Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPC 6BM Z7 Version 10-26-2023, 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 Jun 27, 2013, corresponding to the inception date of CDW
Returns By Period
As of Apr 3, 2026, the AMPC 6BM Z7 Version 10-26-2023 returned 3.39% Year-To-Date and 15.95% of annualized return in the last 10 years.
| 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 AMPC 6BM Z7 Version 10-26-2023 | 0.00% | 0.00% | 3.39% | 6.04% | 22.66% | 16.46% | 13.47% | 15.95% |
| Portfolio components: | ||||||||
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
ABBV AbbVie Inc. | -2.86% | -10.70% | -7.86% | -10.37% | 5.19% | 13.21% | 18.43% | 18.22% |
ABT Abbott Laboratories | 0.48% | -9.45% | -17.48% | -21.91% | -20.56% | 2.41% | -1.07% | 11.35% |
ADBE Adobe Inc | 0.64% | -10.36% | -30.59% | -30.89% | -37.03% | -13.86% | -12.86% | 9.90% |
AMGN Amgen Inc. | -1.51% | -7.71% | 7.04% | 18.64% | 17.39% | 16.07% | 10.31% | 11.72% |
AON Aon plc | 0.56% | -4.70% | -8.23% | -10.03% | -17.71% | 1.46% | 7.72% | 12.97% |
APA Apache Corporation | 1.67% | 31.99% | 73.51% | 79.71% | 108.16% | 6.31% | 20.75% | 1.43% |
AVY Avery Dennison Corporation | -0.94% | -9.61% | -5.26% | 6.51% | -3.01% | 0.53% | -0.15% | 10.95% |
AXP American Express Company | -0.11% | -2.17% | -18.42% | -8.45% | 10.57% | 23.99% | 17.15% | 19.06% |
AZO AutoZone, Inc. | -0.76% | -6.51% | 0.27% | -20.06% | -10.73% | 10.63% | 19.10% | 15.67% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 28, 2013, AMPC 6BM Z7 Version 10-26-2023's average daily return is +0.04%, while the average monthly return is +1.20%. At this rate, your investment would double in approximately 4.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +20.3%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AMPC 6BM Z7 Version 10-26-2023 closed higher 38% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.56% | 1.10% | -0.54% | 0.25% | 3.39% | ||||||||
| 2025 | 1.91% | -0.87% | -3.53% | -3.11% | 4.60% | 4.32% | 2.32% | 4.25% | 3.25% | 1.60% | 1.35% | -0.23% | 16.60% |
| 2024 | -0.22% | 3.07% | 3.37% | -2.99% | 4.33% | 2.31% | 2.29% | 0.56% | 0.60% | -1.04% | 5.09% | -2.75% | 15.21% |
| 2023 | 5.47% | -2.51% | 3.51% | 1.93% | -0.71% | 5.43% | 3.86% | -1.34% | -3.47% | -2.59% | 6.81% | 3.92% | 21.45% |
| 2022 | -1.05% | -0.72% | 4.40% | -6.85% | 2.27% | -8.86% | 8.86% | -2.82% | -8.74% | 9.64% | 4.41% | -5.08% | -6.59% |
| 2021 | 0.61% | 5.49% | 2.69% | 4.46% | 0.79% | 3.01% | 1.02% | 2.53% | -2.91% | 7.56% | -0.80% | 4.00% | 31.91% |
Benchmark Metrics
AMPC 6BM Z7 Version 10-26-2023 has an annualized alpha of 3.30%, beta of 0.93, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 28, 2013.
- This portfolio captured 101.66% of S&P 500 Index gains but only 88.03% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.30%
- Beta
- 0.93
- R²
- 0.93
- Upside Capture
- 101.66%
- Downside Capture
- 88.03%
Expense Ratio
AMPC 6BM Z7 Version 10-26-2023 has an expense ratio of 0.07%, which is considered low. 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
AMPC 6BM Z7 Version 10-26-2023 ranks 92 for risk / return — in the top 92% 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 | 1.91 | 0.88 | +1.03 |
Sortino ratioReturn per unit of downside risk | 2.82 | 1.37 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 5.47 | 1.39 | +4.09 |
Martin ratioReturn relative to average drawdown | 17.42 | 6.43 | +10.98 |
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 | |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
ABT Abbott Laboratories | 7 | -0.89 | -1.08 | 0.85 | -0.81 | -2.01 |
ADBE Adobe Inc | 5 | -1.20 | -1.69 | 0.79 | -0.83 | -1.69 |
AMGN Amgen Inc. | 59 | 0.60 | 1.07 | 1.13 | 1.10 | 2.65 |
AON Aon plc | 10 | -0.70 | -0.81 | 0.89 | -0.87 | -1.58 |
APA Apache Corporation | 86 | 1.98 | 2.42 | 1.33 | 3.22 | 10.10 |
AVY Avery Dennison Corporation | 32 | -0.12 | 0.00 | 1.00 | -0.14 | -0.35 |
AXP American Express Company | 50 | 0.33 | 0.67 | 1.10 | 0.52 | 1.47 |
AZO AutoZone, Inc. | 22 | -0.43 | -0.42 | 0.95 | -0.42 | -0.91 |
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Dividends
Dividend yield
AMPC 6BM Z7 Version 10-26-2023 provided a 1.38% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 1.49% | 1.56% | 1.59% | 1.63% | 1.44% | 1.77% | 1.94% | 2.01% | 1.67% | 1.81% | 1.99% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ABT Abbott Laboratories | 2.33% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMGN Amgen Inc. | 2.78% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
AON Aon plc | 0.92% | 0.82% | 0.74% | 0.83% | 0.73% | 0.66% | 0.84% | 0.83% | 1.35% | 1.05% | 1.16% | 1.25% |
APA Apache Corporation | 2.38% | 4.09% | 4.33% | 2.79% | 1.34% | 0.51% | 2.29% | 3.91% | 3.81% | 2.37% | 1.58% | 2.25% |
AVY Avery Dennison Corporation | 2.19% | 2.03% | 1.84% | 1.57% | 1.62% | 1.23% | 1.52% | 1.73% | 2.24% | 1.53% | 2.28% | 2.33% |
AXP American Express Company | 1.41% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
AZO AutoZone, Inc. | 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 AMPC 6BM Z7 Version 10-26-2023. 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 AMPC 6BM Z7 Version 10-26-2023 was 34.41%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current AMPC 6BM Z7 Version 10-26-2023 drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.41% | Feb 20, 2020 | 33 | Mar 23, 2020 | 74 | Jun 5, 2020 | 107 |
| -19.99% | Oct 4, 2018 | 82 | Dec 24, 2018 | 120 | Apr 23, 2019 | 202 |
| -17.59% | Mar 30, 2022 | 185 | Sep 30, 2022 | 256 | Jun 13, 2023 | 441 |
| -17.23% | Feb 20, 2025 | 48 | Apr 8, 2025 | 85 | Jul 2, 2025 | 133 |
| -14.93% | Apr 29, 2015 | 289 | Feb 11, 2016 | 152 | Jul 12, 2016 | 441 |
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 62 assets, with an effective number of assets of 15.78, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.