AMPC 6BN Khailany
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPC 6BN Khailany, 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
The earliest data available for this chart is Nov 17, 2006, corresponding to the inception date of FSLR
Returns By Period
As of Nov 13, 2024, the AMPC 6BN Khailany returned 40.64% Year-To-Date and 28.26% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| AMPC 6BN Khailany | 40.64% | -0.32% | 15.92% | 48.96% | 33.98% | 28.26% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 23.32% | 24.89% |
AAPL Apple Inc | 17.04% | -2.95% | 18.46% | 20.21% | 27.31% | 23.41% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 20.42% | 17.67% |
TMO Thermo Fisher Scientific Inc. | 2.08% | -10.44% | -9.61% | 18.06% | 11.85% | 16.11% |
XLK Technology Select Sector SPDR Fund | 23.33% | 1.00% | 11.25% | 30.69% | 22.36% | 19.74% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 92.13% | 74.27% |
FSLR First Solar, Inc. | 5.79% | -13.19% | -5.04% | 22.21% | 26.84% | 13.65% |
BLDR Builders FirstSource, Inc. | 7.01% | -9.18% | 3.90% | 33.06% | 46.26% | 38.92% |
IUSG iShares Core S&P U.S. Growth ETF | 34.21% | 3.28% | 16.16% | 41.06% | 16.88% | 14.42% |
GE General Electric Company | 80.20% | -5.19% | 12.08% | 96.27% | 25.62% | 5.20% |
PHO Invesco Water Resources ETF | 16.83% | 0.03% | 3.05% | 28.96% | 13.91% | 10.70% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of AMPC 6BN Khailany, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.17% | 8.48% | 3.97% | -2.95% | 11.07% | 4.49% | 0.93% | 1.81% | 3.37% | -3.19% | 40.64% | ||
| 2023 | 12.93% | 3.13% | 12.32% | 0.94% | 9.66% | 7.38% | 3.67% | -1.12% | -7.66% | -2.41% | 12.10% | 4.81% | 68.77% |
| 2022 | -8.46% | -3.11% | 4.21% | -13.19% | -1.05% | -9.45% | 16.52% | -4.63% | -10.06% | 7.65% | 7.90% | -8.26% | -23.44% |
| 2021 | 0.26% | -0.27% | 1.82% | 5.64% | -0.31% | 8.77% | 2.95% | 6.30% | -5.16% | 11.39% | 6.09% | 1.55% | 45.25% |
| 2020 | 2.81% | -5.30% | -9.65% | 14.36% | 8.05% | 7.29% | 8.69% | 15.46% | -4.60% | -1.02% | 10.78% | 5.18% | 61.00% |
| 2019 | 9.41% | 5.51% | 5.32% | 5.37% | -9.12% | 11.09% | 2.51% | -1.07% | 2.70% | 6.11% | 6.41% | 4.93% | 59.59% |
| 2018 | 7.20% | -1.35% | -2.58% | -0.43% | 6.58% | -2.25% | 3.32% | 7.18% | -0.91% | -9.69% | -5.39% | -9.74% | -9.56% |
| 2017 | 2.84% | 5.07% | 2.07% | 1.81% | 7.80% | -0.91% | 5.04% | 3.52% | 0.32% | 7.02% | 2.01% | 0.36% | 43.34% |
| 2016 | -6.68% | -0.12% | 10.02% | -5.61% | 7.35% | -1.55% | 8.54% | 1.27% | 2.67% | -0.71% | 3.46% | 4.77% | 24.24% |
| 2015 | -3.28% | 10.14% | -2.47% | 8.64% | 0.11% | -3.38% | 1.71% | -3.15% | -1.19% | 11.83% | 2.92% | -1.10% | 20.96% |
| 2014 | -3.09% | 6.65% | 1.72% | 0.83% | 2.67% | 2.16% | -1.58% | 6.45% | -2.48% | 2.96% | 4.59% | -2.89% | 18.79% |
| 2013 | -0.09% | 0.44% | 1.87% | 7.19% | 5.28% | -5.61% | 4.86% | 0.20% | 2.66% | 7.21% | 4.80% | 1.57% | 34.03% |
Expense Ratio
AMPC 6BN Khailany has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMPC 6BN Khailany is 54, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.66 | 0.97 | 1.13 | 0.82 | 2.00 |
AAPL Apple Inc | 0.83 | 1.35 | 1.17 | 1.12 | 2.60 |
QQQ Invesco QQQ | 1.90 | 2.53 | 1.35 | 2.40 | 8.73 |
TMO Thermo Fisher Scientific Inc. | 0.54 | 0.91 | 1.11 | 0.39 | 2.18 |
XLK Technology Select Sector SPDR Fund | 1.35 | 1.84 | 1.25 | 1.71 | 5.88 |
NVDA NVIDIA Corporation | 4.09 | 4.03 | 1.53 | 7.78 | 24.80 |
FSLR First Solar, Inc. | 0.34 | 0.91 | 1.11 | 0.33 | 0.98 |
BLDR Builders FirstSource, Inc. | 0.76 | 1.21 | 1.18 | 0.88 | 1.93 |
IUSG iShares Core S&P U.S. Growth ETF | 2.36 | 3.07 | 1.44 | 3.01 | 12.59 |
GE General Electric Company | 3.14 | 3.69 | 1.55 | 2.71 | 26.48 |
PHO Invesco Water Resources ETF | 1.84 | 2.60 | 1.31 | 3.55 | 9.70 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
AMPC 6BN Khailany provided a 0.43% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.43% | 0.49% | 0.62% | 0.39% | 0.53% | 0.77% | 1.27% | 1.16% | 1.33% | 1.41% | 1.50% | 1.53% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
TMO Thermo Fisher Scientific Inc. | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
FSLR First Solar, 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% |
BLDR Builders FirstSource, 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% |
IUSG iShares Core S&P U.S. Growth ETF | 0.64% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
PHO Invesco Water Resources ETF | 0.45% | 0.59% | 0.49% | 0.20% | 0.39% | 0.43% | 0.46% | 0.34% | 0.47% | 0.75% | 0.59% | 0.49% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPC 6BN Khailany. 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 6BN Khailany was 59.42%, occurring on Nov 20, 2008. Recovery took 557 trading sessions.
The current AMPC 6BN Khailany drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.42% | Dec 27, 2007 | 236 | Nov 20, 2008 | 557 | Jan 10, 2011 | 793 |
| -32.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 5, 2020 | 77 |
| -31.79% | Dec 28, 2021 | 123 | Jun 16, 2022 | 231 | May 5, 2023 | 354 |
| -28.93% | Oct 4, 2018 | 58 | Dec 24, 2018 | 137 | Jul 3, 2019 | 195 |
| -24.12% | Feb 18, 2011 | 162 | Oct 3, 2011 | 93 | Feb 9, 2012 | 255 |
Volatility
Volatility Chart
The current AMPC 6BN Khailany volatility is 4.68%, 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.
Diversification
Asset Correlations Table
| USD=X | FSLR | BLDR | GE | TMO | NVDA | AAPL | MSFT | PHO | XLK | QQQ | IUSG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| FSLR | 0.00 | 1.00 | 0.30 | 0.29 | 0.31 | 0.36 | 0.31 | 0.33 | 0.44 | 0.43 | 0.45 | 0.46 |
| BLDR | 0.00 | 0.30 | 1.00 | 0.39 | 0.35 | 0.33 | 0.33 | 0.34 | 0.54 | 0.45 | 0.47 | 0.52 |
| GE | 0.00 | 0.29 | 0.39 | 1.00 | 0.35 | 0.34 | 0.33 | 0.36 | 0.57 | 0.48 | 0.48 | 0.53 |
| TMO | 0.00 | 0.31 | 0.35 | 0.35 | 1.00 | 0.40 | 0.40 | 0.48 | 0.61 | 0.58 | 0.60 | 0.65 |
| NVDA | 0.00 | 0.36 | 0.33 | 0.34 | 0.40 | 1.00 | 0.47 | 0.52 | 0.49 | 0.69 | 0.69 | 0.65 |
| AAPL | 0.00 | 0.31 | 0.33 | 0.33 | 0.40 | 0.47 | 1.00 | 0.53 | 0.48 | 0.72 | 0.73 | 0.65 |
| MSFT | 0.00 | 0.33 | 0.34 | 0.36 | 0.48 | 0.52 | 0.53 | 1.00 | 0.53 | 0.79 | 0.76 | 0.74 |
| PHO | 0.00 | 0.44 | 0.54 | 0.57 | 0.61 | 0.49 | 0.48 | 0.53 | 1.00 | 0.70 | 0.71 | 0.80 |
| XLK | 0.00 | 0.43 | 0.45 | 0.48 | 0.58 | 0.69 | 0.72 | 0.79 | 0.70 | 1.00 | 0.95 | 0.92 |
| QQQ | 0.00 | 0.45 | 0.47 | 0.48 | 0.60 | 0.69 | 0.73 | 0.76 | 0.71 | 0.95 | 1.00 | 0.94 |
| IUSG | 0.00 | 0.46 | 0.52 | 0.53 | 0.65 | 0.65 | 0.65 | 0.74 | 0.80 | 0.92 | 0.94 | 1.00 |