Mix-New
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mix-New, 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 Dec 2, 2015, corresponding to the inception date of QMOM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Mix-New | 23.85% | 1.88% | 9.47% | 31.49% | 14.61% | N/A |
| Portfolio components: | ||||||
PTLC Pacer Trendpilot US Large Cap ETF | 26.39% | 2.19% | 13.18% | 34.24% | 12.12% | N/A |
PTNQ Pacer Trendpilot 100 ETF | 15.50% | 1.84% | 8.32% | 19.61% | 15.04% | N/A |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 39.36% | 5.43% | 15.20% | 50.34% | 17.52% | N/A |
IDMO Invesco S&P International Developed Momentum ETF | 14.49% | -2.04% | 1.11% | 22.46% | 12.01% | 9.52% |
Monthly Returns
The table below presents the monthly returns of Mix-New, 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 | 2.22% | 6.05% | 3.54% | -4.12% | 4.35% | 1.60% | 1.35% | 1.98% | 1.59% | -1.16% | 23.85% | ||
| 2023 | 2.70% | -2.29% | 3.35% | 0.33% | 0.57% | 5.88% | 2.52% | -1.54% | -3.43% | -2.53% | 9.01% | 4.81% | 20.28% |
| 2022 | -5.46% | -2.18% | 1.05% | -3.83% | 2.10% | -6.72% | 5.20% | -0.98% | -5.49% | 6.52% | 2.92% | -3.15% | -10.52% |
| 2021 | 2.20% | -0.22% | -0.77% | 3.50% | -1.54% | 2.19% | 0.20% | 3.48% | -3.24% | 5.84% | -1.46% | 2.01% | 12.47% |
| 2020 | 2.53% | -6.85% | -13.37% | 8.70% | 6.29% | 4.05% | 7.63% | 6.65% | -2.54% | -2.58% | 11.03% | 5.56% | 27.06% |
| 2019 | 5.08% | 2.14% | 1.83% | 3.27% | -4.67% | 6.25% | 1.97% | -1.26% | -1.13% | 2.36% | 4.22% | 2.13% | 24.02% |
| 2018 | 7.12% | -2.53% | -2.89% | -0.11% | 3.40% | -0.63% | 2.24% | 4.23% | 0.70% | -10.57% | -1.43% | -3.14% | -4.65% |
| 2017 | 3.90% | 2.71% | 0.78% | 0.78% | 1.38% | -0.04% | 4.16% | 0.47% | 2.30% | 3.26% | 2.44% | 0.35% | 24.80% |
| 2016 | -8.57% | 1.08% | 4.99% | -0.31% | 1.53% | -1.70% | 4.96% | -0.24% | 1.33% | -3.10% | 1.41% | 0.58% | 1.25% |
| 2015 | -3.97% | -3.97% |
Expense Ratio
Mix-New features an expense ratio of 0.50%, 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 Mix-New is 56, 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 | |
|---|---|---|---|---|---|
PTLC Pacer Trendpilot US Large Cap ETF | 3.04 | 4.04 | 1.57 | 4.37 | 19.72 |
PTNQ Pacer Trendpilot 100 ETF | 2.22 | 3.09 | 1.42 | 2.77 | 10.46 |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 2.75 | 3.61 | 1.45 | 1.85 | 19.91 |
IDMO Invesco S&P International Developed Momentum ETF | 1.59 | 2.14 | 1.28 | 2.23 | 9.38 |
Dividends
Dividend yield
Mix-New provided a 1.28% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.28% | 1.60% | 1.78% | 0.67% | 0.74% | 0.91% | 1.19% | 1.13% | 0.97% | 0.79% | 0.55% | 0.43% |
| Portfolio components: | ||||||||||||
PTLC Pacer Trendpilot US Large Cap ETF | 0.93% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.43% | 0.00% | 0.00% |
PTNQ Pacer Trendpilot 100 ETF | 1.27% | 1.47% | 0.62% | 0.00% | 0.16% | 0.44% | 0.45% | 0.32% | 0.30% | 0.22% | 0.00% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.63% | 0.87% | 1.59% | 0.13% | 0.08% | 0.01% | 0.05% | 0.13% | 0.33% | 0.01% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 2.28% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% | 1.70% |
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 Mix-New. 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 Mix-New was 30.20%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Mix-New drawdown is 1.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -18.7% | Nov 19, 2021 | 213 | Sep 26, 2022 | 294 | Nov 27, 2023 | 507 |
| -16.83% | Sep 28, 2018 | 60 | Dec 24, 2018 | 135 | Jul 10, 2019 | 195 |
| -15.79% | Dec 3, 2015 | 47 | Feb 10, 2016 | 236 | Jan 18, 2017 | 283 |
| -13.39% | Feb 16, 2021 | 15 | Mar 8, 2021 | 126 | Sep 3, 2021 | 141 |
Volatility
Volatility Chart
The current Mix-New volatility is 3.51%, 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
| IDMO | QMOM | PTLC | PTNQ | |
|---|---|---|---|---|
| IDMO | 1.00 | 0.53 | 0.45 | 0.45 |
| QMOM | 0.53 | 1.00 | 0.57 | 0.62 |
| PTLC | 0.45 | 0.57 | 1.00 | 0.75 |
| PTNQ | 0.45 | 0.62 | 0.75 | 1.00 |