Buffet - Internationalized
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 10% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 44.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 45.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Buffet - Internationalized, 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 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| 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 - Internationalized | 14.61% | -1.31% | 5.76% | 20.77% | 9.66% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
VEU Vanguard FTSE All-World ex-US ETF | 6.62% | -4.21% | -0.29% | 12.64% | 5.54% | 4.80% |
BNDW Vanguard Total World Bond ETF | 2.31% | -0.38% | 3.37% | 6.67% | -0.16% | N/A |
Monthly Returns
The table below presents the monthly returns of Buffet - Internationalized, 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 | -0.06% | 3.71% | 3.09% | -3.13% | 4.14% | 1.45% | 1.88% | 2.34% | 2.27% | -2.61% | 14.61% | ||
| 2023 | 7.01% | -3.31% | 3.22% | 1.61% | -1.34% | 5.00% | 3.16% | -2.73% | -3.88% | -2.50% | 8.22% | 4.61% | 19.67% |
| 2022 | -3.63% | -2.83% | 1.22% | -7.23% | 0.86% | -7.31% | 5.96% | -4.16% | -8.84% | 5.14% | 8.65% | -3.73% | -16.30% |
| 2021 | -0.38% | 2.01% | 2.83% | 3.58% | 1.71% | 0.88% | 0.62% | 2.00% | -3.72% | 4.38% | -2.17% | 3.68% | 16.20% |
| 2020 | -1.34% | -6.49% | -12.42% | 9.01% | 4.32% | 2.84% | 4.55% | 5.09% | -2.49% | -2.09% | 10.66% | 4.32% | 14.42% |
| 2019 | 7.08% | 2.23% | 1.51% | 3.11% | -5.23% | 5.93% | -0.07% | -1.58% | 2.07% | 2.52% | 2.10% | 3.20% | 24.73% |
| 2018 | 1.84% | -6.83% | 1.56% | -6.04% | -9.47% |
Expense Ratio
Buffet - Internationalized has an expense ratio of 0.05%, 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 rank of Buffet - Internationalized is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 |
VEU Vanguard FTSE All-World ex-US ETF | 0.96 | 1.40 | 1.17 | 1.14 | 4.79 |
BNDW Vanguard Total World Bond ETF | 1.42 | 2.10 | 1.25 | 0.53 | 4.92 |
Dividends
Dividend yield
Buffet - Internationalized provided a 2.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.51% | 2.36% | 2.19% | 1.75% | 2.54% | 2.56% | 1.99% | 2.23% | 2.27% | 2.41% | 2.02% |
| 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
BNDW Vanguard Total World Bond ETF | 4.16% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 - Internationalized. 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 - Internationalized was 30.57%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Buffet - Internationalized drawdown is 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.57% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -24.73% | Jan 5, 2022 | 194 | Oct 12, 2022 | 323 | Jan 26, 2024 | 517 |
| -15.33% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -6.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -6.5% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 6, 2020 | 46 |
Volatility
Volatility Chart
The current Buffet - Internationalized volatility is 2.79%, 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
| BNDW | VOO | VEU | |
|---|---|---|---|
| BNDW | 1.00 | 0.07 | 0.08 |
| VOO | 0.07 | 1.00 | 0.81 |
| VEU | 0.08 | 0.81 | 1.00 |