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Picture perfect x

Last updated Oct 3, 2023

Hik

Asset Allocation


LBAY 20%VMOT 20%EYLD 20%GAA 20%DBEH 20%AlternativesAlternativesEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
LBAY
Leatherback Long/Short Alternative Yield ETF
Long-Short, Actively Managed20%
VMOT
Alpha Architect Value Momentum Trend ETF
Global Equities20%
EYLD
Cambria Emerging Shareholder Yield ETF
Emerging Markets Equities, Actively Managed20%
GAA
Cambria Global Asset Allocation ETF
Diversified Portfolio, Actively Managed20%
DBEH
iM DBi Hedge Strategy ETF
Long-Short, Actively Managed20%

Performance

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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-0.94%
4.84%
Picture perfect x
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%6.21%N/A
Picture perfect x-2.15%-0.87%-2.13%3.92%4.37%N/A
GAA
Cambria Global Asset Allocation ETF
-1.93%-1.93%-0.06%5.52%2.70%N/A
LBAY
Leatherback Long/Short Alternative Yield ETF
-3.02%-5.29%-11.11%1.13%12.23%N/A
VMOT
Alpha Architect Value Momentum Trend ETF
-4.20%-3.64%-9.31%-10.68%-1.40%N/A
DBEH
iM DBi Hedge Strategy ETF
-1.76%1.93%2.84%2.96%2.47%N/A
EYLD
Cambria Emerging Shareholder Yield ETF
0.15%4.65%7.77%21.59%4.53%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.36%-0.12%-3.71%4.43%3.42%-2.49%-1.11%

Sharpe Ratio

The current Picture perfect x Sharpe ratio is 0.64. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.64

The Sharpe ratio of Picture perfect x is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.64
1.04
Picture perfect x
Benchmark (^GSPC)
Portfolio components

Dividend yield

Picture perfect x granted a 3.84% dividend yield in the last twelve months.


TTM202220212020201920182017201620152014
Picture perfect x3.84%4.04%6.91%1.43%2.21%3.00%1.55%0.94%0.66%0.15%
GAA
Cambria Global Asset Allocation ETF
4.55%6.23%4.59%3.11%3.89%3.64%2.94%3.60%3.28%0.76%
LBAY
Leatherback Long/Short Alternative Yield ETF
3.50%2.81%3.12%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
VMOT
Alpha Architect Value Momentum Trend ETF
2.47%2.24%0.83%0.00%1.82%0.97%0.86%0.00%0.00%0.00%
DBEH
iM DBi Hedge Strategy ETF
1.50%1.54%17.70%0.07%0.02%0.00%0.00%0.00%0.00%0.00%
EYLD
Cambria Emerging Shareholder Yield ETF
7.21%7.39%8.28%3.68%5.32%10.39%3.94%1.10%0.00%0.00%

Expense Ratio

The 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.


1.75%
0.00%2.15%
1.09%
0.00%2.15%
0.85%
0.00%2.15%
0.65%
0.00%2.15%
0.41%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GAA
Cambria Global Asset Allocation ETF
0.78
LBAY
Leatherback Long/Short Alternative Yield ETF
0.21
VMOT
Alpha Architect Value Momentum Trend ETF
-0.68
DBEH
iM DBi Hedge Strategy ETF
0.48
EYLD
Cambria Emerging Shareholder Yield ETF
1.26

Asset Correlations Table

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

LBAYDBEHEYLDVMOTGAA
LBAY1.000.330.330.350.43
DBEH0.331.000.480.520.46
EYLD0.330.481.000.480.54
VMOT0.350.520.481.000.51
GAA0.430.460.540.511.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptemberOctober
-6.57%
-10.59%
Picture perfect x
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Picture perfect x. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Picture perfect x is 12.25%, recorded on Sep 26, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.25%Jun 7, 2021330Sep 26, 2022
-4.04%Feb 18, 202111Mar 4, 20217Mar 15, 202118
-3.7%May 10, 20213May 12, 202113Jun 1, 202116
-3.64%Jan 26, 20214Jan 29, 20216Feb 8, 202110
-3.52%Mar 18, 20215Mar 24, 20217Apr 5, 202112

Volatility Chart

The current Picture perfect x volatility is 2.31%, 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%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.31%
3.15%
Picture perfect x
Benchmark (^GSPC)
Portfolio components