Labor Day 2023
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Labor Day 2023, 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
As of Sep 23, 2023, the Labor Day 2023 returned 17.41% Year-To-Date and 16.35% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.10% |
Labor Day 2023 | -1.11% | 10.67% | 17.41% | 26.86% | 16.23% | 16.35% |
Portfolio components: | ||||||
MRFOX Marshfield Concentrated Opportunity Fund | 0.70% | 8.76% | 7.59% | 25.21% | 13.87% | 14.54% |
LSGRX Loomis Sayles Growth Fund | -2.43% | 14.13% | 32.99% | 38.24% | 11.91% | 12.58% |
ATRFX Catalyst Systematic Alpha Class I | 0.68% | 15.07% | 20.54% | 29.25% | 13.05% | 12.37% |
PTNQ Pacer Trendpilot 100 ETF | -0.08% | 15.38% | 24.92% | 23.39% | 11.86% | 12.98% |
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | -3.23% | -4.48% | 0.27% | -0.03% | 9.81% | 9.98% |
LRGE ClearBridge Large Cap Growth ESG ETF | -2.11% | 12.66% | 27.07% | 29.95% | 10.29% | 11.17% |
CWS AdvisorShares Focused Equity ETF | -2.30% | 7.71% | 10.61% | 25.55% | 9.78% | 11.35% |
DGRW WisdomTree U.S. Dividend Growth Fund | -1.73% | 7.24% | 7.72% | 17.91% | 9.99% | 11.11% |
HEWJ iShares Currency Hedged MSCI Japan ETF | 5.71% | 26.54% | 33.74% | 34.09% | 9.95% | 9.60% |
XLG Invesco S&P 500® Top 50 ETF | -0.88% | 16.79% | 32.05% | 35.55% | 26.85% | 28.82% |
PAVE Global X US Infrastructure Development ETF | -3.46% | 11.95% | 14.19% | 30.74% | 12.50% | 12.74% |
OBMCX Oberweis Micro Cap Fund | -5.12% | -0.85% | 6.61% | 20.91% | 11.79% | 12.70% |
FMIMX FMI Common Stock Fund | -1.36% | 7.11% | 10.92% | 23.46% | 9.49% | 9.60% |
HEDJ WisdomTree Europe Hedged Equity Fund | -0.18% | 6.78% | 20.43% | 34.15% | 10.11% | 9.43% |
MOWIX Moerus Worldwide Value Fund | -0.99% | 16.27% | 13.26% | 30.93% | 54.34% | 48.46% |
Returns over 1 year are annualized |
Asset Correlations Table
ATRFX | INDS | MOWIX | HEWJ | PTNQ | CWS | HEDJ | OBMCX | FMIMX | PAVE | LRGE | MRFOX | XLG | LSGRX | DGRW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATRFX | 1.00 | 0.12 | 0.17 | 0.09 | 0.11 | 0.16 | 0.12 | 0.11 | 0.13 | 0.13 | 0.14 | 0.10 | 0.13 | 0.15 | 0.12 |
INDS | 0.12 | 1.00 | 0.40 | 0.38 | 0.47 | 0.59 | 0.48 | 0.49 | 0.54 | 0.52 | 0.53 | 0.57 | 0.53 | 0.54 | 0.61 |
MOWIX | 0.17 | 0.40 | 1.00 | 0.56 | 0.42 | 0.52 | 0.61 | 0.61 | 0.67 | 0.68 | 0.50 | 0.58 | 0.50 | 0.54 | 0.58 |
HEWJ | 0.09 | 0.38 | 0.56 | 1.00 | 0.56 | 0.56 | 0.73 | 0.62 | 0.65 | 0.66 | 0.62 | 0.64 | 0.64 | 0.66 | 0.69 |
PTNQ | 0.11 | 0.47 | 0.42 | 0.56 | 1.00 | 0.60 | 0.63 | 0.65 | 0.54 | 0.55 | 0.84 | 0.61 | 0.86 | 0.86 | 0.74 |
CWS | 0.16 | 0.59 | 0.52 | 0.56 | 0.60 | 1.00 | 0.66 | 0.64 | 0.71 | 0.70 | 0.72 | 0.74 | 0.69 | 0.72 | 0.80 |
HEDJ | 0.12 | 0.48 | 0.61 | 0.73 | 0.63 | 0.66 | 1.00 | 0.65 | 0.71 | 0.71 | 0.69 | 0.71 | 0.70 | 0.73 | 0.77 |
OBMCX | 0.11 | 0.49 | 0.61 | 0.62 | 0.65 | 0.64 | 0.65 | 1.00 | 0.79 | 0.78 | 0.71 | 0.72 | 0.69 | 0.75 | 0.72 |
FMIMX | 0.13 | 0.54 | 0.67 | 0.65 | 0.54 | 0.71 | 0.71 | 0.79 | 1.00 | 0.91 | 0.64 | 0.83 | 0.65 | 0.69 | 0.81 |
PAVE | 0.13 | 0.52 | 0.68 | 0.66 | 0.55 | 0.70 | 0.71 | 0.78 | 0.91 | 1.00 | 0.65 | 0.83 | 0.65 | 0.68 | 0.82 |
LRGE | 0.14 | 0.53 | 0.50 | 0.62 | 0.84 | 0.72 | 0.69 | 0.71 | 0.64 | 0.65 | 1.00 | 0.70 | 0.87 | 0.91 | 0.81 |
MRFOX | 0.10 | 0.57 | 0.58 | 0.64 | 0.61 | 0.74 | 0.71 | 0.72 | 0.83 | 0.83 | 0.70 | 1.00 | 0.72 | 0.75 | 0.86 |
XLG | 0.13 | 0.53 | 0.50 | 0.64 | 0.86 | 0.69 | 0.70 | 0.69 | 0.65 | 0.65 | 0.87 | 0.72 | 1.00 | 0.91 | 0.86 |
LSGRX | 0.15 | 0.54 | 0.54 | 0.66 | 0.86 | 0.72 | 0.73 | 0.75 | 0.69 | 0.68 | 0.91 | 0.75 | 0.91 | 1.00 | 0.83 |
DGRW | 0.12 | 0.61 | 0.58 | 0.69 | 0.74 | 0.80 | 0.77 | 0.72 | 0.81 | 0.82 | 0.81 | 0.86 | 0.86 | 0.83 | 1.00 |
Dividend yield
Labor Day 2023 granted a 5.76% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Labor Day 2023 | 5.76% | 7.17% | 9.06% | 4.27% | 17.81% | 8.08% | 6.67% | 5.64% | 8.94% | 10.01% | 7.66% | 10.52% |
Portfolio components: | ||||||||||||
MRFOX Marshfield Concentrated Opportunity Fund | 0.33% | 0.35% | 6.80% | 2.89% | 1.53% | 2.17% | 2.35% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
LSGRX Loomis Sayles Growth Fund | 12.39% | 16.47% | 5.49% | 5.36% | 3.43% | 7.60% | 3.32% | 2.09% | 0.77% | 0.98% | 0.43% | 1.51% |
ATRFX Catalyst Systematic Alpha Class I | 5.07% | 5.03% | 5.74% | 23.35% | 4.13% | 1.93% | 0.00% | 1.29% | 1.46% | 0.93% | 0.00% | 0.00% |
PTNQ Pacer Trendpilot 100 ETF | 0.50% | 0.62% | 0.00% | 0.16% | 0.44% | 0.46% | 0.33% | 0.31% | 0.23% | 0.00% | 0.00% | 0.00% |
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | 4.54% | 2.72% | 1.31% | 1.81% | 2.48% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRGE ClearBridge Large Cap Growth ESG ETF | 1.58% | 2.01% | 1.23% | 0.38% | 0.38% | 2.23% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWS AdvisorShares Focused Equity ETF | 0.46% | 0.50% | 0.16% | 0.28% | 0.39% | 2.65% | 0.30% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.94% | 2.18% | 1.84% | 2.01% | 2.37% | 2.68% | 1.95% | 2.45% | 2.56% | 2.15% | 1.29% | 0.00% |
HEWJ iShares Currency Hedged MSCI Japan ETF | 35.39% | 47.95% | 2.96% | 1.78% | 4.18% | 2.13% | 1.90% | 2.99% | 5.27% | 3.60% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 8.67% | 14.29% | 11.30% | 16.85% | 24.96% | 37.67% | 42.31% | 55.65% | 72.25% | 84.59% | 104.81% | 145.93% |
PAVE Global X US Infrastructure Development ETF | 0.73% | 0.84% | 0.49% | 0.45% | 0.68% | 0.80% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OBMCX Oberweis Micro Cap Fund | 1.29% | 1.37% | 24.69% | 0.00% | 0.00% | 24.78% | 17.81% | 0.08% | 5.22% | 14.07% | 0.00% | 0.00% |
FMIMX FMI Common Stock Fund | 5.99% | 6.65% | 13.27% | 0.92% | 5.98% | 12.95% | 16.52% | 7.71% | 17.70% | 22.53% | 0.92% | 0.75% |
HEDJ WisdomTree Europe Hedged Equity Fund | 7.03% | 6.02% | 4.70% | 6.25% | 4.54% | 7.09% | 6.18% | 7.80% | 28.59% | 21.23% | 7.50% | 9.65% |
MOWIX Moerus Worldwide Value Fund | 0.49% | 0.55% | 55.97% | 1.59% | 211.64% | 13.99% | 6.36% | 3.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Labor Day 2023 has a high expense ratio of 0.80%, 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 | |
---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 1.74 | ||||
LSGRX Loomis Sayles Growth Fund | 1.55 | ||||
ATRFX Catalyst Systematic Alpha Class I | 1.88 | ||||
PTNQ Pacer Trendpilot 100 ETF | 1.48 | ||||
INDS Pacer Benchmark Industrial Real Estate SCTR ETF | -0.11 | ||||
LRGE ClearBridge Large Cap Growth ESG ETF | 1.23 | ||||
CWS AdvisorShares Focused Equity ETF | 1.30 | ||||
DGRW WisdomTree U.S. Dividend Growth Fund | 1.07 | ||||
HEWJ iShares Currency Hedged MSCI Japan ETF | 2.07 | ||||
XLG Invesco S&P 500® Top 50 ETF | 1.68 | ||||
PAVE Global X US Infrastructure Development ETF | 1.15 | ||||
OBMCX Oberweis Micro Cap Fund | 0.63 | ||||
FMIMX FMI Common Stock Fund | 0.97 | ||||
HEDJ WisdomTree Europe Hedged Equity Fund | 1.92 | ||||
MOWIX Moerus Worldwide Value Fund | 1.48 |
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 Labor Day 2023. 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 Labor Day 2023 is 31.98%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
-19.66% | Jan 5, 2022 | 186 | Sep 30, 2022 | 168 | Jun 2, 2023 | 354 |
-16.8% | Sep 21, 2018 | 65 | Dec 24, 2018 | 38 | Feb 20, 2019 | 103 |
-7.08% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
-6.61% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility Chart
The current Labor Day 2023 volatility is 3.22%, 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.