Buffet 90/10
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Buffet 90/10, 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 Aug 27, 2024, the Buffet 90/10 returned 17.22% Year-To-Date and 11.88% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Buffet 90/10 | 17.22% | 2.85% | 10.65% | 26.32% | 14.48% | 11.88% |
Portfolio components: | ||||||
BSV Vanguard Short-Term Bond ETF | 3.53% | 1.45% | 4.12% | 7.13% | 1.30% | 1.62% |
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
Monthly Returns
The table below presents the monthly returns of Buffet 90/10, 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 | 1.48% | 4.62% | 3.01% | -3.68% | 4.60% | 3.28% | 1.19% | 17.22% | |||||
2023 | 5.78% | -2.37% | 3.53% | 1.47% | 0.39% | 5.81% | 3.00% | -1.45% | -4.32% | -1.95% | 8.41% | 4.30% | 24.09% |
2022 | -4.82% | -2.73% | 3.18% | -7.99% | 0.31% | -7.47% | 8.37% | -3.87% | -8.49% | 7.27% | 5.12% | -5.21% | -16.86% |
2021 | -0.93% | 2.45% | 4.11% | 4.79% | 0.62% | 2.03% | 2.24% | 2.66% | -4.24% | 6.27% | -0.67% | 4.11% | 25.56% |
2020 | 0.06% | -7.19% | -11.07% | 11.57% | 4.35% | 1.69% | 5.34% | 6.31% | -3.43% | -2.31% | 9.86% | 3.41% | 17.36% |
2019 | 7.20% | 2.96% | 1.83% | 3.65% | -5.65% | 6.34% | 1.32% | -1.37% | 1.75% | 2.01% | 3.26% | 2.71% | 28.57% |
2018 | 4.98% | -3.40% | -2.20% | 0.29% | 2.21% | 0.69% | 3.21% | 2.95% | 0.51% | -6.15% | 1.72% | -7.80% | -3.77% |
2017 | 1.63% | 3.51% | 0.13% | 0.98% | 1.29% | 0.56% | 1.89% | 0.30% | 1.81% | 2.09% | 2.73% | 1.16% | 19.60% |
2016 | -4.34% | -0.15% | 6.19% | 0.32% | 1.56% | 0.39% | 3.34% | 0.08% | 0.04% | -1.64% | 3.25% | 1.88% | 11.06% |
2015 | -2.49% | 4.95% | -1.37% | 0.90% | 1.14% | -1.77% | 1.97% | -5.54% | -2.14% | 7.61% | 0.36% | -1.58% | 1.37% |
2014 | -3.13% | 4.11% | 0.76% | 0.68% | 2.11% | 1.88% | -1.26% | 3.61% | -1.26% | 2.20% | 2.51% | -0.29% | 12.32% |
2013 | 4.66% | 1.22% | 3.28% | 1.91% | 2.04% | -1.41% | 4.81% | -2.81% | 3.11% | 4.05% | 2.73% | 2.34% | 28.88% |
Expense Ratio
Buffet 90/10 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 90/10 is 80, placing it in the top 20% 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 | |
---|---|---|---|---|---|
BSV Vanguard Short-Term Bond ETF | 2.61 | 4.22 | 1.52 | 1.23 | 14.41 |
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
Dividends
Dividend yield
Buffet 90/10 granted a 1.46% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Buffet 90/10 | 1.46% | 1.56% | 1.67% | 1.27% | 1.57% | 1.92% | 2.05% | 1.77% | 1.96% | 2.03% | 1.81% | 1.80% |
Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond ETF | 3.02% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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 90/10. 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 90/10 was 30.73%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Buffet 90/10 drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
-22.78% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
-17.42% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
-16.84% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
-11.52% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
Volatility
Volatility Chart
The current Buffet 90/10 volatility is 5.22%, 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 | -0.11 |
VOO | -0.11 | 1.00 |