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Buffet Portfolio 90/10 VOO/VGSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGSH 10%VOO 90%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

90%

S&P 500

Performance

Performance Chart

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%2024FebruaryMarchAprilMayJune
15.02%
15.76%
Buffet Portfolio 90/10 VOO/VGSH
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 12, 2024, the Buffet Portfolio 90/10 VOO/VGSH returned 12.07% Year-To-Date and 11.72% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Buffet Portfolio 90/10 VOO/VGSH12.07%2.82%15.02%23.39%13.78%11.72%
VGSH
Vanguard Short-Term Treasury ETF
0.78%0.43%1.83%3.71%0.96%1.04%
VOO
Vanguard S&P 500 ETF
13.35%3.09%16.52%25.68%15.08%12.82%

Monthly Returns

The table below presents the monthly returns of Buffet Portfolio 90/10 VOO/VGSH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.48%4.65%3.00%-3.65%4.58%12.07%
20235.73%-2.33%3.51%1.46%0.40%5.82%2.99%-1.43%-4.29%-1.92%8.34%4.25%24.03%
2022-4.79%-2.71%3.23%-7.94%0.29%-7.44%8.31%-3.81%-8.43%7.28%5.05%-5.20%-16.71%
2021-0.92%2.49%4.12%4.77%0.61%2.03%2.22%2.66%-4.23%6.30%-0.67%4.11%25.62%
20200.02%-7.20%-10.97%11.49%4.31%1.66%5.31%6.31%-3.43%-2.29%9.84%3.39%17.22%
20197.15%2.96%1.80%3.66%-5.66%6.32%1.31%-1.40%1.76%2.00%3.27%2.71%28.40%
20184.99%-3.38%-2.20%0.30%2.22%0.68%3.20%2.94%0.51%-6.14%1.73%-7.82%-3.75%
20171.58%3.50%0.13%0.95%1.27%0.56%1.87%0.28%1.82%2.08%2.74%1.16%19.46%
2016-4.36%-0.18%6.16%0.32%1.56%0.36%3.31%0.09%0.04%-1.62%3.30%1.91%11.03%
2015-2.53%4.98%-1.40%0.91%1.13%-1.75%1.97%-5.54%-2.17%7.61%0.37%-1.58%1.32%
2014-3.17%4.10%0.78%0.67%2.08%1.88%-1.24%3.58%-1.25%2.19%2.50%-0.29%12.21%
20134.66%1.21%3.28%1.89%2.09%-1.36%4.78%-2.80%3.08%4.03%2.71%2.39%28.90%

Expense Ratio

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.


Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
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 Buffet Portfolio 90/10 VOO/VGSH is 77, placing it in the top 23% 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 Buffet Portfolio 90/10 VOO/VGSH is 7777
Buffet Portfolio 90/10 VOO/VGSH
The Sharpe Ratio Rank of Buffet Portfolio 90/10 VOO/VGSH is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of Buffet Portfolio 90/10 VOO/VGSH is 8282Sortino Ratio Rank
The Omega Ratio Rank of Buffet Portfolio 90/10 VOO/VGSH is 8282Omega Ratio Rank
The Calmar Ratio Rank of Buffet Portfolio 90/10 VOO/VGSH is 7070Calmar Ratio Rank
The Martin Ratio Rank of Buffet Portfolio 90/10 VOO/VGSH 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.


Buffet Portfolio 90/10 VOO/VGSH
Sharpe ratio
The chart of Sharpe ratio for Buffet Portfolio 90/10 VOO/VGSH, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for Buffet Portfolio 90/10 VOO/VGSH, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for Buffet Portfolio 90/10 VOO/VGSH, 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 Buffet Portfolio 90/10 VOO/VGSH, currently valued at 2.33, compared to the broader market0.002.004.006.008.0010.002.33
Martin ratio
The chart of Martin ratio for Buffet Portfolio 90/10 VOO/VGSH, currently valued at 9.37, compared to the broader market0.0010.0020.0030.0040.0050.009.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
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 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGSH
Vanguard Short-Term Treasury ETF
1.993.191.391.0013.11
VOO
Vanguard S&P 500 ETF
2.363.331.412.319.24

Sharpe Ratio

The current Buffet Portfolio 90/10 VOO/VGSH Sharpe ratio is 2.38. 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 1.43 to 2.37, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Buffet Portfolio 90/10 VOO/VGSH 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.38
2.21
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buffet Portfolio 90/10 VOO/VGSH granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Buffet Portfolio 90/10 VOO/VGSH1.56%1.64%1.64%1.19%1.56%1.92%2.03%1.71%1.90%1.96%1.71%1.69%
VGSH
Vanguard Short-Term Treasury ETF
3.88%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
VOO
Vanguard S&P 500 ETF
1.30%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%2024FebruaryMarchAprilMayJune00
Buffet Portfolio 90/10 VOO/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buffet Portfolio 90/10 VOO/VGSH. 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 Buffet Portfolio 90/10 VOO/VGSH was 30.53%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.6%Jan 4, 2022195Oct 12, 2022293Dec 12, 2023488
-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

Volatility Chart

The current Buffet Portfolio 90/10 VOO/VGSH volatility is 2.25%, 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
2.25%
2.41%
Buffet Portfolio 90/10 VOO/VGSH
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.

VGSHVOO
VGSH1.00-0.15
VOO-0.151.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010