Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACWI iShares MSCI ACWI ETF | Large Cap Growth Equities | 5% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | Short-Term Bond | 8% |
VOO Vanguard S&P 500 ETF | S&P 500 | 87% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Warren Buffett's 90/10 Portfolio - + Global, 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 - + Global returned -3.21% Year-To-Date and 13.10% 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 - + Global | 0.74% | -3.99% | -3.21% | -1.04% | 17.23% | 17.38% | 11.05% | 13.10% |
| Portfolio components: | ||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.02% | -0.57% | 0.16% | 1.15% | 4.05% | 4.27% | 1.68% | 1.97% |
VOO Vanguard S&P 500 ETF | 0.79% | -4.29% | -3.66% | -1.41% | 18.17% | 18.58% | 11.93% | 14.14% |
ACWI iShares MSCI ACWI ETF | 0.94% | -4.69% | -1.29% | 1.41% | 21.56% | 17.35% | 9.60% | 11.68% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, Warren Buffett's 90/10 Portfolio - + Global's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, your investment would double in approximately 5.3 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Mar 2020 at -11.4%. 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 - + Global closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.41% | -0.58% | -4.71% | 0.74% | -3.21% | ||||||||
| 2025 | 2.54% | -1.04% | -5.02% | -0.60% | 5.73% | 4.82% | 2.04% | 2.03% | 3.30% | 2.23% | 0.24% | 0.13% | 17.14% |
| 2024 | 1.44% | 4.71% | 3.06% | -3.72% | 4.66% | 3.26% | 1.21% | 2.29% | 2.07% | -1.01% | 5.37% | -2.17% | 22.81% |
| 2023 | 5.95% | -2.44% | 3.55% | 1.49% | 0.33% | 5.92% | 3.07% | -1.55% | -4.38% | -2.01% | 8.55% | 4.36% | 24.33% |
| 2022 | -4.87% | -2.78% | 3.21% | -8.12% | 0.31% | -7.62% | 8.43% | -3.94% | -8.64% | 7.35% | 5.34% | -5.26% | -17.13% |
| 2021 | -0.91% | 2.49% | 4.11% | 4.84% | 0.67% | 2.02% | 2.20% | 2.68% | -4.31% | 6.34% | -0.76% | 4.17% | 25.69% |
Benchmark Metrics
Warren Buffett's 90/10 Portfolio - + Global has an annualized alpha of 1.77%, beta of 0.91, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.23%) than losses (90.22%) — typical of diversified or defensive assets.
- With beta of 0.91 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
- 1.77%
- Beta
- 0.91
- R²
- 1.00
- Upside Capture
- 96.23%
- Downside Capture
- 90.22%
Expense Ratio
Warren Buffett's 90/10 Portfolio - + Global has an expense ratio of 0.04%, 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 - + Global ranks 36 for risk / return — below 36% 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 | 1.05 | 0.92 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.41 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.41 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.58 | 6.61 | +0.96 |
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 | |
|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 92 | 2.04 | 3.25 | 1.40 | 3.23 | 12.23 |
VOO Vanguard S&P 500 ETF | 60 | 1.01 | 1.53 | 1.23 | 1.55 | 7.31 |
ACWI iShares MSCI ACWI ETF | 72 | 1.24 | 1.82 | 1.27 | 1.87 | 8.55 |
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Dividends
Dividend yield
Warren Buffett's 90/10 Portfolio - + Global provided a 1.42% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.42% | 1.36% | 1.44% | 1.56% | 1.68% | 1.29% | 1.56% | 1.94% | 2.06% | 1.78% | 1.98% | 2.07% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.93% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
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% |
ACWI iShares MSCI ACWI ETF | 1.57% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
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 - + Global. 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 - + Global was 31.35%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Warren Buffett's 90/10 Portfolio - + Global drawdown is 5.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -23.23% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -17.72% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -17.5% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -17.07% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
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 3 assets, with an effective number of assets of 1.31, 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 | BSV | ACWI | VOO | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.09 | 0.95 | 1.00 | 1.00 |
| BSV | -0.09 | 1.00 | -0.06 | -0.09 | -0.08 |
| ACWI | 0.95 | -0.06 | 1.00 | 0.95 | 0.96 |
| VOO | 1.00 | -0.09 | 0.95 | 1.00 | 1.00 |
| Portfolio | 1.00 | -0.08 | 0.96 | 1.00 | 1.00 |