AMPC 6SN Scot before changes in 2023

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	9.60%
COP ConocoPhillips Company	Energy	10.80%
MSFT Microsoft Corporation	Technology	8.10%
NEE NextEra Energy, Inc.	Utilities	4.90%
PPL PPL Corporation	Utilities	23.60%
T AT&T Inc.	Communication Services	9.50%
USD=X USD Cash		5.30%
VZ Verizon Communications Inc.	Communication Services	6%
WBD Warner Bros. Discovery, Inc.	Communication Services	1.50%
XOM Exxon Mobil Corporation	Energy	20.70%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC 6SN Scot before changes in 2023, 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 Jul 8, 2005, corresponding to the inception date of WBD

Returns By Period

As of Apr 3, 2026, the AMPC 6SN Scot before changes in 2023 returned 16.05% Year-To-Date and 13.62% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio AMPC 6SN Scot before changes in 2023	0.00%	2.57%	16.05%	17.63%	22.88%	16.55%	16.86%	13.62%
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
COP ConocoPhillips Company	1.67%	10.12%	40.51%	42.17%	27.23%	9.86%	23.68%	16.34%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
NEE NextEra Energy, Inc.	0.32%	0.60%	16.82%	20.77%	36.09%	9.87%	6.95%	15.01%
PPL PPL Corporation	0.70%	1.78%	11.16%	7.82%	10.35%	15.76%	10.08%	4.67%
T AT&T Inc.	0.07%	-1.19%	15.38%	7.25%	5.08%	19.93%	10.68%	5.53%
VZ Verizon Communications Inc.	0.02%	-2.89%	23.39%	17.79%	17.97%	15.58%	2.85%	4.39%
WBD Warner Bros. Discovery, Inc.	-0.62%	-3.12%	-5.20%	42.00%	158.71%	22.64%	-8.80%	-0.55%
XOM Exxon Mobil Corporation	-0.06%	5.84%	34.42%	46.62%	40.06%	15.29%	27.66%	11.56%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 9, 2005, AMPC 6SN Scot before changes in 2023's average daily return is +0.04%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AMPC 6SN Scot before changes in 2023 closed higher 38% of trading days. The best single day was Oct 13, 2008 with a return of +14.5%, while the worst single day was Mar 16, 2020 at -10.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.06%	6.24%	4.10%	-1.07%									16.05%
2025	0.49%	4.45%	2.39%	-4.46%	-0.54%	2.60%	3.29%	3.18%	1.85%	-1.14%	1.85%	-0.50%	13.95%
2024	0.65%	-0.18%	6.14%	-1.00%	4.82%	-0.43%	2.93%	3.14%	2.45%	-1.01%	3.87%	-4.84%	17.25%
2023	4.98%	-5.34%	3.46%	2.89%	-5.97%	3.86%	1.34%	-1.86%	-1.95%	0.43%	4.56%	1.14%	6.97%
2022	6.66%	-1.90%	4.66%	-2.76%	8.20%	-8.36%	7.13%	-0.74%	-9.50%	12.32%	4.09%	-2.91%	15.34%
2021	2.23%	6.34%	4.32%	2.18%	-0.10%	3.59%	-1.04%	1.09%	0.65%	5.73%	-2.71%	5.19%	30.62%

Benchmark Metrics

AMPC 6SN Scot before changes in 2023 has an annualized alpha of 5.33%, beta of 0.78, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since July 09, 2005.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.21%) than losses (66.06%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.33%

Beta: 0.78

R²: 0.72

Upside Capture: 85.21%

Downside Capture: 66.06%

Expense Ratio

AMPC 6SN Scot before changes in 2023 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.

Return for Risk

Risk / Return Rank

AMPC 6SN Scot before changes in 2023 ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.95	0.88	+1.07
Sortino ratio Return per unit of downside risk	2.59	1.37	+1.22
Omega ratio Gain probability vs. loss probability	1.39	1.21	+0.18
Calmar ratio Return relative to maximum drawdown	9.81	1.39	+8.42
Martin ratio Return relative to average drawdown	26.82	6.43	+20.39
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
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
COP ConocoPhillips Company	63	0.79	1.23	1.16	1.27	2.45
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
NEE NextEra Energy, Inc.	79	1.41	1.88	1.26	3.17	7.01
PPL PPL Corporation	56	0.59	0.90	1.11	0.90	2.31
T AT&T Inc.	43	0.23	0.46	1.06	0.19	0.42
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
WBD Warner Bros. Discovery, Inc.	95	2.76	3.63	1.55	6.17	17.45
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
USD=X USD Cash	—	—	—	—	—	—

Sharpe Ratio

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.

AMPC 6SN Scot before changes in 2023 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.95
5-Year: 1.16
10-Year: 0.80
All Time: 0.68

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 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AMPC 6SN Scot before changes in 2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AMPC 6SN Scot before changes in 2023 provided a 2.40% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.40%	2.85%	2.95%	3.27%	3.11%	4.05%	4.76%	3.35%	3.90%	3.33%	3.16%	5.54%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
COP ConocoPhillips Company	2.48%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NEE NextEra Energy, Inc.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
PPL PPL Corporation	2.85%	3.11%	3.17%	3.54%	2.99%	5.52%	5.89%	4.60%	5.79%	5.11%	4.46%	11.74%
T AT&T Inc.	3.92%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
VZ Verizon Communications Inc.	5.54%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
WBD Warner Bros. Discovery, 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%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
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%

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 6SN Scot before changes in 2023. 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 6SN Scot before changes in 2023 was 43.66%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.

The current AMPC 6SN Scot before changes in 2023 drawdown is 1.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.66%	Dec 31, 2007	435	Mar 9, 2009	962	Oct 27, 2011	1397
-39.03%	Jan 21, 2020	63	Mar 23, 2020	297	Jan 14, 2021	360
-16.8%	Oct 10, 2018	76	Dec 24, 2018	102	Apr 5, 2019	178
-14.78%	Dec 30, 2014	239	Aug 25, 2015	70	Nov 3, 2015	309
-14.61%	Jun 8, 2022	115	Sep 30, 2022	54	Nov 23, 2022	169

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 10 assets, with an effective number of assets of 6.94, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	USD=X	WBD	AAPL	NEE	MSFT	PPL	VZ	COP	T	XOM	Portfolio
Benchmark	1.00	0.00	0.48	0.59	0.42	0.69	0.41	0.44	0.51	0.47	0.54	0.74
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
WBD	0.48	0.00	1.00	0.24	0.20	0.27	0.21	0.24	0.29	0.31	0.30	0.39
AAPL	0.59	0.00	0.24	1.00	0.19	0.46	0.17	0.20	0.24	0.22	0.24	0.47
NEE	0.42	0.00	0.20	0.19	1.00	0.26	0.57	0.34	0.20	0.33	0.25	0.50
MSFT	0.69	0.00	0.27	0.46	0.26	1.00	0.21	0.24	0.25	0.24	0.27	0.46
PPL	0.41	0.00	0.21	0.17	0.57	0.21	1.00	0.35	0.25	0.36	0.30	0.61
VZ	0.44	0.00	0.24	0.20	0.34	0.24	0.35	1.00	0.25	0.64	0.30	0.49
COP	0.51	0.00	0.29	0.24	0.20	0.25	0.25	0.25	1.00	0.27	0.71	0.67
T	0.47	0.00	0.31	0.22	0.33	0.24	0.36	0.64	0.27	1.00	0.35	0.54
XOM	0.54	0.00	0.30	0.24	0.25	0.27	0.30	0.30	0.71	0.35	1.00	0.73
Portfolio	0.74	0.00	0.39	0.47	0.50	0.46	0.61	0.49	0.67	0.54	0.73	1.00

The correlation results are calculated based on daily price changes starting from Jul 9, 2005

AMPC 6SN Scot before changes in 2023

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table