AMPC 6BN Khailany

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AMPC 6BN Khailany

Currency in USD · Last updated May 22, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	18%
BLDR Builders FirstSource, Inc.	Industrials	5%
FSLR First Solar, Inc.	Technology	5%
GE General Electric Company	Industrials	5%
IUSG iShares Core S&P U.S. Growth ETF	Large Cap Growth Equities	8%
MSFT Microsoft Corporation	Technology	12%
NVDA NVIDIA Corporation	Technology	12%
PHO Invesco Water Resources ETF	Water Equities	5%
QQQ Invesco QQQ	Large Cap Blend Equities	12%
TMO Thermo Fisher Scientific Inc.	Healthcare	4%
USD=X USD Cash		2%
XLK Technology Select Sector SPDR Fund	Technology Equities	12%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Nov 17, 2006, corresponding to the inception date of FSLR

Returns By Period

As of May 22, 2025, the AMPC 6BN Khailany returned -2.95% Year-To-Date and 27.23% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
AMPC 6BN Khailany	-3.06%	14.33%	-3.53%	8.72%	30.59%	27.22%
Portfolio components:
MSFT Microsoft Corporation	8.33%	24.23%	10.59%	6.46%	20.94%	27.31%
AAPL Apple Inc	-19.40%	0.94%	-11.67%	5.97%	21.04%	21.10%
QQQ Invesco QQQ	0.69%	15.64%	2.10%	13.48%	18.22%	17.53%
TMO Thermo Fisher Scientific Inc.	-22.95%	-7.88%	-22.28%	-32.02%	3.56%	12.05%
XLK Technology Select Sector SPDR Fund	-1.19%	19.16%	-1.44%	7.34%	19.90%	19.51%
NVDA NVIDIA Corporation	-1.08%	34.32%	-9.42%	39.93%	71.34%	74.59%
FSLR First Solar, Inc.	-11.29%	15.52%	-14.07%	-37.89%	29.18%	11.00%
BLDR Builders FirstSource, Inc.	-23.15%	-5.39%	-37.56%	-33.82%	41.77%	24.18%
IUSG iShares Core S&P U.S. Growth ETF	0.54%	15.52%	2.24%	17.02%	16.59%	14.17%
GE General Electric Company	38.32%	21.72%	29.31%	44.15%	49.13%	7.21%
PHO Invesco Water Resources ETF	2.79%	7.77%	-3.78%	-0.64%	14.87%	10.53%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

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
2025	0.42%	-2.88%	-7.62%	-0.26%	7.87%								-3.06%
2024	3.17%	8.48%	3.97%	-2.95%	11.07%	4.49%	0.93%	1.81%	3.37%	-3.19%	4.74%	-1.75%	38.70%
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%	5.50%	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	-3.08%	6.65%	1.72%	0.83%	2.67%	2.16%	-1.58%	6.45%	-2.48%	2.96%	4.59%	-2.89%	18.80%

Expense Ratio

AMPC 6BN Khailany has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQ

Invesco QQQ

XLK

Technology Select Sector SPDR Fund

IUSG

iShares Core S&P U.S. Growth ETF

PHO

Invesco Water Resources ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPC 6BN Khailany 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.25	0.76	1.10	0.43	0.93
AAPL Apple Inc	0.18	0.42	1.06	0.12	0.39
QQQ Invesco QQQ	0.52	0.93	1.13	0.61	1.94
TMO Thermo Fisher Scientific Inc.	-1.17	-1.60	0.81	-0.74	-1.88
XLK Technology Select Sector SPDR Fund	0.24	0.64	1.09	0.37	1.13
NVDA NVIDIA Corporation	0.65	0.74	1.09	0.38	0.93
FSLR First Solar, Inc.	-0.61	-0.88	0.90	-0.67	-1.06
BLDR Builders FirstSource, Inc.	-0.77	-0.67	0.92	-0.50	-1.08
IUSG iShares Core S&P U.S. Growth ETF	0.68	1.09	1.15	0.75	2.48
GE General Electric Company	1.26	1.75	1.27	2.04	6.30
PHO Invesco Water Resources ETF	-0.03	0.48	1.06	0.22	0.68
USD=X USD Cash	—	—	—	—	—

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 6BN Khailany Sharpe ratios as of May 22, 2025 (values are recalculated daily):

1-Year: 0.33
5-Year: 1.22
10-Year: 1.11
All Time: 0.85

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 0.45 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 AMPC 6BN Khailany 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

AMPC 6BN Khailany provided a 0.44% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.44%	0.42%	0.49%	0.62%	0.39%	0.53%	0.77%	1.27%	1.16%	1.33%	1.41%	1.50%
Portfolio components:
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%
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%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
TMO Thermo Fisher Scientific Inc.	0.40%	0.30%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%
XLK Technology Select Sector SPDR Fund	0.68%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
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%
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	0.59%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%	1.21%
GE General Electric Company	0.52%	0.67%	0.25%	0.38%	0.34%	0.37%	0.36%	4.89%	4.81%	2.94%	2.95%	3.52%
PHO Invesco Water Resources ETF	0.49%	0.45%	0.59%	0.49%	0.20%	0.39%	0.43%	0.46%	0.34%	0.47%	0.75%	0.59%
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 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 6.75%.

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
-24.16%	Dec 5, 2024	89	Apr 8, 2025	—	—	—

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 12 assets, with an effective number of assets of 9.23, 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.

	^GSPC	USD=X	FSLR	BLDR	GE	TMO	AAPL	NVDA	MSFT	PHO	XLK	QQQ	IUSG	Portfolio
^GSPC	1.00	0.00	0.45	0.53	0.62	0.64	0.61	0.60	0.71	0.83	0.89	0.89	0.96	0.86
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	0.00	0.00
FSLR	0.45	0.00	1.00	0.30	0.29	0.31	0.31	0.36	0.33	0.43	0.43	0.45	0.45	0.54
BLDR	0.53	0.00	0.30	1.00	0.39	0.35	0.33	0.33	0.34	0.55	0.45	0.47	0.51	0.55
GE	0.62	0.00	0.29	0.39	1.00	0.35	0.33	0.35	0.37	0.57	0.49	0.48	0.54	0.52
TMO	0.64	0.00	0.31	0.35	0.35	1.00	0.39	0.40	0.47	0.60	0.57	0.59	0.63	0.58
AAPL	0.61	0.00	0.31	0.33	0.33	0.39	1.00	0.46	0.53	0.48	0.72	0.73	0.65	0.76
NVDA	0.60	0.00	0.36	0.33	0.35	0.40	0.46	1.00	0.53	0.48	0.69	0.69	0.65	0.76
MSFT	0.71	0.00	0.33	0.34	0.37	0.47	0.53	0.53	1.00	0.53	0.78	0.76	0.74	0.75
PHO	0.83	0.00	0.43	0.55	0.57	0.60	0.48	0.48	0.53	1.00	0.70	0.71	0.79	0.72
XLK	0.89	0.00	0.43	0.45	0.49	0.57	0.72	0.69	0.78	0.70	1.00	0.95	0.92	0.92
QQQ	0.89	0.00	0.45	0.47	0.48	0.59	0.73	0.69	0.76	0.71	0.95	1.00	0.94	0.93
IUSG	0.96	0.00	0.45	0.51	0.54	0.63	0.65	0.65	0.74	0.79	0.92	0.94	1.00	0.90
Portfolio	0.86	0.00	0.54	0.55	0.52	0.58	0.76	0.76	0.75	0.72	0.92	0.93	0.90	1.00

The correlation results are calculated based on daily price changes starting from Nov 20, 2006

Performance Analysis

Risk Analysis

Optimization

Factor Model

AMPC 6BN Khailany

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community