Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Warren Buffett's 90/10 Portfolio, 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 Every 3 months.
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 2, 2026, the Warren Buffett's 90/10 Portfolio returned -3.66% Year-To-Date and 14.14% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -4.45% | -3.95% | -2.02% | 16.73% | 16.96% | 10.34% | 12.24% |
Portfolio Warren Buffett's 90/10 Portfolio | 0.79% | -4.29% | -3.66% | -1.41% | 18.17% | 18.58% | 11.93% | 14.14% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.79% | -4.29% | -3.66% | -1.41% | 18.17% | 18.58% | 11.93% | 14.14% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, Warren Buffett's 90/10 Portfolio's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Warren Buffett's 90/10 Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.81% | -5.01% | 0.79% | -3.66% | ||||||||
| 2025 | 2.69% | -1.27% | -5.61% | -0.81% | 6.28% | 5.17% | 2.29% | 2.08% | 3.55% | 2.39% | 0.22% | 0.08% | 17.82% |
| 2024 | 1.61% | 5.21% | 3.28% | -4.01% | 5.03% | 3.57% | 1.16% | 2.39% | 2.18% | -0.95% | 5.89% | -2.33% | 24.98% |
| 2023 | 6.29% | -2.50% | 3.71% | 1.59% | 0.48% | 6.51% | 3.29% | -1.63% | -4.74% | -2.17% | 9.17% | 4.58% | 26.32% |
| 2022 | -5.24% | -2.98% | 3.79% | -8.78% | 0.26% | -8.26% | 9.20% | -4.13% | -9.20% | 8.12% | 5.51% | -5.73% | -18.17% |
| 2021 | -1.02% | 2.77% | 4.58% | 5.29% | 0.67% | 2.26% | 2.45% | 2.95% | -4.66% | 7.04% | -0.73% | 4.56% | 28.79% |
Benchmark Metrics
Warren Buffett's 90/10 Portfolio has an annualized alpha of 1.90%, beta of 0.99, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio captured 105.99% of S&P 500 Index gains but only 96.58% of its losses — a favorable profile for investors.
- With beta of 0.99 and R² of 1.00, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.90%
- Beta
- 0.99
- R²
- 1.00
- Upside Capture
- 105.99%
- Downside Capture
- 96.58%
Expense Ratio
Warren Buffett's 90/10 Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Warren Buffett's 90/10 Portfolio ranks 35 for risk / return — below 35% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.92 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.41 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.41 | +0.14 |
Martin ratioReturn relative to average drawdown | 7.31 | 6.61 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 60 | 1.01 | 1.53 | 1.23 | 1.55 | 7.31 |
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Dividends
Dividend yield
Warren Buffett's 90/10 Portfolio provided a 1.18% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.87 | $0.00 | $1.87 | ||||||||
| 2025 | $0.00 | $0.00 | $1.81 | $0.00 | $0.00 | $1.74 | $0.00 | $0.00 | $1.74 | $0.00 | $0.00 | $1.77 | $7.07 |
| 2024 | $0.00 | $0.00 | $1.54 | $0.00 | $0.00 | $1.78 | $0.00 | $0.00 | $1.64 | $0.00 | $0.00 | $1.74 | $6.70 |
| 2023 | $0.00 | $0.00 | $1.49 | $0.00 | $0.00 | $1.58 | $0.00 | $0.00 | $1.49 | $0.00 | $0.00 | $1.80 | $6.36 |
| 2022 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $1.47 | $0.00 | $0.00 | $1.67 | $5.95 |
| 2021 | $0.00 | $0.00 | $1.26 | $0.00 | $0.00 | $1.33 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $1.53 | $5.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Warren Buffett's 90/10 Portfolio. 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 Warren Buffett's 90/10 Portfolio was 33.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Warren Buffett's 90/10 Portfolio drawdown is 5.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.99% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.52% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.48% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -18.75% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -18.69% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VOO | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 1.00 | 1.00 |
| VOO | 1.00 | 1.00 | 1.00 |
| Portfolio | 1.00 | 1.00 | 1.00 |