AMPT 5EN
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 5EN, 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 Every 3 months.
The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| AMPT 5EN | -3.18% | 4.11% | -5.15% | 8.39% | 13.69% | N/A |
| Portfolio components: | ||||||
DTD WisdomTree U.S. Total Dividend Fund | -0.38% | 3.14% | -4.36% | 9.93% | 13.83% | 10.05% |
MGK Vanguard Mega Cap Growth ETF | -5.76% | 5.26% | -4.64% | 13.72% | 16.67% | 15.49% |
QQQ Invesco QQQ | -4.41% | 4.71% | -4.80% | 11.32% | 16.84% | 17.26% |
RSP Invesco S&P 500® Equal Weight ETF | -1.04% | 4.49% | -5.48% | 5.76% | 13.78% | 9.62% |
SMH VanEck Vectors Semiconductor ETF | -7.75% | 5.96% | -13.48% | 2.00% | 26.53% | 24.50% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | -6.25% | 6.74% | -7.94% | 7.00% | 18.36% | 19.21% |
XLY Consumer Discretionary Select Sector SPDR Fund | -9.53% | 3.51% | -5.47% | 14.05% | 11.99% | 11.55% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | -1.69% | -3.86% | 0.07% | -9.16% | -0.62% |
RCRIX RiverPark Floating Rate CMBS Fund | 1.56% | 1.89% | 2.64% | 7.17% | 5.78% | N/A |
JNK SPDR Barclays High Yield Bond ETF | 1.26% | 1.48% | 0.68% | 7.21% | 4.94% | 3.66% |
XLI Industrial Select Sector SPDR Fund | 3.62% | 7.38% | -3.43% | 9.99% | 17.77% | 11.24% |
Monthly Returns
The table below presents the monthly returns of AMPT 5EN, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.76% | -1.60% | -5.55% | 0.07% | 2.30% | -3.18% | |||||||
| 2024 | 0.89% | 5.47% | 2.37% | -4.29% | 4.79% | 4.09% | 0.30% | 1.21% | 2.59% | -1.53% | 4.98% | -1.80% | 20.23% |
| 2023 | 9.30% | -1.26% | 5.47% | -0.55% | 3.75% | 6.08% | 2.60% | -1.75% | -5.38% | -2.76% | 10.10% | 5.91% | 34.75% |
| 2022 | -6.40% | -2.79% | 1.87% | -9.85% | -0.29% | -8.51% | 10.73% | -4.88% | -9.42% | 4.21% | 7.04% | -6.50% | -24.15% |
| 2021 | -0.36% | 1.60% | 2.47% | 3.80% | 0.08% | 3.49% | 1.96% | 2.26% | -4.16% | 6.28% | 2.11% | 2.14% | 23.53% |
| 2020 | 1.26% | -4.85% | -10.29% | 11.92% | 4.78% | 4.05% | 5.94% | 6.37% | -2.62% | -2.12% | 10.52% | 3.25% | 29.25% |
| 2019 | 7.63% | 3.54% | 2.69% | 4.29% | -6.51% | 6.78% | 2.09% | -0.32% | 1.42% | 2.32% | 3.03% | 2.82% | 33.28% |
| 2018 | 5.29% | -2.10% | -1.92% | -0.87% | 4.04% | -0.01% | 2.43% | 3.25% | -0.23% | -7.53% | 1.22% | -6.27% | -3.51% |
| 2017 | 2.81% | 3.05% | 1.28% | 1.48% | 2.81% | -1.09% | 2.30% | 1.20% | 1.47% | 3.19% | 1.88% | 0.88% | 23.36% |
| 2016 | -1.92% | 1.80% | 1.09% | 0.93% |
Expense Ratio
AMPT 5EN has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMPT 5EN is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 0.64 | 0.91 | 1.13 | 0.61 | 2.36 |
MGK Vanguard Mega Cap Growth ETF | 0.53 | 0.76 | 1.11 | 0.46 | 1.50 |
QQQ Invesco QQQ | 0.44 | 0.61 | 1.09 | 0.34 | 1.09 |
RSP Invesco S&P 500® Equal Weight ETF | 0.33 | 0.53 | 1.07 | 0.28 | 1.00 |
SMH VanEck Vectors Semiconductor ETF | 0.05 | 0.12 | 1.02 | -0.14 | -0.33 |
USD=X USD Cash | — | — | — | — | — |
XLK Technology Select Sector SPDR Fund | 0.23 | 0.30 | 1.04 | 0.07 | 0.22 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.55 | 1.04 | 1.14 | 0.60 | 1.75 |
TLT iShares 20+ Year Treasury Bond ETF | 0.00 | -0.01 | 1.00 | -0.02 | -0.14 |
RCRIX RiverPark Floating Rate CMBS Fund | 4.09 | 6.36 | 2.89 | 3.47 | 28.21 |
JNK SPDR Barclays High Yield Bond ETF | 1.23 | 1.83 | 1.27 | 1.42 | 7.15 |
XLI Industrial Select Sector SPDR Fund | 0.50 | 0.88 | 1.12 | 0.55 | 1.93 |
Dividends
Dividend yield
AMPT 5EN provided a 1.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.77% | 1.81% | 1.72% | 1.08% | 1.38% | 1.72% | 2.02% | 1.66% | 1.72% | 1.94% | 1.73% |
| Portfolio components: | ||||||||||||
DTD WisdomTree U.S. Total Dividend Fund | 2.16% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% | 2.42% |
MGK Vanguard Mega Cap Growth ETF | 0.47% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
RSP Invesco S&P 500® Equal Weight ETF | 1.63% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
SMH VanEck Vectors Semiconductor ETF | 0.48% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
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 | 0.72% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.88% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
RCRIX RiverPark Floating Rate CMBS Fund | 6.23% | 6.86% | 7.91% | 3.80% | 2.34% | 3.17% | 3.35% | 3.60% | 1.11% | 0.00% | 0.00% | 0.00% |
JNK SPDR Barclays High Yield Bond ETF | 6.71% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
XLI Industrial Select Sector SPDR Fund | 1.42% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
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 5EN. 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 5EN was 29.33%, occurring on Oct 14, 2022. Recovery took 304 trading sessions.
The current AMPT 5EN drawdown is 6.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.33% | Dec 28, 2021 | 209 | Oct 14, 2022 | 304 | Dec 14, 2023 | 513 |
| -26.99% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
| -18.14% | Jan 24, 2025 | 53 | Apr 8, 2025 | — | — | — |
| -17.27% | Aug 30, 2018 | 83 | Dec 24, 2018 | 63 | Mar 21, 2019 | 146 |
| -9.56% | Jul 17, 2024 | 16 | Aug 7, 2024 | 36 | Sep 26, 2024 | 52 |
Volatility
Volatility Chart
The current AMPT 5EN volatility is 5.27%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 10.46, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | USD=X | RCRIX | TLT | JNK | XLI | SMH | DTD | XLY | RSP | XLK | QQQ | MGK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.04 | -0.11 | 0.72 | 0.81 | 0.78 | 0.89 | 0.86 | 0.90 | 0.90 | 0.91 | 0.92 | 0.95 |
| 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 | 0.00 | 0.00 |
| RCRIX | 0.04 | 0.00 | 1.00 | 0.03 | 0.04 | 0.05 | 0.02 | 0.05 | 0.06 | 0.05 | 0.03 | 0.05 | 0.04 | 0.05 |
| TLT | -0.11 | 0.00 | 0.03 | 1.00 | 0.13 | -0.15 | -0.10 | -0.12 | -0.06 | -0.12 | -0.07 | -0.05 | -0.05 | 0.01 |
| JNK | 0.72 | 0.00 | 0.04 | 0.13 | 1.00 | 0.61 | 0.57 | 0.67 | 0.65 | 0.70 | 0.63 | 0.65 | 0.66 | 0.72 |
| XLI | 0.81 | 0.00 | 0.05 | -0.15 | 0.61 | 1.00 | 0.58 | 0.86 | 0.68 | 0.90 | 0.62 | 0.61 | 0.62 | 0.73 |
| SMH | 0.78 | 0.00 | 0.02 | -0.10 | 0.57 | 0.58 | 1.00 | 0.61 | 0.68 | 0.65 | 0.87 | 0.85 | 0.80 | 0.89 |
| DTD | 0.89 | 0.00 | 0.05 | -0.12 | 0.67 | 0.86 | 0.61 | 1.00 | 0.73 | 0.94 | 0.69 | 0.69 | 0.70 | 0.79 |
| XLY | 0.86 | 0.00 | 0.06 | -0.06 | 0.65 | 0.68 | 0.68 | 0.73 | 1.00 | 0.79 | 0.76 | 0.83 | 0.84 | 0.86 |
| RSP | 0.90 | 0.00 | 0.05 | -0.12 | 0.70 | 0.90 | 0.65 | 0.94 | 0.79 | 1.00 | 0.70 | 0.71 | 0.72 | 0.82 |
| XLK | 0.90 | 0.00 | 0.03 | -0.07 | 0.63 | 0.62 | 0.87 | 0.69 | 0.76 | 0.70 | 1.00 | 0.96 | 0.95 | 0.94 |
| QQQ | 0.91 | 0.00 | 0.05 | -0.05 | 0.65 | 0.61 | 0.85 | 0.69 | 0.83 | 0.71 | 0.96 | 1.00 | 0.98 | 0.95 |
| MGK | 0.92 | 0.00 | 0.04 | -0.05 | 0.66 | 0.62 | 0.80 | 0.70 | 0.84 | 0.72 | 0.95 | 0.98 | 1.00 | 0.94 |
| Portfolio | 0.95 | 0.00 | 0.05 | 0.01 | 0.72 | 0.73 | 0.89 | 0.79 | 0.86 | 0.82 | 0.94 | 0.95 | 0.94 | 1.00 |