AMPT Defensive All Weather
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT Defensive All Weather, 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 Jan 11, 2007, corresponding to the inception date of IEI
Returns By Period
As of Sep 21, 2024, the AMPT Defensive All Weather returned 11.67% Year-To-Date and 5.72% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| AMPT Defensive All Weather | 11.67% | 2.08% | 8.32% | 16.52% | 8.44% | 5.72% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 19.49% | 1.81% | 9.27% | 32.97% | 14.84% | 12.63% |
TLT iShares 20+ Year Treasury Bond ETF | 2.67% | 0.47% | 7.34% | 13.39% | -4.70% | 0.93% |
IEI iShares 3-7 Year Treasury Bond ETF | 4.48% | 1.02% | 5.16% | 9.27% | 0.59% | 1.53% |
DBC Invesco DB Commodity Index Tracking Fund | 0.82% | 1.51% | -2.16% | -7.67% | 9.02% | 0.28% |
GLD SPDR Gold Trust | 26.70% | 4.33% | 20.89% | 36.03% | 11.14% | 7.51% |
Monthly Returns
The table below presents the monthly returns of AMPT Defensive All Weather, 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 | -0.09% | 0.26% | 4.11% | -0.93% | 1.86% | 0.92% | 1.89% | 0.97% | 11.67% | ||||
| 2023 | 4.50% | -4.01% | 3.71% | 0.38% | -2.43% | 1.39% | 3.12% | -1.25% | -3.01% | -0.05% | 3.74% | 2.33% | 8.25% |
| 2022 | -0.47% | 2.49% | 2.34% | -2.66% | 0.16% | -4.22% | 1.37% | -2.98% | -6.06% | 1.46% | 4.87% | -1.64% | -5.76% |
| 2021 | -0.62% | 0.75% | -0.55% | 4.31% | 3.06% | 0.12% | 2.01% | 0.05% | -1.00% | 3.39% | -2.26% | 2.84% | 12.53% |
| 2020 | 0.40% | -1.93% | -4.89% | 3.83% | 3.51% | 2.32% | 5.85% | 1.72% | -2.62% | -1.88% | 3.82% | 3.90% | 14.29% |
| 2019 | 4.35% | 1.09% | 0.82% | 0.62% | -1.14% | 4.64% | 0.02% | 2.40% | -0.75% | 1.41% | -0.18% | 2.44% | 16.68% |
| 2018 | 1.92% | -2.53% | 0.84% | 0.28% | 1.35% | -1.14% | -0.77% | 0.67% | 0.20% | -2.79% | -1.54% | -0.17% | -3.73% |
| 2017 | 1.74% | 1.79% | -0.96% | 0.31% | 0.18% | -0.47% | 1.94% | 1.79% | -0.33% | 1.20% | 1.00% | 1.74% | 10.33% |
| 2016 | 0.29% | 3.39% | 2.03% | 3.70% | -0.90% | 4.69% | -0.10% | -0.87% | 1.04% | -2.00% | -2.26% | 1.01% | 10.18% |
| 2015 | 2.02% | -0.65% | -1.97% | 1.32% | -0.79% | -0.97% | -3.73% | -0.57% | -1.31% | 2.12% | -3.37% | -2.03% | -9.67% |
| 2014 | 0.60% | 3.87% | -0.71% | 0.80% | -0.12% | 2.52% | -2.46% | 1.52% | -4.10% | -0.60% | -1.08% | -1.37% | -1.39% |
| 2013 | 1.07% | -1.92% | 1.19% | -1.73% | -2.61% | -4.08% | 3.52% | 1.16% | -1.14% | 1.05% | -1.43% | -0.63% | -5.65% |
Expense Ratio
AMPT Defensive All Weather features an expense ratio of 0.36%, 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 rank of AMPT Defensive All Weather is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.35 | 3.15 | 1.42 | 2.19 | 14.43 |
TLT iShares 20+ Year Treasury Bond ETF | 0.63 | 0.98 | 1.11 | 0.22 | 1.80 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.90 | 2.88 | 1.35 | 0.68 | 7.61 |
DBC Invesco DB Commodity Index Tracking Fund | -0.56 | -0.71 | 0.92 | -0.16 | -1.25 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
Dividends
Dividend yield
AMPT Defensive All Weather granted a 2.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT Defensive All Weather | 2.41% | 2.38% | 1.09% | 0.58% | 0.68% | 1.39% | 1.42% | 0.93% | 0.97% | 1.00% | 0.94% | 0.95% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
TLT iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.91% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
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% |
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 Defensive All Weather. 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 Defensive All Weather was 25.53%, occurring on Nov 20, 2008. Recovery took 455 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.53% | Jul 15, 2008 | 92 | Nov 20, 2008 | 455 | Sep 14, 2010 | 547 |
| -20.86% | Sep 17, 2012 | 839 | Jan 19, 2016 | 500 | Jan 11, 2018 | 1339 |
| -17.11% | Mar 9, 2022 | 140 | Sep 27, 2022 | 383 | Apr 8, 2024 | 523 |
| -14.56% | Feb 24, 2020 | 18 | Mar 18, 2020 | 58 | Jun 10, 2020 | 76 |
| -7.84% | Jan 29, 2018 | 229 | Dec 24, 2018 | 62 | Mar 26, 2019 | 291 |
Volatility
Volatility Chart
The current AMPT Defensive All Weather volatility is 2.68%, 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
| GLD | VTI | DBC | TLT | IEI | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.07 | 0.33 | 0.19 | 0.26 |
| VTI | 0.07 | 1.00 | 0.36 | -0.30 | -0.28 |
| DBC | 0.33 | 0.36 | 1.00 | -0.20 | -0.16 |
| TLT | 0.19 | -0.30 | -0.20 | 1.00 | 0.82 |
| IEI | 0.26 | -0.28 | -0.16 | 0.82 | 1.00 |