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
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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.