Buffett 90/10 Portfolio Backtest
Over this window, Buffett 90/10 (SPY/BIL) returned 9.8% annualized with a maximum drawdown of 49.9%.
Assumptions
- Buffett 90/10 (SPY/BIL): 10% BIL, 90% SPY, rebalanced annually.
- Total-return prices (dividends reinvested), annual rebalancing, no taxes, fees, or cash flows.
Results
| Portfolio | CAGR | Max drawdown | Volatility | Sharpe | Sortino | Calmar |
|---|---|---|---|---|---|---|
| Buffett 90/10 (SPY/BIL) | 9.8% | -49.9% | 17.5% | 0.54 | 0.76 | 0.20 |
Growth of $10,000
Run it yourself
Open this exact allocation in the live Portfolio Backtest tool to change the date range, add cash flows, compare against other portfolios, or switch on tax-aware mode. Free to run, no sign-up required.
Open Buffett 90/10 (SPY/BIL) in the backtesterRelated backtests
- 60/40 Portfolio Backtest: 40% BND, 60% VTI
- 80/20 Stocks Bonds Backtest: 20% BND, 80% VTI
- 70/30 Portfolio Backtest: 30% BND, 70% VTI
- Permanent Portfolio Backtest: 25% BIL, 25% GLD, 25% SPY, 25% TLT
Back to all portfolio backtests
Historical simulation computed by the ArthaPilot backtest engine with total-return (dividends reinvested) prices and annual rebalancing, before taxes and fees. Past performance does not predict future results. This page is educational and is not investment, tax, or legal advice.