AMPT 5EL
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 5EL, 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| AMPT 5EL | 18.42% | 1.83% | 14.83% | 35.92% | 15.25% | N/A |
| Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 28.29% | 3.60% | 21.58% | 49.33% | 19.57% | 16.42% |
QQQ Invesco QQQ | 22.66% | 2.76% | 18.15% | 44.21% | 20.49% | 18.30% |
RSP Invesco S&P 500® Equal Weight ETF | 14.54% | -0.20% | 11.66% | 34.70% | 11.82% | 10.51% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK Technology Select Sector SPDR Fund | 21.85% | 3.65% | 19.30% | 44.34% | 23.05% | 20.72% |
RCRIX RiverPark Floating Rate CMBS Fund | 8.24% | 0.57% | 4.17% | 9.94% | 2.11% | N/A |
JNK SPDR Barclays High Yield Bond ETF | 7.30% | -0.61% | 6.99% | 16.63% | 3.36% | 3.55% |
XLI Industrial Select Sector SPDR Fund | 20.14% | 0.59% | 12.35% | 41.03% | 12.95% | 11.48% |
XLY Consumer Discretionary Select Sector SPDR Fund | 12.70% | -0.30% | 14.49% | 33.73% | 11.20% | 12.72% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.94% | 4.65% | 1.45% | -3.77% | 4.18% | 4.23% | -0.08% | 1.35% | 2.77% | 18.42% | |||
| 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% | -0.48% | 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% | 0.18% | -7.05% | -2.34% |
| 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 compared to other funds. 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 5EL is 26, 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 | |
|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 2.25 | 2.95 | 1.42 | 2.76 | 10.53 |
QQQ Invesco QQQ | 1.97 | 2.62 | 1.36 | 2.44 | 8.91 |
RSP Invesco S&P 500® Equal Weight ETF | 2.56 | 3.58 | 1.47 | 2.49 | 14.74 |
USD=X USD Cash | — | — | — | — | — |
XLK Technology Select Sector SPDR Fund | 1.47 | 1.99 | 1.28 | 1.82 | 6.34 |
RCRIX RiverPark Floating Rate CMBS Fund | 7.88 | 16.71 | 5.95 | 28.35 | 160.14 |
JNK SPDR Barclays High Yield Bond ETF | 2.83 | 4.42 | 1.57 | 1.92 | 22.05 |
XLI Industrial Select Sector SPDR Fund | 2.74 | 3.79 | 1.49 | 4.94 | 18.59 |
XLY Consumer Discretionary Select Sector SPDR Fund | 1.46 | 2.03 | 1.26 | 1.14 | 6.74 |
Dividends
Dividend yield
AMPT 5EL provided a 1.99% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 5EL | 1.99% | 2.10% | 1.81% | 1.18% | 1.54% | 1.79% | 2.18% | 1.66% | 1.81% | 1.87% | 1.79% | 1.68% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
RSP Invesco S&P 500® Equal Weight ETF | 1.48% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 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% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.43% | 7.90% | 3.80% | 2.34% | 3.16% | 3.35% | 4.74% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% |
JNK SPDR Barclays High Yield Bond ETF | 6.51% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% | 6.05% |
XLI Industrial Select Sector SPDR Fund | 1.36% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.75% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
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 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 0.03%.
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 |
| -18.34% | Oct 2, 2018 | 60 | Dec 24, 2018 | 72 | Apr 3, 2019 | 132 |
| -9.24% | Jul 17, 2024 | 14 | Aug 5, 2024 | 36 | Sep 24, 2024 | 50 |
| -8.89% | Sep 3, 2020 | 15 | Sep 23, 2020 | 44 | Nov 24, 2020 | 59 |
Volatility
Volatility Chart
The current AMPT 5EL volatility is 2.78%, 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 | JNK | XLI | RSP | XLY | XLK | QQQ | MGK | |
|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.03 | 0.04 | 0.04 | 0.05 | 0.02 | 0.04 | 0.03 |
| JNK | 0.00 | 0.03 | 1.00 | 0.60 | 0.70 | 0.65 | 0.63 | 0.65 | 0.66 |
| XLI | 0.00 | 0.04 | 0.60 | 1.00 | 0.90 | 0.68 | 0.61 | 0.60 | 0.62 |
| RSP | 0.00 | 0.04 | 0.70 | 0.90 | 1.00 | 0.79 | 0.71 | 0.72 | 0.73 |
| XLY | 0.00 | 0.05 | 0.65 | 0.68 | 0.79 | 1.00 | 0.76 | 0.83 | 0.84 |
| XLK | 0.00 | 0.02 | 0.63 | 0.61 | 0.71 | 0.76 | 1.00 | 0.96 | 0.95 |
| QQQ | 0.00 | 0.04 | 0.65 | 0.60 | 0.72 | 0.83 | 0.96 | 1.00 | 0.98 |
| MGK | 0.00 | 0.03 | 0.66 | 0.62 | 0.73 | 0.84 | 0.95 | 0.98 | 1.00 |