AMPT 2EN 05/08/2024
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 14% |
GLD SPDR Gold Trust | Precious Metals, Gold | 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
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The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| AMPT 2EN 05/08/2024 | 4.72% | 1.06% | 4.70% | 9.68% | 8.11% | N/A |
| Portfolio components: | ||||||
SRLN SPDR Blackstone Senior Loan ETF | 1.38% | 2.64% | 2.03% | 6.49% | 6.10% | 3.83% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.35% | 2.27% | 2.23% | 8.63% | 4.80% | 3.95% |
JNK SPDR Barclays High Yield Bond ETF | 1.91% | 2.35% | 1.77% | 7.83% | 4.86% | 3.69% |
DBC Invesco DB Commodity Index Tracking Fund | -0.42% | -0.00% | -0.50% | -4.49% | 15.43% | 3.08% |
GLD SPDR Gold Trust | 25.18% | -2.57% | 22.89% | 37.71% | 13.18% | 10.12% |
SPAXX Fidelity Government Money Market Fund | 0.65% | 0.00% | 1.37% | 3.90% | 2.32% | 1.28% |
RCRIX RiverPark Floating Rate CMBS Fund | 2.02% | 1.53% | 2.88% | 7.17% | 5.89% | N/A |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.00% | 0.67% | 1.21% | -0.39% | 1.16% | 4.72% | |||||||
| 2024 | 0.36% | 0.28% | 2.51% | 0.41% | 1.03% | 0.14% | 1.38% | 0.79% | 1.83% | 0.73% | 0.20% | -0.01% | 10.06% |
| 2023 | 3.18% | -1.80% | 1.38% | 0.47% | -1.28% | 1.33% | 2.31% | 0.16% | -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% | -1.68% | -3.50% | 1.88% | 2.84% | -0.44% | -1.90% |
| 2021 | 0.32% | 0.70% | 0.08% | 1.98% | 1.87% | -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% | -0.05% | 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% | -1.35% | -2.37% |
| 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 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 95, AMPT 2EN 05/08/2024 is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 1.67 | 2.42 | 1.52 | 1.50 | 8.94 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.50 | 2.24 | 1.33 | 1.89 | 9.98 |
JNK SPDR Barclays High Yield Bond ETF | 1.32 | 1.97 | 1.29 | 1.56 | 7.91 |
DBC Invesco DB Commodity Index Tracking Fund | -0.28 | -0.30 | 0.96 | -0.17 | -0.75 |
GLD SPDR Gold Trust | 2.11 | 3.06 | 1.39 | 4.97 | 13.61 |
SPAXX Fidelity Government Money Market Fund | 3.03 | — | — | — | — |
RCRIX RiverPark Floating Rate CMBS Fund | 4.13 | 6.81 | 3.02 | 3.72 | 30.27 |
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Dividends
Dividend yield
AMPT 2EN 05/08/2024 provided a 5.46% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.46% | 5.67% | 5.72% | 3.63% | 2.52% | 3.04% | 3.47% | 3.54% | 2.61% | 2.48% | 2.75% | 2.50% |
| Portfolio components: | ||||||||||||
SRLN SPDR Blackstone Senior Loan ETF | 8.27% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.86% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
JNK SPDR Barclays High Yield Bond ETF | 6.67% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
DBC Invesco DB Commodity Index Tracking Fund | 5.24% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 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 | 4.48% | 4.81% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCRIX RiverPark Floating Rate CMBS Fund | 6.20% | 6.86% | 7.91% | 3.80% | 2.34% | 3.17% | 3.35% | 3.60% | 1.11% | 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 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.
The current AMPT 2EN 05/08/2024 drawdown is 0.16%.
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 |
| -5.42% | Oct 3, 2018 | 57 | Dec 24, 2018 | 37 | Feb 19, 2019 | 94 |
| -4.12% | Apr 3, 2025 | 4 | Apr 8, 2025 | 12 | Apr 24, 2025 | 16 |
| -2.79% | Oct 20, 2016 | 17 | Nov 11, 2016 | 36 | Jan 5, 2017 | 53 |
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
| ^GSPC | SPAXX | RCRIX | GLD | DBC | SRLN | JNK | HYG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | 0.04 | 0.05 | 0.29 | 0.54 | 0.72 | 0.73 | 0.51 |
| SPAXX | -0.04 | 1.00 | 0.06 | -0.04 | -0.08 | -0.01 | -0.05 | -0.05 | -0.07 |
| RCRIX | 0.04 | 0.06 | 1.00 | 0.04 | 0.03 | 0.09 | 0.04 | 0.04 | 0.11 |
| GLD | 0.05 | -0.04 | 0.04 | 1.00 | 0.25 | 0.12 | 0.16 | 0.16 | 0.60 |
| DBC | 0.29 | -0.08 | 0.03 | 0.25 | 1.00 | 0.26 | 0.29 | 0.29 | 0.73 |
| SRLN | 0.54 | -0.01 | 0.09 | 0.12 | 0.26 | 1.00 | 0.56 | 0.55 | 0.51 |
| JNK | 0.72 | -0.05 | 0.04 | 0.16 | 0.29 | 0.56 | 1.00 | 0.98 | 0.67 |
| HYG | 0.73 | -0.05 | 0.04 | 0.16 | 0.29 | 0.55 | 0.98 | 1.00 | 0.67 |
| Portfolio | 0.51 | -0.07 | 0.11 | 0.60 | 0.73 | 0.51 | 0.67 | 0.67 | 1.00 |