Picture perfect x
Hik
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Picture perfect x, 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 Nov 17, 2020, corresponding to the inception date of LBAY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Picture perfect x | 8.37% | -2.13% | 0.27% | 13.57% | N/A | N/A |
| Portfolio components: | ||||||
GAA Cambria Global Asset Allocation ETF | 7.79% | -1.14% | 2.84% | 14.02% | 5.73% | N/A |
LBAY Leatherback Long/Short Alternative Yield ETF | 3.99% | -5.44% | -1.54% | 7.97% | N/A | N/A |
VMOT Alpha Architect Value Momentum Trend ETF | 16.67% | 1.50% | 5.32% | 24.22% | 3.85% | N/A |
DBEH iM DBi Hedge Strategy ETF | 5.57% | 0.00% | 1.43% | 8.16% | N/A | N/A |
EYLD Cambria Emerging Shareholder Yield ETF | 7.25% | -5.67% | -6.86% | 13.08% | 6.78% | N/A |
Monthly Returns
The table below presents the monthly returns of Picture perfect x, 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 | 0.09% | 2.57% | 3.62% | -2.02% | 2.85% | -1.21% | 2.07% | 1.43% | 1.08% | -2.55% | 8.37% | ||
| 2023 | 2.53% | -2.51% | -1.36% | -0.12% | -3.71% | 4.43% | 3.42% | -2.49% | -1.11% | -2.80% | 4.88% | 3.94% | 4.64% |
| 2022 | -1.38% | -1.10% | 1.20% | -2.65% | 1.85% | -6.02% | 1.71% | 0.28% | -4.63% | 4.40% | 5.05% | -1.36% | -3.22% |
| 2021 | 1.10% | 2.83% | 2.47% | 3.18% | 0.93% | -1.02% | 0.43% | 0.77% | -3.26% | 2.04% | -3.43% | 4.44% | 10.63% |
| 2020 | 1.77% | 5.97% | 7.85% |
Expense Ratio
Picture perfect x has a high expense ratio of 0.95%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Picture perfect x is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 1.52 | 2.20 | 1.27 | 1.50 | 10.18 |
LBAY Leatherback Long/Short Alternative Yield ETF | 0.93 | 1.36 | 1.17 | 0.62 | 3.82 |
VMOT Alpha Architect Value Momentum Trend ETF | 1.38 | 1.91 | 1.30 | 1.27 | 10.87 |
DBEH iM DBi Hedge Strategy ETF | 1.30 | 1.79 | 1.27 | 1.54 | 5.59 |
EYLD Cambria Emerging Shareholder Yield ETF | 1.04 | 1.52 | 1.19 | 1.21 | 5.20 |
Dividends
Dividend yield
Picture perfect x provided a 4.24% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.24% | 3.98% | 3.91% | 6.54% | 1.22% | 1.86% | 2.36% | 1.19% | 0.71% | 0.50% | 0.11% |
| Portfolio components: | |||||||||||
GAA Cambria Global Asset Allocation ETF | 4.59% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.00% | 2.35% | 2.81% | 2.49% | 0.57% |
LBAY Leatherback Long/Short Alternative Yield ETF | 3.48% | 3.47% | 2.74% | 2.96% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMOT Alpha Architect Value Momentum Trend ETF | 3.54% | 4.13% | 2.24% | 0.81% | 0.00% | 1.76% | 0.92% | 0.81% | 0.00% | 0.00% | 0.00% |
DBEH iM DBi Hedge Strategy ETF | 5.62% | 3.05% | 1.54% | 17.43% | 0.06% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EYLD Cambria Emerging Shareholder Yield ETF | 3.97% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% | 0.00% | 0.00% |
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 x. 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 x was 12.24%, occurring on Sep 26, 2022. Recovery took 316 trading sessions.
The current Picture perfect x drawdown is 2.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.24% | Jun 7, 2021 | 330 | Sep 26, 2022 | 316 | Dec 28, 2023 | 646 |
| -5.74% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -4.04% | Feb 18, 2021 | 11 | Mar 4, 2021 | 7 | Mar 15, 2021 | 18 |
| -3.7% | May 10, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
| -3.64% | Jan 26, 2021 | 4 | Jan 29, 2021 | 6 | Feb 8, 2021 | 10 |
Volatility
Volatility Chart
The current Picture perfect x volatility is 2.16%, 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
| LBAY | DBEH | EYLD | GAA | VMOT | |
|---|---|---|---|---|---|
| LBAY | 1.00 | 0.32 | 0.32 | 0.41 | 0.36 |
| DBEH | 0.32 | 1.00 | 0.47 | 0.45 | 0.55 |
| EYLD | 0.32 | 0.47 | 1.00 | 0.52 | 0.49 |
| GAA | 0.41 | 0.45 | 0.52 | 1.00 | 0.53 |
| VMOT | 0.36 | 0.55 | 0.49 | 0.53 | 1.00 |