Barbell 11

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Barbell 11

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BRK-B Berkshire Hathaway Inc.	Financial Services	24%
BSV Vanguard Short-Term Bond ETF	Total Bond Market	10%
COST Costco Wholesale Corporation	Consumer Defensive	7%
CRWD CrowdStrike Holdings, Inc.	Technology	5%
FXI iShares China Large-Cap ETF	China Equities	10%
NVDA NVIDIA Corporation	Technology	7%
QQQ Invesco QQQ	Large Cap Blend Equities	15%
TIP iShares TIPS Bond ETF	Inflation-Protected Bonds	10%
VGT Vanguard Information Technology ETF	Technology Equities	5%
WMT Walmart Inc.	Consumer Defensive	7%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Barbell 11	8.44%	6.78%	6.73%	23.33%	22.06%	N/A
Portfolio components:
TIP iShares TIPS Bond ETF	2.94%	0.11%	2.19%	4.65%	1.25%	2.27%
VGT Vanguard Information Technology ETF	-3.03%	19.52%	-2.52%	12.13%	19.49%	19.66%
QQQ Invesco QQQ	0.69%	15.64%	2.10%	13.48%	18.22%	17.53%
BRK-B Berkshire Hathaway Inc.	11.09%	-3.31%	6.67%	21.64%	23.55%	13.29%
NVDA NVIDIA Corporation	-1.08%	34.32%	-9.42%	39.93%	71.34%	74.59%
CRWD CrowdStrike Holdings, Inc.	29.78%	20.52%	24.20%	28.56%	40.12%	N/A
BSV Vanguard Short-Term Bond ETF	2.22%	0.10%	2.79%	5.91%	1.01%	1.74%
COST Costco Wholesale Corporation	11.38%	4.11%	6.79%	27.63%	29.60%	23.78%
WMT Walmart Inc.	6.73%	1.38%	9.33%	48.53%	19.98%	16.49%
FXI iShares China Large-Cap ETF	17.97%	7.32%	20.09%	29.66%	1.38%	-1.14%

*Annualized

Monthly Returns

The table below presents the monthly returns of Barbell 11, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.93%	3.85%	-3.06%	2.10%	2.50%								8.44%
2024	4.44%	7.09%	2.73%	-2.86%	6.94%	3.49%	-0.70%	5.16%	2.24%	-0.07%	5.42%	-2.22%	35.83%
2023	7.17%	-0.11%	6.36%	0.85%	4.08%	4.47%	4.38%	-0.41%	-2.98%	-1.62%	6.93%	3.18%	36.68%
2022	-3.28%	-0.67%	5.15%	-8.51%	-3.56%	-5.81%	7.79%	-4.68%	-8.18%	3.49%	7.87%	-5.45%	-16.39%
2021	-0.33%	0.59%	1.09%	5.29%	2.39%	3.37%	0.26%	3.84%	-4.48%	6.81%	0.47%	1.16%	21.94%
2020	1.01%	-2.89%	-5.04%	6.95%	4.99%	2.01%	7.00%	9.26%	-1.39%	-2.50%	9.25%	2.83%	34.72%
2019						4.31%	1.41%	-0.59%	-0.61%	2.20%	3.27%	2.21%	12.75%

Expense Ratio

Barbell 11 has an expense ratio of 0.13%, 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.

QQQ

Invesco QQQ

TIP

iShares TIPS Bond ETF

VGT

Vanguard Information Technology ETF

BSV

Vanguard Short-Term Bond ETF

FXI

iShares China Large-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, Barbell 11 is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TIP iShares TIPS Bond ETF	0.98	1.39	1.18	0.48	3.01
VGT Vanguard Information Technology ETF	0.40	0.77	1.11	0.45	1.46
QQQ Invesco QQQ	0.53	0.92	1.13	0.60	1.95
BRK-B Berkshire Hathaway Inc.	1.10	1.59	1.23	2.49	6.06
NVDA NVIDIA Corporation	0.67	1.26	1.16	1.09	2.67
CRWD CrowdStrike Holdings, Inc.	0.54	1.05	1.13	0.62	1.39
BSV Vanguard Short-Term Bond ETF	2.56	3.98	1.50	2.64	9.38
COST Costco Wholesale Corporation	1.27	1.83	1.25	1.68	4.85
WMT Walmart Inc.	2.04	2.87	1.39	2.33	7.62
FXI iShares China Large-Cap ETF	0.85	1.28	1.17	0.51	2.37

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Barbell 11 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 1.46
5-Year: 1.43
All Time: 1.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Barbell 11 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Barbell 11 provided a 1.01% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.01%	0.98%	1.27%	1.44%	0.97%	0.99%	1.05%	1.20%	1.28%	1.10%	1.27%	1.17%
Portfolio components:
TIP iShares TIPS Bond ETF	2.92%	2.52%	2.73%	6.96%	4.28%	1.17%	1.75%	2.71%	2.07%	1.48%	0.34%	1.67%
VGT Vanguard Information Technology ETF	0.53%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
CRWD CrowdStrike Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BSV Vanguard Short-Term Bond ETF	3.56%	3.38%	2.46%	1.50%	1.36%	1.79%	2.29%	1.99%	1.65%	1.49%	1.40%	1.45%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
WMT Walmart Inc.	0.92%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
FXI iShares China Large-Cap ETF	1.49%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%	2.51%

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 Barbell 11. 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 Barbell 11 was 23.92%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current Barbell 11 drawdown is 1.21%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.92%	Mar 31, 2022	137	Oct 14, 2022	164	Jun 12, 2023	301
-21.24%	Feb 20, 2020	18	Mar 16, 2020	57	Jun 5, 2020	75
-11.98%	Feb 19, 2025	35	Apr 8, 2025	24	May 13, 2025	59
-8.61%	Nov 22, 2021	73	Mar 8, 2022	14	Mar 28, 2022	87
-8.24%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28

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 10 assets, with an effective number of assets of 7.70, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	BSV	TIP	WMT	FXI	BRK-B	CRWD	COST	NVDA	VGT	QQQ	Portfolio
^GSPC	1.00	0.07	0.12	0.40	0.46	0.65	0.47	0.59	0.69	0.91	0.92	0.90
BSV	0.07	1.00	0.68	0.04	0.02	-0.02	0.08	0.10	0.03	0.07	0.08	0.10
TIP	0.12	0.68	1.00	0.08	0.03	0.03	0.11	0.13	0.07	0.12	0.13	0.16
WMT	0.40	0.04	0.08	1.00	0.14	0.36	0.14	0.59	0.21	0.31	0.34	0.42
FXI	0.46	0.02	0.03	0.14	1.00	0.30	0.25	0.21	0.37	0.45	0.47	0.57
BRK-B	0.65	-0.02	0.03	0.36	0.30	1.00	0.16	0.36	0.29	0.45	0.45	0.61
CRWD	0.47	0.08	0.11	0.14	0.25	0.16	1.00	0.29	0.51	0.58	0.57	0.62
COST	0.59	0.10	0.13	0.59	0.21	0.36	0.29	1.00	0.43	0.55	0.59	0.62
NVDA	0.69	0.03	0.07	0.21	0.37	0.29	0.51	0.43	1.00	0.81	0.80	0.79
VGT	0.91	0.07	0.12	0.31	0.45	0.45	0.58	0.55	0.81	1.00	0.97	0.90
QQQ	0.92	0.08	0.13	0.34	0.47	0.45	0.57	0.59	0.80	0.97	1.00	0.91
Portfolio	0.90	0.10	0.16	0.42	0.57	0.61	0.62	0.62	0.79	0.90	0.91	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

Barbell 11

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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