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AMPC Paul Hartz Fixed

Last updated Mar 2, 2024

Asset Allocation


TLT 10%USD=X 2%VZ 14%QQQ 10%VB 10%DTD 10%AAPL 6%MSFT 6%UNH 6%GOOGL 5%NVDA 4%LLY 4%COST 3%XOM 3%CSCO 3%IBM 2%CAT 2%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

10%

USD=X
USD Cash

2%

VZ
Verizon Communications Inc.
Communication Services

14%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

10%

DTD
WisdomTree U.S. Total Dividend Fund
Large Cap Blend Equities, Dividend

10%

AAPL
Apple Inc.
Technology

6%

MSFT
Microsoft Corporation
Technology

6%

UNH
UnitedHealth Group Incorporated
Healthcare

6%

GOOGL
Alphabet Inc.
Communication Services

5%

NVDA
NVIDIA Corporation
Technology

4%

LLY
Eli Lilly and Company
Healthcare

4%

COST
Costco Wholesale Corporation
Consumer Defensive

3%

XOM
Exxon Mobil Corporation
Energy

3%

CSCO
Cisco Systems, Inc.
Technology

3%

IBM
International Business Machines Corporation
Technology

2%

CAT
Caterpillar Inc.
Industrials

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMPC Paul Hartz Fixed, 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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
1,092.70%
310.46%
AMPC Paul Hartz Fixed
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 16, 2006, corresponding to the inception date of DTD

Returns

As of Mar 2, 2024, the AMPC Paul Hartz Fixed returned 7.27% Year-To-Date and 15.98% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AMPC Paul Hartz Fixed7.27%2.11%14.38%31.88%17.47%16.09%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.48%25.84%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%30.18%28.10%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%20.82%17.61%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.03%15.68%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%81.56%66.02%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%44.37%31.10%
UNH
UnitedHealth Group Incorporated
-7.02%-4.06%3.54%3.83%16.55%21.30%
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%29.02%22.54%
XOM
Exxon Mobil Corporation
6.84%4.76%-5.04%-2.82%11.09%5.37%
CSCO
Cisco Systems, Inc.
-3.45%-3.55%-15.06%1.20%1.68%11.37%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
VB
Vanguard Small-Cap ETF
3.73%5.28%10.00%11.60%9.11%8.09%
DTD
WisdomTree U.S. Total Dividend Fund
4.71%3.15%9.80%13.58%10.49%9.92%
TLT
iShares 20+ Year Treasury Bond ETF
-3.85%-1.36%1.54%-3.93%-2.46%1.25%
VZ
Verizon Communications Inc.
8.43%-4.58%19.77%12.91%-1.28%3.23%
IBM
International Business Machines Corporation
16.12%2.22%29.83%51.90%12.40%4.66%
CAT
Caterpillar Inc.
14.40%6.86%18.78%34.56%22.18%15.82%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.65%2.75%
20230.37%-4.50%-0.40%8.18%3.65%

Sharpe Ratio

The current AMPC Paul Hartz Fixed Sharpe ratio is 3.24. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.24

The Sharpe ratio of AMPC Paul Hartz Fixed is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Chart placeholderNot enough data

Dividend yield

AMPC Paul Hartz Fixed granted a 2.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPC Paul Hartz Fixed2.29%2.37%2.25%1.78%2.03%1.96%2.22%2.16%2.26%2.46%2.25%2.23%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
GOOGL
Alphabet 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
XOM
Exxon Mobil Corporation
3.51%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
CSCO
Cisco Systems, Inc.
3.22%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
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%
VB
Vanguard Small-Cap ETF
1.50%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
DTD
WisdomTree U.S. Total Dividend Fund
2.36%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%2.38%
TLT
iShares 20+ Year Treasury Bond ETF
3.62%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
VZ
Verizon Communications Inc.
6.55%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
IBM
International Business Machines Corporation
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
CAT
Caterpillar Inc.
1.51%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Expense Ratio

The AMPC Paul Hartz Fixed has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
AMPC Paul Hartz Fixed
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
QQQ
Invesco QQQ
3.28
GOOGL
Alphabet Inc.
1.87
NVDA
NVIDIA Corporation
5.65
LLY
Eli Lilly and Company
5.18
UNH
UnitedHealth Group Incorporated
0.22
COST
Costco Wholesale Corporation
3.66
XOM
Exxon Mobil Corporation
-0.05
CSCO
Cisco Systems, Inc.
0.16
USD=X
USD Cash
VB
Vanguard Small-Cap ETF
0.75
DTD
WisdomTree U.S. Total Dividend Fund
1.38
TLT
iShares 20+ Year Treasury Bond ETF
-0.14
VZ
Verizon Communications Inc.
0.53
IBM
International Business Machines Corporation
2.91
CAT
Caterpillar Inc.
1.35

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=XTLTVZLLYUNHCOSTXOMNVDAAAPLCATGOOGLIBMMSFTCSCOVBQQQDTD
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
TLT0.001.00-0.12-0.13-0.19-0.13-0.30-0.17-0.17-0.28-0.19-0.25-0.18-0.23-0.29-0.24-0.30
VZ0.00-0.121.000.360.280.350.350.210.250.340.280.440.320.360.410.360.54
LLY0.00-0.130.361.000.380.340.310.250.270.290.330.350.370.370.400.430.49
UNH0.00-0.190.280.381.000.330.310.260.290.320.340.350.340.360.430.420.48
COST0.00-0.130.350.340.331.000.280.360.370.350.410.400.440.430.490.540.55
XOM0.00-0.300.350.310.310.281.000.270.290.560.340.460.340.420.550.420.62
NVDA0.00-0.170.210.250.260.360.271.000.480.390.500.370.520.490.560.690.49
AAPL0.00-0.170.250.270.290.370.290.481.000.390.540.400.530.480.520.740.51
CAT0.00-0.280.340.290.320.350.560.390.391.000.410.500.400.490.680.550.67
GOOGL0.00-0.190.280.330.340.410.340.500.540.411.000.430.590.500.570.740.56
IBM0.00-0.250.440.350.350.400.460.370.400.500.431.000.470.550.590.560.65
MSFT0.00-0.180.320.370.340.440.340.520.530.400.590.471.000.560.560.760.60
CSCO0.00-0.230.360.370.360.430.420.490.480.490.500.550.561.000.620.680.65
VB0.00-0.290.410.400.430.490.550.560.520.680.570.590.560.621.000.790.87
QQQ0.00-0.240.360.430.420.540.420.690.740.550.740.560.760.680.791.000.76
DTD0.00-0.300.540.490.480.550.620.490.510.670.560.650.600.650.870.761.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMPC Paul Hartz Fixed
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPC Paul Hartz Fixed. 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 Paul Hartz Fixed was 45.30%, occurring on Mar 9, 2009. Recovery took 431 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.3%Nov 1, 2007353Mar 9, 2009431Nov 2, 2010784
-24.27%Feb 20, 202023Mar 23, 202054Jun 5, 202077
-22.22%Dec 28, 2021207Oct 12, 2022199Jul 18, 2023406
-16.07%Oct 3, 201859Dec 24, 201863Mar 21, 2019122
-11.91%Jul 25, 201111Aug 8, 201155Oct 24, 201166

Volatility Chart

The current AMPC Paul Hartz Fixed volatility is 2.85%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.85%
3.47%
AMPC Paul Hartz Fixed
Benchmark (^GSPC)
Portfolio components
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