PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Picture perfect
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Picture perfect

Last updated Sep 21, 2024

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
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%

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.53%
8.94%
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		19.55%1.45%8.95%31.70%13.79%11.17%
Picture perfect14.06%1.52%5.53%23.43%14.08%N/A
Portfolio components:
COWZ
Pacer US Cash Cows 100 ETF		11.44%1.47%1.01%18.66%16.99%N/A
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund		5.38%-0.40%3.55%7.66%7.60%4.88%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		12.02%2.04%7.36%25.37%14.89%13.24%
NTSX
WisdomTree U.S. Efficient Core Fund		19.26%1.13%10.03%33.15%12.08%N/A
QVAL
Alpha Architect U.S. Quantitative Value ETF		13.29%3.05%3.87%26.50%12.29%N/A
VAMO
Cambria Value & Momentum ETF		4.97%2.48%1.26%14.22%9.40%N/A
BRK-B
Berkshire Hathaway Inc.		27.66%1.95%10.62%25.33%16.98%12.64%
DREQX
BNY Mellon Research Growth Fund, Inc.		17.56%0.25%5.13%34.44%15.74%13.33%

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%-0.37%4.04%1.45%14.06%
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.

DREQX
BNY Mellon Research Growth Fund, Inc.
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%
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund
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%
VAMO
Cambria Value & Momentum ETF
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%
COWZ
Pacer US Cash Cows 100 ETF
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%
QVAL
Alpha Architect U.S. Quantitative Value ETF
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%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
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%
NTSX
WisdomTree U.S. Efficient Core Fund
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 38, 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 3838
Picture perfect
The Sharpe Ratio Rank of Picture perfect is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of Picture perfect is 2929Sortino Ratio Rank
The Omega Ratio Rank of Picture perfect is 2929Omega Ratio Rank
The Calmar Ratio Rank of Picture perfect is 6666Calmar Ratio Rank
The Martin Ratio Rank of Picture perfect is 4040Martin 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 1.86, compared to the broader market-1.000.001.002.003.004.001.86
Sortino ratio
The chart of Sortino ratio for Picture perfect, currently valued at 2.56, compared to the broader market-2.000.002.004.006.002.56
Omega ratio
The chart of Omega ratio for Picture perfect, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for Picture perfect, currently valued at 2.61, compared to the broader market0.002.004.006.008.0010.002.61
Martin ratio
The chart of Martin ratio for Picture perfect, currently valued at 11.41, compared to the broader market0.0010.0020.0030.0040.0011.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COWZ
Pacer US Cash Cows 100 ETF		1.211.811.212.075.13
FEMS
First Trust Emerging Markets Small Cap AlphaDEX Fund		0.400.661.080.361.71
MOAT
VanEck Vectors Morningstar Wide Moat ETF		1.772.481.321.549.15
NTSX
WisdomTree U.S. Efficient Core Fund		2.273.071.391.3014.01
QVAL
Alpha Architect U.S. Quantitative Value ETF		1.512.211.263.078.65
VAMO
Cambria Value & Momentum ETF		1.011.541.181.444.35
BRK-B
Berkshire Hathaway Inc.		1.802.451.312.317.89
DREQX
BNY Mellon Research Growth Fund, Inc.		1.742.311.311.278.16

Sharpe Ratio

The current Picture perfect Sharpe ratio is 1.86. 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 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.86
2.32
Picture perfect
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Picture perfect granted a 1.42% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Picture perfect1.42%1.91%3.49%3.25%2.32%2.75%3.78%2.16%1.41%1.71%1.53%0.41%
Portfolio components:
COWZ
Pacer US Cash Cows 100 ETF		1.47%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		4.35%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		0.77%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		1.06%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		1.95%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		0.90%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.		0.83%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.63%
-0.19%
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.

The current Picture perfect drawdown is 0.63%.

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 3.74%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.74%
4.31%
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-BDREQXNTSXQVALMOATCOWZ
VAMO1.000.360.370.370.380.650.460.61
FEMS0.361.000.400.510.510.510.530.54
BRK-B0.370.401.000.490.590.640.690.69
DREQX0.370.510.491.000.870.600.800.63
NTSX0.380.510.590.871.000.660.850.70
QVAL0.650.510.640.600.661.000.780.93
MOAT0.460.530.690.800.850.781.000.83
COWZ0.610.540.690.630.700.930.831.00
The correlation results are calculated based on daily price changes starting from Aug 3, 2018