Buffet Portfolio 90/10 VOO/VGSH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 90% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Buffet Portfolio 90/10 VOO/VGSH | 0.45% | 11.14% | 14.58% | 16.50% | 9.63% | 11.01% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGSH | VOO | |
|---|---|---|
| VGSH | 1.00 | -0.17 |
| VOO | -0.17 | 1.00 |
Dividend yield
Buffet Portfolio 90/10 VOO/VGSH granted a 1.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buffet Portfolio 90/10 VOO/VGSH | 1.65% | 1.65% | 1.22% | 1.62% | 2.03% | 2.20% | 1.89% | 2.13% | 2.25% | 2.00% | 2.01% | 2.44% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -22.6% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -17.42% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -16.9% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -11.58% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
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.