AMPC 6SN Scott w/XOM

Asset Allocation

Position	Category/Sector	Target Weight
XOM Exxon Mobil Corporation	Energy	20.70%
COP ConocoPhillips Company	Energy	10.80%
AAPL Apple Inc	Technology	9.60%
MSFT Microsoft Corporation	Technology	9.20%
COST Costco Wholesale Corporation	Consumer Defensive	6.30%
ADBE Adobe Inc	Technology	6.20%
LLY Eli Lilly and Company	Healthcare	6.10%
UNH UnitedHealth Group Incorporated	Healthcare	6.10%
VZ Verizon Communications Inc.	Communication Services	6%
GOOGL Alphabet Inc. Class A	Communication Services	6%
V Visa Inc.	Financial Services	6%
NEE NextEra Energy, Inc.	Utilities	4.90%
USD=X USD Cash		2.10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPC 6SN Scott w/XOM, 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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Returns By Period

As of Jun 13, 2026, the AMPC 6SN Scott w/XOM returned 12.75% Year-To-Date and 19.84% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio AMPC 6SN Scott w/XOM	0.00%	-3.90%	12.75%	12.60%	25.60%	16.28%	17.69%	19.84%
Portfolio components:
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
ADBE Adobe Inc	-6.76%	-17.60%	-41.71%	-42.76%	-47.91%	-24.76%	-17.73%	7.72%
COP ConocoPhillips Company	1.40%	-4.44%	26.87%	24.31%	24.65%	7.68%	18.49%	13.66%
COST Costco Wholesale Corporation	0.68%	-6.35%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
GOOGL Alphabet Inc. Class A	0.53%	-9.30%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
LLY Eli Lilly and Company	-2.41%	12.75%	5.78%	10.64%	39.26%	37.45%	39.59%	33.45%
MSFT Microsoft Corporation	0.10%	-7.19%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
NEE NextEra Energy, Inc.	1.36%	-7.22%	8.63%	6.81%	18.32%	8.11%	5.94%	13.51%
UNH UnitedHealth Group Incorporated	0.73%	3.72%	24.71%	20.44%	33.97%	-4.10%	2.27%	13.32%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 19, 2008, AMPC 6SN Scott w/XOM's average daily return is +0.05%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +16.3%, while the worst month was Oct 2008 at -12.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMPC 6SN Scott w/XOM closed higher 38% of trading days. The best single day was Oct 13, 2008 with a return of +15.5%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.09%	3.53%	2.24%	4.64%	1.39%	-2.61%							12.75%
2025	1.16%	1.46%	-1.00%	-4.79%	-0.05%	2.17%	0.35%	4.23%	2.24%	1.52%	3.04%	0.79%	11.39%
2024	2.35%	1.26%	4.46%	-1.01%	3.87%	3.17%	0.24%	3.19%	-0.87%	-1.68%	3.44%	-4.86%	13.93%
2023	4.73%	-5.55%	5.70%	4.52%	-0.74%	5.32%	2.78%	1.57%	-1.72%	-0.28%	5.39%	0.44%	23.72%
2022	3.85%	0.70%	4.89%	-5.43%	5.23%	-6.79%	9.15%	-2.39%	-8.74%	12.70%	3.01%	-4.57%	9.60%
2021	1.80%	8.06%	2.34%	4.27%	1.36%	6.87%	1.24%	1.90%	-0.99%	9.17%	-1.32%	3.88%	45.31%

Benchmark Metrics

AMPC 6SN Scott w/XOM has an annualized alpha of 7.29%, beta of 0.89, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since March 19, 2008.

This portfolio captured 101.22% of S&P 500 Index gains but only 72.02% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 7.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R2 of 0.84, 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: 7.29%

Beta: 0.89

R²: 0.84

Upside Capture: 101.22%

Downside Capture: 72.02%

See how alpha, beta & R² have trended over time →

Expense Ratio

AMPC 6SN Scott w/XOM has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

AMPC 6SN Scott w/XOM ranks 86 for risk / return — in the top 86% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for AMPC 6SN Scott w/XOM and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.53	1.86	+0.67
Sortino ratioReturn per unit of downside risk	3.56	2.53	+1.03
Omega ratioGain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	5.38	2.53	+2.85
Martin ratioReturn relative to average drawdown	19.94	11.37	+8.57

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
ADBE Adobe Inc	1	-1.45	-2.33	0.73	-1.03	-1.99
COP ConocoPhillips Company	69	0.95	1.43	1.17	1.86	4.08
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
LLY Eli Lilly and Company	72	1.07	1.62	1.22	1.72	4.28
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.78
UNH UnitedHealth Group Incorporated	65	0.80	1.26	1.19	1.11	2.43
USD=X USD Cash	—	—	—	—	—	—

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current AMPC 6SN Scott w/XOM Sharpe ratio is 2.53 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AMPC 6SN Scott w/XOM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AMPC 6SN Scott w/XOM provided a 1.74% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.74%	1.99%	1.98%	2.17%	2.01%	2.17%	3.13%	2.08%	2.20%	2.23%	2.07%	2.81%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
COP ConocoPhillips Company	2.82%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NEE NextEra Energy, Inc.	2.77%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
UNH UnitedHealth Group Incorporated	2.16%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
USD=X USD Cash	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 6SN Scott w/XOM. 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 6SN Scott w/XOM was 42.50%, occurring on Mar 9, 2009. Recovery took 611 trading sessions.

The current AMPC 6SN Scott w/XOM drawdown is 4.76%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-42.50%Mar 2009	9mo 23d	1y 8mo	2y 5moMay 2008 - Nov 2010
COVID crash2020	-32.33%Mar 2020	1mo 2d	2mo 17d	3mo 19dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-18.78%Dec 2018	2mo 22d	2mo 27d	5mo 19dOct 2018 - Mar 2019
2025 selloff2025	-14.51%Apr 2025	4mo 5d	5mo 12d	9mo 17dDec 2024 - Sep 2025
2011 correction2011	-14.27%Aug 2011	16d	4mo 12d	4mo 28dJul 2011 - Dec 2011

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 13 assets, with an effective number of assets of 9.89, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.56	2.08	1.78	1.55	1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

AMPC 6SN Scott w/XOM correlation to the S&P 500 Index

AMPC 6SN Scott w/XOM has a 0.27 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Mar 19, 2008	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while USD=X has the lowest at 0.00.

USD=X

0.00

0.41

0.41

0.46

0.47

0.50

0.52

0.54

0.62

0.63

ADBE

0.66

GOOGL

0.67

MSFT

0.70

Portfolio Correlations

Correlation vs. AMPC 6SN Scott w/XOM. XOM has the highest portfolio correlation at 0.69, while USD=X has the lowest at 0.00.

USD=X

0.00

NEE

0.38

0.39

0.43

0.46

0.46

0.56

0.56

0.57

0.59

0.66

0.69

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	USD=X	NEE	VZ	LLY	UNH	COP	COST	XOM	AAPL	V	GOOGL	ADBE	MSFT
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
NEE	0.00	1.00	0.34	0.27	0.25	0.20	0.28	0.25	0.19	0.25	0.22	0.23	0.25
VZ	0.00	0.34	1.00	0.28	0.25	0.24	0.28	0.29	0.18	0.26	0.19	0.22	0.22
LLY	0.00	0.27	0.28	1.00	0.32	0.20	0.29	0.23	0.24	0.28	0.28	0.29	0.30
UNH	0.00	0.25	0.25	0.32	1.00	0.26	0.29	0.27	0.25	0.31	0.29	0.27	0.28
COP	0.00	0.20	0.24	0.20	0.26	1.00	0.18	0.71	0.24	0.29	0.25	0.26	0.25
COST	0.00	0.28	0.28	0.29	0.29	0.18	1.00	0.24	0.33	0.35	0.34	0.37	0.38
XOM	0.00	0.25	0.29	0.23	0.27	0.71	0.24	1.00	0.23	0.30	0.26	0.26	0.26
AAPL	0.00	0.19	0.18	0.24	0.25	0.24	0.33	0.23	1.00	0.39	0.48	0.43	0.48
V	0.00	0.25	0.26	0.28	0.31	0.29	0.35	0.30	0.39	1.00	0.45	0.48	0.45
GOOGL	0.00	0.22	0.19	0.28	0.29	0.25	0.34	0.26	0.48	0.45	1.00	0.50	0.54
ADBE	0.00	0.23	0.22	0.29	0.27	0.26	0.37	0.26	0.43	0.48	0.50	1.00	0.57
MSFT	0.00	0.25	0.22	0.30	0.28	0.25	0.38	0.26	0.48	0.45	0.54	0.57	1.00

The correlation results are calculated based on daily price changes starting from Mar 19, 2008

Diversification Analysis

Find what AMPC 6SN Scott w/XOM is missing

See which holdings overlap, where AMPC 6SN Scott w/XOM is concentrated, and which low-correlation assets could fill the gaps.

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