AMPT 2EN 05/08/2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 2EN 05/08/2024, 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 Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| AMPT 2EN 05/08/2024 | 8.74% | 1.92% | 6.13% | 12.06% | 5.55% | N/A |
| Portfolio components: | ||||||
SRLN SPDR Blackstone Senior Loan ETF | 5.61% | 0.98% | 4.12% | 9.03% | 4.16% | 3.70% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 8.05% | 1.98% | 6.48% | 15.49% | 3.47% | 3.89% |
JNK SPDR Barclays High Yield Bond ETF | 7.90% | 1.92% | 6.27% | 15.36% | 3.47% | 3.62% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.50% | 1.42% | 4.22% | 9.38% | 2.11% | N/A |
DBC Invesco DB Commodity Index Tracking Fund | 0.82% | 1.51% | -2.16% | -7.67% | 8.93% | 0.28% |
GLD SPDR Gold Trust | 26.70% | 4.33% | 20.89% | 36.03% | 11.02% | 7.51% |
SPAXX Fidelity Government Money Market Fund | 0.86% | 0.00% | 0.00% | 2.11% | 1.43% | 0.78% |
Monthly Returns
The table below presents the monthly returns of AMPT 2EN 05/08/2024, 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 | 0.35% | 0.26% | 2.51% | 0.38% | 1.01% | 0.14% | 1.35% | 0.79% | 8.74% | ||||
| 2023 | 3.18% | -1.80% | 1.38% | 0.47% | -1.28% | 1.33% | 2.30% | 0.15% | -0.82% | 0.50% | 1.92% | 1.37% | 8.92% |
| 2022 | -0.07% | 1.25% | 1.30% | -1.05% | -0.07% | -4.24% | 2.13% | -1.67% | -3.50% | 1.88% | 2.84% | -0.44% | -1.90% |
| 2021 | 0.32% | 0.70% | 0.08% | 1.98% | 1.88% | -0.01% | 0.52% | 0.08% | 0.27% | 0.92% | -1.95% | 2.39% | 7.33% |
| 2020 | -0.65% | -1.69% | -11.65% | 4.73% | 3.34% | 1.88% | 4.66% | 1.10% | -1.48% | -0.59% | 1.97% | 2.79% | 3.35% |
| 2019 | 3.62% | 1.22% | 0.10% | 0.88% | -1.36% | 2.90% | 0.16% | 0.61% | 0.08% | 0.61% | -0.06% | 2.25% | 11.47% |
| 2018 | 1.10% | -0.96% | 0.38% | 0.65% | 0.28% | -0.78% | 0.16% | 0.16% | 0.71% | -1.15% | -1.55% | -1.14% | -2.16% |
| 2017 | 1.13% | 1.03% | -0.53% | 0.27% | 0.26% | -0.42% | 1.40% | 0.68% | 0.08% | 0.64% | 0.11% | 0.78% | 5.54% |
| 2016 | -0.69% | -0.84% | 1.20% | -0.34% |
Expense Ratio
AMPT 2EN 05/08/2024 features an expense ratio of 0.60%, falling within the medium range. 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 AMPT 2EN 05/08/2024 is 93, placing it in the top 7% 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 | |
|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 4.59 | 6.92 | 2.25 | 6.67 | 46.73 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.99 | 4.68 | 1.60 | 1.69 | 22.75 |
JNK SPDR Barclays High Yield Bond ETF | 2.98 | 4.62 | 1.60 | 1.59 | 22.82 |
RCRIX RiverPark Floating Rate CMBS Fund | 7.21 | 14.17 | 4.70 | 26.98 | 137.53 |
DBC Invesco DB Commodity Index Tracking Fund | -0.55 | -0.68 | 0.92 | -0.28 | -1.20 |
GLD SPDR Gold Trust | 2.71 | 3.73 | 1.48 | 3.03 | 17.53 |
SPAXX Fidelity Government Money Market Fund | 2.27 | — | — | — | — |
Dividends
Dividend yield
AMPT 2EN 05/08/2024 granted a 5.84% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 2EN 05/08/2024 | 5.84% | 5.72% | 3.63% | 2.52% | 3.04% | 3.47% | 3.76% | 2.61% | 2.48% | 2.75% | 2.50% | 2.31% |
| Portfolio components: | ||||||||||||
SRLN SPDR Blackstone Senior Loan ETF | 8.97% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.28% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
JNK SPDR Barclays High Yield Bond ETF | 6.42% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% | 6.05% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.50% | 7.90% | 3.80% | 2.34% | 3.16% | 3.35% | 4.74% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 4.90% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPAXX Fidelity Government Money Market Fund | 4.99% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 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 AMPT 2EN 05/08/2024. 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 AMPT 2EN 05/08/2024 was 19.85%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.85% | Jan 8, 2020 | 52 | Mar 23, 2020 | 96 | Aug 6, 2020 | 148 |
| -9.96% | Mar 9, 2022 | 142 | Sep 27, 2022 | 245 | Sep 14, 2023 | 387 |
| -5.21% | Oct 3, 2018 | 57 | Dec 24, 2018 | 37 | Feb 19, 2019 | 94 |
| -2.79% | Oct 20, 2016 | 17 | Nov 11, 2016 | 36 | Jan 5, 2017 | 53 |
| -2.78% | Nov 10, 2021 | 15 | Dec 1, 2021 | 30 | Jan 12, 2022 | 45 |
Volatility
Volatility Chart
The current AMPT 2EN 05/08/2024 volatility is 1.35%, 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
| SPAXX | RCRIX | GLD | DBC | SRLN | HYG | JNK | |
|---|---|---|---|---|---|---|---|
| SPAXX | 1.00 | 0.06 | -0.02 | -0.09 | -0.01 | -0.04 | -0.03 |
| RCRIX | 0.06 | 1.00 | 0.04 | 0.03 | 0.08 | 0.02 | 0.02 |
| GLD | -0.02 | 0.04 | 1.00 | 0.24 | 0.13 | 0.17 | 0.17 |
| DBC | -0.09 | 0.03 | 0.24 | 1.00 | 0.27 | 0.30 | 0.30 |
| SRLN | -0.01 | 0.08 | 0.13 | 0.27 | 1.00 | 0.55 | 0.56 |
| HYG | -0.04 | 0.02 | 0.17 | 0.30 | 0.55 | 1.00 | 0.98 |
| JNK | -0.03 | 0.02 | 0.17 | 0.30 | 0.56 | 0.98 | 1.00 |