AMPT Defensive All Weather
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of IEI
Returns By Period
As of May 22, 2025, the AMPT Defensive All Weather returned 6.33% Year-To-Date and 6.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| AMPT Defensive All Weather | 6.06% | 1.00% | 4.86% | 10.25% | 9.08% | 6.57% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -0.72% | 10.69% | -2.17% | 10.81% | 15.66% | 11.92% |
TLT iShares 20+ Year Treasury Bond ETF | -1.98% | -2.03% | -4.55% | -4.10% | -10.20% | -0.97% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.71% | -0.19% | 2.91% | 5.69% | -0.70% | 1.27% |
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% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.15% | 1.21% | 1.78% | -0.94% | 0.76% | 6.06% | |||||||
| 2024 | -0.09% | 0.26% | 4.11% | -0.93% | 1.86% | 0.92% | 1.89% | 0.97% | 2.39% | 0.14% | 0.39% | -1.61% | 10.66% |
| 2023 | 4.50% | -4.01% | 3.71% | 0.39% | -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% | 1.42% | -0.18% | 2.44% | 16.69% |
| 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% | -9.66% |
| 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% |
Expense Ratio
AMPT Defensive All Weather has an expense ratio of 0.36%, 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 79, AMPT Defensive All Weather is among the top 21% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.54 | 0.88 | 1.13 | 0.55 | 2.08 |
TLT iShares 20+ Year Treasury Bond ETF | -0.28 | -0.23 | 0.97 | -0.08 | -0.43 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.39 | 2.09 | 1.25 | 0.57 | 3.43 |
DBC Invesco DB Commodity Index Tracking Fund | -0.28 | -0.44 | 0.95 | -0.12 | -1.02 |
GLD SPDR Gold Trust | 2.13 | 2.65 | 1.34 | 4.31 | 10.98 |
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Dividends
Dividend yield
AMPT Defensive All Weather provided a 2.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.73% | 2.68% | 2.38% | 1.09% | 0.58% | 0.68% | 1.40% | 1.42% | 0.93% | 0.97% | 1.00% | 0.94% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
TLT iShares 20+ Year Treasury Bond ETF | 4.48% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.26% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% |
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% |
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 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.
The current AMPT Defensive All Weather drawdown is 0.49%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.76, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | TLT | IEI | DBC | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.28 | -0.28 | 0.35 | 0.99 | 0.46 |
| GLD | 0.06 | 1.00 | 0.19 | 0.25 | 0.33 | 0.06 | 0.71 |
| TLT | -0.28 | 0.19 | 1.00 | 0.82 | -0.20 | -0.28 | 0.16 |
| IEI | -0.28 | 0.25 | 0.82 | 1.00 | -0.16 | -0.27 | 0.18 |
| DBC | 0.35 | 0.33 | -0.20 | -0.16 | 1.00 | 0.35 | 0.75 |
| VTI | 0.99 | 0.06 | -0.28 | -0.27 | 0.35 | 1.00 | 0.47 |
| Portfolio | 0.46 | 0.71 | 0.16 | 0.18 | 0.75 | 0.47 | 1.00 |