Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPC JOHNSONB previous 2023-10, 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.
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The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.16% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio AMPC JOHNSONB previous 2023-10 | 0.00% | 0.74% | 4.33% | 4.23% | 19.39% | 18.44% | 15.20% | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | -2.10% | -7.73% | -8.26% | -8.41% | 22.77% | 12.82% | 18.55% | 18.04% |
AEP American Electric Power Company, Inc. | -0.62% | 3.09% | 19.14% | 18.30% | 34.62% | 17.38% | 13.74% | 11.32% |
AMCR Amcor plc | -1.44% | 2.06% | 0.00% | 6.78% | -6.54% | -4.26% | -2.29% | — |
AMGN Amgen Inc. | -1.29% | -4.56% | 7.99% | 22.69% | 26.59% | 15.32% | 10.53% | 11.54% |
BCE BCE Inc. | -2.26% | -7.92% | -0.73% | 0.27% | 15.26% | -14.55% | -6.65% | -0.86% |
BMY Bristol-Myers Squibb Company | -1.43% | 0.47% | 11.09% | 36.32% | 21.37% | -1.29% | 2.74% | 2.17% |
BTI British American Tobacco p.l.c. | -0.07% | -0.38% | 5.38% | 17.31% | 49.89% | 27.85% | 17.31% | 6.83% |
CAG Conagra Brands, Inc. | -2.38% | -6.12% | -10.57% | -14.98% | -37.18% | -22.12% | -11.87% | -4.88% |
CLX The Clorox Company | -2.17% | -3.17% | 5.57% | -10.47% | -22.51% | -9.75% | -8.19% | 0.93% |
CM Canadian Imperial Bank of Commerce | 0.66% | 7.35% | 14.79% | 31.43% | 87.19% | 40.78% | 22.06% | 16.74% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 12, 2019, AMPC JOHNSONB previous 2023-10's average daily return is +0.05%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, AMPC JOHNSONB previous 2023-10 closed higher 38% of trading days. The best single day was Mar 13, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.00% | 4.44% | -3.35% | 1.33% | 4.33% | ||||||||
| 2025 | 2.42% | 2.96% | -1.98% | -1.09% | 2.39% | 3.06% | -1.65% | 3.18% | 3.07% | -0.23% | 0.93% | -1.07% | 12.42% |
| 2024 | 2.93% | 2.17% | 3.13% | -3.69% | 4.03% | 3.47% | 0.27% | 3.87% | 0.25% | 0.31% | 5.40% | -6.52% | 16.04% |
| 2023 | 4.71% | -3.91% | 3.95% | 1.06% | 1.05% | 5.62% | 3.09% | 1.07% | -1.33% | 0.98% | 8.17% | 2.87% | 30.35% |
| 2022 | -4.00% | -1.08% | 3.93% | -7.08% | 2.65% | -4.53% | 5.99% | -3.08% | -7.34% | 9.38% | 5.84% | -5.06% | -5.97% |
| 2021 | -0.15% | 3.75% | 3.98% | 3.91% | 2.20% | 3.68% | 1.62% | 3.86% | -3.15% | 7.81% | -1.29% | 4.69% | 35.06% |
Benchmark Metrics
AMPC JOHNSONB previous 2023-10 has an annualized alpha of 6.29%, beta of 0.83, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since June 12, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.42%) than losses (66.00%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.29%
- Beta
- 0.83
- R²
- 0.89
- Upside Capture
- 88.42%
- Downside Capture
- 66.00%
Expense Ratio
AMPC JOHNSONB previous 2023-10 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
AMPC JOHNSONB previous 2023-10 ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.23 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.68 | 3.12 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.40 | 4.05 | -0.65 |
Martin ratioReturn relative to average drawdown | 8.99 | 17.91 | -8.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 56 | 0.93 | 1.39 | 1.18 | 1.50 | 3.48 |
AEP American Electric Power Company, Inc. | 82 | 2.08 | 3.07 | 1.38 | 4.69 | 10.72 |
AMCR Amcor plc | 28 | -0.11 | 0.05 | 1.01 | 0.07 | 0.15 |
AMGN Amgen Inc. | 62 | 1.03 | 1.65 | 1.20 | 2.35 | 5.37 |
BCE BCE Inc. | 54 | 0.87 | 1.34 | 1.16 | 1.46 | 3.34 |
BMY Bristol-Myers Squibb Company | 50 | 0.80 | 1.30 | 1.16 | 0.86 | 1.63 |
BTI British American Tobacco p.l.c. | 84 | 2.57 | 3.27 | 1.41 | 4.19 | 10.53 |
CAG Conagra Brands, Inc. | 3 | -1.35 | -2.00 | 0.78 | -0.92 | -1.37 |
CLX The Clorox Company | 8 | -0.93 | -1.21 | 0.86 | -0.65 | -1.15 |
CM Canadian Imperial Bank of Commerce | 98 | 5.31 | 6.58 | 1.90 | 8.88 | 39.54 |
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Dividends
Dividend yield
AMPC JOHNSONB previous 2023-10 provided a 2.17% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.17% | 2.07% | 2.01% | 2.17% | 2.22% | 2.09% | 2.42% | 2.09% | 2.20% | 2.00% | 2.04% | 2.41% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.20% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AEP American Electric Power Company, Inc. | 2.76% | 3.24% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% |
AMCR Amcor plc | 6.26% | 6.15% | 5.34% | 5.11% | 4.05% | 3.93% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
AMGN Amgen Inc. | 2.75% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
BCE BCE Inc. | 5.41% | 6.98% | 12.47% | 7.29% | 6.39% | 5.37% | 5.82% | 5.16% | 5.84% | 4.63% | 5.15% | 6.00% |
BMY Bristol-Myers Squibb Company | 4.26% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
BTI British American Tobacco p.l.c. | 5.24% | 5.29% | 8.18% | 9.72% | 7.23% | 7.98% | 7.22% | 6.35% | 8.53% | 4.27% | 3.85% | 4.11% |
CAG Conagra Brands, Inc. | 9.22% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
CLX The Clorox Company | 4.69% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
CM Canadian Imperial Bank of Commerce | 2.87% | 3.17% | 4.21% | 5.88% | 7.77% | 4.08% | 5.06% | 6.47% | 5.48% | 5.28% | 5.93% | 6.71% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AMPC JOHNSONB previous 2023-10. 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 AMPC JOHNSONB previous 2023-10 was 25.85%, occurring on Mar 23, 2020. Recovery took 70 trading sessions.
The current AMPC JOHNSONB previous 2023-10 drawdown is 2.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.85% | Feb 20, 2020 | 33 | Mar 23, 2020 | 70 | Jun 1, 2020 | 103 |
| -14.98% | Dec 30, 2021 | 275 | Sep 30, 2022 | 244 | Jun 1, 2023 | 519 |
| -13.17% | Nov 27, 2024 | 133 | Apr 8, 2025 | 80 | Jun 27, 2025 | 213 |
| -8.67% | Sep 3, 2020 | 58 | Oct 30, 2020 | 25 | Nov 24, 2020 | 83 |
| -7.19% | Jul 17, 2024 | 20 | Aug 5, 2024 | 22 | Aug 27, 2024 | 42 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 59 assets, with an effective number of assets of 31.42, 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.