AMPT 6EN Defensive 07/24/2024

Asset Allocation

Position	Category/Sector	Target Weight
DIA SPDR Dow Jones Industrial Average ETF	Large Cap Growth Equities	0%
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Blend Equities, Dividend	10%
GLD SPDR Gold Shares	Gold, Precious Metals	5%
IUSG iShares Core S&P U.S. Growth ETF	Large Cap Growth Equities	0%
IXN iShares Global Tech ETF	Technology Equities	0%
MGK Vanguard Mega Cap Growth ETF	Large Cap Growth Equities	15%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	10%
RSP Invesco S&P 500 Equal Weight ETF	S&P 500	10%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	0%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	10%
USD=X USD Cash		2%
USMV iShares MSCI USA Minimum Volatility Factor ETF	Large Cap Blend Equities	0%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	10%
VGT Vanguard Information Technology ETF	Technology Equities	0%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	0%
XLF Financial Select Sector SPDR Fund	Financials Equities	10%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	8%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	10%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV

Returns By Period

As of Apr 2, 2026, the AMPT 6EN Defensive 07/24/2024 returned -1.82% Year-To-Date and 13.49% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio AMPT 6EN Defensive 07/24/2024	0.00%	-3.37%	-1.82%	-0.22%	17.30%	17.04%	9.77%	13.49%
Portfolio components:
IUSG iShares Core S&P U.S. Growth ETF	0.04%	-3.29%	-6.25%	-4.71%	22.06%	21.63%	12.18%	15.70%
IXN iShares Global Tech ETF	-0.03%	-2.65%	-3.21%	-2.28%	33.70%	24.09%	15.00%	20.84%
MGK Vanguard Mega Cap Growth ETF	0.03%	-3.48%	-9.84%	-8.07%	18.90%	22.62%	12.64%	17.00%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
RSP Invesco S&P 500 Equal Weight ETF	0.29%	-4.04%	1.23%	2.15%	12.28%	11.92%	7.94%	11.31%
SMH VanEck Semiconductor ETF	0.09%	0.32%	8.94%	16.35%	83.82%	44.85%	26.17%	31.69%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
XLE State Street Energy Select Sector SPDR ETF	0.47%	5.52%	33.39%	36.01%	29.93%	14.70%	23.16%	11.36%
XLK State Street Technology Select Sector SPDR ETF	0.80%	-0.98%	-5.43%	-4.69%	30.55%	22.58%	15.84%	21.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, AMPT 6EN Defensive 07/24/2024's average daily return is +0.04%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMPT 6EN Defensive 07/24/2024 closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -9.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.82%	0.77%	-5.25%	0.98%									-1.82%
2025	2.90%	-0.76%	-4.54%	-0.14%	5.59%	4.75%	1.73%	1.74%	3.57%	1.99%	-0.10%	0.20%	17.82%
2024	0.46%	4.36%	2.86%	-4.50%	4.17%	2.69%	2.15%	2.11%	2.16%	-0.72%	6.22%	-3.62%	19.33%
2023	7.89%	-2.12%	3.30%	0.62%	0.79%	5.85%	2.82%	-2.13%	-5.39%	-2.40%	9.59%	5.80%	26.17%
2022	-5.56%	-2.01%	1.89%	-9.29%	-0.67%	-7.48%	8.81%	-3.85%	-9.10%	6.13%	5.83%	-5.44%	-20.60%
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%

Benchmark Metrics

AMPT 6EN Defensive 07/24/2024 has an annualized alpha of 2.48%, beta of 0.85, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.54%) than losses (86.31%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.48% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.85 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.48%

Beta: 0.85

R²: 0.97

Upside Capture: 93.54%

Downside Capture: 86.31%

Expense Ratio

AMPT 6EN Defensive 07/24/2024 has an expense ratio of 0.15%, 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.

Top 10 holdings

IXN

iShares Global Tech ETF

GLD

SPDR Gold Shares

SMH

VanEck Semiconductor ETF

DTD

WisdomTree U.S. Total Dividend Fund

RSP

Invesco S&P 500 Equal Weight ETF

QQQ

Invesco QQQ ETF

DIA

SPDR Dow Jones Industrial Average ETF

USMV

iShares MSCI USA Minimum Volatility Factor ETF

TLT

iShares 20+ Year Treasury Bond ETF

XLY

Consumer Discretionary Select Sector SPDR Fund

Return for Risk

Risk / Return Rank

AMPT 6EN Defensive 07/24/2024 ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.43	0.88	+0.55
Sortino ratio Return per unit of downside risk	2.18	1.37	+0.82
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	0.80	1.39	-0.59
Martin ratio Return relative to average drawdown	3.12	6.43	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IUSG iShares Core S&P U.S. Growth ETF	57	1.01	1.57	1.22	1.79	6.85
IXN iShares Global Tech ETF	69	1.25	1.86	1.26	2.41	7.90
MGK Vanguard Mega Cap Growth ETF	40	0.81	1.34	1.19	1.18	4.03
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
RSP Invesco S&P 500 Equal Weight ETF	36	0.72	1.13	1.16	1.05	4.68
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
USD=X USD Cash	—	—	—	—	—	—
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
XLE State Street Energy Select Sector SPDR ETF	54	1.19	1.58	1.23	1.60	4.21
XLK State Street Technology Select Sector SPDR ETF	61	1.13	1.71	1.24	1.98	6.27

Sharpe Ratio

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 6EN Defensive 07/24/2024 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.43
5-Year: 0.63
10-Year: 0.86
All Time: 0.91

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 1.01 to 1.70, 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 6EN Defensive 07/24/2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AMPT 6EN Defensive 07/24/2024 provided a 1.28% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.28%	1.25%	1.29%	1.33%	1.39%	0.95%	1.20%	1.36%	1.64%	1.41%	3.54%	1.67%
Portfolio components:
IUSG iShares Core S&P U.S. Growth ETF	0.57%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
IXN iShares Global Tech ETF	1.08%	1.04%	0.43%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%
MGK Vanguard Mega Cap Growth ETF	0.39%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
RSP Invesco S&P 500 Equal Weight ETF	1.61%	1.64%	1.52%	1.64%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
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	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
XLE State Street Energy Select Sector SPDR ETF	2.52%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLK State Street Technology Select Sector SPDR ETF	0.56%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%

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.

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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 114 trading sessions.

The current AMPT 6EN Defensive 07/24/2024 drawdown is 5.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.28%	Feb 20, 2020	33	Mar 23, 2020	114	Jul 15, 2020	147
-26.08%	Dec 28, 2021	291	Oct 14, 2022	439	Dec 27, 2023	730
-17.4%	Aug 30, 2018	117	Dec 24, 2018	98	Apr 1, 2019	215
-16.61%	Feb 20, 2025	48	Apr 8, 2025	65	Jun 12, 2025	113
-10.96%	May 28, 2015	260	Feb 11, 2016	62	Apr 13, 2016	322

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 19 assets, with an effective number of assets of 9.82, 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.

	Benchmark	USD=X	GLD	TLT	XLE	XLF	SMH	USMV	XLI	XLY	VBK	DTD	XLK	DIA	IXN	QQQ	VGT	MGK	RSP	IUSG	Portfolio
Benchmark	1.00	0.00	0.04	-0.21	0.55	0.79	0.77	0.83	0.84	0.86	0.86	0.91	0.89	0.91	0.89	0.90	0.89	0.93	0.92	0.96	0.97
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	0.00	0.00
GLD	0.04	0.00	1.00	0.23	0.09	-0.04	0.03	0.06	0.03	0.00	0.06	0.04	0.03	0.02	0.05	0.03	0.03	0.03	0.05	0.04	0.11
TLT	-0.21	0.00	0.23	1.00	-0.25	-0.28	-0.16	-0.07	-0.20	-0.15	-0.14	-0.18	-0.14	-0.20	-0.15	-0.13	-0.15	-0.15	-0.19	-0.15	-0.08
XLE	0.55	0.00	0.09	-0.25	1.00	0.53	0.35	0.40	0.54	0.39	0.47	0.59	0.33	0.53	0.34	0.33	0.34	0.36	0.61	0.40	0.48
XLF	0.79	0.00	-0.04	-0.28	0.53	1.00	0.49	0.63	0.74	0.61	0.64	0.78	0.53	0.78	0.54	0.54	0.54	0.57	0.80	0.61	0.71
SMH	0.77	0.00	0.03	-0.16	0.35	0.49	1.00	0.49	0.56	0.61	0.67	0.58	0.80	0.58	0.82	0.77	0.81	0.74	0.62	0.74	0.73
USMV	0.83	0.00	0.06	-0.07	0.40	0.63	0.49	1.00	0.69	0.64	0.65	0.82	0.63	0.79	0.61	0.63	0.62	0.68	0.78	0.72	0.75
XLI	0.84	0.00	0.03	-0.20	0.54	0.74	0.56	0.69	1.00	0.66	0.72	0.81	0.60	0.82	0.61	0.60	0.61	0.64	0.86	0.69	0.79
XLY	0.86	0.00	0.00	-0.15	0.39	0.61	0.61	0.64	0.66	1.00	0.74	0.70	0.69	0.72	0.70	0.77	0.71	0.79	0.75	0.79	0.80
VBK	0.86	0.00	0.06	-0.14	0.47	0.64	0.67	0.65	0.72	0.74	1.00	0.73	0.71	0.71	0.72	0.74	0.75	0.75	0.83	0.80	0.86
DTD	0.91	0.00	0.04	-0.18	0.59	0.78	0.58	0.82	0.81	0.70	0.73	1.00	0.66	0.88	0.66	0.66	0.65	0.69	0.90	0.74	0.83
XLK	0.89	0.00	0.03	-0.14	0.33	0.53	0.80	0.63	0.60	0.69	0.71	0.66	1.00	0.69	0.95	0.92	0.97	0.90	0.67	0.89	0.84
DIA	0.91	0.00	0.02	-0.20	0.53	0.78	0.58	0.79	0.82	0.72	0.71	0.88	0.69	1.00	0.69	0.68	0.68	0.72	0.86	0.76	0.83
IXN	0.89	0.00	0.05	-0.15	0.34	0.54	0.82	0.61	0.61	0.70	0.72	0.66	0.95	0.69	1.00	0.91	0.96	0.90	0.68	0.88	0.84
QQQ	0.90	0.00	0.03	-0.13	0.33	0.54	0.77	0.63	0.60	0.77	0.74	0.66	0.92	0.68	0.91	1.00	0.93	0.94	0.69	0.92	0.86
VGT	0.89	0.00	0.03	-0.15	0.34	0.54	0.81	0.62	0.61	0.71	0.75	0.65	0.97	0.68	0.96	0.93	1.00	0.91	0.69	0.90	0.85
MGK	0.93	0.00	0.03	-0.15	0.36	0.57	0.74	0.68	0.64	0.79	0.75	0.69	0.90	0.72	0.90	0.94	0.91	1.00	0.72	0.95	0.88
RSP	0.92	0.00	0.05	-0.19	0.61	0.80	0.62	0.78	0.86	0.75	0.83	0.90	0.67	0.86	0.68	0.69	0.69	0.72	1.00	0.77	0.87
IUSG	0.96	0.00	0.04	-0.15	0.40	0.61	0.74	0.72	0.69	0.79	0.80	0.74	0.89	0.76	0.88	0.92	0.90	0.95	0.77	1.00	0.91
Portfolio	0.97	0.00	0.11	-0.08	0.48	0.71	0.73	0.75	0.79	0.80	0.86	0.83	0.84	0.83	0.84	0.86	0.85	0.88	0.87	0.91	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

AMPT 6EN Defensive 07/24/2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table