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AMPT 7SM

Last updated Feb 23, 2024

Asset Allocation


AAPL 7%MSFT 7%GOOGL 6%NVDA 5%LLY 5%COST 5%XOM 5%UNH 5%CSCO 4%ADBE 4%COP 4%INTC 4%ZS 4%BRK-B 4%MSI 3%DELL 3%NFLX 2%TMUS 2%ZTS 2%PGR 2%CDNS 2%V 2%MMC 2%PWR 2%SYK 2%MRVL 2%LRCX 2%AMAT 2%USD=X 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

7%

MSFT
Microsoft Corporation
Technology

7%

GOOGL
Alphabet Inc.
Communication Services

6%

NVDA
NVIDIA Corporation
Technology

5%

LLY
Eli Lilly and Company
Healthcare

5%

COST
Costco Wholesale Corporation
Consumer Defensive

5%

XOM

5%

UNH

5%

CSCO
Cisco Systems, Inc.
Technology

4%

ADBE
Adobe Inc
Technology

4%

COP
ConocoPhillips Company
Energy

4%

INTC
Intel Corporation
Technology

4%

ZS

4%

BRK-B
Berkshire Hathaway Inc.
Financial Services

4%

MSI
Motorola Solutions, Inc.
Technology

3%

DELL
Dell Technologies Inc.
Technology

3%

NFLX
Netflix, Inc.
Communication Services

2%

TMUS

2%

ZTS

2%

PGR
The Progressive Corporation
Financial Services

2%

CDNS
Cadence Design Systems, Inc.
Technology

2%

V

2%

MMC
Marsh & McLennan Companies, Inc.
Financial Services

2%

PWR

2%

SYK

2%

MRVL
Marvell Technology Group Ltd.
Technology

2%

LRCX
Lam Research Corporation
Technology

2%

AMAT
Applied Materials, Inc.
Technology

2%

USD=X

1%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMPT 7SM, 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
24.43%
16.24%
AMPT 7SM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.65%4.57%16.24%27.46%12.76%10.68%
AMPT 7SM9.03%4.95%24.42%56.27%28.49%N/A
AAPL
Apple Inc.
-4.12%-5.42%4.80%24.47%33.29%27.27%
MSFT
Microsoft Corporation
9.67%3.39%29.15%65.01%30.04%29.19%
GOOGL
Alphabet Inc.
3.15%-2.01%11.03%57.22%20.09%16.89%
NVDA
NVIDIA Corporation
58.59%31.17%66.55%278.59%78.14%67.85%
LLY
Eli Lilly and Company
32.26%22.44%40.95%135.84%44.39%32.29%
MSI
Motorola Solutions, Inc.
5.73%0.48%20.86%26.94%19.74%19.82%
COST
Costco Wholesale Corporation
11.42%6.96%41.73%52.11%28.77%23.14%
XOM
5.75%7.99%0.33%-1.11%11.07%N/A
UNH
0.01%2.13%8.66%9.31%15.66%N/A
CSCO
Cisco Systems, Inc.
-3.11%-6.16%-10.75%1.50%2.35%11.64%
ADBE
Adobe Inc
-9.89%-9.98%4.91%54.16%15.15%22.87%
COP
ConocoPhillips Company
-3.32%3.92%-1.26%11.28%13.30%8.83%
INTC
Intel Corporation
-14.22%-11.83%32.70%71.11%-1.28%8.70%
ZS
2.07%-6.78%61.84%71.12%33.95%N/A
NFLX
Netflix, Inc.
20.87%19.56%44.61%75.73%9.78%24.91%
TMUS
2.01%-0.12%23.21%11.49%16.93%N/A
ZTS
-0.13%4.55%8.82%19.23%15.94%N/A
PGR
The Progressive Corporation
20.95%12.55%46.17%35.50%23.46%26.37%
CDNS
Cadence Design Systems, Inc.
12.19%3.39%34.00%57.52%38.50%35.12%
V
9.19%4.80%18.96%29.98%14.46%N/A
DELL
Dell Technologies Inc.
15.27%6.50%56.37%115.43%25.70%N/A
MMC
Marsh & McLennan Companies, Inc.
8.19%2.95%7.28%26.32%18.29%17.69%
PWR
7.94%19.11%15.66%57.24%43.48%N/A
SYK
17.93%13.12%29.86%36.42%14.09%N/A
MRVL
Marvell Technology Group Ltd.
15.97%-1.03%22.23%63.36%28.52%17.70%
LRCX
Lam Research Corporation
20.57%13.72%44.80%100.29%39.79%35.47%
AMAT
Applied Materials, Inc.
23.45%19.77%40.68%82.46%38.22%28.24%
BRK-B
Berkshire Hathaway Inc.
16.40%11.56%17.18%36.94%14.94%13.90%
USD=X
0.00%0.00%0.00%0.00%0.00%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.67%
20233.74%1.64%-2.58%-0.44%9.71%3.14%

Sharpe Ratio

The current AMPT 7SM Sharpe ratio is 3.99. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.99

The Sharpe ratio of AMPT 7SM is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Chart placeholderNot enough data

Dividend yield

AMPT 7SM granted a 1.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 7SM1.01%1.07%1.23%1.08%1.49%1.19%1.33%1.37%1.37%1.76%1.49%1.73%
AAPL
Apple Inc.
0.52%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
LLY
Eli Lilly and Company
0.61%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MSI
Motorola Solutions, Inc.
1.09%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
COST
Costco Wholesale Corporation
2.60%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
XOM
3.55%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
UNH
1.38%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
CSCO
Cisco Systems, Inc.
3.21%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
ADBE
Adobe 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%
COP
ConocoPhillips Company
3.19%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
INTC
Intel Corporation
1.16%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ZS
0.00%0.00%0.00%0.00%0.00%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%
TMUS
0.40%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
ZTS
0.79%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%0.60%
PGR
The Progressive Corporation
0.60%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
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%
V
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
DELL
Dell Technologies Inc.
1.69%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
Marsh & McLennan Companies, Inc.
1.33%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%
PWR
0.14%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
SYK
0.86%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
MRVL
Marvell Technology Group Ltd.
0.34%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
LRCX
Lam Research Corporation
0.79%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
AMAT
Applied Materials, Inc.
0.64%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
BRK-B
Berkshire Hathaway 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%
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%

Expense Ratio

The AMPT 7SM has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
^GSPC
S&P 500
2.21
AMPT 7SM
AAPL
Apple Inc.
1.29
MSFT
Microsoft Corporation
2.82
GOOGL
Alphabet Inc.
2.08
NVDA
NVIDIA Corporation
5.79
LLY
Eli Lilly and Company
4.70
MSI
Motorola Solutions, Inc.
1.38
COST
Costco Wholesale Corporation
3.01
XOM
UNH
CSCO
Cisco Systems, Inc.
0.04
ADBE
Adobe Inc
1.72
COP
ConocoPhillips Company
0.38
INTC
Intel Corporation
1.74
ZS
NFLX
Netflix, Inc.
2.00
TMUS
ZTS
PGR
The Progressive Corporation
1.20
CDNS
Cadence Design Systems, Inc.
2.14
V
DELL
Dell Technologies Inc.
3.14
MMC
Marsh & McLennan Companies, Inc.
1.68
PWR
SYK
MRVL
Marvell Technology Group Ltd.
1.22
LRCX
Lam Research Corporation
2.86
AMAT
Applied Materials, Inc.
2.40
BRK-B
Berkshire Hathaway Inc.
2.80
USD=X

Asset Correlations Table

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

USD=XLLYCOPXOMPGRUNHZSTMUSNFLXPWRCOSTDELLMSISYKMMCZTSBRK-BINTCMRVLLRCXNVDAAMATVCSCOAAPLGOOGLADBECDNSMSFT
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.160.190.300.380.170.290.200.200.290.200.290.320.350.430.310.200.170.180.210.200.290.320.280.270.270.280.33
COP0.000.161.000.800.270.260.090.210.120.410.130.330.260.250.280.180.460.300.270.270.210.280.300.340.230.260.190.170.20
XOM0.000.190.801.000.280.270.070.220.120.430.180.340.280.270.300.210.520.310.250.290.190.290.330.360.240.260.160.180.18
PGR0.000.300.270.281.000.340.140.310.190.340.320.300.390.360.500.360.500.260.210.250.210.250.390.380.280.260.270.280.30
UNH0.000.380.260.270.341.000.150.350.230.310.350.250.370.390.430.410.430.260.220.250.240.250.370.380.330.320.280.300.37
ZS0.000.170.090.070.140.151.000.260.440.250.350.310.320.300.270.370.180.320.460.380.500.380.350.330.430.440.580.570.51
TMUS0.000.290.210.220.310.350.261.000.340.320.380.320.400.400.370.390.400.330.330.340.350.340.430.410.380.390.400.400.43
NFLX0.000.200.120.120.190.230.440.341.000.250.370.300.320.330.310.370.270.440.440.400.530.410.410.370.520.510.580.520.54
PWR0.000.200.410.430.340.310.250.320.251.000.340.440.420.410.450.380.520.410.420.460.390.460.410.440.400.360.350.420.36
COST0.000.290.130.180.320.350.350.380.370.341.000.330.430.390.460.470.400.390.400.420.440.420.440.460.480.460.480.480.52
DELL0.000.200.330.340.300.250.310.320.300.440.331.000.400.400.380.340.460.480.490.490.460.500.450.520.440.430.440.450.46
MSI0.000.290.260.280.390.370.320.400.320.420.430.401.000.490.540.480.470.360.390.390.380.390.510.560.440.440.450.490.49
SYK0.000.320.250.270.360.390.300.400.330.410.390.400.491.000.510.530.490.430.360.400.390.400.560.470.430.450.480.490.51
MMC0.000.350.280.300.500.430.270.370.310.450.460.380.540.511.000.540.580.400.360.390.360.380.530.490.440.440.440.480.48
ZTS0.000.430.180.210.360.410.370.390.370.380.470.340.480.530.541.000.420.410.400.430.440.420.500.460.490.470.520.530.54
BRK-B0.000.310.460.520.500.430.180.400.270.520.400.460.470.490.580.421.000.440.390.440.370.440.530.530.440.450.360.360.44
INTC0.000.200.300.310.260.260.320.330.440.410.390.480.360.430.400.410.441.000.610.630.590.650.470.550.540.520.520.550.55
MRVL0.000.170.270.250.210.220.460.330.440.420.400.490.390.360.360.400.390.611.000.690.710.690.460.520.560.540.570.610.57
LRCX0.000.180.270.290.250.250.380.340.400.460.420.490.390.400.390.430.440.630.691.000.680.910.490.500.570.550.560.620.57
NVDA0.000.210.210.190.210.240.500.350.530.390.440.460.380.390.360.440.370.590.710.681.000.680.500.480.620.610.660.680.67
AMAT0.000.200.280.290.250.250.380.340.410.460.420.500.390.400.380.420.440.650.690.910.681.000.490.490.560.560.550.620.58
V0.000.290.300.330.390.370.350.430.410.410.440.450.510.560.530.500.530.470.460.490.500.491.000.540.540.580.600.540.62
CSCO0.000.320.340.360.380.380.330.410.370.440.460.520.560.470.490.460.530.550.520.500.480.490.541.000.560.530.530.520.57
AAPL0.000.280.230.240.280.330.430.380.520.400.480.440.440.430.440.490.440.540.560.570.620.560.540.561.000.660.630.620.70
GOOGL0.000.270.260.260.260.320.440.390.510.360.460.430.440.450.440.470.450.520.540.550.610.560.580.530.661.000.680.610.75
ADBE0.000.270.190.160.270.280.580.400.580.350.480.440.450.480.440.520.360.520.570.560.660.550.600.530.630.681.000.730.77
CDNS0.000.280.170.180.280.300.570.400.520.420.480.450.490.490.480.530.360.550.610.620.680.620.540.520.620.610.731.000.70
MSFT0.000.330.200.180.300.370.510.430.540.360.520.460.490.510.480.540.440.550.570.570.670.580.620.570.700.750.770.701.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
AMPT 7SM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 7SM. 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 AMPT 7SM was 28.91%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.91%Feb 20, 202023Mar 23, 202051Jun 2, 202074
-22.65%Dec 28, 2021209Oct 14, 2022154May 18, 2023363
-20.1%Oct 4, 201858Dec 24, 201855Mar 11, 2019113
-10.19%Sep 3, 202042Oct 30, 202011Nov 16, 202053
-8.62%Apr 24, 201929Jun 3, 201922Jul 3, 201951

Volatility Chart

The current AMPT 7SM volatility is 4.60%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
4.60%
3.90%
AMPT 7SM
Benchmark (^GSPC)
Portfolio components
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