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Labor Day 2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ATRFX 6.67%MRFOX 6.67%LSGRX 6.67%LRGE 6.67%CWS 6.67%DGRW 6.67%HEWJ 6.67%XLG 6.67%PAVE 6.67%OBMCX 6.67%FMIMX 6.67%HEDJ 6.67%MOWIX 6.67%PTNQ 6.67%INDS 6.67%AlternativesAlternativesEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
ATRFX
Catalyst Systematic Alpha Class I
Multistrategy

6.67%

CWS
AdvisorShares Focused Equity ETF
Large Cap Growth Equities, Actively Managed

6.67%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

6.67%

FMIMX
FMI Common Stock Fund
Mid Cap Blend Equities

6.67%

HEDJ
WisdomTree Europe Hedged Equity Fund
Europe Equities

6.67%

HEWJ
iShares Currency Hedged MSCI Japan ETF
Japan Equities

6.67%

INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
REIT

6.67%

LRGE
ClearBridge Large Cap Growth ESG ETF
Large Cap Growth Equities, Actively Managed

6.67%

LSGRX
Loomis Sayles Growth Fund
Large Cap Growth Equities

6.67%

MOWIX
Moerus Worldwide Value Fund
Foreign Small & Mid Cap Equities

6.67%

MRFOX
Marshfield Concentrated Opportunity Fund
Large Cap Growth Equities

6.67%

OBMCX
Oberweis Micro Cap Fund
Small Cap Growth Equities

6.67%

PAVE
Global X US Infrastructure Development ETF
Utilities Equities

6.67%

PTNQ
Pacer Trendpilot 100 ETF
Large Cap Blend Equities

6.67%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

6.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Labor Day 2023, 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


80.00%100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
162.77%
103.03%
Labor Day 2023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 15, 2018, corresponding to the inception date of INDS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Labor Day 202312.48%1.94%11.32%19.21%16.42%N/A
MRFOX
Marshfield Concentrated Opportunity Fund
10.73%-1.48%7.98%19.45%14.47%N/A
LSGRX
Loomis Sayles Growth Fund
16.06%-0.63%13.52%25.05%15.82%15.27%
ATRFX
Catalyst Systematic Alpha Class I
12.35%2.92%10.38%14.52%15.61%N/A
PTNQ
Pacer Trendpilot 100 ETF
9.87%-0.36%7.92%16.18%14.78%N/A
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
-1.52%8.12%2.48%5.08%7.56%N/A
LRGE
ClearBridge Large Cap Growth ESG ETF
16.05%-0.46%12.67%25.67%14.83%N/A
CWS
AdvisorShares Focused Equity ETF
8.36%2.56%7.78%15.80%13.41%N/A
DGRW
WisdomTree U.S. Dividend Growth Fund
13.57%0.94%11.47%18.27%14.28%12.74%
HEWJ
iShares Currency Hedged MSCI Japan ETF
26.05%5.02%15.68%34.24%17.63%11.72%
XLG
Invesco S&P 500® Top 50 ETF
21.96%0.38%18.20%30.40%16.49%12.91%
PAVE
Global X US Infrastructure Development ETF
11.73%2.90%12.42%21.36%19.39%N/A
OBMCX
Oberweis Micro Cap Fund
13.64%5.22%16.36%11.56%18.83%15.31%
FMIMX
FMI Common Stock Fund
8.76%2.74%8.54%17.34%12.41%9.90%
HEDJ
WisdomTree Europe Hedged Equity Fund
7.51%-0.78%9.16%12.73%8.84%8.47%
MOWIX
Moerus Worldwide Value Fund
9.67%1.71%12.27%16.69%26.97%N/A

Monthly Returns

The table below presents the monthly returns of Labor Day 2023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.96%4.89%3.46%-4.02%4.02%1.18%12.48%
20238.55%-0.85%2.14%0.53%0.98%7.44%2.82%-1.61%-4.15%-3.48%8.91%5.68%29.15%
2022-5.97%-2.04%2.92%-5.99%-0.51%-6.90%8.31%-3.02%-7.84%8.19%6.15%-4.49%-12.35%
2021-0.56%4.21%4.30%4.00%1.48%1.13%2.14%2.15%-3.86%5.65%-1.22%12.30%35.60%
2020-0.67%-7.72%-13.26%9.80%5.17%2.64%4.63%5.91%-2.45%-1.76%11.24%4.90%16.77%
20198.00%7.36%5.81%7.43%-6.02%6.40%1.30%-2.40%1.52%2.40%3.53%1.94%42.94%
20180.00%0.05%2.72%2.43%-0.28%-7.36%1.79%-7.89%-8.82%

Expense Ratio

Labor Day 2023 features an expense ratio of 0.80%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%
Expense ratio chart for OBMCX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
Expense ratio chart for MOWIX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%
Expense ratio chart for MRFOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FMIMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for CWS: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for PTNQ: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for LSGRX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for LRGE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for HEDJ: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for HEWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for PAVE: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Labor Day 2023 is 56, 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.


The Risk-Adjusted Performance Rank of Labor Day 2023 is 5656
Labor Day 2023
The Sharpe Ratio Rank of Labor Day 2023 is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of Labor Day 2023 is 5959Sortino Ratio Rank
The Omega Ratio Rank of Labor Day 2023 is 5555Omega Ratio Rank
The Calmar Ratio Rank of Labor Day 2023 is 6060Calmar Ratio Rank
The Martin Ratio Rank of Labor Day 2023 is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Labor Day 2023
Sharpe ratio
The chart of Sharpe ratio for Labor Day 2023, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for Labor Day 2023, 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 Labor Day 2023, 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 Labor Day 2023, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for Labor Day 2023, currently valued at 5.84, compared to the broader market0.0010.0020.0030.0040.005.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MRFOX
Marshfield Concentrated Opportunity Fund
2.032.861.373.469.65
LSGRX
Loomis Sayles Growth Fund
1.391.951.241.755.74
ATRFX
Catalyst Systematic Alpha Class I
1.141.651.201.344.89
PTNQ
Pacer Trendpilot 100 ETF
1.682.351.302.839.40
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
0.250.511.060.120.51
LRGE
ClearBridge Large Cap Growth ESG ETF
1.622.301.281.287.15
CWS
AdvisorShares Focused Equity ETF
1.371.981.241.294.31
DGRW
WisdomTree U.S. Dividend Growth Fund
1.862.691.331.865.88
HEWJ
iShares Currency Hedged MSCI Japan ETF
2.383.301.394.6114.06
XLG
Invesco S&P 500® Top 50 ETF
2.142.961.372.4211.49
PAVE
Global X US Infrastructure Development ETF
1.241.781.211.534.34
OBMCX
Oberweis Micro Cap Fund
0.460.801.090.431.11
FMIMX
FMI Common Stock Fund
1.051.601.181.404.35
HEDJ
WisdomTree Europe Hedged Equity Fund
1.091.571.191.233.56
MOWIX
Moerus Worldwide Value Fund
1.121.701.201.393.34

Sharpe Ratio

The current Labor Day 2023 Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Labor Day 2023 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.70
1.82
Labor Day 2023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Labor Day 2023 granted a 1.89% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Labor Day 20231.89%1.99%6.03%7.93%2.63%7.96%3.81%2.48%1.18%2.17%2.23%0.37%
MRFOX
Marshfield Concentrated Opportunity Fund
0.42%0.46%0.35%6.78%2.70%1.39%1.94%2.06%0.60%0.00%0.00%0.00%
LSGRX
Loomis Sayles Growth Fund
5.19%6.02%16.47%4.73%4.41%2.70%5.82%2.41%1.48%0.54%0.68%0.30%
ATRFX
Catalyst Systematic Alpha Class I
2.18%1.87%4.98%5.43%20.92%3.04%1.37%0.00%0.91%1.02%0.64%0.00%
PTNQ
Pacer Trendpilot 100 ETF
1.34%1.47%0.62%0.00%0.16%0.44%0.45%0.32%0.30%0.22%0.00%0.00%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.91%3.11%2.16%1.24%1.68%2.26%1.81%0.00%0.00%0.00%0.00%0.00%
LRGE
ClearBridge Large Cap Growth ESG ETF
0.09%0.11%2.01%1.20%0.37%0.37%2.14%0.37%0.00%0.00%0.00%0.00%
CWS
AdvisorShares Focused Equity ETF
0.23%0.25%0.50%0.16%0.27%0.39%2.61%0.29%0.03%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.58%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
HEWJ
iShares Currency Hedged MSCI Japan ETF
1.85%2.02%47.68%2.03%1.20%2.77%1.37%1.21%1.88%3.25%2.15%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.78%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
PAVE
Global X US Infrastructure Development ETF
0.61%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%0.00%
OBMCX
Oberweis Micro Cap Fund
0.00%0.00%1.37%24.35%0.00%0.00%19.67%11.76%0.05%3.07%8.03%0.00%
FMIMX
FMI Common Stock Fund
2.61%2.84%6.65%12.44%0.76%4.93%10.17%11.82%4.92%10.77%12.38%0.45%
HEDJ
WisdomTree Europe Hedged Equity Fund
2.99%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.97%9.44%5.83%1.85%
MOWIX
Moerus Worldwide Value Fund
4.54%4.98%0.55%55.38%0.72%94.90%1.93%0.86%0.47%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.75%
-2.86%
Labor Day 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Labor Day 2023. 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 Labor Day 2023 was 32.25%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Labor Day 2023 drawdown is 2.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.25%Feb 20, 202023Mar 23, 2020109Aug 26, 2020132
-20.31%Jan 5, 2022186Sep 30, 2022168Jun 2, 2023354
-17.43%Sep 21, 201865Dec 24, 201841Feb 25, 2019106
-10.54%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-7.35%Sep 3, 202015Sep 24, 202012Oct 12, 202027

Volatility

Volatility Chart

The current Labor Day 2023 volatility is 2.60%, 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%FebruaryMarchAprilMayJuneJuly
2.60%
2.76%
Labor Day 2023
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.

ATRFXINDSMOWIXHEWJPTNQHEDJCWSOBMCXMRFOXFMIMXLRGEPAVEXLGLSGRXDGRW
ATRFX1.000.140.190.130.140.140.180.130.120.150.170.150.170.170.15
INDS0.141.000.430.370.460.490.610.510.560.560.520.540.530.530.61
MOWIX0.190.431.000.540.420.600.520.610.570.660.490.670.500.530.58
HEWJ0.130.370.541.000.540.690.540.590.620.620.600.640.640.640.66
PTNQ0.140.460.420.541.000.620.590.650.590.540.840.550.880.870.74
HEDJ0.140.490.600.690.621.000.650.640.700.700.680.710.710.710.76
CWS0.180.610.520.540.590.651.000.650.740.730.710.720.690.700.79
OBMCX0.130.510.610.590.650.640.651.000.700.790.700.780.690.730.72
MRFOX0.120.560.570.620.590.700.740.701.000.820.680.820.720.720.85
FMIMX0.150.560.660.620.540.700.730.790.821.000.630.920.660.670.81
LRGE0.170.520.490.600.840.680.710.700.680.631.000.640.900.910.80
PAVE0.150.540.670.640.550.710.720.780.820.920.641.000.660.670.82
XLG0.170.530.500.640.880.710.690.690.720.660.900.661.000.940.88
LSGRX0.170.530.530.640.870.710.700.730.720.670.910.670.941.000.83
DGRW0.150.610.580.660.740.760.790.720.850.810.800.820.880.831.00
The correlation results are calculated based on daily price changes starting from May 16, 2018