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Buffet 60/40

Last updated Mar 2, 2024

Asset Allocation


BSV 40%VOO 60%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

60%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Buffet 60/40, 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


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
229.45%
365.24%
Buffet 60/40
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 Mar 2, 2024, the Buffet 60/40 returned 4.69% Year-To-Date and 8.33% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Buffet 60/404.69%2.21%9.93%19.02%9.82%8.33%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.68%
BSV
Vanguard Short-Term Bond ETF
-0.11%-0.18%3.01%4.93%1.33%1.32%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.08%2.96%
2023-0.91%-3.04%-1.29%6.17%3.43%

Sharpe Ratio

The current Buffet 60/40 Sharpe ratio is 2.77. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.77

The Sharpe ratio of Buffet 60/40 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.77
2.44
Buffet 60/40
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet 60/40 granted a 1.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Buffet 60/401.87%1.86%1.61%1.33%1.64%2.04%2.03%1.73%1.80%1.82%1.69%1.70%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BSV
Vanguard Short-Term Bond ETF
2.66%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%

Expense Ratio

The Buffet 60/40 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.


0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
Buffet 60/40
2.77
VOO
Vanguard S&P 500 ETF
2.61
BSV
Vanguard Short-Term Bond ETF
1.47

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
BSV1.00-0.12
VOO-0.121.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Buffet 60/40
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buffet 60/40. 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 60/40 was 20.77%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.77%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-17.52%Dec 30, 2021198Oct 12, 2022294Dec 13, 2023492
-11.22%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-11.02%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-7.37%Nov 4, 201568Feb 11, 201642Apr 13, 2016110

Volatility Chart

The current Buffet 60/40 volatility is 2.27%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.27%
3.47%
Buffet 60/40
Benchmark (^GSPC)
Portfolio components
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