Lazy PortFolio Performance Update, July 20, 2008
Numbers updated through July 18, 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 | 4.48 | -6.46% | -6.92% | 4.18% | -3.32% | 20.30% | 105.09% | -11.94% |
| Ted Aronson | 80% | 0.92 | 5.13 | -6.62% | -8.36% | -3.07% | -11.03% | 21.00% | 95.14% | -14.08% |
| Merriman | 60% | 0.94 | 4.08 | -4.19% | -7.16% | -1.63% | -9.32% | 14.96% | 70.94% | -11.82% |
| David Swenson | 70% | 0.96 | 4.88 | -4.26% | -7.71% | -0.75% | -10.01% | 11.36% | 70.23% | -13.03% |
| Margritaville | 67% | 0.92 | 4.01 | -4.35% | -6.85% | -2.56% | -9.21% | 16.34% | 68.64% | -11.48% |
| Five Fold | 60% | 0.94 | 4.20 | -3.24% | -7.00% | 0.43% | -7.62% | 11.73% | 68.35% | -11.49% |
| Second Graders | 90% | 0.97 | 5.21 | -5.78% | -8.43% | -3.64% | -14.50% | 12.79% | 66.86% | -14.19% |
| Four Square | 50% | 0.85 | 2.99 | -3.02% | -5.89% | -1.56% | -5.17% | 17.59% | 62.90% | -9.00% |
| Bernstein No Brainer | 75% | 0.96 | 4.66 | -4.76% | -7.07% | -2.31% | -13.44% | 11.51% | 61.22% | -12.63% |
| Bernstein SmartMoney | 60% | 0.97 | 4.26 | -4.53% | -6.61% | -1.87% | -11.39% | 9.35% | 55.44% | -11.76% |
| Bill Schultheis Coffeehouse | 60% | 0.97 | 4.37 | -4.11% | -6.64% | -1.10% | -11.55% | 6.52% | 51.50% | -11.66% |
| Couch Potato | 50% | 0.95 | 2.84 | -2.67% | -4.00% | -0.73% | -4.55% | 12.25% | 41.23% | -7.06% |
| SP 500 | 100% | 1.00 | 5.99 | -5.77% | -9.33% | -5.44% | -18.83% | 1.93% | 28.41% | -14.84% |
Lazy Portfolio Return Bar Charts
| Three Months Return | One Year Return | Five Year Return |
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Important observations:
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 beyond one month.
Not only that, but they also get you there with a lower draw-down i.e. fall off the peak.
What else would you like to see here?
July 20th, 2008 at 2:42 pm
[...] your dollar and grow your nest egg. ← ETF Rankings and Signals July 13, 2008 Lazy PortFolio Performance Update, July 20, 2008 [...]