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AMPT 6EN

Last updated Mar 2, 2024

Asset Allocation


USD=X 2%XLK 12%MGK 11%QQQ 11%SMH 9%VGT 9%ITB 8%XLE 7%IUSG 6%IXN 6%XLY 6%DTD 5%RSP 5%XLRE 3%CurrencyCurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
USD=X
USD Cash

2%

XLK
Technology Select Sector SPDR Fund
Technology Equities

12%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

11%

QQQ
Invesco QQQ
Large Cap Blend Equities

11%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

9%

VGT
Vanguard Information Technology ETF
Technology Equities

9%

ITB
iShares U.S. Home Construction ETF
Building & Construction

8%

XLE
Energy Select Sector SPDR Fund
Energy Equities

7%

IUSG
iShares Core S&P U.S. Growth ETF
Large Cap Growth Equities

6%

IXN
iShares Global Tech ETF
Technology Equities

6%

XLY
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Equities

6%

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

5%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

5%

XLRE
Real Estate Select Sector SPDR Fund
REIT

3%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMPT 6EN, 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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
320.07%
155.14%
AMPT 6EN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE

Returns


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%
AMPT 6EN9.16%5.32%18.10%41.61%20.51%N/A
DTD
WisdomTree U.S. Total Dividend Fund
4.71%3.15%9.80%13.58%10.33%10.29%
ITB
iShares U.S. Home Construction ETF
7.78%7.38%25.68%60.97%25.93%15.95%
IUSG
iShares Core S&P U.S. Growth ETF
11.54%4.86%16.69%36.36%15.18%13.73%
IXN
iShares Global Tech ETF
9.69%4.59%20.77%48.77%22.38%19.26%
MGK
Vanguard Mega Cap Growth ETF
10.69%4.08%19.37%50.56%18.95%15.67%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%20.67%18.26%
RSP
Invesco S&P 500® Equal Weight ETF
3.88%3.66%9.79%11.57%11.13%10.23%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%35.24%29.36%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%22.58%20.34%
XLE
Energy Select Sector SPDR Fund
3.94%4.33%-2.33%3.56%10.49%3.79%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%24.70%20.86%
XLRE
Real Estate Select Sector SPDR Fund
-1.30%3.21%8.86%5.71%5.76%N/A
XLY
Consumer Discretionary Select Sector SPDR Fund
3.47%4.34%9.44%27.55%11.41%12.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.27%6.14%
2023-1.59%-5.37%-2.68%11.19%6.03%

Sharpe Ratio

The current AMPT 6EN Sharpe ratio is 3.14. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.14

The Sharpe ratio of AMPT 6EN 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

AMPT 6EN granted a 1.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 6EN1.00%1.06%1.42%0.99%1.33%1.94%1.75%1.47%1.54%1.75%1.42%1.35%
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%
ITB
iShares U.S. Home Construction ETF
0.45%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
IUSG
iShares Core S&P U.S. Growth ETF
1.00%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%1.22%
IXN
iShares Global Tech ETF
0.51%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
MGK
Vanguard Mega Cap Growth ETF
0.45%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
0.57%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
1.57%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
XLE
Energy Select Sector SPDR Fund
3.42%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLRE
Real Estate Select Sector SPDR Fund
3.35%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%
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%

Expense Ratio

The AMPT 6EN features an expense ratio of 0.19%, falling within the medium range. 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%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%

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
AMPT 6EN
DTD
WisdomTree U.S. Total Dividend Fund
1.38
ITB
iShares U.S. Home Construction ETF
2.66
IUSG
iShares Core S&P U.S. Growth ETF
2.94
IXN
iShares Global Tech ETF
3.02
MGK
Vanguard Mega Cap Growth ETF
3.39
QQQ
Invesco QQQ
3.28
RSP
Invesco S&P 500® Equal Weight ETF
1.04
SMH
VanEck Vectors Semiconductor ETF
3.14
USD=X
USD Cash
VGT
Vanguard Information Technology ETF
2.89
XLE
Energy Select Sector SPDR Fund
0.27
XLK
Technology Select Sector SPDR Fund
3.19
XLRE
Real Estate Select Sector SPDR Fund
0.46
XLY
Consumer Discretionary Select Sector SPDR Fund
1.62

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=XXLEXLREITBSMHDTDXLYRSPXLKQQQIXNVGTMGKIUSG
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.00
XLE0.001.000.270.350.360.630.400.640.340.330.360.350.350.40
XLRE0.000.271.000.490.360.630.490.620.470.460.470.470.510.54
ITB0.000.350.491.000.520.630.660.700.540.540.550.560.570.61
SMH0.000.360.360.521.000.630.690.680.850.830.870.860.790.79
DTD0.000.630.630.630.631.000.740.940.720.710.720.720.740.80
XLY0.000.400.490.660.690.741.000.800.780.840.780.790.850.85
RSP0.000.640.620.700.680.940.801.000.730.730.740.750.760.82
XLK0.000.340.470.540.850.720.780.731.000.960.980.990.960.94
QQQ0.000.330.460.540.830.710.840.730.961.000.960.970.980.96
IXN0.000.360.470.550.870.720.780.740.980.961.000.980.950.94
VGT0.000.350.470.560.860.720.790.750.990.970.981.000.960.95
MGK0.000.350.510.570.790.740.850.760.960.980.950.961.000.98
IUSG0.000.400.540.610.790.800.850.820.940.960.940.950.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMPT 6EN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 6EN. 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 6EN was 34.51%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.51%Feb 20, 202023Mar 23, 202079Jul 10, 2020102
-28.59%Dec 28, 2021209Oct 14, 2022193Jul 12, 2023402
-21.7%Aug 30, 201883Dec 24, 201873Apr 4, 2019156
-15.27%Dec 2, 201553Feb 11, 201683Jun 7, 2016136
-10.78%Aug 1, 202364Oct 27, 202316Nov 20, 202380

Volatility Chart

The current AMPT 6EN volatility is 4.40%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.40%
3.47%
AMPT 6EN
Benchmark (^GSPC)
Portfolio components
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