AMPC 6SN Scot before changes in 2023

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 13, 2026, the AMPC 6SN Scot before changes in 2023 returned 11.09% Year-To-Date and 12.68% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio AMPC 6SN Scot before changes in 2023	0.00%	-2.39%	11.09%	11.59%	20.13%	15.50%	14.78%	12.68%
Portfolio components:
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
COP ConocoPhillips Company	1.40%	-4.44%	26.87%	24.31%	24.65%	7.68%	18.49%	13.66%
MSFT Microsoft Corporation	0.10%	-7.19%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
NEE NextEra Energy, Inc.	1.36%	-7.22%	8.63%	6.81%	18.32%	8.11%	5.94%	13.51%
PPL PPL Corporation	1.10%	3.61%	3.97%	7.12%	9.14%	13.81%	7.88%	3.60%
T AT&T Inc.	2.52%	-1.87%	-2.96%	-1.93%	-12.71%	20.58%	7.38%	3.33%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VZ Verizon Communications Inc.	2.49%	3.75%	21.97%	21.50%	19.39%	18.39%	2.74%	4.44%
WBD Warner Bros. Discovery, Inc.	0.45%	-0.00%	-6.38%	-10.01%	168.99%	25.07%	-2.61%	0.50%
XOM Exxon Mobil Corporation	0.28%	-6.91%	23.81%	25.40%	35.30%	15.15%	23.23%	9.64%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 8, 2005, AMPC 6SN Scot before changes in 2023's average daily return is +0.03%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 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 37% 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%	-2.07%	-1.64%	-1.69%							11.09%
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 4.66%, beta of 0.78, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since July 08, 2005.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.96%) than losses (66.20%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.66%

Beta: 0.78

R²: 0.71

Upside Capture: 81.96%

Downside Capture: 66.20%

See how alpha, beta & R² have trended over time →

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 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

The table below presents risk-adjusted performance metrics for AMPC 6SN Scot before changes in 2023 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.02	1.86	+0.16
Sortino ratioReturn per unit of downside risk	2.89	2.53	+0.36
Omega ratioGain probability vs. loss probability	1.34	1.34	0.00
Calmar ratioReturn relative to maximum drawdown	3.38	2.53	+0.85
Martin ratioReturn relative to average drawdown	11.14	11.37	-0.23

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
COP ConocoPhillips Company	69	0.95	1.43	1.17	1.86	4.08
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.78
PPL PPL Corporation	54	0.45	0.72	1.08	0.57	1.49
T AT&T Inc.	17	-0.59	-0.72	0.92	-0.59	-1.22
USD=X USD Cash	—	—	—	—	—	—
VZ Verizon Communications Inc.	68	0.84	1.49	1.18	1.43	3.06
WBD Warner Bros. Discovery, Inc.	97	3.57	5.51	1.76	7.82	22.23
XOM Exxon Mobil Corporation	80	1.57	2.09	1.26	2.45	6.56

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. Learn how to interpret the Sharpe ratio.

The current AMPC 6SN Scot before changes in 2023 Sharpe ratio is 2.02 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 2.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.65%	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	0.36%	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	2.82%	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	0.91%	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.	2.77%	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	3.11%	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.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
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%
VZ Verizon Communications Inc.	5.75%	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	2.78%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

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 5.30%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-43.66%Mar 2009	1y 2mo	2y 7mo	3y 10moDec 2007 - Oct 2011
COVID crash2020	-39.03%Mar 2020	2mo 2d	9mo 27d	11mo 29dJan 2020 - Jan 2021
Rate-hike selloffLate 2018	-16.80%Dec 2018	2mo 15d	3mo 12d	5mo 27dOct 2018 - Apr 2019
2015 correction2015	-14.78%Aug 2015	7mo 28d	2mo 10d	10mo 8dDec 2014 - Nov 2015
Bear market2022	-14.61%Sep 2022	3mo 24d	1mo 24d	5mo 18dJun 2022 - Nov 2022

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. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.18	1.80	1.65	1.48	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

AMPC 6SN Scot before changes in 2023 correlation to the S&P 500 Index

AMPC 6SN Scot before changes in 2023 has a 0.04 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jul 8, 2005	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.69, while USD=X has the lowest at 0.00.

USD=X

0.00

PPL

0.41

NEE

0.42

0.43

0.47

0.48

0.50

0.53

0.59

0.69

Portfolio Correlations

Correlation vs. AMPC 6SN Scot before changes in 2023. XOM has the highest portfolio correlation at 0.73, while USD=X has the lowest at 0.00.

0.00

0.39

0.46

0.47

0.49

NEE

0.49

0.54

PPL

0.61

COP

0.67

XOM

0.73

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=X	WBD	AAPL	NEE	MSFT	PPL	VZ	COP	T	XOM
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
WBD	0.00	1.00	0.24	0.20	0.26	0.21	0.24	0.28	0.30	0.30
AAPL	0.00	0.24	1.00	0.19	0.46	0.17	0.19	0.24	0.22	0.23
NEE	0.00	0.20	0.19	1.00	0.25	0.56	0.34	0.20	0.33	0.25
MSFT	0.00	0.26	0.46	0.25	1.00	0.21	0.24	0.25	0.24	0.27
PPL	0.00	0.21	0.17	0.56	0.21	1.00	0.35	0.25	0.36	0.30
VZ	0.00	0.24	0.19	0.34	0.24	0.35	1.00	0.24	0.64	0.30
COP	0.00	0.28	0.24	0.20	0.25	0.25	0.24	1.00	0.27	0.71
T	0.00	0.30	0.22	0.33	0.24	0.36	0.64	0.27	1.00	0.35
XOM	0.00	0.30	0.23	0.25	0.27	0.30	0.30	0.71	0.35	1.00

The correlation results are calculated based on daily price changes starting from Jul 8, 2005

Diversification Analysis

Find what AMPC 6SN Scot before changes in 2023 is missing

See which holdings overlap, where AMPC 6SN Scot before changes in 2023 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification