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| Portfolio Name | User | YTD Return | 10Y Return (Annualized) | Dividend Yield | Performance Rank | Max. Drawdown | Current Drawdown | Expense Ratio | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diversity & Inclusion | Cyan Reef | -1.31% | 16.68% | 2.20% | 75 | 0.00% | ||||||||
| Current today 72 | Tony Bacon | -1.12% | — | 0.00% | 78 | 0.20% | ||||||||
| Rick's 4 markets | Pathikrit Bhowmick | -4.11% | 6.47% | 3.61% | 5 | 1.15% | ||||||||
| Agriculture & Nutrition | Cyan Reef | 1.63% | — | 2.55% | 27 | 0.00% | ||||||||
| ETF Barbel Strategy Saturno | Gabriel Saturno | -1.84% | 5.51% | 3.84% | 79 | 0.14% | ||||||||
| VOO/QQQM/JEPI/JEPQ | Michal Owczarski | -9.72% | — | 5.50% | 27 | 0.22% | ||||||||
| BB Portfolio | Bob Brattinga | 4.65% | — | 2.71% | 92 | 0.18% | ||||||||
| VTI/VXUS/BND | Kyle Sochacki | -5.06% | 7.98% | 2.25% | 56 | 0.04% | ||||||||
| VOO(40)+SMH(40)+XLV(20) | yc | -12.43% | 15.66% | 1.14% | 9 | 0.18% | ||||||||
| HFEA | User1129 | -20.17% | 8.21% | 2.77% | 9 | 1.00% | ||||||||
| MATN | Jason G | -24.75% | 41.71% | 0.24% | 69 | 0.00% | ||||||||
| PENSION 1 | cscotney | 3.68% | -9.29% | 35.13% | 1 | 0.00% | ||||||||
| low correlation | Anirudh Nair | -3.67% | 9.48% | 2.20% | 73 | 0.08% | ||||||||
| Heir | Ruth Lazkoz | -16.20% | 22.82% | 1.33% | 3 | 0.00% | ||||||||
| Performance & Low Correlation & High Sharpe | Insights4investors | -2.45% | — | 0.00% | 3 | 0.00% | ||||||||
| Новый | Bezzhenets | -32.33% | — | 0.54% | 17 | 0.69% | ||||||||
| High Risk/Active Growth Portfolio | Jon Young | -22.85% | — | 2.76% | 12 | 0.40% | ||||||||
| XLE, XLU, XLP, XLF, XLV,XLK | brdjokic | -2.79% | 11.20% | 2.17% | 61 | 0.13% | ||||||||
| 2X DBMF | User1129 | -7.66% | — | 7.37% | 1 | 1.56% | ||||||||
| TQQQ main | yohei ohyama | -16.41% | 17.94% | 1.81% | 13 | 0.45% |
Risk vs. Return Scatterplot
The Risk vs. Return Scatterplot allows you to easily compare all lazy portfolios in one view using annualized return and standard deviation for the specified period. When comparing several portfolios, preference is typically given to the one that has a higher return and lower volatility (indicated on the chart in green).
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5 Years