Lazy PortFolio Performance Update, July 30, 2008
Updated through July 30th, 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% | 0.80 | 4.14 | -3.91% | -5.50% | 3.05% | 3.21% | 17.13% | 105.12% | -12.56% |
| Ted Aronson | 80% | 0.92 | 4.46 | -1.46% | -7.43% | -1.91% | -5.40% | 17.41% | 95.93% | -14.08% |
| David Swenson | 70% | 0.96 | 4.69 | 0.20% | -6.14% | -1.09% | -3.53% | 9.05% | 72.22% | -13.03% |
| Merriman | 60% | 0.95 | 3.70 | -0.30% | -6.07% | -1.49% | -4.05% | 11.76% | 71.41% | -11.82% |
| Margritaville | 67% | 0.91 | 3.48 | -1.24% | -6.10% | -2.47% | -4.64% | 12.17% | 68.62% | -11.48% |
| Five Fold | 60% | 0.93 | 4.10 | 0.37% | -5.57% | -0.54% | -1.67% | 9.03% | 68.50% | -11.49% |
| Second Graders | 90% | 0.97 | 4.68 | -0.82% | -7.21% | -3.17% | -8.30% | 9.36% | 66.67% | -14.19% |
| Four Square | 50% | 0.83 | 2.63 | -0.90% | -5.26% | -1.74% | -1.48% | 13.60% | 62.21% | -9.00% |
| Bernstein No Brainer | 75% | 0.96 | 4.20 | -0.13% | -5.73% | -1.97% | -7.08% | 8.71% | 61.10% | -12.63% |
| Bernstein SmartMoney | 60% | 0.97 | 3.99 | 0.21% | -5.34% | -1.83% | -5.55% | 7.72% | 56.40% | -11.76% |
| Bill Schultheis Coffeehouse | 60% | 0.96 | 4.23 | 0.87% | -4.99% | -1.35% | -4.94% | 5.37% | 53.57% | -11.66% |
| Couch Potato | 50% | 0.95 | 2.53 | -0.24% | -2.83% | -1.40% | -0.52% | 10.50% | 43.26% | -7.09% |
| SP 500 | 100% | 1.00 | 5.58 | 0.33% | -7.31% | -5.28% | -11.75% | 0.45% | 29.82% | -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 six months.
Not only that, but they also get you there with a lower draw-down i.e. fall off the peak.
