Picture perfect
picture perfect one jj1
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Picture perfect, 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
Returns
As of Sep 23, 2023, the Picture perfect returned 11.42% Year-To-Date and 8.99% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 8.61% |
| Picture perfect | -0.33% | 10.36% | 11.42% | 22.49% | 8.89% | 8.99% |
| Portfolio components: | ||||||
COWZ Pacer US Cash Cows 100 ETF | -1.03% | 10.33% | 7.39% | 22.48% | 12.03% | 12.09% |
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 1.87% | 7.78% | 2.67% | 19.13% | 6.50% | 4.92% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -1.56% | 7.65% | 17.30% | 26.89% | 11.79% | 12.16% |
NTSX WisdomTree U.S. Efficient Core Fund | -1.97% | 3.76% | 9.74% | 13.13% | 7.73% | 8.12% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.38% | 14.66% | 14.96% | 30.72% | 4.96% | 4.81% |
VAMO Cambria Value & Momentum ETF | 0.07% | 7.18% | -2.68% | 4.90% | 2.03% | 1.44% |
BRK-B Berkshire Hathaway Inc. | 1.65% | 20.49% | 16.59% | 34.50% | 10.58% | 12.36% |
DREQX BNY Mellon Research Growth Fund, Inc. | -3.08% | 10.33% | 24.30% | 25.28% | 9.33% | 10.00% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VAMO | FEMS | BRK-B | DREQX | NTSX | QVAL | MOAT | COWZ | |
|---|---|---|---|---|---|---|---|---|
| VAMO | 1.00 | 0.36 | 0.38 | 0.37 | 0.37 | 0.62 | 0.44 | 0.59 |
| FEMS | 0.36 | 1.00 | 0.43 | 0.53 | 0.51 | 0.52 | 0.54 | 0.55 |
| BRK-B | 0.38 | 0.43 | 1.00 | 0.53 | 0.62 | 0.67 | 0.72 | 0.72 |
| DREQX | 0.37 | 0.53 | 0.53 | 1.00 | 0.88 | 0.63 | 0.84 | 0.66 |
| NTSX | 0.37 | 0.51 | 0.62 | 0.88 | 1.00 | 0.68 | 0.87 | 0.72 |
| QVAL | 0.62 | 0.52 | 0.67 | 0.63 | 0.68 | 1.00 | 0.78 | 0.93 |
| MOAT | 0.44 | 0.54 | 0.72 | 0.84 | 0.87 | 0.78 | 1.00 | 0.84 |
| COWZ | 0.59 | 0.55 | 0.72 | 0.66 | 0.72 | 0.93 | 0.84 | 1.00 |
Dividend yield
Picture perfect granted a 1.99% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Picture perfect | 1.99% | 3.58% | 3.65% | 2.76% | 3.49% | 5.46% | 3.43% | 2.33% | 2.93% | 2.99% | 0.67% | 0.55% |
| Portfolio components: | ||||||||||||
COWZ Pacer US Cash Cows 100 ETF | 2.09% | 1.99% | 1.53% | 2.67% | 2.13% | 1.85% | 2.19% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 3.92% | 4.72% | 6.82% | 3.36% | 5.25% | 5.91% | 4.45% | 3.29% | 4.57% | 5.00% | 2.65% | 2.97% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.26% | 1.37% | 0.84% | 0.94% | 1.59% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.83% | 2.02% | 1.26% | 1.95% | 2.12% | 1.79% | 1.19% | 1.45% | 1.55% | 0.18% | 0.00% | 0.00% |
VAMO Cambria Value & Momentum ETF | 1.75% | 1.12% | 1.10% | 1.07% | 1.21% | 1.09% | 0.38% | 0.60% | 0.22% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DREQX BNY Mellon Research Growth Fund, Inc. | 3.96% | 16.14% | 16.53% | 10.64% | 14.28% | 30.50% | 18.10% | 11.90% | 14.78% | 17.21% | 1.80% | 0.77% |
Expense Ratio
The Picture perfect has a high expense ratio of 0.49%, 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.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | 0.87 | ||||
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund | 1.01 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07 | ||||
NTSX WisdomTree U.S. Efficient Core Fund | 0.51 | ||||
QVAL Alpha Architect U.S. Quantitative Value ETF | 0.95 | ||||
VAMO Cambria Value & Momentum ETF | 0.16 | ||||
BRK-B Berkshire Hathaway Inc. | 1.87 | ||||
DREQX BNY Mellon Research Growth Fund, Inc. | 0.91 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Picture perfect. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Picture perfect is 33.88%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.88% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -21.11% | Mar 30, 2022 | 124 | Sep 26, 2022 | 203 | Jul 19, 2023 | 327 |
| -17.62% | Aug 30, 2018 | 80 | Dec 24, 2018 | 216 | Nov 1, 2019 | 296 |
| -7.42% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.37% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility Chart
The current Picture perfect volatility is 2.96%, 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.