AMPT 6EN Defensive 07/24/2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 6EN Defensive 07/24/2024, 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 Oct 20, 2011, corresponding to the inception date of USMV
Returns By Period
As of Nov 13, 2024, the AMPT 6EN Defensive 07/24/2024 returned 22.04% Year-To-Date and 12.07% of annualized return in the last 10 years.
| 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 6EN Defensive 07/24/2024 | 22.04% | 2.31% | 12.32% | 31.75% | 13.41% | 12.07% |
| Portfolio components: | ||||||
IUSG iShares Core S&P U.S. Growth ETF | 34.21% | 3.28% | 16.16% | 41.06% | 16.88% | 14.42% |
IXN iShares Global Tech ETF | 23.48% | -0.58% | 9.99% | 31.51% | 20.35% | 18.54% |
MGK Vanguard Mega Cap Growth ETF | 31.65% | 3.76% | 16.88% | 38.48% | 19.52% | 15.96% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 20.42% | 17.67% |
RSP Invesco S&P 500® Equal Weight ETF | 17.77% | 1.32% | 10.12% | 29.03% | 11.82% | 10.30% |
SMH VanEck Vectors Semiconductor ETF | 44.03% | -3.61% | 7.68% | 57.29% | 32.05% | 27.68% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 29.40% | 2.49% | 16.54% | 38.12% | 21.91% | 20.12% |
XLE Energy Select Sector SPDR Fund | 14.60% | 1.09% | 1.50% | 14.45% | 14.22% | 4.70% |
XLK Technology Select Sector SPDR Fund | 23.33% | 1.00% | 11.25% | 30.69% | 22.36% | 19.74% |
XLY Consumer Discretionary Select Sector SPDR Fund | 21.87% | 9.67% | 21.51% | 30.29% | 12.82% | 12.89% |
VBK Vanguard Small-Cap Growth ETF | 20.83% | 6.38% | 13.19% | 36.56% | 9.04% | 9.30% |
DTD WisdomTree U.S. Total Dividend Fund | 23.34% | 1.40% | 12.99% | 31.85% | 11.40% | 10.46% |
USMV iShares Edge MSCI Min Vol USA ETF | 20.86% | 0.56% | 12.38% | 26.81% | 9.30% | 10.56% |
DIA SPDR Dow Jones Industrial Average ETF | 18.16% | 2.01% | 10.96% | 28.35% | 11.12% | 11.45% |
GLD SPDR Gold Trust | 25.57% | -2.05% | 8.67% | 31.81% | 11.28% | 7.42% |
TLT iShares 20+ Year Treasury Bond ETF | -5.24% | -2.99% | 0.40% | 5.03% | -5.54% | -0.26% |
XLF Financial Select Sector SPDR Fund | 33.79% | 6.28% | 18.82% | 46.54% | 12.60% | 11.50% |
XLI Industrial Select Sector SPDR Fund | 25.76% | 1.95% | 13.48% | 37.67% | 12.92% | 11.32% |
Monthly Returns
The table below presents the monthly returns of AMPT 6EN Defensive 07/24/2024, 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 | 0.47% | 4.36% | 2.87% | -4.50% | 4.17% | 2.71% | 2.15% | 2.13% | 2.16% | -0.70% | 22.04% | ||
| 2023 | 7.89% | -2.12% | 3.30% | 0.62% | 0.79% | 5.85% | 2.82% | -2.13% | -5.38% | -2.40% | 9.59% | 5.81% | 26.19% |
| 2022 | -5.56% | -2.01% | 1.89% | -9.29% | -0.67% | -7.48% | 8.81% | -3.85% | -9.10% | 6.13% | 5.83% | -5.45% | -20.61% |
| 2021 | -1.20% | 2.11% | 2.70% | 4.73% | 0.75% | 2.24% | 1.92% | 2.59% | -4.32% | 6.07% | -0.82% | 2.85% | 20.98% |
| 2020 | 1.51% | -5.96% | -10.68% | 11.51% | 5.01% | 2.96% | 5.61% | 5.88% | -3.26% | -2.11% | 10.63% | 4.24% | 25.53% |
| 2019 | 7.92% | 3.41% | 1.67% | 3.91% | -5.32% | 6.59% | 1.64% | -0.40% | 1.04% | 2.01% | 3.51% | 2.14% | 31.26% |
| 2018 | 4.74% | -2.80% | -1.79% | -0.30% | 3.14% | 0.03% | 2.48% | 3.25% | -0.36% | -6.86% | 1.20% | -6.81% | -4.76% |
| 2017 | 2.46% | 3.72% | 0.24% | 1.38% | 1.63% | 0.47% | 1.95% | 0.96% | 1.53% | 2.38% | 2.53% | 1.19% | 22.41% |
| 2016 | -4.22% | 0.90% | 5.95% | 0.06% | 1.65% | 0.66% | 4.34% | 0.44% | 0.22% | -2.06% | 2.78% | 1.33% | 12.31% |
| 2015 | -1.01% | 4.01% | -1.42% | 0.18% | 1.09% | -2.14% | 2.03% | -5.12% | -2.09% | 7.06% | 0.30% | -1.99% | 0.34% |
| 2014 | -1.66% | 4.16% | -0.10% | 0.07% | 2.27% | 2.43% | -1.42% | 4.01% | -1.87% | 2.55% | 2.79% | 0.06% | 13.85% |
| 2013 | 3.57% | 0.75% | 3.06% | 1.38% | 1.67% | -2.20% | 4.65% | -1.81% | 3.30% | 3.76% | 1.89% | 2.17% | 24.31% |
Expense Ratio
AMPT 6EN Defensive 07/24/2024 has an expense ratio of 0.16%, 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 6EN Defensive 07/24/2024 is 60, 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.
Dividends
Dividend yield
AMPT 6EN Defensive 07/24/2024 provided a 1.26% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.26% | 1.33% | 1.39% | 0.95% | 1.20% | 1.36% | 1.64% | 1.41% | 1.64% | 1.69% | 1.57% | 1.50% |
| Portfolio components: | ||||||||||||
IUSG iShares Core S&P U.S. Growth ETF | 0.64% | 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 | 0.44% | 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 | 0.42% | 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 | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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% |
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% |
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 | 0.60% | 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 | 3.18% | 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 | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.69% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
VBK Vanguard Small-Cap Growth ETF | 0.59% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
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% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
DIA SPDR Dow Jones Industrial Average ETF | 1.57% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
XLF Financial Select Sector SPDR Fund | 1.34% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
XLI Industrial Select Sector SPDR Fund | 1.30% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
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 6EN Defensive 07/24/2024. 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 6EN Defensive 07/24/2024 was 28.28%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current AMPT 6EN Defensive 07/24/2024 drawdown is 0.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 15, 2020 | 105 |
| -26.08% | Dec 28, 2021 | 209 | Oct 14, 2022 | 313 | Dec 27, 2023 | 522 |
| -17.4% | Aug 30, 2018 | 83 | Dec 24, 2018 | 70 | Apr 1, 2019 | 153 |
| -10.94% | May 28, 2015 | 187 | Feb 11, 2016 | 44 | Apr 13, 2016 | 231 |
| -8.72% | Jan 29, 2018 | 9 | Feb 8, 2018 | 114 | Jul 18, 2018 | 123 |
Volatility
Volatility Chart
The current AMPT 6EN Defensive 07/24/2024 volatility is 3.59%, 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 | GLD | TLT | XLE | XLF | SMH | USMV | XLI | XLY | VBK | XLK | IXN | QQQ | DTD | VGT | DIA | MGK | RSP | IUSG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GLD | 0.00 | 1.00 | 0.26 | 0.09 | -0.05 | 0.03 | 0.07 | 0.02 | 0.01 | 0.06 | 0.03 | 0.05 | 0.04 | 0.04 | 0.03 | 0.02 | 0.04 | 0.05 | 0.04 |
| TLT | 0.00 | 0.26 | 1.00 | -0.30 | -0.35 | -0.20 | -0.12 | -0.26 | -0.19 | -0.18 | -0.18 | -0.19 | -0.17 | -0.24 | -0.19 | -0.27 | -0.18 | -0.25 | -0.20 |
| XLE | 0.00 | 0.09 | -0.30 | 1.00 | 0.60 | 0.40 | 0.46 | 0.62 | 0.45 | 0.54 | 0.39 | 0.41 | 0.39 | 0.65 | 0.40 | 0.61 | 0.43 | 0.67 | 0.47 |
| XLF | 0.00 | -0.05 | -0.35 | 0.60 | 1.00 | 0.55 | 0.67 | 0.80 | 0.67 | 0.69 | 0.59 | 0.60 | 0.59 | 0.83 | 0.60 | 0.83 | 0.62 | 0.85 | 0.67 |
| SMH | 0.00 | 0.03 | -0.20 | 0.40 | 0.55 | 1.00 | 0.57 | 0.62 | 0.67 | 0.72 | 0.84 | 0.86 | 0.82 | 0.65 | 0.85 | 0.64 | 0.78 | 0.69 | 0.79 |
| USMV | 0.00 | 0.07 | -0.12 | 0.46 | 0.67 | 0.57 | 1.00 | 0.75 | 0.72 | 0.72 | 0.71 | 0.70 | 0.71 | 0.87 | 0.70 | 0.84 | 0.76 | 0.84 | 0.80 |
| XLI | 0.00 | 0.02 | -0.26 | 0.62 | 0.80 | 0.62 | 0.75 | 1.00 | 0.72 | 0.77 | 0.66 | 0.67 | 0.66 | 0.87 | 0.67 | 0.88 | 0.70 | 0.91 | 0.75 |
| XLY | 0.00 | 0.01 | -0.19 | 0.45 | 0.67 | 0.67 | 0.72 | 0.72 | 1.00 | 0.81 | 0.77 | 0.77 | 0.83 | 0.76 | 0.78 | 0.78 | 0.85 | 0.82 | 0.86 |
| VBK | 0.00 | 0.06 | -0.18 | 0.54 | 0.69 | 0.72 | 0.72 | 0.77 | 0.81 | 1.00 | 0.77 | 0.77 | 0.80 | 0.79 | 0.81 | 0.77 | 0.81 | 0.88 | 0.85 |
| XLK | 0.00 | 0.03 | -0.18 | 0.39 | 0.59 | 0.84 | 0.71 | 0.66 | 0.77 | 0.77 | 1.00 | 0.98 | 0.96 | 0.73 | 0.99 | 0.76 | 0.94 | 0.75 | 0.93 |
| IXN | 0.00 | 0.05 | -0.19 | 0.41 | 0.60 | 0.86 | 0.70 | 0.67 | 0.77 | 0.77 | 0.98 | 1.00 | 0.95 | 0.73 | 0.98 | 0.75 | 0.94 | 0.75 | 0.92 |
| QQQ | 0.00 | 0.04 | -0.17 | 0.39 | 0.59 | 0.82 | 0.71 | 0.66 | 0.83 | 0.80 | 0.96 | 0.95 | 1.00 | 0.73 | 0.96 | 0.75 | 0.97 | 0.76 | 0.95 |
| DTD | 0.00 | 0.04 | -0.24 | 0.65 | 0.83 | 0.65 | 0.87 | 0.87 | 0.76 | 0.79 | 0.73 | 0.73 | 0.73 | 1.00 | 0.73 | 0.92 | 0.77 | 0.94 | 0.82 |
| VGT | 0.00 | 0.03 | -0.19 | 0.40 | 0.60 | 0.85 | 0.70 | 0.67 | 0.78 | 0.81 | 0.99 | 0.98 | 0.96 | 0.73 | 1.00 | 0.75 | 0.95 | 0.76 | 0.94 |
| DIA | 0.00 | 0.02 | -0.27 | 0.61 | 0.83 | 0.64 | 0.84 | 0.88 | 0.78 | 0.77 | 0.76 | 0.75 | 0.75 | 0.92 | 0.75 | 1.00 | 0.79 | 0.91 | 0.83 |
| MGK | 0.00 | 0.04 | -0.18 | 0.43 | 0.62 | 0.78 | 0.76 | 0.70 | 0.85 | 0.81 | 0.94 | 0.94 | 0.97 | 0.77 | 0.95 | 0.79 | 1.00 | 0.79 | 0.98 |
| RSP | 0.00 | 0.05 | -0.25 | 0.67 | 0.85 | 0.69 | 0.84 | 0.91 | 0.82 | 0.88 | 0.75 | 0.75 | 0.76 | 0.94 | 0.76 | 0.91 | 0.79 | 1.00 | 0.84 |
| IUSG | 0.00 | 0.04 | -0.20 | 0.47 | 0.67 | 0.79 | 0.80 | 0.75 | 0.86 | 0.85 | 0.93 | 0.92 | 0.95 | 0.82 | 0.94 | 0.83 | 0.98 | 0.84 | 1.00 |