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Buffet

Last updated Dec 9, 2023

Asset Allocation


BSV 15%VOO 85%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market15%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities85%

Performance

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


270.00%280.00%290.00%300.00%310.00%320.00%330.00%340.00%JulyAugustSeptemberOctoberNovemberDecember
338.09%
316.99%
Buffet
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Dec 9, 2023, the Buffet returned 18.94% Year-To-Date and 10.41% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Buffet18.94%5.39%7.01%16.51%12.06%10.53%
VOO
Vanguard S&P 500 ETF
21.81%5.29%7.89%18.08%13.75%11.91%
BSV
Vanguard Short-Term Bond ETF
3.41%1.19%1.92%3.18%1.38%1.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.34%5.47%2.85%-1.36%-4.11%-1.84%8.04%

Sharpe Ratio

The current Buffet Sharpe ratio is 1.42. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.42

The Sharpe ratio of Buffet 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.42
1.25
Buffet
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet granted a 1.61% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Buffet1.61%1.66%1.28%1.58%1.94%2.05%1.76%1.94%2.00%1.79%1.78%2.09%
VOO
Vanguard S&P 500 ETF
1.47%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
BSV
Vanguard Short-Term Bond ETF
2.39%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%1.61%

Expense Ratio

The Buffet 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
VOO
Vanguard S&P 500 ETF
1.40
BSV
Vanguard Short-Term Bond ETF
0.86

Asset Correlations Table

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

BSVVOO
BSV1.00-0.13
VOO-0.131.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.83%
-4.01%
Buffet
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buffet. 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 was 29.09%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.09%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-21.91%Jan 4, 2022195Oct 12, 2022
-16.39%Sep 21, 201865Dec 24, 201869Apr 4, 2019134
-15.87%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-10.78%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility Chart

The current Buffet volatility is 2.42%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.42%
2.77%
Buffet
Benchmark (^GSPC)
Portfolio components
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