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AMPT 4EN 70/30 split 11/21/2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

AMPT 4EN 70/30 split 11/21/2025

Currency in USD · Last updated Apr 11, 2026

Asset Allocation

RCRIX 6.00%IEF 5.40%SPTI 5.40%2 positions 3.50%GLD 5.10%1 position 3.61%1 position 2.40%MGK 10.00%XLK 8.47%IUSG 8.47%QQQ 8.40%SMH 7.00%VGT 5.04%6 positions 21.21%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
COMT
iShares Commodities Select Strategy ETF		Commodities, Actively Managed
3.61%
GLD
SPDR Gold Shares		Gold, Precious Metals
5.10%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		High Yield Bonds
2%
IEF
iShares 7-10 Year Treasury Bond ETF		Government Bonds
5.40%
IUSG
iShares Core S&P U.S. Growth ETF		Large Cap Growth Equities
8.47%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
3.50%
IXN
iShares Global Tech ETF		Technology Equities
3.50%
IYW
iShares U.S. Technology ETF		Technology Equities
3.57%
MGK
Vanguard Mega Cap Growth ETF		Large Cap Growth Equities
10%
PPA
Invesco Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
3%
QGRW
WisdomTree U.S. Quality Growth Fund		Large Cap Growth Equities
4%
QQQ
Invesco QQQ ETF		Nasdaq-100
8.40%
RCRIX
RiverPark Floating Rate CMBS Fund		Bank Loan
6%
SMH
VanEck Semiconductor ETF		Semiconductors, Technology Equities
7%
SPTI
SPDR Portfolio Intermediate Term Treasury ETF		Government Bonds
5.40%
SRLN
SPDR Blackstone Senior Loan ETF		High Yield Bonds
1.50%
USD=X
USD Cash
2.40%
VBK
Vanguard Small-Cap Growth ETF		Small Cap Growth Equities
3.64%
VGT
Vanguard Information Technology ETF		Technology Equities
5.04%
XLK
State Street Technology Select Sector SPDR ETF		Technology Equities
8.47%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMPT 4EN 70/30 split 11/21/2025, 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 Dec 15, 2022, corresponding to the inception date of QGRW

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%2.16%-0.42%4.03%27.10%18.38%10.55%12.70%
Portfolio
AMPT 4EN 70/30 split 11/21/2025
0.00%2.34%2.82%6.69%36.02%22.24%——
Portfolio components:
MGK
Vanguard Mega Cap Growth ETF		0.37%1.18%-6.01%-1.68%29.82%24.86%12.57%17.51%
GLD
SPDR Gold Shares		-0.18%-6.37%10.30%18.42%46.72%32.89%21.77%13.80%
QQQ
Invesco QQQ ETF		0.14%2.44%-0.40%3.92%35.13%25.34%13.31%19.62%
SMH
VanEck Semiconductor ETF		1.53%12.56%21.31%34.70%117.69%51.47%28.60%33.21%
IXN
iShares Global Tech ETF		0.59%4.00%2.71%6.64%49.24%27.47%15.44%21.63%
VGT
Vanguard Information Technology ETF		0.42%3.25%-1.29%1.15%43.51%26.14%15.01%22.32%
XLK
State Street Technology Select Sector SPDR ETF		0.39%3.60%-0.81%2.74%44.63%25.42%15.89%21.85%
VBK
Vanguard Small-Cap Growth ETF		-0.08%4.58%4.62%7.39%34.38%14.30%2.93%11.04%
IYW
iShares U.S. Technology ETF		0.33%2.80%-2.67%0.83%43.37%29.04%15.99%22.58%
IUSG
iShares Core S&P U.S. Growth ETF		0.43%2.60%-1.42%2.85%34.25%23.91%12.44%16.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2022, AMPT 4EN 70/30 split 11/21/2025's average daily return is +0.06%, while the average monthly return is +1.80%. At this rate, an investment would double in approximately 3.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +8.6%, while the worst month was Mar 2025 at -4.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMPT 4EN 70/30 split 11/21/2025 closed higher 40% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Apr 4, 2025 at -4.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.29%-0.73%-3.45%4.87%2.82%
20251.46%-1.85%-4.79%1.16%6.78%6.30%2.46%1.03%5.19%4.01%-1.45%0.37%21.94%
20241.79%4.72%2.27%-3.32%5.20%4.79%-0.62%1.07%2.12%-0.66%3.91%-0.22%22.76%
20237.78%-1.01%6.46%0.12%4.49%4.49%2.85%-1.14%-4.48%-1.12%8.55%4.20%34.88%
2022-2.22%-2.22%

Benchmark Metrics

AMPT 4EN 70/30 split 11/21/2025 has an annualized alpha of 5.85%, beta of 0.93, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 16, 2022.

  • This portfolio captured 104.79% of S&P 500 Index gains but only 71.09% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 5.85% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R² of 0.89, 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
5.85%
Beta
0.93
R²
0.89
Upside Capture
104.79%
Downside Capture
71.09%

Expense Ratio

AMPT 4EN 70/30 split 11/21/2025 has an expense ratio of 0.25%, 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.

Top 10 holdings
RCRIX
RiverPark Floating Rate CMBS Fund
SRLN
SPDR Blackstone Senior Loan ETF
PPA
Invesco Aerospace & Defense ETF
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
COMT
iShares Commodities Select Strategy ETF
IXN
iShares Global Tech ETF
IYW
iShares U.S. Technology ETF
GLD
SPDR Gold Shares
SMH
VanEck Semiconductor ETF
QGRW
WisdomTree U.S. Quality Growth Fund

Return for Risk

Risk / Return Rank

AMPT 4EN 70/30 split 11/21/2025 ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

AMPT 4EN 70/30 split 11/21/2025 Risk / Return Rank: 4343
Overall Rank
AMPT 4EN 70/30 split 11/21/2025 Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AMPT 4EN 70/30 split 11/21/2025 Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMPT 4EN 70/30 split 11/21/2025 Omega Ratio Rank: 6161
Omega Ratio Rank
AMPT 4EN 70/30 split 11/21/2025 Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMPT 4EN 70/30 split 11/21/2025 Martin Ratio Rank: 1717
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.74

2.23

+0.51

Sortino ratio

Return per unit of downside risk

3.73

3.12

+0.61

Omega ratio

Gain probability vs. loss probability

1.50

1.42

+0.08

Calmar ratio

Return relative to maximum drawdown

2.27

4.05

-1.77

Martin ratio

Return relative to average drawdown

7.62

17.91

-10.29

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MGK
Vanguard Mega Cap Growth ETF		371.832.531.332.508.61
GLD
SPDR Gold Shares		391.822.241.343.0610.54
QQQ
Invesco QQQ ETF		572.233.001.403.9814.88
SMH
VanEck Semiconductor ETF		934.154.491.619.6135.05
IXN
iShares Global Tech ETF		652.503.201.424.7616.21
VGT
Vanguard Information Technology ETF		502.212.881.383.5811.33
XLK
State Street Technology Select Sector SPDR ETF		532.282.931.393.7412.39
VBK
Vanguard Small-Cap Growth ETF		471.872.591.323.8814.58
IYW
iShares U.S. Technology ETF		502.252.941.393.3010.73
IUSG
iShares Core S&P U.S. Growth ETF		542.192.991.393.5414.81

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.

AMPT 4EN 70/30 split 11/21/2025 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 2.74
  • All Time: 1.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of AMPT 4EN 70/30 split 11/21/2025 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

AMPT 4EN 70/30 split 11/21/2025 provided a 1.43% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.43%1.53%1.57%1.66%2.25%1.33%0.94%1.39%4.58%1.47%1.20%1.32%
Portfolio components:
MGK
Vanguard Mega Cap Growth ETF		0.37%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%
GLD
SPDR Gold Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF		0.46%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SMH
VanEck Semiconductor ETF		0.25%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
IXN
iShares Global Tech ETF		1.01%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
VGT
Vanguard Information Technology ETF		0.41%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
XLK
State Street Technology Select Sector SPDR ETF		0.54%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
VBK
Vanguard Small-Cap Growth ETF		0.50%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%
IYW
iShares U.S. Technology ETF		0.14%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
IUSG
iShares Core S&P U.S. Growth ETF		0.54%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%

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 4EN 70/30 split 11/21/2025. 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 4EN 70/30 split 11/21/2025 was 17.11%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.

The current AMPT 4EN 70/30 split 11/21/2025 drawdown is 1.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.11%Feb 20, 202548Apr 8, 202557Jun 4, 2025105
-9.82%Jul 11, 202428Aug 7, 202465Oct 11, 202493
-9.04%Jan 29, 202661Mar 30, 2026———
-7.9%Jul 19, 2023100Oct 26, 202319Nov 14, 2023119
-6.01%Oct 30, 202522Nov 20, 202547Jan 6, 202669

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 20 assets, with an effective number of assets of 16.41, 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.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkUSD=XRCRIXCOMTGLDSPTIIEFPPASRLNHYGVBKSMHMGKIWYIXNXLKIYWQGRWIUSGVGTQQQPortfolio
Benchmark1.000.000.090.100.090.060.100.660.630.680.830.780.920.920.890.890.890.920.960.900.930.93
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
RCRIX0.090.001.000.050.050.060.060.140.170.080.130.050.080.080.080.070.080.100.110.090.090.10
COMT0.100.000.051.000.26-0.15-0.150.140.130.050.110.090.040.050.050.060.060.050.080.070.050.12
GLD0.090.000.050.261.000.270.250.150.120.210.120.090.050.050.080.060.050.070.070.070.080.16
SPTI0.060.000.06-0.150.271.000.960.040.060.430.09-0.010.040.050.020.020.010.030.020.020.050.08
IEF0.100.000.06-0.150.250.961.000.080.070.460.140.020.080.070.060.050.050.070.060.060.090.12
PPA0.660.000.140.140.150.040.081.000.430.490.690.410.460.470.470.480.450.490.550.490.480.53
SRLN0.630.000.170.130.120.060.070.431.000.560.540.470.500.500.500.490.490.530.540.510.520.56
HYG0.680.000.080.050.210.430.460.490.561.000.650.450.560.550.520.520.530.560.570.540.570.60
VBK0.830.000.130.110.120.090.140.690.540.651.000.620.640.630.650.650.650.680.710.690.680.72
SMH0.780.000.050.090.09-0.010.020.410.470.450.621.000.750.760.870.860.840.800.780.860.820.86
MGK0.920.000.080.040.050.040.080.460.500.560.640.751.000.980.900.910.940.950.940.910.950.92
IWY0.920.000.080.050.050.050.070.470.500.550.630.760.981.000.900.910.930.950.950.910.950.92
IXN0.890.000.080.050.080.020.060.470.500.520.650.870.900.901.000.960.950.910.900.960.920.95
XLK0.890.000.070.060.060.020.050.480.490.520.650.860.910.910.961.000.960.910.900.970.930.94
IYW0.890.000.080.060.050.010.050.450.490.530.650.840.940.930.950.961.000.940.920.970.950.94
QGRW0.920.000.100.050.070.030.070.490.530.560.680.800.950.950.910.910.941.000.940.930.960.94
IUSG0.960.000.110.080.070.020.060.550.540.570.710.780.940.950.900.900.920.941.000.910.930.93
VGT0.900.000.090.070.070.020.060.490.510.540.690.860.910.910.960.970.970.930.911.000.940.96
QQQ0.930.000.090.050.080.050.090.480.520.570.680.820.950.950.920.930.950.960.930.941.000.95
Portfolio0.930.000.100.120.160.080.120.530.560.600.720.860.920.920.950.940.940.940.930.960.951.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2022