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Picture perfect x
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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 Every 3 months.


20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
29.30%
56.92%
Picture perfect x
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 17, 2020, corresponding to the inception date of LBAY

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Picture perfect x1.68%8.79%-2.72%0.49%N/AN/A
GAA
Cambria Global Asset Allocation ETF
3.04%6.92%0.38%5.34%8.10%5.08%
LBAY
Leatherback Long/Short Alternative Yield ETF
1.91%4.33%-6.81%-5.88%N/AN/A
VMOT
Alpha Architect Value Momentum Trend ETF
-0.58%17.03%-4.40%3.06%5.06%N/A
DBEH
iM DBi Hedge Strategy ETF
0.00%0.00%0.00%2.62%N/AN/A
EYLD
Cambria Emerging Shareholder Yield ETF
3.61%17.32%-3.56%-3.68%11.46%N/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.04%-0.02%0.74%-0.84%0.76%1.68%
20240.09%2.57%3.62%-2.02%2.85%-1.21%2.07%1.43%1.08%-2.55%1.46%-3.95%5.24%
20232.53%-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%0.27%-4.63%4.40%5.05%-1.36%-3.22%
20211.10%2.83%2.46%3.18%0.93%-1.02%0.43%0.77%-3.26%2.04%-3.43%4.44%10.63%
20201.77%5.97%7.85%

Expense Ratio

Picture perfect x has a high expense ratio of 0.95%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Picture perfect x is 7, meaning it’s performing worse than 93% 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.


The Risk-Adjusted Performance Rank of Picture perfect x is 77
Overall Rank
The Sharpe Ratio Rank of Picture perfect x is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of Picture perfect x is 66
Sortino Ratio Rank
The Omega Ratio Rank of Picture perfect x is 66
Omega Ratio Rank
The Calmar Ratio Rank of Picture perfect x is 77
Calmar Ratio Rank
The Martin Ratio Rank of Picture perfect x is 77
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GAA
Cambria Global Asset Allocation ETF
0.530.711.090.682.19
LBAY
Leatherback Long/Short Alternative Yield ETF
-0.43-0.420.95-0.33-0.69
VMOT
Alpha Architect Value Momentum Trend ETF
0.150.351.050.150.54
DBEH
iM DBi Hedge Strategy ETF
0.520.721.180.451.34
EYLD
Cambria Emerging Shareholder Yield ETF
-0.20-0.170.98-0.19-0.56

The current Picture perfect x Sharpe ratio is 0.05. 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 0.44 to 0.96, 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 x 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.05
0.48
Picture perfect x
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Picture perfect x provided a 3.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.32%3.60%3.98%3.46%6.54%1.22%1.86%2.36%1.03%0.71%0.50%0.11%
GAA
Cambria Global Asset Allocation ETF
4.16%3.88%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
3.74%3.77%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
2.56%2.54%4.13%0.00%0.82%0.00%1.76%0.93%0.02%0.00%0.00%0.00%
DBEH
iM DBi Hedge Strategy ETF
1.77%2.66%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
4.35%5.16%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.72%
-7.82%
Picture perfect x
Benchmark (^GSPC)
Portfolio components

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 3.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.24%Jun 7, 2021330Sep 26, 2022316Dec 28, 2023646
-11.5%Sep 30, 2024131Apr 8, 2025
-5.74%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-4.04%Feb 18, 202111Mar 4, 20217Mar 15, 202118
-3.7%May 10, 20213May 12, 202113Jun 1, 202116

Volatility

Volatility Chart

The current Picture perfect x volatility is 4.26%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.26%
11.21%
Picture perfect x
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 5.00, 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.

^GSPCLBAYDBEHEYLDGAAVMOTPortfolio
^GSPC1.000.400.640.520.520.590.70
LBAY0.401.000.290.300.400.340.61
DBEH0.640.291.000.440.420.520.66
EYLD0.520.300.441.000.520.500.78
GAA0.520.400.420.521.000.540.76
VMOT0.590.340.520.500.541.000.79
Portfolio0.700.610.660.780.760.791.00
The correlation results are calculated based on daily price changes starting from Nov 18, 2020