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

AMPT 7SM New AI

Currency in USD · Last updated May 22, 2025

Asset Allocation

USD=X 1%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%CurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
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 Class A		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
Quanta Services, Inc.		Industrials
2%
SMCI
Super Micro Computer, Inc.		Technology
2%
SYK
Stryker Corporation		Healthcare
3%
UNH
UnitedHealth Group Incorporated		Healthcare
2%
USD=X
USD Cash
1%
V
Visa Inc.		Financial Services
2%
XOM
Exxon Mobil Corporation		Energy
4%
ZS
Zscaler, Inc.		Technology
3%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Mar 16, 2018, corresponding to the inception date of ZS

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
AMPT 7SM New AI1.59%13.69%-0.29%7.17%29.10%N/A
Portfolio components:
AAPL
Apple Inc		-19.40%0.94%-11.67%5.97%21.04%21.10%
MSFT
Microsoft Corporation		8.33%24.23%10.59%6.46%20.94%27.31%
GOOGL
Alphabet Inc Class A		-9.63%12.81%2.17%-2.66%19.43%20.00%
NVDA
NVIDIA Corporation		-1.08%34.32%-9.42%39.93%71.34%74.59%
LLY
Eli Lilly and Company		-7.01%-13.40%-4.27%-10.31%38.06%27.69%
COST
Costco Wholesale Corporation		11.38%4.11%6.79%27.63%29.60%23.78%
XOM
Exxon Mobil Corporation		-2.53%-4.05%-14.01%-7.72%23.72%6.32%
UNH
UnitedHealth Group Incorporated		-41.10%-30.55%-49.94%-42.19%1.95%11.20%
ADBE
Adobe Inc		-6.83%18.41%-17.86%-14.38%1.47%17.87%
INTC
Intel Corporation		2.49%5.33%-15.92%-34.18%-18.02%-2.34%
ZS
Zscaler, Inc.		40.14%28.65%21.96%45.17%26.86%N/A
NFLX
Netflix, Inc.		33.28%14.19%32.37%85.48%22.58%29.60%
CDNS
Cadence Design Systems, Inc.		5.38%22.65%3.30%8.12%29.77%31.88%
V
Visa Inc.		13.65%8.20%15.90%30.84%14.21%18.62%
DELL
Dell Technologies Inc.		-1.84%33.15%-18.57%-22.92%40.90%N/A
MMC
Marsh & McLennan Companies, Inc.		8.32%4.06%2.53%9.96%18.66%16.48%
PWR
Quanta Services, Inc.		4.75%26.34%-2.63%22.20%57.75%27.53%
SYK
Stryker Corporation		5.31%8.66%-2.59%13.82%16.73%15.99%
MRVL
Marvell Technology Group Ltd.		-43.91%22.18%-33.34%-15.78%15.98%17.93%
LRCX
Lam Research Corporation		14.65%30.06%13.58%-13.57%27.38%27.98%
AMAT
Applied Materials, Inc.		-0.79%16.40%-8.20%-25.72%25.28%24.59%
BRK-B
Berkshire Hathaway Inc.		11.09%-3.31%6.67%21.64%23.55%13.29%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, Inc.		-8.35%28.34%-19.48%-33.11%14.95%47.44%
IBM
International Business Machines Corporation		19.10%7.97%17.73%53.26%23.31%9.21%
SMCI
Super Micro Computer, Inc.		35.56%35.12%39.12%-52.68%75.67%28.52%
AMZN
Amazon.com, Inc.		-7.43%17.28%2.38%10.90%10.76%25.25%
META
Meta Platforms, Inc.		8.82%27.24%13.24%36.58%22.18%23.02%
*Annualized

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
20253.24%-0.79%-6.67%-0.06%6.35%1.59%
20247.45%10.76%3.12%-5.43%6.25%6.26%-3.46%1.89%0.81%-2.10%5.79%-2.63%31.04%
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%-5.89%-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%, 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPT 7SM New AI is 14, meaning it’s performing worse than 86% 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.

The Risk-Adjusted Performance Rank of AMPT 7SM New AI is 1414
Overall Rank
The Sharpe Ratio Rank of AMPT 7SM New AI is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AMPT 7SM New AI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AMPT 7SM New AI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of AMPT 7SM New AI is 1717
Calmar Ratio Rank
The Martin Ratio Rank of AMPT 7SM New AI is 1313
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.180.421.060.120.39
MSFT
Microsoft Corporation		0.250.761.100.430.93
GOOGL
Alphabet Inc Class A		-0.080.161.02-0.04-0.09
NVDA
NVIDIA Corporation		0.650.741.090.380.93
LLY
Eli Lilly and Company		-0.27-0.260.97-0.54-1.00
COST
Costco Wholesale Corporation		1.231.561.211.373.91
XOM
Exxon Mobil Corporation		-0.32-0.160.98-0.29-0.62
UNH
UnitedHealth Group Incorporated		-0.94-1.080.80-0.72-2.40
ADBE
Adobe Inc		-0.38-0.040.99-0.15-0.35
INTC
Intel Corporation		-0.54-0.390.95-0.44-0.89
ZS
Zscaler, Inc.		0.991.581.240.865.32
NFLX
Netflix, Inc.		2.573.501.484.6014.90
CDNS
Cadence Design Systems, Inc.		0.190.651.090.350.70
V
Visa Inc.		1.371.991.312.167.52
DELL
Dell Technologies Inc.		-0.39-0.070.99-0.27-0.64
MMC
Marsh & McLennan Companies, Inc.		0.550.931.130.852.33
PWR
Quanta Services, Inc.		0.510.971.150.671.66
SYK
Stryker Corporation		0.610.881.120.752.24
MRVL
Marvell Technology Group Ltd.		-0.220.361.05-0.11-0.25
LRCX
Lam Research Corporation		-0.260.091.01-0.20-0.32
AMAT
Applied Materials, Inc.		-0.52-0.430.94-0.47-0.79
BRK-B
Berkshire Hathaway Inc.		1.071.681.252.616.25
USD=X
USD Cash		—————
AMD
Advanced Micro Devices, Inc.		-0.62-0.640.92-0.49-0.99
IBM
International Business Machines Corporation		1.872.981.443.6711.12
SMCI
Super Micro Computer, Inc.		-0.460.021.00-0.55-0.87
AMZN
Amazon.com, Inc.		0.310.781.100.431.10
META
Meta Platforms, Inc.		0.971.501.200.992.98

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AMPT 7SM New AI Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 0.28
  • 5-Year: 1.20
  • All Time: 1.05

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.46 to 0.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of AMPT 7SM New AI compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

AMPT 7SM New AI provided a 0.74% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.74%0.75%0.87%1.07%0.88%1.22%1.05%1.27%1.18%1.16%1.39%1.14%
Portfolio components:
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOGL
Alphabet Inc Class A		0.47%0.32%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%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
LLY
Eli Lilly and Company		0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
XOM
Exxon Mobil Corporation		3.81%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
UNH
UnitedHealth Group Incorporated		2.83%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
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		0.61%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
ZS
Zscaler, 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%
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
Visa Inc.		0.64%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
DELL
Dell Technologies Inc.		1.66%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MMC
Marsh & McLennan Companies, Inc.		1.43%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%
PWR
Quanta Services, Inc.		0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
SYK
Stryker Corporation		0.87%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
MRVL
Marvell Technology Group Ltd.		0.39%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
LRCX
Lam Research Corporation		1.08%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%0.68%
AMAT
Applied Materials, Inc.		1.03%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
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
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%
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		2.59%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
SMCI
Super Micro Computer, 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%
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.		0.32%0.34%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.

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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 6.78%.

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
-22.63%Feb 20, 202534Apr 8, 2025———
-15.94%Jul 11, 202420Aug 7, 202485Dec 4, 2024105

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 28 assets, with an effective number of assets of 23.70, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUSD=XXOMUNHLLYSMCIIBMZSMMCPWRBRK-BCOSTNFLXSYKDELLINTCMETAVAMDMRVLAAPLAMZNGOOGLLRCXADBEAMATNVDACDNSMSFTPortfolio
^GSPC1.000.000.420.400.380.450.590.500.590.620.660.580.540.630.590.630.640.680.600.660.720.680.720.690.690.690.680.710.770.90
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
XOM0.420.001.000.240.160.220.390.070.290.380.490.160.120.240.290.290.160.310.160.220.230.150.230.250.160.270.160.160.150.31
UNH0.400.000.241.000.310.120.310.130.400.250.390.300.170.340.180.210.160.330.170.170.270.180.270.190.240.200.180.230.290.30
LLY0.380.000.160.311.000.180.270.180.340.220.290.310.220.340.210.180.250.270.190.170.270.240.250.200.260.220.230.280.320.38
SMCI0.450.000.220.120.181.000.300.270.180.360.240.220.280.250.410.350.330.280.400.420.310.310.320.450.300.430.430.360.340.51
IBM0.590.000.390.310.270.301.000.180.420.420.510.350.220.410.410.410.280.470.310.340.360.280.360.390.350.400.300.330.380.50
ZS0.500.000.070.130.180.270.181.000.250.270.170.340.440.300.320.330.420.330.470.450.420.530.440.390.570.390.490.570.510.59
MMC0.590.000.290.400.340.180.420.251.000.390.580.440.270.490.310.350.310.530.290.290.390.290.370.330.410.330.280.410.420.47
PWR0.620.000.380.250.220.360.420.270.391.000.480.330.270.390.450.400.330.390.350.440.360.320.350.480.330.480.420.430.370.54
BRK-B0.660.000.490.390.290.240.510.170.580.481.000.370.260.470.390.400.300.530.280.330.410.320.390.380.340.380.310.330.390.49
COST0.580.000.160.300.310.220.350.340.440.330.371.000.370.400.310.360.390.430.360.380.460.450.420.410.460.410.420.470.500.56
NFLX0.540.000.120.170.220.280.220.440.270.270.260.371.000.320.330.410.540.390.460.430.490.580.490.400.560.410.520.520.540.61
SYK0.630.000.240.340.340.250.410.300.490.390.470.400.321.000.370.390.380.540.330.340.400.390.420.380.460.380.360.470.480.54
DELL0.590.000.290.180.210.410.410.320.310.450.390.310.330.371.000.460.380.400.430.490.390.410.400.510.420.520.490.470.450.61
INTC0.630.000.290.210.180.350.410.330.350.400.400.360.410.390.461.000.430.420.520.570.490.450.470.610.470.620.540.530.510.68
META0.640.000.160.160.250.330.280.420.310.330.300.390.540.380.380.431.000.440.500.500.530.630.660.490.580.490.560.550.620.70
V0.680.000.310.330.270.280.470.330.530.390.530.430.390.540.400.420.441.000.400.400.490.460.520.440.570.450.430.500.570.62
AMD0.600.000.160.170.190.400.310.470.290.350.280.360.460.330.430.520.500.401.000.620.490.550.520.610.550.610.710.580.560.74
MRVL0.660.000.220.170.170.420.340.450.290.440.330.380.430.340.490.570.500.400.621.000.510.530.520.690.530.690.690.590.560.75
AAPL0.720.000.230.270.270.310.360.420.390.360.410.460.490.400.390.490.530.490.490.511.000.600.620.520.580.520.560.570.670.71
AMZN0.680.000.150.180.240.310.280.530.290.320.320.450.580.390.410.450.630.460.550.530.601.000.680.510.640.510.610.610.700.75
GOOGL0.720.000.230.270.250.320.360.440.370.350.390.420.490.420.400.470.660.520.520.520.620.681.000.520.630.520.570.580.720.75
LRCX0.690.000.250.190.200.450.390.390.330.480.380.410.400.380.510.610.490.440.610.690.520.510.521.000.530.910.670.630.570.77
ADBE0.690.000.160.240.260.300.350.570.410.330.340.460.560.460.420.470.580.570.550.530.580.640.630.531.000.530.610.690.730.76
AMAT0.690.000.270.200.220.430.400.390.330.480.380.410.410.380.520.620.490.450.610.690.520.510.520.910.531.000.670.630.570.77
NVDA0.680.000.160.180.230.430.300.490.280.420.310.420.520.360.490.540.560.430.710.690.560.610.570.670.610.671.000.660.640.82
CDNS0.710.000.160.230.280.360.330.570.410.430.330.470.520.470.470.530.550.500.580.590.570.610.580.630.690.630.661.000.690.78
MSFT0.770.000.150.290.320.340.380.510.420.370.390.500.540.480.450.510.620.570.560.560.670.700.720.570.730.570.640.691.000.81
Portfolio0.900.000.310.300.380.510.500.590.470.540.490.560.610.540.610.680.700.620.740.750.710.750.750.770.760.770.820.780.811.00
The correlation results are calculated based on daily price changes starting from Mar 19, 2018