AMPC JOHNSONB CURRENT 2024-03

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	2.70%
ADBE Adobe Inc	Technology	3.20%
AMGN Amgen Inc.	Healthcare	2%
CDNS Cadence Design Systems, Inc.	Technology	3.80%
COP ConocoPhillips Company	Energy	1%
COST Costco Wholesale Corporation	Consumer Defensive	3.90%
CSCO Cisco Systems, Inc.	Technology	2.30%
DELL Dell Technologies Inc.	Technology	5%
DLR Digital Realty Trust, Inc.	Real Estate	2%
GILD Gilead Sciences, Inc.	Healthcare	2%
GIS General Mills, Inc.	Consumer Defensive	1%
GOOGL Alphabet Inc Class A	Communication Services	3.80%
INTC Intel Corporation	Technology	3.60%
LLY Eli Lilly and Company	Healthcare	4%
MGK Vanguard Mega Cap Growth ETF	Large Cap Growth Equities	5%
MRK Merck & Co., Inc.	Healthcare	2.60%
MRSH Marsh & McLennan Companies, Inc	Financial Services	3.20%
MSFT Microsoft Corporation	Technology	4.10%
MSI Motorola Solutions, Inc.	Technology	3%
NFLX Netflix, Inc.	Communication Services	4%
PGR The Progressive Corporation	Financial Services	3.70%
PM Philip Morris International Inc.	Consumer Defensive	1%
PNC The PNC Financial Services Group, Inc.	Financial Services	1%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	5.50%
SO The Southern Company	Utilities	1%
TFC Truist Financial Corporation	Financial Services	1%
TMUS T-Mobile US, Inc.	Communication Services	3.40%
UNH UnitedHealth Group Incorporated	Healthcare	1%
UPS United Parcel Service, Inc.	Industrials	1%
USD=X USD Cash		1.10%
VZ Verizon Communications Inc.	Communication Services	1%
WMB The Williams Companies, Inc.	Energy	2.60%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	5%
XOM Exxon Mobil Corporation	Energy	2.80%
ZS Zscaler, Inc.	Technology	3.70%
ZTS Zoetis Inc.	Healthcare	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC JOHNSONB CURRENT 2024-03, 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.

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The earliest data available for this chart is Dec 21, 2018, corresponding to the inception date of DELL

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio AMPC JOHNSONB CURRENT 2024-03	0.00%	-1.75%	1.55%	0.39%	16.85%	22.38%	16.89%	—
Portfolio components:
DELL Dell Technologies Inc.	2.95%	20.11%	39.13%	19.26%	86.31%	65.27%	33.44%	—
NFLX Netflix, Inc.	3.25%	0.98%	5.23%	-15.13%	5.46%	41.49%	12.83%	25.19%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
COST Costco Wholesale Corporation	1.85%	0.71%	17.86%	11.02%	5.74%	28.60%	24.74%	22.54%
CDNS Cadence Design Systems, Inc.	-0.52%	-7.29%	-10.83%	-19.73%	5.20%	9.65%	14.52%	28.03%
ZS Zscaler, Inc.	1.38%	-10.42%	-38.40%	-54.95%	-33.08%	7.07%	-4.65%	—
PGR The Progressive Corporation	1.03%	-8.44%	-8.77%	-14.68%	-26.04%	13.80%	18.00%	22.03%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
INTC Intel Corporation	4.89%	16.89%	36.53%	35.07%	129.21%	16.21%	-3.01%	7.04%
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 22, 2018, AMPC JOHNSONB CURRENT 2024-03's average daily return is +0.06%, while the average monthly return is +1.77%. At this rate, your investment would double in approximately 3.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Apr 2022 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AMPC JOHNSONB CURRENT 2024-03 closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.91%	3.16%	-3.52%	1.12%									1.55%
2025	2.18%	2.20%	-3.73%	0.66%	4.41%	4.17%	-0.51%	2.23%	4.22%	1.34%	-0.01%	-1.44%	16.52%
2024	3.54%	3.76%	2.70%	-4.11%	4.99%	4.58%	-1.53%	3.68%	0.39%	0.11%	5.81%	-5.04%	19.76%
2023	6.07%	-2.89%	5.53%	0.91%	3.37%	6.36%	2.78%	1.37%	-1.55%	0.67%	9.43%	3.43%	40.95%
2022	-5.93%	-1.99%	4.29%	-8.84%	1.50%	-5.04%	7.51%	-4.06%	-7.64%	8.75%	6.18%	-6.13%	-12.77%
2021	0.19%	2.94%	3.06%	4.25%	1.49%	4.68%	2.25%	4.32%	-3.85%	8.08%	-0.26%	3.68%	34.94%

Benchmark Metrics

AMPC JOHNSONB CURRENT 2024-03 has an annualized alpha of 8.14%, beta of 0.92, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since December 22, 2018.

This portfolio captured 103.62% of S&P 500 Index gains but only 71.93% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.14%

Beta: 0.92

R²: 0.91

Upside Capture: 103.62%

Downside Capture: 71.93%

Expense Ratio

AMPC JOHNSONB CURRENT 2024-03 has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQ

Invesco QQQ ETF

XLK

State Street Technology Select Sector SPDR ETF

MGK

Vanguard Mega Cap Growth ETF

Return for Risk

Risk / Return Rank

AMPC JOHNSONB CURRENT 2024-03 ranks 50 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.88	+0.45
Sortino ratio Return per unit of downside risk	2.00	1.37	+0.63
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	1.80	1.39	+0.41
Martin ratio Return relative to average drawdown	5.18	6.43	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DELL Dell Technologies Inc.	81	1.55	2.16	1.30	2.88	6.37
NFLX Netflix, Inc.	42	0.16	0.48	1.06	0.14	0.30
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
COST Costco Wholesale Corporation	45	0.29	0.56	1.07	0.36	0.72
CDNS Cadence Design Systems, Inc.	44	0.13	0.49	1.06	0.27	0.60
ZS Zscaler, Inc.	15	-0.72	-0.83	0.88	-0.51	-1.17
PGR The Progressive Corporation	6	-1.04	-1.35	0.83	-0.91	-1.47
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
INTC Intel Corporation	89	1.94	2.64	1.33	5.32	12.19
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AMPC JOHNSONB CURRENT 2024-03 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.33
5-Year: 1.04
All Time: 1.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of AMPC JOHNSONB CURRENT 2024-03 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AMPC JOHNSONB CURRENT 2024-03 provided a 1.61% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.61%	1.46%	1.46%	1.61%	1.72%	1.63%	1.91%	1.69%	1.76%	1.68%	1.75%	1.98%
Portfolio components:
DELL Dell Technologies Inc.	1.20%	1.60%	1.48%	1.88%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CDNS Cadence Design Systems, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ZS Zscaler, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PGR The Progressive Corporation	7.17%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the AMPC JOHNSONB CURRENT 2024-03. 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 AMPC JOHNSONB CURRENT 2024-03 was 25.53%, occurring on Mar 23, 2020. Recovery took 67 trading sessions.

The current AMPC JOHNSONB CURRENT 2024-03 drawdown is 2.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.53%	Feb 20, 2020	33	Mar 23, 2020	67	May 29, 2020	100
-20.59%	Dec 28, 2021	289	Oct 12, 2022	237	Jun 6, 2023	526
-15.81%	Feb 19, 2025	49	Apr 8, 2025	56	Jun 3, 2025	105
-9.71%	Jul 11, 2024	26	Aug 5, 2024	65	Oct 9, 2024	91
-9.53%	Sep 3, 2020	58	Oct 30, 2020	32	Dec 1, 2020	90

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 36 assets, with an effective number of assets of 29.01, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	USD=X	GIS	COP	SO	VZ	XOM	MRK	PM	LLY	UNH	PGR	GILD	ZS	WMB	NFLX	ABBV	DLR	TMUS	DELL	AMGN	PNC	TFC	COST	UPS	INTC	GOOGL	MSI	ZTS	MRSH	ADBE	CDNS	CSCO	MSFT	XLK	MGK	QQQ	Portfolio
Benchmark	1.00	0.00	0.13	0.36	0.26	0.26	0.36	0.26	0.32	0.36	0.36	0.33	0.33	0.49	0.41	0.50	0.34	0.47	0.40	0.58	0.41	0.58	0.58	0.54	0.55	0.60	0.70	0.57	0.55	0.54	0.65	0.70	0.65	0.75	0.90	0.92	0.92	0.93
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GIS	0.13	0.00	1.00	0.10	0.40	0.35	0.12	0.33	0.29	0.15	0.22	0.28	0.29	-0.02	0.14	0.01	0.26	0.16	0.24	-0.02	0.30	0.13	0.12	0.19	0.21	0.04	0.01	0.17	0.22	0.28	0.05	0.02	0.16	0.06	0.00	0.03	0.03	0.14
COP	0.36	0.00	0.10	1.00	0.12	0.17	0.76	0.15	0.17	0.09	0.19	0.22	0.11	0.06	0.52	0.07	0.19	0.06	0.15	0.26	0.15	0.39	0.39	0.07	0.25	0.24	0.16	0.20	0.14	0.20	0.14	0.13	0.26	0.12	0.18	0.16	0.17	0.29
SO	0.26	0.00	0.40	0.12	1.00	0.41	0.15	0.28	0.34	0.21	0.24	0.29	0.26	-0.01	0.25	0.01	0.25	0.31	0.30	0.05	0.28	0.20	0.20	0.23	0.21	0.10	0.11	0.29	0.29	0.36	0.10	0.07	0.21	0.12	0.09	0.12	0.11	0.22
VZ	0.26	0.00	0.35	0.17	0.41	1.00	0.21	0.29	0.30	0.17	0.24	0.29	0.28	-0.03	0.22	0.05	0.27	0.21	0.38	0.09	0.30	0.27	0.27	0.19	0.26	0.14	0.07	0.24	0.25	0.31	0.11	0.05	0.25	0.09	0.09	0.10	0.09	0.23
XOM	0.36	0.00	0.12	0.76	0.15	0.21	1.00	0.17	0.24	0.10	0.19	0.22	0.16	0.04	0.54	0.05	0.21	0.06	0.17	0.25	0.17	0.40	0.39	0.10	0.27	0.25	0.16	0.20	0.15	0.21	0.12	0.13	0.27	0.10	0.17	0.15	0.16	0.30
MRK	0.26	0.00	0.33	0.15	0.28	0.29	0.17	1.00	0.23	0.40	0.30	0.28	0.34	0.03	0.15	0.06	0.41	0.18	0.20	0.10	0.42	0.17	0.18	0.16	0.21	0.11	0.12	0.24	0.40	0.30	0.13	0.13	0.20	0.13	0.13	0.13	0.13	0.28
PM	0.32	0.00	0.29	0.17	0.34	0.30	0.24	0.23	1.00	0.17	0.20	0.26	0.26	0.04	0.28	0.09	0.29	0.19	0.24	0.16	0.27	0.28	0.28	0.23	0.22	0.15	0.15	0.27	0.27	0.31	0.14	0.10	0.26	0.15	0.15	0.18	0.17	0.27
LLY	0.36	0.00	0.15	0.09	0.21	0.17	0.10	0.40	0.17	1.00	0.27	0.21	0.24	0.17	0.14	0.16	0.36	0.23	0.20	0.17	0.37	0.11	0.11	0.24	0.16	0.15	0.22	0.23	0.34	0.28	0.22	0.25	0.24	0.26	0.28	0.31	0.30	0.41
UNH	0.36	0.00	0.22	0.19	0.24	0.24	0.19	0.30	0.20	0.27	1.00	0.27	0.24	0.09	0.20	0.11	0.29	0.17	0.24	0.14	0.30	0.22	0.22	0.24	0.27	0.18	0.20	0.28	0.32	0.35	0.20	0.18	0.26	0.22	0.22	0.22	0.22	0.32
PGR	0.33	0.00	0.28	0.22	0.29	0.29	0.22	0.28	0.26	0.21	0.27	1.00	0.24	0.06	0.21	0.12	0.26	0.17	0.30	0.18	0.25	0.28	0.28	0.26	0.22	0.15	0.11	0.33	0.25	0.46	0.19	0.15	0.26	0.19	0.20	0.20	0.18	0.34
GILD	0.33	0.00	0.29	0.11	0.26	0.28	0.16	0.34	0.26	0.24	0.24	0.24	1.00	0.11	0.19	0.14	0.39	0.18	0.28	0.15	0.48	0.24	0.23	0.23	0.25	0.20	0.18	0.24	0.28	0.29	0.20	0.17	0.33	0.20	0.22	0.23	0.25	0.34
ZS	0.49	0.00	-0.02	0.06	-0.01	-0.03	0.04	0.03	0.04	0.17	0.09	0.06	0.11	1.00	0.12	0.40	0.09	0.27	0.19	0.27	0.12	0.13	0.15	0.29	0.18	0.28	0.39	0.25	0.29	0.20	0.53	0.53	0.31	0.49	0.52	0.54	0.55	0.55
WMB	0.41	0.00	0.14	0.52	0.25	0.22	0.54	0.15	0.28	0.14	0.20	0.21	0.19	0.12	1.00	0.14	0.25	0.19	0.20	0.28	0.21	0.38	0.38	0.15	0.26	0.26	0.19	0.27	0.19	0.23	0.14	0.17	0.31	0.17	0.24	0.24	0.24	0.35
NFLX	0.50	0.00	0.01	0.07	0.01	0.05	0.05	0.06	0.09	0.16	0.11	0.12	0.14	0.40	0.14	1.00	0.09	0.22	0.25	0.27	0.18	0.14	0.14	0.31	0.16	0.33	0.39	0.27	0.25	0.23	0.47	0.44	0.29	0.47	0.48	0.53	0.54	0.53
ABBV	0.34	0.00	0.26	0.19	0.25	0.27	0.21	0.41	0.29	0.36	0.29	0.26	0.39	0.09	0.25	0.09	1.00	0.16	0.23	0.17	0.47	0.25	0.26	0.19	0.29	0.19	0.18	0.25	0.33	0.32	0.19	0.17	0.28	0.19	0.21	0.22	0.22	0.35
DLR	0.47	0.00	0.16	0.06	0.31	0.21	0.06	0.18	0.19	0.23	0.17	0.17	0.18	0.27	0.19	0.22	0.16	1.00	0.24	0.25	0.24	0.21	0.20	0.31	0.26	0.25	0.29	0.30	0.34	0.27	0.29	0.35	0.31	0.34	0.40	0.41	0.40	0.44
TMUS	0.40	0.00	0.24	0.15	0.30	0.38	0.17	0.20	0.24	0.20	0.24	0.30	0.28	0.19	0.20	0.25	0.23	0.24	1.00	0.20	0.26	0.23	0.22	0.31	0.26	0.21	0.22	0.37	0.31	0.36	0.31	0.26	0.33	0.29	0.30	0.32	0.33	0.41
DELL	0.58	0.00	-0.02	0.26	0.05	0.09	0.25	0.10	0.16	0.17	0.14	0.18	0.15	0.27	0.28	0.27	0.17	0.25	0.20	1.00	0.20	0.31	0.36	0.25	0.27	0.42	0.33	0.30	0.24	0.26	0.34	0.44	0.43	0.40	0.53	0.48	0.49	0.57
AMGN	0.41	0.00	0.30	0.15	0.28	0.30	0.17	0.42	0.27	0.37	0.30	0.25	0.48	0.12	0.21	0.18	0.47	0.24	0.26	0.20	1.00	0.25	0.28	0.26	0.30	0.28	0.22	0.26	0.37	0.30	0.25	0.23	0.34	0.25	0.28	0.28	0.31	0.42
PNC	0.58	0.00	0.13	0.39	0.20	0.27	0.40	0.17	0.28	0.11	0.22	0.28	0.24	0.13	0.38	0.14	0.25	0.21	0.23	0.31	0.25	1.00	0.81	0.21	0.40	0.35	0.26	0.31	0.26	0.33	0.24	0.22	0.37	0.24	0.34	0.34	0.34	0.42
TFC	0.58	0.00	0.12	0.39	0.20	0.27	0.39	0.18	0.28	0.11	0.22	0.28	0.23	0.15	0.38	0.14	0.26	0.20	0.22	0.36	0.28	0.81	1.00	0.20	0.42	0.33	0.28	0.29	0.25	0.34	0.23	0.24	0.37	0.25	0.34	0.35	0.35	0.43
COST	0.54	0.00	0.19	0.07	0.23	0.19	0.10	0.16	0.23	0.24	0.24	0.26	0.23	0.29	0.15	0.31	0.19	0.31	0.31	0.25	0.26	0.21	0.20	1.00	0.29	0.29	0.34	0.39	0.37	0.38	0.39	0.39	0.36	0.42	0.45	0.48	0.49	0.51
UPS	0.55	0.00	0.21	0.25	0.21	0.26	0.27	0.21	0.22	0.16	0.27	0.22	0.25	0.18	0.26	0.16	0.29	0.26	0.26	0.27	0.30	0.40	0.42	0.29	1.00	0.35	0.28	0.29	0.39	0.35	0.33	0.31	0.39	0.30	0.40	0.39	0.40	0.44
INTC	0.60	0.00	0.04	0.24	0.10	0.14	0.25	0.11	0.15	0.15	0.18	0.15	0.20	0.28	0.26	0.33	0.19	0.25	0.21	0.42	0.28	0.35	0.33	0.29	0.35	1.00	0.41	0.29	0.30	0.27	0.40	0.44	0.43	0.43	0.58	0.52	0.57	0.59
GOOGL	0.70	0.00	0.01	0.16	0.11	0.07	0.16	0.12	0.15	0.22	0.20	0.11	0.18	0.39	0.19	0.39	0.18	0.29	0.22	0.33	0.22	0.26	0.28	0.34	0.28	0.41	1.00	0.33	0.34	0.27	0.52	0.50	0.41	0.62	0.64	0.71	0.71	0.63
MSI	0.57	0.00	0.17	0.20	0.29	0.24	0.20	0.24	0.27	0.23	0.28	0.33	0.24	0.25	0.27	0.27	0.25	0.30	0.37	0.30	0.26	0.31	0.29	0.39	0.29	0.29	0.33	1.00	0.37	0.47	0.35	0.39	0.49	0.38	0.45	0.45	0.44	0.54
ZTS	0.55	0.00	0.22	0.14	0.29	0.25	0.15	0.40	0.27	0.34	0.32	0.25	0.28	0.29	0.19	0.25	0.33	0.34	0.31	0.24	0.37	0.26	0.25	0.37	0.39	0.30	0.34	0.37	1.00	0.46	0.41	0.39	0.34	0.38	0.42	0.45	0.44	0.54
MRSH	0.54	0.00	0.28	0.20	0.36	0.31	0.21	0.30	0.31	0.28	0.35	0.46	0.29	0.20	0.23	0.23	0.32	0.27	0.36	0.26	0.30	0.33	0.34	0.38	0.35	0.27	0.27	0.47	0.46	1.00	0.37	0.33	0.40	0.35	0.36	0.39	0.36	0.51
ADBE	0.65	0.00	0.05	0.14	0.10	0.11	0.12	0.13	0.14	0.22	0.20	0.19	0.20	0.53	0.14	0.47	0.19	0.29	0.31	0.34	0.25	0.24	0.23	0.39	0.33	0.40	0.52	0.35	0.41	0.37	1.00	0.60	0.41	0.64	0.65	0.66	0.66	0.67
CDNS	0.70	0.00	0.02	0.13	0.07	0.05	0.13	0.13	0.10	0.25	0.18	0.15	0.17	0.53	0.17	0.44	0.17	0.35	0.26	0.44	0.23	0.22	0.24	0.39	0.31	0.44	0.50	0.39	0.39	0.33	0.60	1.00	0.43	0.63	0.73	0.71	0.72	0.71
CSCO	0.65	0.00	0.16	0.26	0.21	0.25	0.27	0.20	0.26	0.24	0.26	0.26	0.33	0.31	0.31	0.29	0.28	0.31	0.33	0.43	0.34	0.37	0.37	0.36	0.39	0.43	0.41	0.49	0.34	0.40	0.41	0.43	1.00	0.44	0.57	0.52	0.55	0.61
MSFT	0.75	0.00	0.06	0.12	0.12	0.09	0.10	0.13	0.15	0.26	0.22	0.19	0.20	0.49	0.17	0.47	0.19	0.34	0.29	0.40	0.25	0.24	0.25	0.42	0.30	0.43	0.62	0.38	0.38	0.35	0.64	0.63	0.44	1.00	0.80	0.80	0.78	0.71
XLK	0.90	0.00	0.00	0.18	0.09	0.09	0.17	0.13	0.15	0.28	0.22	0.20	0.22	0.52	0.24	0.48	0.21	0.40	0.30	0.53	0.28	0.34	0.34	0.45	0.40	0.58	0.64	0.45	0.42	0.36	0.65	0.73	0.57	0.80	1.00	0.93	0.94	0.83
MGK	0.92	0.00	0.03	0.16	0.12	0.10	0.15	0.13	0.18	0.31	0.22	0.20	0.23	0.54	0.24	0.53	0.22	0.41	0.32	0.48	0.28	0.34	0.35	0.48	0.39	0.52	0.71	0.45	0.45	0.39	0.66	0.71	0.52	0.80	0.93	1.00	0.96	0.84
QQQ	0.92	0.00	0.03	0.17	0.11	0.09	0.16	0.13	0.17	0.30	0.22	0.18	0.25	0.55	0.24	0.54	0.22	0.40	0.33	0.49	0.31	0.34	0.35	0.49	0.40	0.57	0.71	0.44	0.44	0.36	0.66	0.72	0.55	0.78	0.94	0.96	1.00	0.85
Portfolio	0.93	0.00	0.14	0.29	0.22	0.23	0.30	0.28	0.27	0.41	0.32	0.34	0.34	0.55	0.35	0.53	0.35	0.44	0.41	0.57	0.42	0.42	0.43	0.51	0.44	0.59	0.63	0.54	0.54	0.51	0.67	0.71	0.61	0.71	0.83	0.84	0.85	1.00

The correlation results are calculated based on daily price changes starting from Dec 22, 2018

AMPC JOHNSONB CURRENT 2024-03

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table