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AMPT 7SM New AI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AMPT 7SM New AI

Last updated Sep 21, 2024

Asset Allocation

AAPL 6%MSFT 6%GOOGL 6%NVDA 6%LLY 6%IBM 5%AMZN 5%META 5%COST 4%XOM 4%ADBE 4%INTC 4%AMD 4%ZS 3%DELL 3%SYK 3%MRVL 3%LRCX 3%AMAT 3%UNH 2%NFLX 2%CDNS 2%V 2%MMC 2%PWR 2%BRK-B 2%SMCI 2%USD=X 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
6%
ADBE
Adobe Inc		Technology
4%
AMAT
Applied Materials, Inc.		Technology
3%
AMD
Advanced Micro Devices, Inc.		Technology
4%
AMZN
Amazon.com, Inc.		Consumer Cyclical
5%
BRK-B
Berkshire Hathaway Inc.		Financial Services
2%
CDNS
Cadence Design Systems, Inc.		Technology
2%
COST
Costco Wholesale Corporation		Consumer Defensive
4%
DELL
Dell Technologies Inc.		Technology
3%
GOOGL
Alphabet Inc.		Communication Services
6%
IBM
International Business Machines Corporation		Technology
5%
INTC
Intel Corporation		Technology
4%
LLY
Eli Lilly and Company		Healthcare
6%
LRCX
Lam Research Corporation		Technology
3%
META
Meta Platforms, Inc.		Communication Services
5%
MMC
Marsh & McLennan Companies, Inc.		Financial Services
2%
MRVL
Marvell Technology Group Ltd.		Technology
3%
MSFT
Microsoft Corporation		Technology
6%
NFLX
Netflix, Inc.		Communication Services
2%
NVDA
NVIDIA Corporation		Technology
6%
PWR
2%
SMCI
2%
SYK
3%
UNH
2%
USD=X
1%
V
2%
XOM
4%
ZS
3%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPT 7SM New AI, 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%AprilMayJuneJulyAugustSeptember
5.07%
8.95%
AMPT 7SM New AI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
AMPT 7SM New AI29.11%-0.30%5.07%51.12%32.74%N/A
Portfolio components:
AAPL
Apple Inc		18.98%0.80%32.79%31.87%32.73%25.97%
MSFT
Microsoft Corporation		16.38%2.62%1.89%37.24%25.69%27.08%
GOOGL
Alphabet Inc.		17.40%-1.23%8.77%25.72%20.85%18.73%
NVDA
NVIDIA Corporation		134.29%-9.72%23.05%182.90%88.97%74.43%
LLY
Eli Lilly and Company		58.85%-3.20%19.95%68.63%51.16%32.82%
COST
Costco Wholesale Corporation		38.02%2.90%23.81%68.17%27.01%24.53%
XOM
18.25%1.25%3.22%3.97%14.83%N/A
UNH
10.50%-0.18%18.25%16.49%20.77%N/A
ADBE
Adobe Inc		-12.45%-7.69%4.56%1.64%12.96%22.70%
INTC
Intel Corporation		-55.96%2.01%-48.16%-35.92%-12.84%-1.82%
ZS
-22.05%-13.85%-11.41%16.08%26.35%N/A
NFLX
Netflix, Inc.		43.98%0.56%11.63%82.49%20.17%27.22%
CDNS
Cadence Design Systems, Inc.		0.51%-3.80%-15.18%19.77%31.61%31.98%
V
10.01%6.18%0.92%21.30%10.72%N/A
DELL
Dell Technologies Inc.		55.42%5.19%5.46%74.70%35.24%N/A
MMC
Marsh & McLennan Companies, Inc.		19.27%-0.34%10.15%16.20%18.34%17.71%
PWR
34.89%7.99%13.74%56.24%48.86%N/A
SYK
22.39%5.64%3.94%29.56%11.33%N/A
MRVL
Marvell Technology Group Ltd.		22.82%3.55%11.20%43.05%24.08%19.92%
LRCX
Lam Research Corporation		-0.59%-11.20%-20.54%27.92%27.49%28.29%
AMAT
Applied Materials, Inc.		19.21%-7.93%-8.26%43.22%30.41%26.09%
BRK-B
Berkshire Hathaway Inc.		27.66%1.95%10.62%25.33%16.32%12.64%
USD=X
0.00%0.00%0.00%0.00%0.00%N/A
AMD
Advanced Micro Devices, Inc.		5.79%-1.18%-13.19%62.26%37.43%45.52%
IBM
International Business Machines Corporation		36.84%10.39%16.21%53.58%14.68%6.22%
SMCI
60.86%-26.69%-52.99%97.49%83.45%N/A
AMZN
Amazon.com, Inc.		26.10%6.38%7.12%48.15%15.78%28.10%
META
Meta Platforms, Inc.		59.07%4.99%10.37%90.39%23.35%21.86%

Monthly Returns

The table below presents the monthly returns of AMPT 7SM New AI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.45%10.76%3.12%-5.43%6.25%6.26%-3.46%1.89%29.11%
202310.18%0.54%10.37%1.57%12.91%6.85%4.78%0.61%-3.44%-0.91%11.88%4.70%77.06%
2022-7.91%-3.02%4.59%-11.61%1.66%-9.22%11.30%-5.89%-10.55%5.83%9.30%-8.17%-24.16%
20210.87%4.29%2.61%5.60%1.02%7.57%2.79%4.64%-4.61%7.74%4.78%2.26%46.72%
20203.22%-5.90%-5.61%13.77%7.79%4.98%7.09%8.94%-4.07%-4.21%12.47%5.13%49.62%
201911.39%4.31%6.51%4.77%-8.32%7.34%3.46%-2.65%0.41%4.86%4.90%4.71%48.64%
2018-5.96%1.43%7.54%0.90%3.61%6.87%0.94%-10.92%2.40%-8.85%-3.81%

Expense Ratio

AMPT 7SM New AI has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPT 7SM New AI is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of AMPT 7SM New AI is 6767
AMPT 7SM New AI
The Sharpe Ratio Rank of AMPT 7SM New AI is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of AMPT 7SM New AI is 7373Sortino Ratio Rank
The Omega Ratio Rank of AMPT 7SM New AI is 7474Omega Ratio Rank
The Calmar Ratio Rank of AMPT 7SM New AI is 7979Calmar Ratio Rank
The Martin Ratio Rank of AMPT 7SM New AI is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

AMPT 7SM New AI
Sharpe ratio
The chart of Sharpe ratio for AMPT 7SM New AI, currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.002.54
Sortino ratio
The chart of Sortino ratio for AMPT 7SM New AI, currently valued at 3.38, compared to the broader market-2.000.002.004.006.003.38
Omega ratio
The chart of Omega ratio for AMPT 7SM New AI, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for AMPT 7SM New AI, currently valued at 3.11, compared to the broader market0.002.004.006.008.0010.003.11
Martin ratio
The chart of Martin ratio for AMPT 7SM New AI, currently valued at 10.57, compared to the broader market0.0010.0020.0030.0040.0010.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.452.161.281.934.51
MSFT
Microsoft Corporation		1.942.531.342.427.33
GOOGL
Alphabet Inc.		0.771.151.170.962.73
NVDA
NVIDIA Corporation		3.183.471.456.0418.88
LLY
Eli Lilly and Company		2.493.291.453.9714.80
COST
Costco Wholesale Corporation		3.283.871.606.1616.10
XOM
0.360.651.080.371.08
UNH
0.661.081.140.721.91
ADBE
Adobe Inc		0.020.261.040.020.05
INTC
Intel Corporation		-0.77-0.860.87-0.55-1.21
ZS
0.270.611.090.190.52
NFLX
Netflix, Inc.		2.703.821.511.7219.90
CDNS
Cadence Design Systems, Inc.		0.540.971.120.681.72
V
1.652.181.301.945.04
DELL
Dell Technologies Inc.		1.382.201.301.534.06
MMC
Marsh & McLennan Companies, Inc.		1.281.671.252.297.15
PWR
2.062.851.382.8012.43
SYK
1.942.621.362.308.83
MRVL
Marvell Technology Group Ltd.		0.791.351.170.812.67
LRCX
Lam Research Corporation		0.591.031.140.671.86
AMAT
Applied Materials, Inc.		0.991.501.201.243.58
BRK-B
Berkshire Hathaway Inc.		2.493.321.433.1013.21
USD=X
—————
AMD
Advanced Micro Devices, Inc.		1.051.641.211.182.58
IBM
International Business Machines Corporation		2.843.861.583.588.89
SMCI
0.651.591.210.932.15
AMZN
Amazon.com, Inc.		1.852.511.331.429.06
META
Meta Platforms, Inc.		2.313.211.453.4313.77

Sharpe Ratio

The current AMPT 7SM New AI Sharpe ratio is 2.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of AMPT 7SM New AI with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AprilMayJuneJulyAugustSeptember
2.54
2.32
AMPT 7SM New AI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AMPT 7SM New AI granted a 0.79% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AMPT 7SM New AI0.79%0.87%1.07%0.88%1.22%1.05%1.27%1.18%1.16%1.39%1.14%1.24%
Portfolio components:
AAPL
Apple Inc		0.43%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		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
LLY
Eli Lilly and Company		0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
COST
Costco Wholesale Corporation		2.13%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
XOM
3.30%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
UNH
1.38%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
ADBE
Adobe Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INTC
Intel Corporation		2.29%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ZS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CDNS
Cadence Design Systems, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
0.73%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
DELL
Dell Technologies Inc.		1.39%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
Marsh & McLennan Companies, Inc.		1.32%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%
PWR
0.12%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
SYK
0.86%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
MRVL
Marvell Technology Group Ltd.		0.32%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
LRCX
Lam Research Corporation		1.07%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%0.00%
AMAT
Applied Materials, Inc.		0.75%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBM
International Business Machines Corporation		3.06%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
SMCI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.12%
-0.19%
AMPT 7SM New AI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 7SM New AI. 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 7SM New AI was 31.65%, occurring on Oct 14, 2022. Recovery took 159 trading sessions.

The current AMPT 7SM New AI drawdown is 6.12%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.65%Dec 28, 2021209Oct 14, 2022159May 25, 2023368
-29.15%Feb 20, 202018Mar 16, 202055Jun 1, 202073
-23.36%Oct 2, 201860Dec 24, 201859Mar 15, 2019119
-15.94%Jul 11, 202420Aug 7, 2024———
-11.53%Sep 3, 202015Sep 23, 202049Dec 1, 202064

Volatility

Volatility Chart

The current AMPT 7SM New AI volatility is 5.99%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.99%
4.31%
AMPT 7SM New AI
Benchmark (^GSPC)
Portfolio components

Diversification

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=XXOMLLYUNHSMCIZSIBMPWRMMCCOSTBRK-BNFLXSYKDELLMETAAMDINTCVAMZNMRVLAAPLGOOGLLRCXAMATNVDAADBECDNSMSFT
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
XOM0.001.000.160.250.230.070.390.410.290.160.500.120.250.310.170.150.290.310.160.230.230.240.260.270.170.150.160.17
LLY0.000.161.000.330.180.170.270.210.330.300.280.210.320.210.240.180.190.270.240.170.270.260.200.210.230.260.290.33
UNH0.000.250.331.000.140.140.350.270.420.320.420.200.360.210.190.190.230.360.200.190.300.290.220.220.200.260.250.33
SMCI0.000.230.180.141.000.250.310.350.200.230.270.280.270.400.330.390.370.310.310.430.320.320.450.430.430.310.350.34
ZS0.000.070.170.140.251.000.170.250.260.340.180.430.290.300.420.460.330.340.530.450.420.440.380.380.480.570.560.51
IBM0.000.390.270.350.310.171.000.430.430.340.540.210.420.430.270.290.430.480.290.340.360.370.400.400.300.340.330.38
PWR0.000.410.210.270.350.250.431.000.420.340.490.260.390.440.320.330.410.400.300.430.380.350.470.470.410.340.430.37
MMC0.000.290.330.420.200.260.430.421.000.440.580.290.500.330.340.310.360.520.320.320.410.410.350.350.320.420.440.45
COST0.000.160.300.320.230.340.340.340.441.000.380.370.390.330.390.380.380.430.460.400.460.440.430.420.440.470.480.51
BRK-B0.000.500.280.420.270.180.540.490.580.381.000.260.470.410.320.290.410.530.330.350.420.420.400.400.330.340.340.41
NFLX0.000.120.210.200.280.430.210.260.290.370.261.000.330.320.550.470.430.400.590.430.500.500.410.420.520.570.520.54
SYK0.000.250.320.360.270.290.420.390.500.390.470.331.000.380.390.350.410.540.390.350.410.430.390.390.380.460.480.49
DELL0.000.310.210.210.400.300.430.440.330.330.410.320.381.000.370.410.470.410.400.490.410.410.500.510.480.430.460.46
META0.000.170.240.190.330.420.270.320.340.390.320.550.390.371.000.490.450.460.620.500.540.670.490.490.560.600.560.62
AMD0.000.150.180.190.390.460.290.330.310.380.290.470.350.410.491.000.520.420.550.640.500.520.610.610.720.570.590.56
INTC0.000.290.190.230.370.330.430.410.360.380.410.430.410.470.450.521.000.430.470.610.520.500.620.640.570.500.540.54
V0.000.310.270.360.310.340.480.400.520.430.530.400.540.410.460.420.431.000.480.430.510.550.460.460.460.580.520.60
AMZN0.000.160.240.200.310.530.290.300.320.460.330.590.390.400.620.550.470.481.000.530.620.680.510.510.610.650.600.70
MRVL0.000.230.170.190.430.450.340.430.320.400.350.430.350.490.500.640.610.430.531.000.530.510.700.700.700.560.600.56
AAPL0.000.230.270.300.320.420.360.380.410.460.420.500.410.410.540.500.520.510.620.531.000.640.550.540.580.600.590.68
GOOGL0.000.240.260.290.320.440.370.350.410.440.420.500.430.410.670.520.500.550.680.510.641.000.530.530.580.650.590.74
LRCX0.000.260.200.220.450.380.400.470.350.430.400.410.390.500.490.610.620.460.510.700.550.531.000.910.680.550.630.58
AMAT0.000.270.210.220.430.380.400.470.350.420.400.420.390.510.490.610.640.460.510.700.540.530.911.000.680.540.630.58
NVDA0.000.170.230.200.430.480.300.410.320.440.330.520.380.480.560.720.570.460.610.700.580.580.680.681.000.630.670.65
ADBE0.000.150.260.260.310.570.340.340.420.470.340.570.460.430.600.570.500.580.650.560.600.650.550.540.631.000.710.75
CDNS0.000.160.290.250.350.560.330.430.440.480.340.520.480.460.560.590.540.520.600.600.590.590.630.630.670.711.000.70
MSFT0.000.170.330.330.340.510.380.370.450.510.410.540.490.460.620.560.540.600.700.560.680.740.580.580.650.750.701.00
The correlation results are calculated based on daily price changes starting from Mar 19, 2018