Lazy Portfolios -- The Finals
10/19/2010 0 comments
We have compared the performance of fifteen buy and hold portfolios from investing luminaries. Each of the portfolios was measured for performance and we are now reducing it down to the top four which will each undergo more in depth analysis.
The returns are now presented in order of highest performance both in terms of returns and volatility.
RETURNS
|
Portfolio/AR(%) |
1 Yr |
3 Yr |
5 Yr |
Inception |
|
Harry Browne |
12.49 |
7.40 |
8.99 |
7.31 |
|
Five SIB SAA |
14.27 |
1.73 |
7.67 |
8.38 |
|
Six SIB SAA |
12.54 |
1.61 |
7.44 |
8.26 |
|
Four SIB SAA |
10.76 |
0.17 |
7.11 |
7.40 |
|
Seven-12 |
15.55 |
0.80 |
6.41 |
6.16 |
|
Swensen Six |
15.10 |
(0.24) |
6.21 |
7.10 |
|
Fund Advice |
10.85 |
0.24 |
6.06 |
6.75 |
|
Gone Fishin' |
12.98 |
(0.34) |
5.64 |
6.72 |
|
Armstrong |
11.69 |
(1.76) |
5.15 |
5.55 |
|
Wasik`s Nano |
15.34 |
(1.93) |
4.74 |
4.66 |
|
Schultheis |
9.23 |
(2.28) |
4.68 |
4.59 |
|
Burns/Tobias |
0.45 |
(2.32) |
4.54 |
4.48 |
|
Lowell |
12.45 |
(6.26) |
3.55 |
6.74 |
|
Aronson |
8.46 |
(1.10) |
3.48 |
3.59 |
|
Gibson |
8.63 |
(4.72) |
0.08 |
3.43 |
DRAW DOWN RATIOS
|
Portfolio/DD |
1 Yr |
3 Yr |
5 Yr |
Inception |
|
Harry Browne |
5% |
15% |
15% |
15% |
|
Aronson |
6% |
30% |
30% |
30% |
|
Fund Advice |
9% |
38% |
38% |
38% |
|
Gibson |
7% |
38% |
38% |
38% |
|
Swensen Six |
8% |
39% |
39% |
39% |
|
Six SIB SAA |
8% |
39% |
39% |
39% |
|
Schultheis |
9% |
39% |
39% |
39% |
|
Seven-12 |
8% |
40% |
40% |
40% |
|
Four SIB SAA |
9% |
40% |
40% |
40% |
|
Five SIB SAA |
8% |
41% |
41% |
41% |
|
Scott Burns |
9% |
41% |
41% |
41% |
|
Gone Fishin' |
9% |
42% |
42% |
42% |
|
Wasik`s Nano |
9% |
44% |
44% |
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