PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
LazyHammock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

LazyHammock

Last updated Jul 25, 2024

Lazy hammock portfolio

Asset Allocation

^GSPC 30%XSX7.DE 20%EUEA.AS 20%IWDA.L 20%EEM 10%EquityEquity
PositionCategory/SectorWeight
^GSPC
S&P 500

30%

EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities

10%

EUEA.AS
iShares EURO STOXX 50 UCITS ETF		Europe Equities

20%

IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities

20%

XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF		Europe Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LazyHammock, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

20.00%25.00%30.00%35.00%40.00%45.00%FebruaryMarchAprilMayJuneJuly
30.19%
37.85%
37.85%
LazyHammock
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 17, 2023, corresponding to the inception date of XSX7.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
LazyHammock9.62%-0.55%8.73%13.47%N/AN/A
Portfolio components:
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF		6.68%0.31%7.30%9.56%N/AN/A
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		7.31%-0.47%6.26%10.13%9.24%7.33%
^GSPC
S&P 500		13.20%-1.44%10.39%18.99%12.31%10.58%
EEM
iShares MSCI Emerging Markets ETF		5.00%-1.29%8.56%5.08%1.93%1.46%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		11.65%0.22%9.96%16.58%11.51%9.24%

Monthly Returns

The table below presents the monthly returns of LazyHammock, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.38%4.02%3.58%-3.02%4.00%1.02%9.62%
20235.94%2.18%-2.44%5.91%3.36%-3.48%-4.45%-2.93%9.55%4.75%18.76%

Expense Ratio

LazyHammock has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for IWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF
Expense ratio chart for EUEA.AS: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
Expense ratio chart for XSX7.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LazyHammock is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of LazyHammock is 5151
LazyHammock
The Sharpe Ratio Rank of LazyHammock is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of LazyHammock is 5353Sortino Ratio Rank
The Omega Ratio Rank of LazyHammock is 5050Omega Ratio Rank
The Calmar Ratio Rank of LazyHammock is 5151Calmar Ratio Rank
The Martin Ratio Rank of LazyHammock is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

LazyHammock
Sharpe ratio
The chart of Sharpe ratio for LazyHammock, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.50
Sortino ratio
The chart of Sortino ratio for LazyHammock, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for LazyHammock, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for LazyHammock, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for LazyHammock, currently valued at 5.68, compared to the broader market0.0010.0020.0030.0040.005.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.75
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.46, compared to the broader market-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.24, compared to the broader market0.0010.0020.0030.0040.008.24
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF		1.031.571.181.073.58
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		0.961.461.171.023.31
^GSPC
S&P 500		1.752.461.311.948.24
EEM
iShares MSCI Emerging Markets ETF		0.440.721.080.461.61
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		1.722.551.311.917.72

Sharpe Ratio

The current LazyHammock Sharpe ratio is 1.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of LazyHammock with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.50Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21
1.50
1.75
1.75
LazyHammock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LazyHammock granted a 1.53% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
LazyHammock1.53%1.32%0.84%0.61%0.58%0.89%0.95%0.76%0.87%0.84%0.79%0.71%
Portfolio components:
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF		3.40%2.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		3.01%3.03%2.94%2.06%2.17%3.09%3.66%2.84%3.39%2.96%2.86%2.51%
^GSPC
S&P 500		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF		2.48%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.16%
-4.73%
-4.73%
LazyHammock
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LazyHammock. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the LazyHammock was 11.56%, occurring on Oct 27, 2023. Recovery took 33 trading sessions.

The current LazyHammock drawdown is 3.55%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.56%Aug 1, 202364Oct 27, 202333Dec 13, 202397
-4.57%Apr 1, 202415Apr 19, 202414May 9, 202429
-4.16%Jul 15, 20249Jul 25, 2024———
-2.95%Dec 28, 202314Jan 17, 20247Jan 26, 202421
-2.65%May 23, 20237May 31, 20232Jun 2, 20239

Volatility

Volatility Chart

The current LazyHammock volatility is 3.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.22%
3.79%
3.79%
LazyHammock
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCEEMIWDA.LEUEA.ASXSX7.DE
^GSPC1.000.650.540.460.47
EEM0.651.000.540.540.57
IWDA.L0.540.541.000.780.79
EUEA.AS0.460.540.781.000.95
XSX7.DE0.470.570.790.951.00
The correlation results are calculated based on daily price changes starting from Mar 20, 2023