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Buffet
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BSV 50%VOO 50%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market
50%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
50%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.39%
14.58%
Buffet
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Nov 29, 2024, the Buffet returned 15.06% Year-To-Date and 7.66% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
25.76%2.84%14.58%31.82%13.85%11.34%
Buffet15.06%1.56%9.40%18.84%8.71%7.66%
VOO
Vanguard S&P 500 ETF
27.29%2.95%15.36%33.64%15.64%13.36%
BSV
Vanguard Short-Term Bond ETF
3.65%0.13%3.61%5.21%1.29%1.58%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.95%2.29%1.89%-2.36%2.94%2.12%1.33%1.74%1.52%-1.00%15.06%
20233.76%-1.86%2.82%0.99%0.01%3.01%1.82%-0.73%-2.61%-1.07%5.43%3.14%15.34%
2022-3.13%-1.73%0.83%-4.86%0.52%-4.42%5.08%-2.81%-5.58%3.92%3.53%-3.01%-11.71%
2021-0.54%1.18%2.22%2.78%0.45%1.07%1.41%1.46%-2.53%3.23%-0.41%2.27%13.18%
20200.43%-3.56%-5.76%6.73%2.75%1.07%3.14%3.59%-2.02%-1.34%5.54%2.05%12.54%
20194.29%1.73%1.45%2.10%-2.80%3.79%0.75%-0.26%0.85%1.30%1.79%1.62%17.73%
20182.55%-2.06%-1.13%0.06%1.40%0.41%1.81%1.83%0.22%-3.39%1.10%-3.76%-1.19%
20171.03%2.04%0.12%0.73%0.83%0.27%1.21%0.32%0.87%1.15%1.42%0.65%11.16%
2016-2.04%0.06%3.54%0.22%0.77%0.66%1.94%-0.07%0.10%-1.03%1.35%1.10%6.69%
2015-0.95%2.48%-0.57%0.48%0.69%-1.04%1.16%-3.14%-0.91%4.23%0.09%-0.96%1.35%
2014-1.51%2.32%0.29%0.49%1.36%1.04%-0.81%2.15%-0.77%1.40%1.52%-0.23%7.43%
20132.59%0.80%1.88%1.20%0.91%-1.03%2.85%-1.70%1.97%2.38%1.63%1.13%15.50%

Expense Ratio

Buffet has an expense ratio of 0.04%, 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.


Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Buffet is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Buffet is 8989
Overall Rank
The Sharpe Ratio Rank of Buffet is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of Buffet is 9090
Sortino Ratio Rank
The Omega Ratio Rank of Buffet is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Buffet is 8888
Calmar Ratio Rank
The Martin Ratio Rank of Buffet is 8888
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.


Sharpe ratio
The chart of Sharpe ratio for Buffet, currently valued at 2.98, compared to the broader market0.002.004.006.002.982.59
The chart of Sortino ratio for Buffet, currently valued at 4.28, compared to the broader market-2.000.002.004.006.004.283.45
The chart of Omega ratio for Buffet, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.581.48
The chart of Calmar ratio for Buffet, currently valued at 5.24, compared to the broader market0.005.0010.0015.005.243.74
The chart of Martin ratio for Buffet, currently valued at 20.43, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.4316.58
Buffet
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.753.661.513.9718.00
BSV
Vanguard Short-Term Bond ETF
2.153.291.411.518.51

The current Buffet Sharpe ratio is 2.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.74, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Buffet with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.98
2.59
Buffet
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buffet provided a 2.24% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.24%1.96%1.59%1.35%1.66%2.09%2.03%1.71%1.75%1.75%1.65%1.66%
VOO
Vanguard S&P 500 ETF
1.23%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
3.25%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.10%
-0.38%
Buffet
Benchmark (^GSPC)
Portfolio components

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 17.39%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Buffet drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.39%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-15.79%Dec 30, 2021200Oct 14, 2022292Dec 13, 2023492
-9.15%Sep 21, 201865Dec 24, 201853Mar 13, 2019118
-9.08%Jul 8, 201161Oct 3, 201174Jan 19, 2012135
-6%Nov 4, 201568Feb 11, 201634Apr 1, 2016102

Volatility

Volatility Chart

The current Buffet volatility is 2.03%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
2.03%
4.03%
Buffet
Benchmark (^GSPC)
Portfolio components

Diversification

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
BSV1.00-0.10
VOO-0.101.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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