90/10 (Buffett-style): returns, risk and holdings
Performance
90/10 (Buffett-style) +11.16%
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Summary
90/10 (Buffett-style) at a glance
90/10 (Buffett-style) returned +11.16% over the past year and +10.92% a year over five years. Its worst drop in that year was -8.02%, smaller than 48% of portfolios on Redstone, and its Sharpe ratio of 0.60 beats 62% of portfolios on Redstone. It yields 1.32%.
Ranking
How 90/10 (Buffett-style) ranks
56
1Y Return Rank65
5Y Return Rank62
Sharpe Ratio Rank48
Max Drawdown Rank56
Volatility Rank26
Dividend Yield RankCurrent Drawdown
-2.17%
Rolling Volatility
+0.54%
METRICS
Correlation Matrix
Actions
Portfolio
Allocation
2 Assets
VOO
SHY
Metrics
Risk Indicators
Alpha-0.22%
Beta0.90x
Sharpe0.60
Sortino0.87
Omega1.10
Calmar1.39
Martin3.53