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Picture perfect
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VAMO 12.5%COWZ 12.5%FEMS 12.5%MOAT 12.5%QVAL 12.5%BRK-B 12.5%DREQX 12.5%NTSX 12.5%AlternativesAlternativesEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

12.50%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

12.50%

DREQX
BNY Mellon Research Growth Fund, Inc.
Large Cap Growth Equities

12.50%

FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
Emerging Markets Equities

12.50%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

12.50%

NTSX
WisdomTree U.S. Efficient Core Fund
Diversified Portfolio, Actively Managed

12.50%

QVAL
Alpha Architect U.S. Quantitative Value ETF
All Cap Equities

12.50%

VAMO
Cambria Value & Momentum ETF
Small Cap Blend Equities, Actively Managed

12.50%

S&P 500

Performance

Performance Chart

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


70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
87.02%
94.71%
Picture perfect
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of NTSX

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%
Picture perfect10.97%2.25%11.41%18.39%13.42%N/A
COWZ
Pacer US Cash Cows 100 ETF
8.83%3.15%10.40%14.54%16.60%N/A
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
9.43%1.61%13.57%14.19%7.80%5.03%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
3.98%2.53%5.10%8.16%13.78%12.51%
NTSX
WisdomTree U.S. Efficient Core Fund
13.66%0.08%12.57%19.07%11.45%N/A
QVAL
Alpha Architect U.S. Quantitative Value ETF
9.14%1.58%10.53%25.39%11.10%N/A
VAMO
Cambria Value & Momentum ETF
3.24%4.70%4.75%12.48%8.81%N/A
BRK-B
Berkshire Hathaway Inc.
21.82%6.50%18.39%25.35%16.13%12.99%
DREQX
BNY Mellon Research Growth Fund, Inc.
16.80%-2.21%14.66%24.42%15.10%13.22%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.86%4.27%3.86%-4.10%3.73%-0.36%10.97%
20236.49%-2.42%0.49%0.38%-1.88%7.22%4.74%-0.55%-2.81%-4.06%6.98%5.32%20.66%
2022-2.82%0.82%2.84%-6.54%0.94%-10.48%7.70%-2.97%-8.05%8.97%6.76%-4.62%-9.27%
20211.65%3.79%5.45%4.24%2.41%0.75%0.07%2.48%-3.65%4.04%-1.55%3.97%25.92%
2020-2.42%-7.48%-15.52%10.47%4.55%2.28%6.04%5.85%-2.35%-2.53%12.88%3.91%12.90%
20198.03%1.55%-0.22%3.42%-8.07%7.08%0.81%-3.27%2.64%2.87%3.29%3.05%22.14%
20182.06%-0.63%-7.19%2.16%-7.79%-11.33%

Expense Ratio

Picture perfect features an expense ratio of 0.49%, 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 DREQX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for FEMS: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VAMO: 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 COWZ: 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 QVAL: 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 MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for NTSX: 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 Picture perfect is 61, 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 Picture perfect is 6161
Picture perfect
The Sharpe Ratio Rank of Picture perfect is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of Picture perfect is 5757Sortino Ratio Rank
The Omega Ratio Rank of Picture perfect is 5555Omega Ratio Rank
The Calmar Ratio Rank of Picture perfect is 7171Calmar Ratio Rank
The Martin Ratio Rank of Picture perfect is 6666Martin 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.


Picture perfect
Sharpe ratio
The chart of Sharpe ratio for Picture perfect, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.005.001.67
Sortino ratio
The chart of Sortino ratio for Picture perfect, currently valued at 2.41, compared to the broader market-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for Picture perfect, 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 Picture perfect, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.002.12
Martin ratio
The chart of Martin ratio for Picture perfect, currently valued at 7.25, compared to the broader market0.0010.0020.0030.0040.007.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
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
COWZ
Pacer US Cash Cows 100 ETF
1.211.831.201.864.25
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
0.871.291.150.734.62
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.550.861.100.471.35
NTSX
WisdomTree U.S. Efficient Core Fund
1.422.051.250.754.73
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.632.461.283.108.71
VAMO
Cambria Value & Momentum ETF
0.851.361.161.123.91
BRK-B
Berkshire Hathaway Inc.
2.143.081.372.577.69
DREQX
BNY Mellon Research Growth Fund, Inc.
1.401.961.250.895.71

Sharpe Ratio

The current Picture perfect Sharpe ratio is 2.05. 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 1.63 to 2.49, 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 Picture perfect 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.67
1.82
Picture perfect
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Picture perfect granted a 1.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Picture perfect1.44%1.91%3.49%3.25%2.32%2.75%3.78%2.16%1.41%1.71%1.53%0.41%
COWZ
Pacer US Cash Cows 100 ETF
2.04%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
4.19%4.65%4.55%6.25%2.90%4.37%4.68%3.39%2.42%3.28%3.48%1.78%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.83%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
NTSX
WisdomTree U.S. Efficient Core Fund
1.11%1.21%1.36%0.82%0.92%1.53%0.62%0.00%0.00%0.00%0.00%0.00%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.68%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%1.37%0.15%0.00%
VAMO
Cambria Value & Momentum ETF
0.85%1.35%1.10%1.07%1.03%1.15%1.03%0.35%0.56%0.20%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.
0.84%3.56%15.70%14.04%7.83%9.67%18.79%9.48%5.68%6.69%7.30%0.71%

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
-2.00%
-2.86%
Picture perfect
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Picture perfect. 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 Picture perfect was 33.88%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.88%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-21.11%Mar 30, 2022124Sep 26, 2022203Jul 19, 2023327
-17.62%Aug 30, 201880Dec 24, 2018216Nov 1, 2019296
-8.43%Sep 5, 202339Oct 27, 202324Dec 1, 202363
-7.42%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Picture perfect volatility is 2.61%, 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
2.61%
2.76%
Picture perfect
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.

VAMOFEMSBRK-BDREQXNTSXQVALCOWZMOAT
VAMO1.000.360.370.360.370.640.600.45
FEMS0.361.000.400.510.510.510.530.53
BRK-B0.370.401.000.500.600.640.700.70
DREQX0.360.510.501.000.870.600.630.81
NTSX0.370.510.600.871.000.660.700.85
QVAL0.640.510.640.600.661.000.930.77
COWZ0.600.530.700.630.700.931.000.83
MOAT0.450.530.700.810.850.770.831.00
The correlation results are calculated based on daily price changes starting from Aug 3, 2018