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AMPT 5EN

Last updated Mar 2, 2024

Asset Allocation


GSY 20%USD=X 2%MGK 11%QQQ 11%XLK 11%RSP 9%XLE 8%XSD 8%DTD 5%SMH 5%XLP 5%XLY 5%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
GSY
Invesco Ultra Short Duration ETF
Corporate Bonds, Actively Managed

20%

USD=X
USD Cash

2%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

11%

QQQ
Invesco QQQ
Large Cap Blend Equities

11%

XLK
Technology Select Sector SPDR Fund
Technology Equities

11%

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

9%

XLE
Energy Select Sector SPDR Fund
Energy Equities

8%

XSD
SPDR S&P Semiconductor ETF
Technology Equities

8%

DTD
WisdomTree U.S. Total Dividend Fund
Large Cap Blend Equities, Dividend

5%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

5%

XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities

5%

XLY
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Equities

5%

S&P 500

Performance

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 Quarterly


200.00%250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
474.47%
280.85%
AMPT 5EN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 12, 2008, corresponding to the inception date of GSY

Returns

As of Mar 2, 2024, the AMPT 5EN returned 6.16% Year-To-Date and 12.60% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AMPT 5EN6.16%4.03%11.85%26.01%15.83%12.61%
DTD
WisdomTree U.S. Total Dividend Fund
4.71%3.15%9.80%13.58%10.49%9.92%
GSY
Invesco Ultra Short Duration ETF
0.93%0.32%3.28%6.07%2.25%1.95%
MGK
Vanguard Mega Cap Growth ETF
10.69%4.08%19.37%50.56%19.10%15.09%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%20.82%17.61%
RSP
Invesco S&P 500® Equal Weight ETF
3.88%3.66%9.79%11.57%11.32%9.84%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%35.71%28.07%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.94%4.33%-2.33%3.56%10.77%3.66%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%24.85%20.07%
XLP
Consumer Staples Select Sector SPDR Fund
3.37%0.39%4.70%5.38%9.15%8.26%
XLY
Consumer Discretionary Select Sector SPDR Fund
3.47%4.34%9.44%27.55%11.52%11.53%
XSD
SPDR S&P Semiconductor ETF
3.23%10.14%8.47%14.47%24.16%21.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.47%4.40%
2023-1.53%-3.77%-2.84%8.00%4.58%

Sharpe Ratio

The current AMPT 5EN Sharpe ratio is 2.64. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.64

The Sharpe ratio of AMPT 5EN 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 5EN granted a 1.99% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 5EN1.99%1.98%1.53%1.03%1.53%2.16%2.00%1.66%1.52%1.73%1.52%1.41%
DTD
WisdomTree U.S. Total Dividend Fund
2.36%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%2.38%
GSY
Invesco Ultra Short Duration ETF
5.29%4.95%1.70%0.58%1.53%2.92%2.43%2.02%1.30%1.17%1.29%1.14%
MGK
Vanguard Mega Cap Growth ETF
0.45%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
0.57%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
1.57%1.64%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
0.47%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
3.42%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
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLP
Consumer Staples Select Sector SPDR Fund
2.54%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.75%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
XSD
SPDR S&P Semiconductor ETF
0.30%0.31%0.44%0.10%0.26%0.51%1.16%0.59%0.64%0.58%0.46%0.52%

Expense Ratio

The AMPT 5EN features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.07%

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
2.44
AMPT 5EN
DTD
WisdomTree U.S. Total Dividend Fund
1.38
GSY
Invesco Ultra Short Duration ETF
8.24
MGK
Vanguard Mega Cap Growth ETF
3.39
QQQ
Invesco QQQ
3.28
RSP
Invesco S&P 500® Equal Weight ETF
1.04
SMH
VanEck Vectors Semiconductor ETF
3.14
USD=X
USD Cash
XLE
Energy Select Sector SPDR Fund
0.27
XLK
Technology Select Sector SPDR Fund
3.19
XLP
Consumer Staples Select Sector SPDR Fund
0.64
XLY
Consumer Discretionary Select Sector SPDR Fund
1.62
XSD
SPDR S&P Semiconductor ETF
0.56

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=XGSYXLEXLPXSDSMHXLYDTDXLKQQQRSPMGK
USD=X0.000.000.000.000.000.000.000.000.000.000.000.00
GSY0.001.00-0.010.030.010.000.020.020.010.010.010.01
XLE0.00-0.011.000.400.480.460.500.660.480.480.700.53
XLP0.000.030.401.000.390.420.590.720.550.550.670.61
XSD0.000.010.480.391.000.920.700.670.800.800.740.76
SMH0.000.000.460.420.921.000.690.670.840.820.720.78
XLY0.000.020.500.590.700.691.000.790.780.830.840.86
DTD0.000.020.660.720.670.670.791.000.760.760.940.81
XLK0.000.010.480.550.800.840.780.761.000.950.790.93
QQQ0.000.010.480.550.800.820.830.760.951.000.800.96
RSP0.000.010.700.670.740.720.840.940.790.801.000.85
MGK0.000.010.530.610.760.780.860.810.930.960.851.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMPT 5EN
Benchmark (^GSPC)
Portfolio components

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 40.45%, occurring on Mar 9, 2009. Recovery took 432 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.45%May 20, 2008210Mar 9, 2009432Nov 2, 2010642
-27.7%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-20.05%Jan 4, 2022204Oct 14, 2022172Jun 13, 2023376
-16.57%Aug 30, 201883Dec 24, 201863Mar 21, 2019146
-15.18%May 2, 2011111Oct 3, 201188Feb 2, 2012199

Volatility Chart

The current AMPT 5EN volatility is 3.16%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.16%
3.47%
AMPT 5EN
Benchmark (^GSPC)
Portfolio components
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