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Lazy Jack
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 80%USD 20%EquityEquity
PositionCategory/SectorWeight
USD
ProShares Ultra Semiconductors
Leveraged Equities, Leveraged

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

80%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lazy Jack, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2024FebruaryMarchApril
1,056.85%
349.86%
Lazy Jack
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 20, 2024, the Lazy Jack returned 12.84% Year-To-Date and 19.22% of annualized return in the last 10 years.


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%
Lazy Jack12.84%-10.34%36.66%49.56%21.08%19.22%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
USD
ProShares Ultra Semiconductors
34.73%-28.93%107.16%180.84%42.04%40.35%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.78%11.98%6.24%
2023-7.41%-4.19%13.28%8.47%

Expense Ratio

The Lazy Jack has a high expense ratio of 0.21%, indicating higher-than-average management fees. 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%0.95%
0.50%1.00%1.50%2.00%0.03%

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.


Lazy Jack
Sharpe ratio
The chart of Sharpe ratio for Lazy Jack, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for Lazy Jack, currently valued at 3.15, compared to the broader market-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for Lazy Jack, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Lazy Jack, currently valued at 2.34, compared to the broader market0.002.004.006.008.002.34
Martin ratio
The chart of Martin ratio for Lazy Jack, currently valued at 10.72, compared to the broader market0.0010.0020.0030.0040.0010.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
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 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
USD
ProShares Ultra Semiconductors
2.703.181.383.0815.58

Sharpe Ratio

The current Lazy Jack Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.23

The Sharpe ratio of Lazy Jack is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.23
1.66
Lazy Jack
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Lazy Jack granted a 1.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Lazy Jack1.13%1.17%1.41%1.00%1.26%1.65%1.84%1.49%1.70%1.76%1.66%1.60%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
USD
ProShares Ultra Semiconductors
0.04%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%0.89%0.63%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.68%
-5.46%
Lazy Jack
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Lazy Jack. 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 Lazy Jack was 39.33%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Lazy Jack drawdown is 10.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.33%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-38.95%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-24.51%Oct 4, 201856Dec 24, 201869Apr 4, 2019125
-24.13%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-18.55%May 29, 201562Aug 25, 2015198Jun 8, 2016260

Volatility

Volatility Chart

The current Lazy Jack volatility is 6.03%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.03%
3.15%
Lazy Jack
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.

USDVOO
USD1.000.75
VOO0.751.00