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Buffet - Internationalized
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDW 10%VOO 45.5%VEU 44.5%BondBondEquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
9.23%
Buffet - Internationalized
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
Buffet - Internationalized14.90%-0.34%4.80%15.67%8.87%N/A
VOO
Vanguard S&P 500 ETF
26.92%0.27%9.97%27.36%14.84%13.12%
VEU
Vanguard FTSE All-World ex-US ETF
5.93%-1.07%-0.12%7.11%4.49%5.02%
BNDW
Vanguard Total World Bond ETF
2.26%-0.23%2.24%2.37%-0.17%N/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.06%3.71%3.09%-3.13%4.14%1.45%1.88%2.34%2.27%-2.61%2.71%14.90%
20237.01%-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%
20197.08%2.23%1.51%3.11%-5.23%5.93%-0.07%-1.58%2.07%2.52%2.10%3.20%24.73%
20181.84%-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.


Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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 rank of Buffet - Internationalized is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Buffet - Internationalized is 4040
Overall Rank
The Sharpe Ratio Rank of Buffet - Internationalized is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of Buffet - Internationalized is 3838
Sortino Ratio Rank
The Omega Ratio Rank of Buffet - Internationalized is 3838
Omega Ratio Rank
The Calmar Ratio Rank of Buffet - Internationalized is 4242
Calmar Ratio Rank
The Martin Ratio Rank of Buffet - Internationalized is 4646
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 - Internationalized, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.001.502.07
The chart of Sortino ratio for Buffet - Internationalized, currently valued at 2.09, compared to the broader market-6.00-4.00-2.000.002.004.006.002.092.76
The chart of Omega ratio for Buffet - Internationalized, currently valued at 1.27, compared to the broader market0.400.600.801.001.201.401.601.801.271.39
The chart of Calmar ratio for Buffet - Internationalized, currently valued at 2.26, compared to the broader market0.002.004.006.008.0010.0012.002.263.05
The chart of Martin ratio for Buffet - Internationalized, currently valued at 9.49, compared to the broader market0.0010.0020.0030.0040.0050.009.4913.27
Buffet - Internationalized
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.222.951.423.2714.57
VEU
Vanguard FTSE All-World ex-US ETF
0.570.861.110.782.26
BNDW
Vanguard Total World Bond ETF
0.520.751.090.211.63

The current Buffet - Internationalized Sharpe ratio is 1.50. 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 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Buffet - Internationalized 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.50
2.07
Buffet - Internationalized
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buffet - Internationalized provided a 2.27% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.27%2.51%2.36%2.19%1.75%2.54%2.56%1.99%2.23%2.27%2.41%2.02%
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%
VEU
Vanguard FTSE All-World ex-US ETF
3.23%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
2.72%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.43%
-1.91%
Buffet - Internationalized
Benchmark (^GSPC)
Portfolio components

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 2.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.57%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-24.73%Jan 5, 2022194Oct 12, 2022323Jan 26, 2024517
-15.33%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-6.98%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-6.5%Sep 3, 202014Sep 23, 202032Nov 6, 202046

Volatility

Volatility Chart

The current Buffet - Internationalized volatility is 3.10%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.10%
3.82%
Buffet - Internationalized
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.

BNDWVOOVEU
BNDW1.000.070.08
VOO0.071.000.81
VEU0.080.811.00
The correlation results are calculated based on daily price changes starting from Sep 7, 2018
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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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