Picture perfect x
Hik
Asset Allocation
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.36% | -0.12% | -3.71% | 4.43% | 3.42% | -2.49% | -1.11% |
Dividend yield
Picture perfect x granted a 3.84% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Picture perfect x | 3.84% | 4.04% | 6.91% | 1.43% | 2.21% | 3.00% | 1.55% | 0.94% | 0.66% | 0.15% |
| Portfolio components: | ||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| LBAY | DBEH | EYLD | VMOT | GAA | |
|---|---|---|---|---|---|
| LBAY | 1.00 | 0.33 | 0.33 | 0.35 | 0.43 |
| DBEH | 0.33 | 1.00 | 0.48 | 0.52 | 0.46 |
| EYLD | 0.33 | 0.48 | 1.00 | 0.48 | 0.54 |
| VMOT | 0.35 | 0.52 | 0.48 | 1.00 | 0.51 |
| GAA | 0.43 | 0.46 | 0.54 | 0.51 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 330 | Sep 26, 2022 | — | — | — |
| -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 |
| -3.52% | Mar 18, 2021 | 5 | Mar 24, 2021 | 7 | Apr 5, 2021 | 12 |
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.