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P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy Total Return Bond Funds As Cash
P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy Total Return Bond Funds As Cash
live (public) 0.25% June 01
This portfolio's buy/sell decision is based on the following two criteria:
- When TotalStockMarketValuation/GNP >1.15, sell 100% S&P 500 SPY and buy 100% CASH.
- When TotalStockMarketValuation/GNP < 0.5, buy 100% S&P 500 SPY
For any other situation, the portfolio holds whatever (S&P 500 SPY or CASH) in the portfolio.
This portfolio uses P_46880 (Schwab Total Return Bond) as CASH. See P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy for the original portfolio.
Also see newsletter April 13, 2015: Total Return Bond Funds As Smart Cash for the discussion on using total return bond fund portfolio as cash substitute.
Delayed
Holdings (As of 04/28/2023)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Safe | P_46880 (Schwab Total Return Bond) | 0.52% | 100.00% |
* Day change on 04/28/2023.
Performance (As of 06/01/2023)
Since 07/01/2001
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy Total Return Bond Funds As Cash | 1.6% | 2.9% | 3.1% | 4.9% | 4.8% | 9.0% |
VFINX (Vanguard (S&P 500) Index) | 7.3% | 27.5% | 8.3% | 13.5% | 12.6% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.7% | 15.1% | 2.4% | 7.6% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 2.9 | 3.1 | 4.9 | 4.8 | 9.0 | 9.0 | 9.1 | 1.6 | -0.8 | 3.1 | 10.2 | 10.5 | -0.8 | 8.6 | 7.5 | -1.3 | 5.3 | 21.3 | 16.0 | 1.9 | 15.1 | 61.3 | -8.1 | 8.0 | 11.9 | 4.2 | 8.1 | 28.7 | 1.4 | 1.9 |
Sharpe Ratio | NA | -0.08 | 0.53 | 0.94 | 1.05 | NA | NA | 0.88 | -0.05 | -0.86 | 0.8 | 1.91 | 2.38 | -1.22 | 3.2 | 2.02 | -0.42 | 1.74 | 2.32 | 1.25 | 0.08 | 0.83 | 2.88 | -1.15 | 0.98 | 2.18 | 0.58 | 1.12 | 5.92 | 0.06 | 0.18 |
Draw Down(%) | NA | 4.3 | 5.3 | 7.8 | 7.8 | NA | NA | 18.6 | 4.3 | 3.8 | 2.6 | 7.8 | 2.4 | 1.8 | 0.9 | 3.4 | 3.6 | 3.5 | 5.6 | 9.7 | 18.6 | 15.7 | 7.0 | 12.7 | 3.7 | 3.4 | 3.1 | 6.9 | 5.6 | 8.2 | 3.4 |
Standard Deviation(%) | NA | 4.0 | 3.8 | 4.0 | 3.9 | NA | NA | 9.3 | 6.3 | 2.5 | 3.9 | 5.2 | 3.8 | 1.7 | 2.5 | 3.6 | 3.3 | 3.0 | 9.2 | 12.7 | 23.1 | 17.9 | 21.2 | 7.9 | 5.1 | 4.0 | 3.5 | 6.4 | 4.7 | 5.0 | 5.7 |
Treynor Ratio | NA | 0.32 | 25.28 | 2.3 | 2.41 | NA | NA | 45.31 | 0.07 | -7.78 | 0.83 | 3.63 | 3.79 | 2.12 | -5.86 | 6.09 | -0.41 | 2.81 | -3.97 | 5.35 | -0.18 | -3.41 | -10.01 | -4.43 | 57.83 | 1.06 | 0.32 | 1.32 | 11.54 | 0.26 | -10.69 |
Alpha | NA | 0.0 | 0.01 | 0.01 | 0.02 | NA | NA | 0.03 | 0.0 | -0.01 | 0.01 | 0.04 | 0.03 | -0.01 | 0.03 | 0.03 | -0.01 | 0.02 | 0.08 | 0.06 | 0.02 | 0.06 | 0.21 | -0.03 | 0.02 | 0.03 | 0.01 | 0.03 | 0.1 | 0.0 | 0.01 |
Beta | NA | -0.01 | 0.0 | 0.02 | 0.02 | NA | NA | 0.0 | -0.04 | 0.0 | 0.04 | 0.03 | 0.02 | -0.01 | -0.01 | 0.01 | 0.03 | 0.02 | -0.05 | 0.03 | -0.1 | -0.04 | -0.06 | 0.02 | 0.0 | 0.08 | 0.06 | 0.05 | 0.02 | 0.01 | 0.0 |
RSquared | NA | 0.0 | 0.0 | 0.01 | 0.01 | NA | NA | 0.0 | 0.01 | 0.0 | 0.02 | 0.03 | 0.01 | 0.01 | 0.0 | 0.0 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.04 | 0.04 | 0.01 | 0.01 | 0.0 | 0.0 |
Sortino Ratio | NA | -0.12 | 0.8 | 1.34 | 1.52 | NA | NA | 1.28 | -0.07 | -1.04 | 1.35 | 2.5 | 3.64 | -1.77 | 6.14 | 3.1 | -0.57 | 2.63 | 3.41 | 1.89 | 0.11 | 1.18 | 4.83 | -1.55 | 1.32 | 3.41 | 0.83 | 1.61 | 10.01 | 0.08 | 0.26 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.05 | N/A | N/A | 0.63 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.05 | 2.45 | 2.04 | 2.01 | 3.11 | 0.34 | 0.36 | 0.36 | 0.32 | 0.35 | 0.33 | 0.3 | 0.16 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/01/2001
Strategies
Asset Allocation Strategy | Warren Buffett Total Stock Market Value to GNP Ratio Strategy |