AMPT 5EL

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AMPT 5EL

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
JNK SPDR Barclays High Yield Bond ETF	High Yield Bonds	10%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	15%
QQQ Invesco QQQ	Large Cap Blend Equities	17%
RCRIX RiverPark Floating Rate CMBS Fund	Bank Loan	10%
RSP Invesco S&P 500® Equal Weight ETF	Large Cap Blend Equities	6%
USD=X USD Cash		2%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	10%
XLK Technology Select Sector SPDR Fund	Technology Equities	22%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	8%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
AMPT 5EL	-3.07%	8.26%	-3.86%	9.79%	14.40%	N/A
Portfolio components:
MGK Vanguard Mega Cap Growth ETF	-5.76%	9.69%	-4.64%	13.66%	16.54%	15.50%
QQQ Invesco QQQ	-4.41%	9.37%	-4.80%	11.06%	16.66%	17.24%
RSP Invesco S&P 500® Equal Weight ETF	-1.04%	8.13%	-5.48%	5.59%	14.05%	9.62%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.22%	19.17%
RCRIX RiverPark Floating Rate CMBS Fund	1.56%	1.89%	2.64%	7.17%	5.73%	N/A
JNK SPDR Barclays High Yield Bond ETF	1.26%	3.16%	0.68%	7.46%	5.03%	3.68%
XLI Industrial Select Sector SPDR Fund	3.62%	10.22%	-3.43%	9.91%	18.07%	11.22%
XLY Consumer Discretionary Select Sector SPDR Fund	-9.53%	7.72%	-5.47%	14.66%	12.05%	11.63%

*Annualized

Monthly Returns

The table below presents the monthly returns of AMPT 5EL, 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
2025	1.59%	-2.00%	-5.69%	0.82%	2.39%								-3.07%
2024	0.94%	4.65%	1.45%	-3.77%	4.18%	4.23%	-0.08%	1.35%	2.77%	-0.99%	5.42%	-0.94%	20.52%
2023	8.14%	-0.74%	5.74%	0.30%	3.89%	6.23%	2.64%	-1.13%	-4.63%	-1.57%	9.23%	4.52%	36.64%
2022	-6.08%	-3.21%	2.82%	-9.25%	-1.18%	-7.73%	10.78%	-4.27%	-8.82%	5.33%	4.81%	-6.24%	-22.59%
2021	-0.56%	1.32%	2.84%	4.48%	-0.49%	3.72%	2.16%	2.55%	-4.14%	6.28%	0.97%	2.35%	23.24%
2020	1.76%	-5.86%	-11.96%	12.45%	5.55%	4.38%	5.71%	8.24%	-3.56%	-2.55%	9.33%	3.47%	27.10%
2019	7.52%	3.74%	2.61%	4.27%	-6.32%	6.48%	1.79%	-1.19%	1.23%	2.23%	3.37%	2.72%	31.55%
2018	5.70%	-1.74%	-2.57%	0.19%	3.72%	0.36%	2.62%	3.77%	0.39%	-7.04%	0.17%	-7.17%	-2.47%
2017	3.01%	3.34%	1.15%	1.83%	2.42%	-1.03%	2.48%	1.04%	0.99%	3.04%	2.06%	0.89%	23.31%
2016										-1.36%	1.87%	1.19%	1.68%

Expense Ratio

AMPT 5EL has an expense ratio of 0.23%, 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.

RCRIX

RiverPark Floating Rate CMBS Fund

JNK

SPDR Barclays High Yield Bond ETF

QQQ

Invesco QQQ

RSP

Invesco S&P 500® Equal Weight ETF

XLK

Technology Select Sector SPDR Fund

XLI

Industrial Select Sector SPDR Fund

XLY

Consumer Discretionary Select Sector SPDR Fund

MGK

Vanguard Mega Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPT 5EL is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MGK Vanguard Mega Cap Growth ETF	0.53	0.76	1.11	0.46	1.50
QQQ Invesco QQQ	0.44	0.61	1.09	0.34	1.09
RSP Invesco S&P 500® Equal Weight ETF	0.33	0.53	1.07	0.28	1.00
USD=X USD Cash	—	—	—	—	—
XLK Technology Select Sector SPDR Fund	0.23	0.30	1.04	0.07	0.22
RCRIX RiverPark Floating Rate CMBS Fund	4.09	6.36	2.89	3.47	28.21
JNK SPDR Barclays High Yield Bond ETF	1.23	1.83	1.27	1.42	7.15
XLI Industrial Select Sector SPDR Fund	0.50	0.88	1.12	0.55	1.93
XLY Consumer Discretionary Select Sector SPDR Fund	0.55	1.04	1.14	0.60	1.75

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 5EL Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.51
5-Year: 0.84
All Time: 0.78

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 0.41 to 0.94, 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 5EL compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

AMPT 5EL provided a 1.94% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.94%	1.94%	2.10%	1.81%	1.18%	1.54%	1.79%	2.07%	1.66%	1.81%	1.87%	1.79%
Portfolio components:
MGK Vanguard Mega Cap Growth ETF	0.47%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
QQQ Invesco QQQ	0.61%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
RSP Invesco S&P 500® Equal Weight ETF	1.63%	1.52%	1.63%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%	1.46%
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%
XLK Technology Select Sector SPDR Fund	0.72%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
RCRIX RiverPark Floating Rate CMBS Fund	6.23%	6.86%	7.91%	3.80%	2.34%	3.17%	3.35%	3.60%	1.11%	0.00%	0.00%	0.00%
JNK SPDR Barclays High Yield Bond ETF	6.71%	6.63%	6.38%	6.06%	4.27%	5.11%	5.44%	5.90%	5.60%	6.06%	6.59%	5.99%
XLI Industrial Select Sector SPDR Fund	1.42%	1.44%	1.63%	1.64%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%	1.85%
XLY Consumer Discretionary Select Sector SPDR Fund	0.88%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%	1.31%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 5EL. 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 5EL was 30.27%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current AMPT 5EL drawdown is 6.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.27%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 10, 2020	102
-26.68%	Dec 28, 2021	209	Oct 14, 2022	286	Nov 20, 2023	495
-18.45%	Oct 2, 2018	60	Dec 24, 2018	72	Apr 3, 2019	132
-18.05%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-9.24%	Jul 17, 2024	14	Aug 5, 2024	36	Sep 24, 2024	50

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 7.13, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	USD=X	RCRIX	JNK	XLI	RSP	XLY	XLK	QQQ	MGK	Portfolio
^GSPC	1.00	0.00	0.04	0.72	0.81	0.90	0.86	0.90	0.91	0.92	0.96
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
RCRIX	0.04	0.00	1.00	0.04	0.05	0.05	0.06	0.03	0.05	0.04	0.05
JNK	0.72	0.00	0.04	1.00	0.61	0.70	0.65	0.63	0.65	0.66	0.71
XLI	0.81	0.00	0.05	0.61	1.00	0.90	0.68	0.62	0.61	0.62	0.73
RSP	0.90	0.00	0.05	0.70	0.90	1.00	0.79	0.70	0.71	0.72	0.82
XLY	0.86	0.00	0.06	0.65	0.68	0.79	1.00	0.76	0.83	0.84	0.87
XLK	0.90	0.00	0.03	0.63	0.62	0.70	0.76	1.00	0.96	0.95	0.96
QQQ	0.91	0.00	0.05	0.65	0.61	0.71	0.83	0.96	1.00	0.98	0.97
MGK	0.92	0.00	0.04	0.66	0.62	0.72	0.84	0.95	0.98	1.00	0.97
Portfolio	0.96	0.00	0.05	0.71	0.73	0.82	0.87	0.96	0.97	0.97	1.00

The correlation results are calculated based on daily price changes starting from Oct 3, 2016

Performance Analysis

Risk Analysis

Optimization

Factor Model

AMPT 5EL

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community