Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 14% |
GLD SPDR Gold Shares | Gold, Precious Metals | 14% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 19% |
JNK SPDR Barclays High Yield Bond ETF | High Yield Bonds | 14% |
RCRIX RiverPark Floating Rate CMBS Fund | Bank Loan | 19% |
SPAXX Fidelity Government Money Market Fund | Money Market | 4% |
SRLN SPDR Blackstone Senior Loan ETF | High Yield Bonds | 16% |
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 Every 3 months.
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The earliest data available for this chart is May 25, 2021, corresponding to the inception date of SPAXX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio AMPT 2EN 05/08/2024 | 0.13% | 0.88% | 5.46% | 8.68% | 15.67% | 11.83% | — | — |
| Portfolio components: | ||||||||
SRLN SPDR Blackstone Senior Loan ETF | 0.15% | 1.61% | -1.24% | 0.52% | 5.73% | 7.52% | 4.53% | 4.54% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.24% | -0.22% | 0.13% | 1.21% | 6.94% | 8.10% | 3.71% | 5.21% |
JNK SPDR Barclays High Yield Bond ETF | 0.26% | -0.22% | 0.12% | 1.34% | 7.40% | 8.17% | 3.61% | 5.31% |
DBC Invesco DB Commodity Index Tracking Fund | 2.27% | 13.20% | 31.17% | 35.71% | 33.85% | 11.56% | 14.82% | 10.42% |
GLD SPDR Gold Shares | -1.92% | -8.27% | 8.35% | 21.03% | 49.02% | 32.51% | 21.53% | 13.97% |
SPAXX Fidelity Government Money Market Fund | 0.00% | 0.00% | 0.53% | 1.46% | 3.49% | 2.14% | — | — |
RCRIX RiverPark Floating Rate CMBS Fund | -0.45% | -0.34% | 0.42% | 1.58% | 5.02% | 7.99% | 5.11% | — |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, AMPT 2EN 05/08/2024's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 78% of months were positive and 22% were negative. The best month was Jan 2026 with a return of +3.2%, while the worst month was Jun 2022 at -4.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AMPT 2EN 05/08/2024 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +2.1%, while the worst single day was Jan 30, 2026 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.19% | 1.47% | 0.34% | 0.38% | 5.46% | ||||||||
| 2025 | 1.98% | 0.68% | 1.22% | -0.38% | 1.31% | 1.57% | 0.60% | 1.12% | 2.38% | 0.87% | 1.32% | 0.74% | 14.25% |
| 2024 | 0.32% | 0.26% | 2.50% | 0.39% | 1.03% | 0.14% | 1.35% | 0.80% | 1.81% | 0.71% | 0.22% | -0.02% | 9.89% |
| 2023 | 3.15% | -1.82% | 1.36% | 0.47% | -1.31% | 1.31% | 2.29% | 0.14% | -0.80% | 0.46% | 1.91% | 1.37% | 8.75% |
| 2022 | -0.07% | 1.25% | 1.30% | -1.05% | -0.07% | -4.25% | 2.13% | -1.68% | -3.50% | 1.87% | 2.83% | -0.44% | -1.94% |
| 2021 | 0.28% | 0.07% | 0.52% | 0.08% | 0.27% | 0.92% | -1.95% | 2.39% | 2.55% |
Benchmark Metrics
AMPT 2EN 05/08/2024 has an annualized alpha of 6.00%, beta of 0.19, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (30.09%) than losses (12.15%) — typical of diversified or defensive assets.
- Beta of 0.19 may look defensive, but with R² of 0.29 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.29 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.00%
- Beta
- 0.19
- R²
- 0.29
- Upside Capture
- 30.09%
- Downside Capture
- 12.15%
Expense Ratio
AMPT 2EN 05/08/2024 has an expense ratio of 0.60%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
AMPT 2EN 05/08/2024 ranks 93 for risk / return — in the top 93% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 0.88 | +1.48 |
Sortino ratioReturn per unit of downside risk | 3.18 | 1.37 | +1.81 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.21 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.39 | +2.46 |
Martin ratioReturn relative to average drawdown | 17.18 | 6.43 | +10.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 68 | 1.33 | 1.94 | 1.35 | 1.74 | 6.10 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 70 | 1.25 | 1.88 | 1.29 | 1.82 | 9.56 |
JNK SPDR Barclays High Yield Bond ETF | 71 | 1.30 | 1.94 | 1.30 | 1.82 | 9.31 |
DBC Invesco DB Commodity Index Tracking Fund | 81 | 1.80 | 2.41 | 1.32 | 3.16 | 8.12 |
GLD SPDR Gold Shares | 80 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
SPAXX Fidelity Government Money Market Fund | — | 3.48 | — | — | — | — |
RCRIX RiverPark Floating Rate CMBS Fund | 97 | 3.15 | 4.68 | 2.68 | 2.70 | 23.61 |
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Dividends
Dividend yield
AMPT 2EN 05/08/2024 provided a 4.66% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.66% | 4.86% | 5.54% | 5.54% | 3.58% | 2.52% | 3.03% | 3.43% | 12.20% | 3.09% | 2.48% | 2.75% |
| Portfolio components: | ||||||||||||
SRLN SPDR Blackstone Senior Loan ETF | 7.69% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.87% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
JNK SPDR Barclays High Yield Bond ETF | 6.66% | 6.54% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% |
DBC Invesco DB Commodity Index Tracking Fund | 2.54% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Shares | 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 | 3.42% | 3.88% | 1.53% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCRIX RiverPark Floating Rate CMBS Fund | 4.69% | 5.30% | 6.85% | 7.90% | 3.80% | 2.34% | 3.16% | 3.36% | 49.16% | 3.64% | 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 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 9.97%, occurring on Sep 27, 2022. Recovery took 244 trading sessions.
The current AMPT 2EN 05/08/2024 drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.97% | Mar 9, 2022 | 140 | Sep 27, 2022 | 244 | Sep 18, 2023 | 384 |
| -4.12% | Apr 3, 2025 | 4 | Apr 8, 2025 | 11 | Apr 24, 2025 | 15 |
| -3.22% | Jan 30, 2026 | 2 | Feb 2, 2026 | 23 | Mar 6, 2026 | 25 |
| -2.78% | Nov 10, 2021 | 15 | Dec 1, 2021 | 29 | Jan 12, 2022 | 44 |
| -2.75% | Mar 12, 2026 | 8 | Mar 23, 2026 | — | — | — |
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 7 assets, with an effective number of assets of 6.32, 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
| Benchmark | SPAXX | RCRIX | DBC | GLD | SRLN | HYG | JNK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.07 | 0.18 | 0.10 | 0.64 | 0.72 | 0.72 | 0.46 |
| SPAXX | 0.00 | 1.00 | -0.02 | -0.04 | 0.00 | 0.01 | -0.00 | -0.00 | -0.01 |
| RCRIX | 0.07 | -0.02 | 1.00 | 0.01 | 0.05 | 0.11 | 0.06 | 0.07 | 0.10 |
| DBC | 0.18 | -0.04 | 0.01 | 1.00 | 0.33 | 0.19 | 0.15 | 0.15 | 0.70 |
| GLD | 0.10 | 0.00 | 0.05 | 0.33 | 1.00 | 0.15 | 0.24 | 0.23 | 0.72 |
| SRLN | 0.64 | 0.01 | 0.11 | 0.19 | 0.15 | 1.00 | 0.61 | 0.63 | 0.48 |
| HYG | 0.72 | -0.00 | 0.06 | 0.15 | 0.24 | 0.61 | 1.00 | 0.99 | 0.61 |
| JNK | 0.72 | -0.00 | 0.07 | 0.15 | 0.23 | 0.63 | 0.99 | 1.00 | 0.60 |
| Portfolio | 0.46 | -0.01 | 0.10 | 0.70 | 0.72 | 0.48 | 0.61 | 0.60 | 1.00 |