PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

AMPT 6EL

Last updated Feb 23, 2024

Asset Allocation


USD=X 2%QQQ 23%XLK 23%MGK 15%RSP 15%SMH 12%XLE 10%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

2%

QQQ
Invesco QQQ
Large Cap Blend Equities

23%

XLK
Technology Select Sector SPDR Fund
Technology Equities

23%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

15%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

15%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

12%

XLE
Energy Select Sector SPDR Fund
Energy Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMPT 6EL, 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%15.00%20.00%SeptemberOctoberNovemberDecember2024February
20.89%
16.24%
AMPT 6EL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 21, 2007, corresponding to the inception date of MGK

Returns

As of Feb 23, 2024, the AMPT 6EL returned 7.65% Year-To-Date and 16.56% of annualized return in the last 10 years.


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 6EL7.65%4.58%20.89%42.74%20.83%16.56%
MGK
Vanguard Mega Cap Growth ETF
9.50%5.62%23.34%51.64%18.84%15.10%
QQQ
Invesco QQQ
6.97%3.45%21.76%49.91%20.46%17.45%
RSP
Invesco S&P 500® Equal Weight ETF
2.39%3.09%11.22%11.44%10.67%9.85%
SMH
VanEck Vectors Semiconductor ETF
20.05%11.07%41.91%80.32%33.81%27.69%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.21%7.30%1.45%7.45%10.52%3.62%
XLK
Technology Select Sector SPDR Fund
6.90%1.94%23.74%52.28%24.16%19.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.00%
20233.93%-1.43%-4.84%-2.31%10.43%5.08%

Sharpe Ratio

The current AMPT 6EL Sharpe ratio is 2.72. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.72

The Sharpe ratio of AMPT 6EL lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

AMPT 6EL granted a 1.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 6EL1.01%1.06%1.45%1.04%1.41%2.11%1.85%1.57%1.47%1.96%1.64%1.55%
MGK
Vanguard Mega Cap Growth ETF
0.46%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
RSP
Invesco S&P 500® Equal Weight ETF
1.60%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
SMH
VanEck Vectors Semiconductor ETF
0.50%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%
XLE
Energy Select Sector SPDR Fund
3.44%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLK
Technology Select Sector SPDR Fund
0.71%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Expense Ratio

The AMPT 6EL features an expense ratio of 0.17%, falling within the medium range. 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%
0.07%
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
^GSPC
S&P 500
2.21
AMPT 6EL
MGK
Vanguard Mega Cap Growth ETF
3.15
QQQ
Invesco QQQ
3.02
RSP
Invesco S&P 500® Equal Weight ETF
0.84
SMH
VanEck Vectors Semiconductor ETF
2.94
USD=X
USD Cash
XLE
Energy Select Sector SPDR Fund
0.31
XLK
Technology Select Sector SPDR Fund
2.91

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=XXLESMHRSPXLKQQQMGK
USD=X0.000.000.000.000.000.000.00
XLE0.001.000.460.700.480.480.53
SMH0.000.461.000.720.830.820.78
RSP0.000.700.721.000.790.800.85
XLK0.000.480.830.791.000.950.93
QQQ0.000.480.820.800.951.000.96
MGK0.000.530.780.850.930.961.00

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 6EL
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 6EL. 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 6EL was 50.24%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.24%Dec 27, 2007313Mar 9, 2009460Dec 10, 2010773
-33.07%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-26.77%Dec 28, 2021209Oct 14, 2022172Jun 13, 2023381
-22.41%Oct 4, 201858Dec 24, 201874Apr 5, 2019132
-17.62%May 2, 2011111Oct 3, 201180Jan 23, 2012191

Volatility Chart

The current AMPT 6EL volatility is 4.80%, 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%SeptemberOctoberNovemberDecember2024February
4.80%
3.90%
AMPT 6EL
Benchmark (^GSPC)
Portfolio components
0 comments