AMPC Paul Hartz
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPC Paul Hartz, 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 Jun 16, 2006, corresponding to the inception date of DTD
Returns By Period
As of Nov 13, 2024, the AMPC Paul Hartz returned 25.72% Year-To-Date and 16.36% 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 Paul Hartz | 25.72% | 0.23% | 11.92% | 32.16% | 17.81% | 16.36% |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.04% | -2.95% | 18.46% | 20.21% | 27.31% | 23.41% |
MSFT Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 23.32% | 24.89% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 20.42% | 17.67% |
GOOGL Alphabet Inc. | 30.34% | 10.10% | 5.54% | 36.26% | 21.46% | 19.93% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 92.13% | 74.27% |
LLY Eli Lilly and Company | 41.16% | -11.90% | 4.19% | 34.71% | 48.47% | 29.64% |
UNH UnitedHealth Group Incorporated | 18.13% | 1.53% | 19.69% | 15.46% | 18.99% | 21.53% |
COST Costco Wholesale Corporation | 42.08% | 4.93% | 18.79% | 62.35% | 26.30% | 22.70% |
XOM Exxon Mobil Corporation | 23.47% | -3.01% | 2.31% | 18.36% | 16.48% | 6.62% |
CSCO Cisco Systems, Inc. | 19.99% | 8.18% | 20.12% | 14.01% | 8.46% | 11.38% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 19.86% | 5.24% | 12.34% | 34.29% | 10.74% | 9.48% |
DTD WisdomTree U.S. Total Dividend Fund | 23.34% | 1.40% | 12.99% | 31.85% | 11.40% | 10.46% |
TLT iShares 20+ Year Treasury Bond ETF | -5.24% | -2.99% | 0.40% | 5.03% | -5.54% | -0.26% |
VZ Verizon Communications Inc. | 14.30% | -6.46% | 2.99% | 20.10% | -2.14% | 2.54% |
IBM International Business Machines Corporation | 33.59% | -9.67% | 27.41% | 45.26% | 15.13% | 7.27% |
CAT Caterpillar Inc. | 35.05% | 0.12% | 10.00% | 61.10% | 23.84% | 16.97% |
Monthly Returns
The table below presents the monthly returns of AMPC Paul Hartz, 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 | 3.65% | 2.77% | 3.69% | -3.69% | 5.58% | 3.72% | 1.52% | 2.55% | 2.46% | -1.96% | 25.72% | ||
| 2023 | 7.05% | -2.34% | 5.32% | 1.73% | 1.75% | 5.08% | 1.68% | 0.37% | -4.50% | -0.40% | 8.18% | 3.65% | 30.36% |
| 2022 | -4.01% | -1.02% | 2.68% | -8.53% | 1.21% | -4.80% | 6.32% | -5.30% | -8.85% | 6.44% | 5.60% | -5.30% | -16.00% |
| 2021 | 0.01% | 1.65% | 2.85% | 4.43% | 0.75% | 4.22% | 2.31% | 2.90% | -4.52% | 6.98% | 0.57% | 3.72% | 28.61% |
| 2020 | 0.97% | -5.72% | -5.75% | 11.27% | 4.24% | 2.32% | 4.58% | 5.75% | -3.12% | -2.51% | 9.55% | 3.37% | 25.94% |
| 2019 | 5.73% | 2.88% | 4.06% | 1.31% | -5.60% | 5.89% | 1.75% | -0.16% | 1.60% | 3.43% | 3.37% | 3.34% | 30.73% |
| 2018 | 4.94% | -3.76% | -1.94% | 1.47% | 3.48% | 1.02% | 3.49% | 5.53% | -0.17% | -4.98% | 1.41% | -7.33% | 2.27% |
| 2017 | 0.97% | 3.18% | 0.35% | 0.99% | 3.02% | -0.97% | 3.33% | 1.57% | 1.52% | 3.36% | 3.41% | 1.03% | 23.93% |
| 2016 | -2.22% | 0.69% | 6.86% | -2.36% | 3.49% | 2.24% | 5.31% | -0.65% | 1.46% | -2.37% | 3.03% | 3.75% | 20.42% |
| 2015 | -0.53% | 5.30% | -1.11% | 1.82% | 0.80% | -2.95% | 2.52% | -3.54% | -1.14% | 7.91% | 0.37% | -0.66% | 8.51% |
| 2014 | -1.24% | 3.94% | 0.42% | 0.48% | 3.52% | 1.41% | 0.15% | 3.84% | -1.19% | 2.76% | 2.96% | -1.66% | 16.24% |
| 2013 | 2.16% | 1.63% | 2.94% | 4.06% | 0.41% | -1.16% | 3.50% | -1.62% | 1.48% | 4.29% | 2.30% | 1.42% | 23.39% |
Expense Ratio
AMPC Paul Hartz 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 risk-adjusted rank of AMPC Paul Hartz is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.83 | 1.35 | 1.17 | 1.12 | 2.60 |
MSFT Microsoft Corporation | 0.66 | 0.97 | 1.13 | 0.82 | 2.00 |
QQQ Invesco QQQ | 1.90 | 2.53 | 1.35 | 2.40 | 8.73 |
GOOGL Alphabet Inc. | 1.26 | 1.80 | 1.25 | 1.50 | 3.76 |
NVDA NVIDIA Corporation | 4.09 | 4.03 | 1.53 | 7.78 | 24.80 |
LLY Eli Lilly and Company | 1.27 | 1.89 | 1.26 | 1.93 | 6.52 |
UNH UnitedHealth Group Incorporated | 0.58 | 0.95 | 1.14 | 0.70 | 1.82 |
COST Costco Wholesale Corporation | 3.24 | 3.91 | 1.59 | 6.05 | 15.62 |
XOM Exxon Mobil Corporation | 0.95 | 1.43 | 1.17 | 0.96 | 4.31 |
CSCO Cisco Systems, Inc. | 1.44 | 2.15 | 1.29 | 1.07 | 4.04 |
USD=X USD Cash | — | — | — | — | — |
VB Vanguard Small-Cap ETF | 1.94 | 2.71 | 1.34 | 1.93 | 10.54 |
DTD WisdomTree U.S. Total Dividend Fund | 3.00 | 4.16 | 1.57 | 5.88 | 20.49 |
TLT iShares 20+ Year Treasury Bond ETF | 0.34 | 0.58 | 1.07 | 0.11 | 0.82 |
VZ Verizon Communications Inc. | 0.74 | 1.14 | 1.16 | 0.52 | 3.65 |
IBM International Business Machines Corporation | 1.85 | 2.53 | 1.39 | 2.42 | 5.67 |
CAT Caterpillar Inc. | 2.34 | 3.10 | 1.42 | 3.88 | 8.84 |
Dividends
Dividend yield
AMPC Paul Hartz provided a 2.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.23% | 2.37% | 2.25% | 1.78% | 2.03% | 1.96% | 2.22% | 2.16% | 2.26% | 2.46% | 2.25% | 2.23% |
| Portfolio components: | ||||||||||||
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% |
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% |
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% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 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% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
UNH UnitedHealth Group Incorporated | 1.30% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
XOM Exxon Mobil Corporation | 2.37% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
CSCO Cisco Systems, Inc. | 2.71% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
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% |
VB Vanguard Small-Cap ETF | 1.31% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
DTD WisdomTree U.S. Total Dividend Fund | 2.23% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
VZ Verizon Communications Inc. | 6.62% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
CAT Caterpillar Inc. | 1.38% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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 Paul Hartz. 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 Paul Hartz was 45.31%, occurring on Mar 9, 2009. Recovery took 431 trading sessions.
The current AMPC Paul Hartz drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.31% | Nov 1, 2007 | 353 | Mar 9, 2009 | 431 | Nov 2, 2010 | 784 |
| -24.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 5, 2020 | 77 |
| -22.22% | Dec 28, 2021 | 207 | Oct 12, 2022 | 199 | Jul 18, 2023 | 406 |
| -16.07% | Oct 3, 2018 | 59 | Dec 24, 2018 | 63 | Mar 21, 2019 | 122 |
| -11.91% | Jul 25, 2011 | 11 | Aug 8, 2011 | 55 | Oct 24, 2011 | 66 |
Volatility
Volatility Chart
The current AMPC Paul Hartz volatility is 2.92%, 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 | TLT | VZ | UNH | LLY | XOM | COST | NVDA | AAPL | CAT | GOOGL | IBM | MSFT | CSCO | VB | QQQ | DTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.00 | 0.00 | 0.00 |
| TLT | 0.00 | 1.00 | -0.11 | -0.18 | -0.13 | -0.29 | -0.12 | -0.17 | -0.16 | -0.27 | -0.18 | -0.25 | -0.18 | -0.22 | -0.28 | -0.23 | -0.28 |
| VZ | 0.00 | -0.11 | 1.00 | 0.28 | 0.34 | 0.35 | 0.33 | 0.19 | 0.23 | 0.34 | 0.27 | 0.43 | 0.31 | 0.36 | 0.40 | 0.34 | 0.53 |
| UNH | 0.00 | -0.18 | 0.28 | 1.00 | 0.36 | 0.31 | 0.32 | 0.24 | 0.28 | 0.32 | 0.33 | 0.35 | 0.33 | 0.35 | 0.42 | 0.40 | 0.48 |
| LLY | 0.00 | -0.13 | 0.34 | 0.36 | 1.00 | 0.29 | 0.34 | 0.25 | 0.27 | 0.29 | 0.32 | 0.35 | 0.37 | 0.36 | 0.39 | 0.42 | 0.48 |
| XOM | 0.00 | -0.29 | 0.35 | 0.31 | 0.29 | 1.00 | 0.27 | 0.26 | 0.28 | 0.55 | 0.33 | 0.44 | 0.33 | 0.41 | 0.54 | 0.40 | 0.61 |
| COST | 0.00 | -0.12 | 0.33 | 0.32 | 0.34 | 0.27 | 1.00 | 0.36 | 0.37 | 0.34 | 0.40 | 0.39 | 0.44 | 0.42 | 0.49 | 0.54 | 0.55 |
| NVDA | 0.00 | -0.17 | 0.19 | 0.24 | 0.25 | 0.26 | 0.36 | 1.00 | 0.47 | 0.38 | 0.49 | 0.37 | 0.52 | 0.48 | 0.54 | 0.69 | 0.49 |
| AAPL | 0.00 | -0.16 | 0.23 | 0.28 | 0.27 | 0.28 | 0.37 | 0.47 | 1.00 | 0.38 | 0.54 | 0.39 | 0.52 | 0.47 | 0.51 | 0.73 | 0.50 |
| CAT | 0.00 | -0.27 | 0.34 | 0.32 | 0.29 | 0.55 | 0.34 | 0.38 | 0.38 | 1.00 | 0.40 | 0.50 | 0.40 | 0.48 | 0.68 | 0.54 | 0.67 |
| GOOGL | 0.00 | -0.18 | 0.27 | 0.33 | 0.32 | 0.33 | 0.40 | 0.49 | 0.54 | 0.40 | 1.00 | 0.41 | 0.59 | 0.49 | 0.56 | 0.74 | 0.55 |
| IBM | 0.00 | -0.25 | 0.43 | 0.35 | 0.35 | 0.44 | 0.39 | 0.37 | 0.39 | 0.50 | 0.41 | 1.00 | 0.46 | 0.55 | 0.58 | 0.56 | 0.65 |
| MSFT | 0.00 | -0.18 | 0.31 | 0.33 | 0.37 | 0.33 | 0.44 | 0.52 | 0.52 | 0.40 | 0.59 | 0.46 | 1.00 | 0.55 | 0.55 | 0.76 | 0.59 |
| CSCO | 0.00 | -0.22 | 0.36 | 0.35 | 0.36 | 0.41 | 0.42 | 0.48 | 0.47 | 0.48 | 0.49 | 0.55 | 0.55 | 1.00 | 0.62 | 0.67 | 0.65 |
| VB | 0.00 | -0.28 | 0.40 | 0.42 | 0.39 | 0.54 | 0.49 | 0.54 | 0.51 | 0.68 | 0.56 | 0.58 | 0.55 | 0.62 | 1.00 | 0.78 | 0.87 |
| QQQ | 0.00 | -0.23 | 0.34 | 0.40 | 0.42 | 0.40 | 0.54 | 0.69 | 0.73 | 0.54 | 0.74 | 0.56 | 0.76 | 0.67 | 0.78 | 1.00 | 0.75 |
| DTD | 0.00 | -0.28 | 0.53 | 0.48 | 0.48 | 0.61 | 0.55 | 0.49 | 0.50 | 0.67 | 0.55 | 0.65 | 0.59 | 0.65 | 0.87 | 0.75 | 1.00 |