Lazy PortFolio Performance Numbers
Updated through June 27th, 2008
| Portfolio Name | Stocks Pct. | Correlation to SP500 | Standard Deviation | One Month Return | Three Months Return | Six Months Return | One Year Return | Two Year Return | Five Year Return | Six Month Max Draw-Down |
| Six Ways From Sunday | 67% | 0.83 | 4.68 | -4.40% | 3.58% | 0.48% | 5.19% | 27.76% | 112.58% | -9.32% |
| Ted Aronson | 80% | 0.91 | 5.49 | -7.46% | -0.63% | -8.75% | -4.07% | 24.62% | 104.06% | -12.28% |
| Merriman | 60% | 0.92 | 4.23 | -6.52% | -2.34% | -6.77% | -5.07% | 17.26% | 74.11% | -8.29% |
| David Swenson | 70% | 0.94 | 4.86 | -7.01% | -2.61% | -6.46% | -6.04% | 14.37% | 72.23% | -9.04% |
| Margritaville | 67% | 0.88 | 4.21 | -5.93% | -1.68% | -7.28% | -4.33% | 18.49% | 70.67% | -9.20% |
| Second Graders | 90% | 0.94 | 5.49 | -7.71% | -1.93% | -10.43% | -9.55% | 14.80% | 70.24% | -12.53% |
| Five Fold | 60% | 0.92 | 4.16 | -6.19% | -2.92% | -4.56% | -4.10% | 14.20% | 69.13% | -8.11% |
| Four Square | 50% | 0.82 | 3.17 | -4.54% | -2.17% | -4.79% | -0.59% | 19.33% | 63.39% | -6.63% |
| Bernstein No Brainer | 75% | 0.94 | 4.86 | -6.89% | -1.89% | -9.00% | -9.68% | 12.82% | 63.01% | -11.14% |
| Bernstein SmartMoney | 60% | 0.96 | 4.37 | -6.57% | -1.92% | -7.31% | -7.83% | 11.35% | 58.48% | -8.48% |
| Bill Schultheis Coffeehouse | 60% | 0.96 | 4.35 | -6.56% | -2.51% | -6.54% | -8.80% | 8.47% | 53.10% | -8.10% |
| Couch Potato | 50% | 0.89 | 2.88 | -3.57% | -0.96% | -3.95% | -1.36% | 13.64% | 41.39% | -5.29% |
| S&P 500 | 100% | 0.95 | 6.19 | -8.57% | -3.35% | -13.41% | -15.10% | 3.16% | 29.68% | -13.87% |
Higher the percentage of stocks you have in a lazy portfolio, higher is your portfolio’s standard deviation.
All of the lazy portfolios cited above beat S&P 500 index in every timeframe.
Not only that, but they also get you there with a lower draw-down i.e. fall off the peak.
