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AMPT 6BL

Last updated Dec 7, 2023

Asset Allocation


USD=X 2%AAPL 25%XLK 15%MSFT 13%QQQ 13%NVDA 12%SMH 12%TMO 8%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash
2%
AAPL
Apple Inc.
Technology25%
XLK
Technology Select Sector SPDR Fund
Technology Equities15%
MSFT
Microsoft Corporation
Technology13%
QQQ
Invesco QQQ
Large Cap Blend Equities13%
NVDA
NVIDIA Corporation
Technology12%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities12%
TMO
Thermo Fisher Scientific Inc.
Healthcare8%

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.48%
5.95%
AMPT 6BL
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
AMPT 6BL59.53%3.93%9.48%51.31%32.28%27.51%
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


JanFebMarAprMayJunJulAugSepOctNovDec
202310.06%6.98%3.37%-1.21%-7.46%-1.63%12.31%

Sharpe Ratio

The current AMPT 6BL Sharpe ratio is 2.69. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.69

The Sharpe ratio of AMPT 6BL 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 6BL granted a 0.62% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
AMPT 6BL0.62%0.89%0.50%0.68%1.46%1.56%1.32%1.47%1.87%1.71%1.90%2.11%
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.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.13%
0.00%2.15%

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
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

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

USD=XTMOAAPLNVDAMSFTSMHQQQXLK
USD=X0.000.000.000.000.000.000.000.00
TMO0.001.000.370.390.440.480.570.56
AAPL0.000.371.000.460.510.560.690.69
NVDA0.000.390.461.000.490.710.670.67
MSFT0.000.440.510.491.000.590.730.76
SMH0.000.480.560.710.591.000.820.84
QQQ0.000.570.690.670.730.821.000.94
XLK0.000.560.690.670.760.840.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.98%
-5.15%
AMPT 6BL
Benchmark (^GSPC)
Portfolio components

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, 2000547Oct 9, 2002617Feb 15, 20051164
-57.42%Nov 7, 2007272Nov 20, 2008511Nov 4, 2010783
-35.53%Dec 28, 2021209Oct 14, 2022160May 26, 2023369
-29.28%Feb 20, 202023Mar 23, 202051Jun 2, 202074
-28.72%Oct 4, 201858Dec 24, 2018150Jul 22, 2019208

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
2.93%
AMPT 6BL
Benchmark (^GSPC)
Portfolio components
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