LazyHammock
Lazy hammock portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
^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% |
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
The earliest data available for this chart is Mar 17, 2023, corresponding to the inception date of XSX7.DE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
LazyHammock | 14.11% | 3.18% | 8.97% | 22.91% | N/A | N/A |
Portfolio components: | ||||||
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 12.24% | 4.21% | 10.04% | 20.49% | N/A | N/A |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 10.95% | 2.22% | 4.08% | 19.44% | 10.33% | 7.40% |
^GSPC S&P 500 | 17.76% | 2.89% | 10.61% | 26.70% | 14.28% | 10.89% |
EEM iShares MSCI Emerging Markets ETF | 8.85% | 2.62% | 8.07% | 13.51% | 4.32% | 1.84% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 16.10% | 3.79% | 10.65% | 27.63% | 13.44% | 9.66% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.38% | 4.02% | 3.58% | -3.02% | 4.00% | 1.02% | 1.31% | 14.11% | |||||
2023 | 5.94% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LazyHammock is 43, 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 1.57 | 2.30 | 1.27 | 1.66 | 7.70 |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.37 | 1.99 | 1.23 | 1.46 | 6.45 |
^GSPC S&P 500 | 1.97 | 2.71 | 1.36 | 2.37 | 9.30 |
EEM iShares MSCI Emerging Markets ETF | 0.88 | 1.32 | 1.16 | 0.97 | 4.18 |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.04 | 2.87 | 1.38 | 2.38 | 9.77 |
Dividends
Dividend yield
LazyHammock granted a 1.22% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
LazyHammock | 1.22% | 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 | 3.24% | 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 | 1.69% | 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 | 2.39% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.56% | Aug 1, 2023 | 64 | Oct 27, 2023 | 33 | Dec 13, 2023 | 97 |
-7.83% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
-4.57% | Apr 1, 2024 | 15 | Apr 19, 2024 | 14 | May 9, 2024 | 29 |
-2.95% | Dec 28, 2023 | 14 | Jan 17, 2024 | 7 | Jan 26, 2024 | 21 |
-2.65% | May 23, 2023 | 7 | May 31, 2023 | 2 | Jun 2, 2023 | 9 |
Volatility
Volatility Chart
The current LazyHammock volatility is 4.71%, 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.
Diversification
Asset Correlations Table
^GSPC | EEM | IWDA.L | EUEA.AS | XSX7.DE | |
---|---|---|---|---|---|
^GSPC | 1.00 | 0.67 | 0.55 | 0.47 | 0.49 |
EEM | 0.67 | 1.00 | 0.55 | 0.55 | 0.59 |
IWDA.L | 0.55 | 0.55 | 1.00 | 0.78 | 0.80 |
EUEA.AS | 0.47 | 0.55 | 0.78 | 1.00 | 0.95 |
XSX7.DE | 0.49 | 0.59 | 0.80 | 0.95 | 1.00 |