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Buffet 90/10

Last updated Mar 2, 2024

Asset Allocation


BSV 10%VOO 90%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

90%

S&P 500

Performance

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


300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
420.49%
365.24%
Buffet 90/10
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 90/10 returned 7.11% Year-To-Date and 11.63% 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 90/107.11%5.56%13.42%28.30%13.53%11.63%
BSV
Vanguard Short-Term Bond ETF
-0.11%-0.41%3.01%5.06%1.36%1.31%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.48%4.65%
2023-1.45%-4.32%-1.95%8.41%4.30%

Sharpe Ratio

The current Buffet 90/10 Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.63

The Sharpe ratio of Buffet 90/10 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
2.63
2.44
Buffet 90/10
Benchmark (^GSPC)
Portfolio components

Dividend yield

Buffet 90/10 granted a 1.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Buffet 90/101.48%1.56%1.67%1.27%1.57%1.92%2.05%1.77%1.96%2.03%1.81%1.80%
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%
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%

Expense Ratio

The Buffet 90/10 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.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

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 90/10
2.63
BSV
Vanguard Short-Term Bond ETF
1.47
VOO
Vanguard S&P 500 ETF
2.61

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 90/10
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.73%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.78%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-17.42%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-16.84%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-11.52%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility Chart

The current Buffet 90/10 volatility is 3.20%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.20%
3.47%
Buffet 90/10
Benchmark (^GSPC)
Portfolio components
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