Buffet 60/40
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 21, 2024, the Buffet 60/40 returned 16.27% Year-To-Date and 8.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Buffet 60/40 | 16.27% | 0.59% | 8.52% | 21.05% | 10.07% | 8.71% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
BSV Vanguard Short-Term Bond ETF | 3.27% | -0.33% | 3.10% | 5.49% | 1.23% | 1.57% |
Monthly Returns
The table below presents the monthly returns of Buffet 60/40, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.08% | 2.87% | 2.18% | -2.69% | 3.35% | 2.41% | 1.30% | 1.87% | 1.65% | -0.99% | 16.27% | ||
| 2023 | 4.27% | -1.99% | 3.00% | 1.11% | 0.10% | 3.71% | 2.12% | -0.91% | -3.04% | -1.29% | 6.17% | 3.43% | 17.50% |
| 2022 | -3.55% | -1.97% | 1.40% | -5.64% | 0.47% | -5.16% | 5.90% | -3.08% | -6.32% | 4.76% | 3.93% | -3.58% | -12.98% |
| 2021 | -0.64% | 1.50% | 2.69% | 3.28% | 0.49% | 1.31% | 1.62% | 1.76% | -2.96% | 3.99% | -0.47% | 2.74% | 16.19% |
| 2020 | 0.33% | -4.46% | -7.06% | 7.93% | 3.16% | 1.23% | 3.69% | 4.28% | -2.39% | -1.59% | 6.62% | 2.40% | 13.88% |
| 2019 | 5.01% | 2.05% | 1.55% | 2.49% | -3.52% | 4.43% | 0.89% | -0.54% | 1.07% | 1.48% | 2.16% | 1.90% | 20.38% |
| 2018 | 3.15% | -2.40% | -1.40% | 0.12% | 1.60% | 0.48% | 2.16% | 2.11% | 0.30% | -4.08% | 1.25% | -4.75% | -1.78% |
| 2017 | 1.18% | 2.41% | 0.13% | 0.79% | 0.94% | 0.34% | 1.38% | 0.31% | 1.11% | 1.39% | 1.75% | 0.78% | 13.23% |
| 2016 | -2.62% | 0.01% | 4.19% | 0.25% | 0.97% | 0.59% | 2.29% | -0.03% | 0.08% | -1.18% | 1.82% | 1.30% | 7.77% |
| 2015 | -1.33% | 3.08% | -0.77% | 0.58% | 0.80% | -1.22% | 1.36% | -3.75% | -1.21% | 5.08% | 0.16% | -1.12% | 1.38% |
| 2014 | -1.91% | 2.76% | 0.41% | 0.54% | 1.55% | 1.26% | -0.92% | 2.51% | -0.89% | 1.60% | 1.77% | -0.24% | 8.64% |
| 2013 | 3.11% | 0.91% | 2.23% | 1.38% | 1.20% | -1.12% | 3.34% | -1.98% | 2.25% | 2.80% | 1.90% | 1.44% | 18.75% |
Expense Ratio
Buffet 60/40 has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Buffet 60/40 is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.62 | 3.50 | 1.49 | 3.78 | 17.12 |
BSV Vanguard Short-Term Bond ETF | 2.19 | 3.36 | 1.42 | 1.33 | 9.05 |
Dividends
Dividend yield
Buffet 60/40 provided a 2.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 1.86% | 1.61% | 1.33% | 1.64% | 2.05% | 2.03% | 1.73% | 1.81% | 1.82% | 1.69% | 1.69% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 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 | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
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.
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.
The current Buffet 60/40 drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -17.52% | Dec 30, 2021 | 198 | Oct 12, 2022 | 294 | Dec 13, 2023 | 492 |
| -11.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -11.02% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -7.37% | Nov 4, 2015 | 68 | Feb 11, 2016 | 42 | Apr 13, 2016 | 110 |
Volatility
Volatility Chart
The current Buffet 60/40 volatility is 2.47%, 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.
Diversification
Asset Correlations Table
| BSV | VOO | |
|---|---|---|
| BSV | 1.00 | -0.10 |
| VOO | -0.10 | 1.00 |