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Picture perfect

Last updated Sep 23, 2023

picture perfect one jj1

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
VAMO
Cambria Value & Momentum ETF
Small Cap Blend Equities, Actively Managed12.5%
COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities12.5%
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
Emerging Markets Equities12.5%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities12.5%
QVAL
Alpha Architect U.S. Quantitative Value ETF
All Cap Equities12.5%
BRK-B
Berkshire Hathaway Inc.
Financial Services12.5%
DREQX
BNY Mellon Research Growth Fund, Inc.
Large Cap Growth Equities12.5%
NTSX
WisdomTree U.S. Efficient Core Fund
Diversified Portfolio, Actively Managed12.5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.70%
8.61%
Picture perfect
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VAMOFEMSBRK-BDREQXNTSXQVALMOATCOWZ
VAMO1.000.360.380.370.370.620.440.59
FEMS0.361.000.430.530.510.520.540.55
BRK-B0.380.431.000.530.620.670.720.72
DREQX0.370.530.531.000.880.630.840.66
NTSX0.370.510.620.881.000.680.870.72
QVAL0.620.520.670.630.681.000.780.93
MOAT0.440.540.720.840.870.781.000.84
COWZ0.590.550.720.660.720.930.841.00

Sharpe Ratio

The current Picture perfect Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.15

The Sharpe ratio of Picture perfect lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.15
0.81
Picture perfect
Benchmark (^GSPC)
Portfolio components

Dividend yield

Picture perfect granted a 1.99% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Picture perfect1.99%3.58%3.65%2.76%3.49%5.46%3.43%2.33%2.93%2.99%0.67%0.55%
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.


0.83%
0.00%2.15%
0.80%
0.00%2.15%
0.64%
0.00%2.15%
0.49%
0.00%2.15%
0.48%
0.00%2.15%
0.20%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.65%
-9.93%
Picture perfect
Benchmark (^GSPC)
Portfolio components

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, 202044Mar 23, 2020114Sep 2, 2020158
-21.11%Mar 30, 2022124Sep 26, 2022203Jul 19, 2023327
-17.62%Aug 30, 201880Dec 24, 2018216Nov 1, 2019296
-7.42%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.37%Oct 13, 202014Oct 30, 20206Nov 9, 202020

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.96%
3.41%
Picture perfect
Benchmark (^GSPC)
Portfolio components