Buffet
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 15% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 85% |
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Buffet | 18.94% | 5.39% | 7.01% | 16.51% | 12.06% | 10.53% |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.34% | 5.47% | 2.85% | -1.36% | -4.11% | -1.84% | 8.04% |
Dividend yield
Buffet granted a 1.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buffet | 1.61% | 1.66% | 1.28% | 1.58% | 1.94% | 2.05% | 1.76% | 1.94% | 2.00% | 1.79% | 1.78% | 2.09% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.40 | ||||
BSV Vanguard Short-Term Bond ETF | 0.86 |
Asset Correlations Table
| BSV | VOO | |
|---|---|---|
| BSV | 1.00 | -0.13 |
| VOO | -0.13 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -21.91% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -16.39% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -15.87% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -10.78% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
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.