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Buffet Portfolio Dividend SCHD/VGSH 90/10

Last updated Oct 2, 2023

Asset Allocation


VGSH 10%SCHD 90%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds10%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend90%

Performance

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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-1.84%
3.96%
Buffet Portfolio Dividend SCHD/VGSH 90/10
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 2, 2023, the Buffet Portfolio Dividend SCHD/VGSH 90/10 returned -3.26% Year-To-Date and 10.27% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%9.86%
Buffet Portfolio Dividend SCHD/VGSH 90/10-3.95%-1.35%-3.26%9.65%8.82%10.27%
SCHD
Schwab US Dividend Equity ETF
-4.38%-1.51%-3.82%10.38%9.50%11.24%
VGSH
Vanguard Short-Term Treasury ETF
-0.05%0.01%1.68%2.39%0.99%0.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.77%-0.70%-3.73%4.72%3.80%-1.30%

Sharpe Ratio

The current Buffet Portfolio Dividend SCHD/VGSH 90/10 Sharpe ratio is 0.51. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.51

The Sharpe ratio of Buffet Portfolio Dividend SCHD/VGSH 90/10 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.51
0.89
Buffet Portfolio Dividend SCHD/VGSH 90/10
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet Portfolio Dividend SCHD/VGSH 90/10 granted a 3.60% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Buffet Portfolio Dividend SCHD/VGSH 90/103.60%3.25%2.73%3.30%3.29%3.43%2.98%3.32%3.51%3.17%3.05%3.64%
SCHD
Schwab US Dividend Equity ETF
3.70%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
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%

Expense Ratio

The Buffet Portfolio Dividend SCHD/VGSH 90/10 has an expense ratio of 0.06% 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.


0.06%
0.00%2.15%
0.04%
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
SCHD
Schwab US Dividend Equity ETF
0.49
VGSH
Vanguard Short-Term Treasury ETF
0.82

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDVGSH
SCHD1.00-0.15
VGSH-0.151.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptember
-7.48%
-10.60%
Buffet Portfolio Dividend SCHD/VGSH 90/10
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Buffet Portfolio Dividend SCHD/VGSH 90/10. 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 Dividend SCHD/VGSH 90/10 is 29.86%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.86%Jan 24, 202041Mar 23, 2020111Aug 28, 2020152
-15.62%Jan 12, 2022181Sep 30, 2022
-15.29%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-12.53%Mar 3, 2015123Aug 25, 2015137Mar 11, 2016260
-11.19%Jan 29, 201839Mar 23, 2018125Sep 20, 2018164

Volatility Chart

The current Buffet Portfolio Dividend SCHD/VGSH 90/10 volatility is 2.53%, 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%MayJuneJulyAugustSeptember
2.53%
3.17%
Buffet Portfolio Dividend SCHD/VGSH 90/10
Benchmark (^GSPC)
Portfolio components