AMPT 5EN 05/14/2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 5EN 05/14/2024, 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
The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| AMPT 5EN 05/14/2024 | 22.96% | 1.19% | 10.95% | 30.68% | 15.66% | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 23.33% | 1.00% | 11.25% | 30.69% | 22.36% | 20.55% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 20.42% | 18.39% |
SMH VanEck Vectors Semiconductor ETF | 44.03% | -3.61% | 7.68% | 57.29% | 32.05% | 28.85% |
MGK Vanguard Mega Cap Growth ETF | 31.65% | 3.76% | 16.88% | 38.48% | 19.52% | 16.60% |
DTD WisdomTree U.S. Total Dividend Fund | 23.34% | 1.40% | 12.99% | 31.85% | 11.40% | 10.87% |
RSP Invesco S&P 500® Equal Weight ETF | 17.77% | 1.32% | 10.12% | 29.03% | 11.82% | 10.71% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCRIX RiverPark Floating Rate CMBS Fund | 8.86% | 0.79% | 4.29% | 10.37% | 2.21% | N/A |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 8.47% | 0.22% | 6.12% | 13.38% | 3.42% | 3.97% |
Monthly Returns
The table below presents the monthly returns of AMPT 5EN 05/14/2024, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.68% | 4.90% | 2.57% | -3.79% | 5.03% | 3.91% | 0.14% | 1.52% | 1.99% | -0.86% | 22.96% | ||
| 2023 | 7.91% | -1.13% | 4.91% | 0.07% | 3.36% | 5.35% | 3.07% | -1.44% | -4.46% | -1.90% | 9.03% | 4.97% | 32.91% |
| 2022 | -5.39% | -2.66% | 2.36% | -8.46% | 0.51% | -8.38% | 9.67% | -4.48% | -8.81% | 5.67% | 6.40% | -5.76% | -19.56% |
| 2021 | 0.04% | 2.03% | 3.02% | 3.70% | 0.32% | 3.20% | 1.88% | 2.60% | -4.05% | 5.44% | 1.38% | 3.16% | 24.84% |
| 2020 | 0.53% | -5.82% | -12.49% | 12.30% | 4.83% | 3.93% | 5.54% | 6.51% | -3.25% | -1.92% | 10.21% | 3.90% | 23.82% |
| 2019 | 7.50% | 3.66% | 2.30% | 4.25% | -6.84% | 6.69% | 2.08% | -1.46% | 1.87% | 2.55% | 3.23% | 3.89% | 33.12% |
| 2018 | 5.05% | -2.01% | -2.11% | -0.35% | 3.69% | 0.14% | 2.48% | 3.22% | -0.03% | -6.52% | 0.74% | -6.96% | -3.39% |
| 2017 | 2.49% | 3.26% | 1.14% | 1.18% | 2.51% | -0.94% | 2.51% | 0.98% | 1.61% | 3.13% | 1.73% | 0.73% | 22.24% |
| 2016 | -1.55% | 2.03% | 1.65% | 2.10% |
Expense Ratio
AMPT 5EN 05/14/2024 features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMPT 5EN 05/14/2024 is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.35 | 1.84 | 1.25 | 1.71 | 5.88 |
QQQ Invesco QQQ | 1.90 | 2.53 | 1.35 | 2.40 | 8.73 |
SMH VanEck Vectors Semiconductor ETF | 1.66 | 2.17 | 1.29 | 2.28 | 6.26 |
MGK Vanguard Mega Cap Growth ETF | 2.14 | 2.79 | 1.39 | 2.69 | 10.22 |
DTD WisdomTree U.S. Total Dividend Fund | 3.00 | 4.16 | 1.57 | 5.88 | 20.49 |
RSP Invesco S&P 500® Equal Weight ETF | 2.38 | 3.32 | 1.43 | 3.41 | 13.53 |
USD=X USD Cash | — | — | — | — | — |
RCRIX RiverPark Floating Rate CMBS Fund | 8.54 | 21.60 | 6.92 | 45.34 | 236.89 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.80 | 4.38 | 1.55 | 2.70 | 20.99 |
Dividends
Dividend yield
AMPT 5EN 05/14/2024 provided a 2.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 2.20% | 2.10% | 1.40% | 1.84% | 2.39% | 2.47% | 1.93% | 1.90% | 2.27% | 1.95% | 1.99% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
DTD WisdomTree U.S. Total Dividend Fund | 2.23% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
RSP Invesco S&P 500® Equal Weight ETF | 1.44% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% | 1.27% |
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% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.26% | 7.91% | 3.80% | 2.34% | 3.17% | 3.35% | 3.60% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.89% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPT 5EN 05/14/2024. 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 5EN 05/14/2024 was 30.74%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.
The current AMPT 5EN 05/14/2024 drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 85 | Jul 20, 2020 | 108 |
| -25.39% | Dec 28, 2021 | 209 | Oct 14, 2022 | 197 | Jul 18, 2023 | 406 |
| -17.24% | Aug 30, 2018 | 83 | Dec 24, 2018 | 63 | Mar 21, 2019 | 146 |
| -9% | Jul 17, 2024 | 14 | Aug 5, 2024 | 38 | Sep 26, 2024 | 52 |
| -8.81% | Aug 1, 2023 | 64 | Oct 27, 2023 | 16 | Nov 20, 2023 | 80 |
Volatility
Volatility Chart
The current AMPT 5EN 05/14/2024 volatility is 3.75%, 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.
Diversification
Asset Correlations Table
| USD=X | RCRIX | HYG | SMH | DTD | RSP | XLK | MGK | QQQ | |
|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| RCRIX | 0.00 | 1.00 | 0.02 | 0.01 | 0.04 | 0.04 | 0.02 | 0.03 | 0.04 |
| HYG | 0.00 | 0.02 | 1.00 | 0.57 | 0.67 | 0.71 | 0.64 | 0.67 | 0.66 |
| SMH | 0.00 | 0.01 | 0.57 | 1.00 | 0.61 | 0.65 | 0.86 | 0.80 | 0.84 |
| DTD | 0.00 | 0.04 | 0.67 | 0.61 | 1.00 | 0.94 | 0.70 | 0.71 | 0.69 |
| RSP | 0.00 | 0.04 | 0.71 | 0.65 | 0.94 | 1.00 | 0.71 | 0.73 | 0.72 |
| XLK | 0.00 | 0.02 | 0.64 | 0.86 | 0.70 | 0.71 | 1.00 | 0.95 | 0.96 |
| MGK | 0.00 | 0.03 | 0.67 | 0.80 | 0.71 | 0.73 | 0.95 | 1.00 | 0.98 |
| QQQ | 0.00 | 0.04 | 0.66 | 0.84 | 0.69 | 0.72 | 0.96 | 0.98 | 1.00 |