AMPT 6BL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
MSFT Microsoft Corporation | Technology | 13% |
NVDA NVIDIA Corporation | Technology | 12% |
QQQ Invesco QQQ | Large Cap Blend Equities | 13% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 12% |
TMO Thermo Fisher Scientific Inc. | Healthcare | 8% |
USD=X USD Cash | 2% | |
XLK Technology Select Sector SPDR Fund | Technology Equities | 15% |
Performance
Performance Chart
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 By Period
As of Sep 7, 2024, the AMPT 6BL returned 25.08% Year-To-Date and 28.37% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| AMPT 6BL | 25.08% | 0.39% | 9.67% | 37.75% | 32.90% | 28.26% |
| Portfolio components: | ||||||
AAPL Apple Inc | 15.13% | 3.64% | 29.66% | 24.57% | 32.34% | 24.74% |
MSFT Microsoft Corporation | 7.41% | -0.07% | -0.76% | 21.07% | 24.11% | 24.95% |
NVDA NVIDIA Corporation | 107.67% | -2.04% | 17.49% | 125.69% | 83.14% | 68.35% |
QQQ Invesco QQQ | 9.88% | 0.14% | 2.50% | 21.26% | 18.68% | 16.52% |
SMH VanEck Vectors Semiconductor ETF | 22.95% | -4.41% | -4.44% | 43.83% | 30.83% | 25.86% |
TMO Thermo Fisher Scientific Inc. | 15.33% | 1.88% | 2.43% | 18.27% | 15.61% | 17.05% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 6.30% | -0.39% | -1.32% | 18.93% | 20.68% | 18.45% |
Monthly Returns
The table below presents the monthly returns of AMPT 6BL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.13% | 7.77% | 2.80% | -3.85% | 10.71% | 7.96% | -0.59% | 1.17% | 25.08% | ||||
| 2023 | 12.33% | 3.15% | 12.36% | 0.59% | 10.06% | 6.98% | 3.37% | -1.21% | -7.46% | -1.63% | 12.31% | 3.94% | 67.34% |
| 2022 | -7.87% | -4.08% | 5.09% | -13.27% | -0.92% | -9.69% | 14.71% | -7.16% | -12.08% | 6.07% | 8.36% | -9.18% | -29.58% |
| 2021 | 1.48% | -1.29% | 0.79% | 6.08% | -0.33% | 9.76% | 3.56% | 5.23% | -5.49% | 10.52% | 8.50% | 1.71% | 47.18% |
| 2020 | 2.82% | -4.77% | -6.03% | 14.11% | 7.95% | 9.20% | 9.62% | 14.21% | -4.82% | -3.40% | 9.26% | 5.33% | 63.98% |
| 2019 | 6.94% | 5.73% | 7.08% | 5.80% | -11.23% | 11.17% | 3.60% | -0.82% | 3.40% | 7.34% | 5.89% | 7.15% | 63.55% |
| 2018 | 9.10% | 0.40% | -3.73% | -1.00% | 8.49% | -1.42% | 4.21% | 9.74% | -0.08% | -8.84% | -5.90% | -9.77% | -1.24% |
| 2017 | 4.31% | 4.38% | 3.35% | 1.27% | 8.81% | -2.66% | 4.83% | 5.24% | -0.13% | 8.66% | 0.62% | -0.52% | 44.65% |
| 2016 | -6.12% | -0.45% | 10.02% | -6.38% | 9.41% | -1.96% | 10.18% | 2.35% | 4.78% | -0.03% | 3.58% | 5.06% | 32.74% |
| 2015 | -1.89% | 8.96% | -3.19% | 3.61% | 2.36% | -4.81% | 0.91% | -4.08% | 0.39% | 11.02% | 2.94% | -2.09% | 13.60% |
| 2014 | -3.51% | 6.51% | 0.97% | 1.98% | 4.52% | 2.21% | 0.96% | 5.84% | -1.00% | 3.07% | 7.02% | -3.58% | 27.20% |
| 2013 | -0.93% | 0.87% | 1.93% | 4.47% | 4.15% | -4.52% | 5.14% | 2.40% | 2.11% | 5.22% | 4.48% | 2.72% | 31.37% |
Expense Ratio
AMPT 6BL has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of AMPT 6BL is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.22 | 1.85 | 1.23 | 1.59 | 3.76 |
MSFT Microsoft Corporation | 1.35 | 1.84 | 1.24 | 1.69 | 5.43 |
NVDA NVIDIA Corporation | 2.83 | 3.20 | 1.42 | 5.31 | 17.74 |
QQQ Invesco QQQ | 1.37 | 1.87 | 1.25 | 1.72 | 6.71 |
SMH VanEck Vectors Semiconductor ETF | 1.52 | 2.04 | 1.28 | 2.04 | 6.89 |
TMO Thermo Fisher Scientific Inc. | 1.03 | 1.52 | 1.20 | 0.61 | 4.18 |
USD=X USD Cash | — | — | — | — | — |
XLK Technology Select Sector SPDR Fund | 1.11 | 1.55 | 1.21 | 1.36 | 5.21 |
Dividends
Dividend yield
AMPT 6BL granted a 0.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 6BL | 0.48% | 0.51% | 0.89% | 0.50% | 0.68% | 1.46% | 1.56% | 1.32% | 1.47% | 1.87% | 1.70% | 1.90% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 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 | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
QQQ Invesco QQQ | 0.64% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SMH VanEck Vectors Semiconductor ETF | 0.48% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
TMO Thermo Fisher Scientific Inc. | 0.24% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
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 | 0.75% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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.
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.
The current AMPT 6BL drawdown is 11.36%.
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
Volatility Chart
The current AMPT 6BL volatility is 6.95%, 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.
Diversification
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 | 0.38 | 0.44 | 0.47 | 0.56 | 0.55 |
| AAPL | 0.00 | 0.37 | 1.00 | 0.45 | 0.51 | 0.55 | 0.69 | 0.69 |
| NVDA | 0.00 | 0.38 | 0.45 | 1.00 | 0.49 | 0.72 | 0.67 | 0.67 |
| MSFT | 0.00 | 0.44 | 0.51 | 0.49 | 1.00 | 0.59 | 0.73 | 0.76 |
| SMH | 0.00 | 0.47 | 0.55 | 0.72 | 0.59 | 1.00 | 0.82 | 0.84 |
| QQQ | 0.00 | 0.56 | 0.69 | 0.67 | 0.73 | 0.82 | 1.00 | 0.94 |
| XLK | 0.00 | 0.55 | 0.69 | 0.67 | 0.76 | 0.84 | 0.94 | 1.00 |