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LazyHammock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
22.50%
26.82%
26.82%
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
4.14%-4.93%17.59%20.28%11.33%10.22%
LazyHammock3.15%-4.02%17.94%13.56%N/AN/A
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
1.46%-3.13%17.08%6.44%N/AN/A
EUEA.AS
iShares EURO STOXX 50 UCITS ETF
5.31%-3.48%23.46%11.33%9.85%7.45%
^GSPC
S&P 500
4.14%-5.10%17.59%20.17%11.33%10.22%
EEM
iShares MSCI Emerging Markets ETF
-1.24%-2.81%9.98%4.53%-0.02%1.73%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
3.31%-4.45%17.79%17.77%10.49%8.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.38%3.96%3.58%
2023-4.45%-2.93%9.55%4.75%

Expense Ratio

The LazyHammock features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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 1.20, compared to the broader market-1.000.001.002.003.004.001.20
Sortino ratio
The chart of Sortino ratio for LazyHammock, currently valued at 1.79, compared to the broader market-2.000.002.004.006.001.79
Omega ratio
The chart of Omega ratio for LazyHammock, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for LazyHammock, currently valued at 1.14, compared to the broader market0.002.004.006.008.001.14
Martin ratio
The chart of Martin ratio for LazyHammock, currently valued at 3.45, compared to the broader market0.0010.0020.0030.0040.003.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.51, compared to the broader market0.0010.0020.0030.0040.006.51

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
0.480.801.090.521.45
EUEA.AS
iShares EURO STOXX 50 UCITS ETF
0.781.221.140.832.18
^GSPC
S&P 500
1.672.451.291.866.51
EEM
iShares MSCI Emerging Markets ETF
0.290.521.060.330.75
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
1.522.221.281.715.49

Sharpe Ratio

The current LazyHammock Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of LazyHammock lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio1.502.002.50Mar 17Mar 24Mar 31Apr 07Apr 14
1.20
1.67
1.67
LazyHammock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LazyHammock granted a 1.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LazyHammock1.37%1.32%0.84%0.61%0.58%0.89%0.95%0.76%0.87%0.84%0.79%0.71%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
2.85%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
2.66%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
2.66%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.57%
-5.46%
-5.46%
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 4.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.56%Aug 1, 202364Oct 27, 202333Dec 13, 202397
-4.57%Apr 1, 202415Apr 19, 2024
-2.95%Dec 28, 202314Jan 17, 20247Jan 26, 202421
-2.65%May 23, 20237May 31, 20232Jun 2, 20239
-2.62%Jun 19, 20235Jun 23, 202313Jul 12, 202318

Volatility

Volatility Chart

The current LazyHammock volatility is 2.33%, 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%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.33%
3.15%
3.15%
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
^GSPC1.000.660.550.460.47
EEM0.661.000.520.530.56
IWDA.L0.550.521.000.780.80
EUEA.AS0.460.530.781.000.95
XSX7.DE0.470.560.800.951.00