/VGSH granted a 1.65% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Buffet Portfolio 90/10 VOO/VGSH1.65%1.65%1.22%1.62%2.03%2.20%1.89%2.13%2.25%2.00%2.01%2.44%
VGSH
Vanguard Short-Term Treasury ETF
2.71%1.17%0.69%1.81%2.41%1.94%1.21%0.92%0.79%0.52%0.38%0.60%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%

Expense Ratio

The Buffet Portfolio 90/10 VOO/VGSH has an expense ratio of 0.03% 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.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VGSH
Vanguard Short-Term Treasury ETF
0.64
VOO
Vanguard S&P 500 ETF
0.85

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.08%
-8.22%
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Buffet Portfolio 90/10 VOO/VGSH. 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 Buffet Portfolio 90/10 VOO/VGSH is 30.53%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.6%Jan 4, 2022195Oct 12, 2022
-17.42%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-16.9%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-11.58%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility Chart

The current Buffet Portfolio 90/10 VOO/VGSH volatility is 3.13%, 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%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.13%
3.47%
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components