Picture perfect

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Picture perfect

Currency in USD · Last updated May 11, 2025

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Asset Allocation

Position	Category/Sector	Target Weight
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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Picture perfect	-1.45%	7.00%	-4.99%	3.94%	14.85%	N/A
Portfolio components:
COWZ Pacer US Cash Cows 100 ETF	-6.66%	7.16%	-11.39%	-4.15%	18.56%	N/A
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund	0.60%	10.83%	-2.34%	-3.30%	11.38%	4.55%
MOAT VanEck Vectors Morningstar Wide Moat ETF	-5.65%	9.49%	-8.73%	0.48%	13.51%	12.32%
NTSX WisdomTree U.S. Efficient Core Fund	-2.08%	7.09%	-4.61%	10.39%	10.82%	N/A
QVAL Alpha Architect U.S. Quantitative Value ETF	-4.18%	8.94%	-7.32%	-1.08%	17.95%	6.28%
VAMO Cambria Value & Momentum ETF	1.18%	3.57%	-4.60%	3.22%	14.64%	N/A
BRK-B Berkshire Hathaway Inc.	13.34%	-0.40%	10.86%	24.68%	24.17%	13.58%
DREQX BNY Mellon Research Growth Fund, Inc.	-9.11%	10.04%	-12.38%	-0.42%	2.92%	2.70%

*Annualized

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.35%	-1.12%	-2.76%	-1.24%	1.41%								-1.45%
2024	0.86%	4.27%	3.86%	-4.10%	3.71%	-0.35%	4.04%	1.45%	1.42%	-2.06%	5.96%	-5.24%	13.97%
2023	6.49%	-2.42%	0.49%	0.38%	-1.88%	6.83%	4.74%	-0.55%	-2.82%	-4.06%	6.98%	5.18%	20.06%
2022	-2.82%	0.82%	2.84%	-6.54%	0.94%	-11.69%	7.70%	-2.97%	-8.05%	8.97%	6.76%	-4.75%	-10.62%
2021	1.65%	3.79%	5.45%	4.24%	2.41%	0.04%	0.07%	2.48%	-3.65%	4.04%	-1.55%	2.94%	23.79%
2020	-2.42%	-7.47%	-15.52%	10.47%	4.55%	1.93%	6.04%	5.85%	-2.35%	-2.53%	12.88%	3.21%	11.76%
2019	8.03%	1.55%	-0.22%	3.42%	-8.07%	6.71%	0.81%	-3.27%	2.64%	2.87%	3.29%	2.24%	20.76%
2018								2.06%	-0.63%	-7.19%	2.16%	-8.87%	-12.37%

Expense Ratio

Picture perfect has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DREQX

BNY Mellon Research Growth Fund, Inc.

FEMS

First Trust Emerging Markets Small Cap AlphaDEX Fund

VAMO

Cambria Value & Momentum ETF

COWZ

Pacer US Cash Cows 100 ETF

QVAL

Alpha Architect U.S. Quantitative Value ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

NTSX

WisdomTree U.S. Efficient Core Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Picture perfect is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
COWZ Pacer US Cash Cows 100 ETF	-0.23	-0.09	0.99	-0.14	-0.44
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund	-0.19	-0.08	0.99	-0.13	-0.38
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.04	0.27	1.04	0.09	0.31
NTSX WisdomTree U.S. Efficient Core Fund	0.53	0.88	1.13	0.63	2.39
QVAL Alpha Architect U.S. Quantitative Value ETF	-0.07	0.12	1.02	-0.02	-0.06
VAMO Cambria Value & Momentum ETF	0.19	0.45	1.05	0.29	0.55
BRK-B Berkshire Hathaway Inc.	1.31	1.87	1.27	3.01	7.59
DREQX BNY Mellon Research Growth Fund, Inc.	-0.02	0.12	1.02	-0.03	-0.12

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Picture perfect Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.25
5-Year: 0.89
All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Picture perfect compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Picture perfect provided a 1.47% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.47%	1.36%	1.47%	1.53%	1.49%	1.36%	1.56%	1.46%	1.00%	0.76%	0.92%	0.62%
Portfolio components:
COWZ Pacer US Cash Cows 100 ETF	1.93%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.94%	0.13%	0.00%	0.00%
FEMS First Trust Emerging Markets Small Cap AlphaDEX Fund	3.76%	3.97%	4.65%	4.55%	6.25%	2.90%	4.38%	4.68%	3.39%	2.42%	3.28%	3.49%
MOAT VanEck Vectors Morningstar Wide Moat ETF	1.45%	1.37%	0.86%	1.25%	1.08%	1.45%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%
NTSX WisdomTree U.S. Efficient Core Fund	1.23%	1.14%	1.21%	1.36%	0.82%	0.92%	1.53%	0.62%	0.00%	0.00%	0.00%	0.00%
QVAL Alpha Architect U.S. Quantitative Value ETF	1.71%	1.72%	1.76%	2.00%	1.22%	1.86%	1.99%	1.64%	1.07%	1.30%	1.37%	0.15%
VAMO Cambria Value & Momentum ETF	1.73%	0.84%	1.35%	1.10%	1.07%	1.03%	1.16%	1.03%	0.36%	0.56%	0.20%	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.	0.00%	0.00%	0.00%	0.00%	0.00%	0.14%	0.16%	0.26%	0.17%	0.52%	0.35%	0.01%

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.

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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 6.75%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.88%	Jan 21, 2020	44	Mar 23, 2020	114	Sep 2, 2020	158
-22.17%	Mar 30, 2022	124	Sep 26, 2022	211	Jul 31, 2023	335
-18.57%	Aug 30, 2018	80	Dec 24, 2018	220	Nov 7, 2019	300
-16.27%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-8.43%	Sep 5, 2023	39	Oct 27, 2023	24	Dec 1, 2023	63

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	VAMO	FEMS	BRK-B	DREQX	NTSX	QVAL	COWZ	MOAT	Portfolio
^GSPC	1.00	0.44	0.55	0.66	0.90	0.92	0.74	0.78	0.90	0.90
VAMO	0.44	1.00	0.35	0.37	0.36	0.38	0.64	0.61	0.45	0.64
FEMS	0.55	0.35	1.00	0.39	0.50	0.49	0.51	0.53	0.52	0.66
BRK-B	0.66	0.37	0.39	1.00	0.46	0.57	0.63	0.68	0.68	0.72
DREQX	0.90	0.36	0.50	0.46	1.00	0.86	0.60	0.62	0.78	0.79
NTSX	0.92	0.38	0.49	0.57	0.86	1.00	0.66	0.70	0.83	0.83
QVAL	0.74	0.64	0.51	0.63	0.60	0.66	1.00	0.93	0.78	0.90
COWZ	0.78	0.61	0.53	0.68	0.62	0.70	0.93	1.00	0.83	0.92
MOAT	0.90	0.45	0.52	0.68	0.78	0.83	0.78	0.83	1.00	0.90
Portfolio	0.90	0.64	0.66	0.72	0.79	0.83	0.90	0.92	0.90	1.00

The correlation results are calculated based on daily price changes starting from Aug 3, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Picture perfect

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community