AMPT 6BL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USD=X USD Cash | 2% | |
AAPL Apple Inc. | Technology | 25% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 15% |
MSFT Microsoft Corporation | Technology | 13% |
QQQ Invesco QQQ | Large Cap Blend Equities | 13% |
NVDA NVIDIA Corporation | Technology | 12% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 12% |
TMO Thermo Fisher Scientific Inc. | Healthcare | 8% |
Performance
The chart shows the growth of an initial investment of $10,000 in AMPT 6BL, 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 May 5, 2000, corresponding to the inception date of SMH
Returns
As of Dec 7, 2023, the AMPT 6BL returned 59.53% Year-To-Date and 27.54% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| AMPT 6BL | 59.53% | 3.93% | 9.48% | 51.31% | 32.28% | 27.51% |
| Portfolio components: | ||||||
AAPL Apple Inc. | 48.85% | 7.44% | 8.44% | 35.33% | 36.71% | 27.11% |
MSFT Microsoft Corporation | 55.15% | 3.65% | 14.52% | 51.79% | 30.03% | 27.62% |
NVDA NVIDIA Corporation | 211.50% | -0.53% | 21.44% | 184.75% | 65.73% | 62.15% |
QQQ Invesco QQQ | 45.24% | 4.29% | 10.70% | 37.62% | 19.88% | 17.24% |
SMH VanEck Vectors Semiconductor ETF | 55.22% | 5.04% | 9.00% | 48.94% | 32.53% | 26.07% |
TMO Thermo Fisher Scientific Inc. | -10.15% | 8.52% | -5.05% | -10.08% | 16.25% | 17.42% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 47.90% | 5.77% | 12.37% | 41.69% | 24.53% | 19.72% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 10.06% | 6.98% | 3.37% | -1.21% | -7.46% | -1.63% | 12.31% |
Not enough dataDividend yield
AMPT 6BL granted a 0.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 6BL | 0.62% | 0.89% | 0.50% | 0.68% | 1.46% | 1.56% | 1.32% | 1.47% | 1.87% | 1.71% | 1.90% | 2.11% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
MSFT Microsoft Corporation | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
QQQ Invesco QQQ | 0.56% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
SMH VanEck Vectors Semiconductor ETF | 1.52% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% | 7.44% |
TMO Thermo Fisher Scientific Inc. | 0.27% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% | 0.85% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.77% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | 1.74% |
Expense Ratio
The AMPT 6BL has an expense ratio of 0.09% which is considered to be low. 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 1.46 | ||||
MSFT Microsoft Corporation | 1.89 | ||||
NVDA NVIDIA Corporation | 3.45 | ||||
QQQ Invesco QQQ | 1.85 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.62 | ||||
TMO Thermo Fisher Scientific Inc. | -0.49 | ||||
USD=X USD Cash | N/A | ||||
XLK Technology Select Sector SPDR Fund | 1.96 |
Asset Correlations Table
| USD=X | TMO | AAPL | NVDA | MSFT | SMH | QQQ | XLK | |
|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| TMO | 0.00 | 1.00 | 0.37 | 0.39 | 0.44 | 0.48 | 0.57 | 0.56 |
| AAPL | 0.00 | 0.37 | 1.00 | 0.46 | 0.51 | 0.56 | 0.69 | 0.69 |
| NVDA | 0.00 | 0.39 | 0.46 | 1.00 | 0.49 | 0.71 | 0.67 | 0.67 |
| MSFT | 0.00 | 0.44 | 0.51 | 0.49 | 1.00 | 0.59 | 0.73 | 0.76 |
| SMH | 0.00 | 0.48 | 0.56 | 0.71 | 0.59 | 1.00 | 0.82 | 0.84 |
| QQQ | 0.00 | 0.57 | 0.69 | 0.67 | 0.73 | 0.82 | 1.00 | 0.94 |
| XLK | 0.00 | 0.56 | 0.69 | 0.67 | 0.76 | 0.84 | 0.94 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPT 6BL. 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 6BL was 64.91%, occurring on Oct 9, 2002. Recovery took 617 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.91% | Sep 5, 2000 | 547 | Oct 9, 2002 | 617 | Feb 15, 2005 | 1164 |
| -57.42% | Nov 7, 2007 | 272 | Nov 20, 2008 | 511 | Nov 4, 2010 | 783 |
| -35.53% | Dec 28, 2021 | 209 | Oct 14, 2022 | 160 | May 26, 2023 | 369 |
| -29.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 2, 2020 | 74 |
| -28.72% | Oct 4, 2018 | 58 | Dec 24, 2018 | 150 | Jul 22, 2019 | 208 |
Volatility Chart
The current AMPT 6BL volatility is 4.22%, 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.