Picture perfect
picture perfect one jj1
Asset Allocation
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
The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of NTSX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Picture perfect | 16.59% | 2.21% | 11.24% | 30.62% | 14.28% | N/A |
Portfolio components: | ||||||
Pacer US Cash Cows 100 ETF | 14.71% | 2.94% | 7.25% | 23.18% | 17.45% | N/A |
First Trust Emerging Markets Small Cap AlphaDEX Fund | 4.81% | -0.54% | 4.88% | 13.71% | 6.81% | 5.56% |
VanEck Vectors Morningstar Wide Moat ETF | 15.03% | 2.69% | 14.89% | 33.97% | 15.15% | 13.73% |
WisdomTree U.S. Efficient Core Fund | 21.20% | 1.63% | 18.26% | 40.56% | 12.47% | N/A |
Alpha Architect U.S. Quantitative Value ETF | 15.87% | 2.27% | 8.75% | 32.65% | 11.95% | N/A |
Cambria Value & Momentum ETF | 7.70% | 2.61% | 5.36% | 18.95% | 9.66% | N/A |
Berkshire Hathaway Inc. | 30.32% | 2.08% | 13.70% | 38.39% | 17.19% | 12.86% |
BNY Mellon Research Growth Fund, Inc. | 22.25% | 3.98% | 15.81% | 42.25% | 16.97% | 14.00% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.86% | 4.27% | 3.86% | -4.10% | 3.73% | -0.37% | 4.04% | 1.45% | 1.42% | 16.59% | |||
2023 | 6.49% | -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% |
2021 | 1.65% | 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% |
2019 | 8.03% | 1.55% | -0.22% | 3.42% | -8.07% | 7.08% | 0.81% | -3.27% | 2.64% | 2.87% | 3.29% | 3.05% | 22.14% |
2018 | 2.06% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Picture perfect is 44, 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Pacer US Cash Cows 100 ETF | 1.50 | 2.20 | 1.26 | 2.51 | 6.47 |
First Trust Emerging Markets Small Cap AlphaDEX Fund | 0.68 | 1.03 | 1.12 | 0.62 | 3.21 |
VanEck Vectors Morningstar Wide Moat ETF | 2.49 | 3.48 | 1.45 | 2.08 | 13.76 |
WisdomTree U.S. Efficient Core Fund | 2.94 | 4.00 | 1.52 | 1.60 | 20.12 |
Alpha Architect U.S. Quantitative Value ETF | 1.89 | 2.75 | 1.32 | 3.71 | 12.11 |
Cambria Value & Momentum ETF | 1.26 | 1.88 | 1.23 | 1.71 | 5.37 |
Berkshire Hathaway Inc. | 2.73 | 3.60 | 1.47 | 3.47 | 13.74 |
BNY Mellon Research Growth Fund, Inc. | 2.22 | 2.87 | 1.40 | 1.58 | 10.36 |
Dividends
Dividend yield
Picture perfect granted a 1.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Picture perfect | 1.32% | 1.91% | 3.49% | 3.25% | 2.32% | 2.75% | 3.78% | 2.16% | 1.41% | 1.71% | 1.53% | 0.41% |
Portfolio components: | ||||||||||||
Pacer US Cash Cows 100 ETF | 1.85% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
First Trust Emerging Markets Small Cap AlphaDEX Fund | 3.62% | 4.65% | 4.55% | 6.25% | 2.90% | 4.37% | 4.68% | 3.39% | 2.42% | 3.28% | 3.48% | 1.78% |
VanEck Vectors Morningstar Wide Moat ETF | 0.75% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
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% |
Alpha Architect U.S. Quantitative Value ETF | 1.62% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% | 1.37% | 0.15% | 0.00% |
Cambria Value & Momentum ETF | 0.88% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% | 0.00% | 0.00% |
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% |
BNY Mellon Research Growth Fund, Inc. | 0.80% | 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.
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 0.13%.
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 |
-8.43% | Sep 5, 2023 | 39 | Oct 27, 2023 | 24 | Dec 1, 2023 | 63 |
-7.42% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current Picture perfect volatility is 2.51%, 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.
Diversification
Asset Correlations Table
VAMO | FEMS | BRK-B | DREQX | NTSX | QVAL | COWZ | MOAT | |
---|---|---|---|---|---|---|---|---|
VAMO | 1.00 | 0.36 | 0.37 | 0.37 | 0.38 | 0.65 | 0.61 | 0.46 |
FEMS | 0.36 | 1.00 | 0.40 | 0.51 | 0.50 | 0.51 | 0.54 | 0.53 |
BRK-B | 0.37 | 0.40 | 1.00 | 0.49 | 0.59 | 0.64 | 0.69 | 0.69 |
DREQX | 0.37 | 0.51 | 0.49 | 1.00 | 0.87 | 0.60 | 0.63 | 0.80 |
NTSX | 0.38 | 0.50 | 0.59 | 0.87 | 1.00 | 0.66 | 0.70 | 0.84 |
QVAL | 0.65 | 0.51 | 0.64 | 0.60 | 0.66 | 1.00 | 0.93 | 0.78 |
COWZ | 0.61 | 0.54 | 0.69 | 0.63 | 0.70 | 0.93 | 1.00 | 0.83 |
MOAT | 0.46 | 0.53 | 0.69 | 0.80 | 0.84 | 0.78 | 0.83 | 1.00 |