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AMPT 6EN Defensive 07/24/2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 10%GLD 5%USD=X 2%MGK 15%QQQ 10%RSP 10%XLK 10%VBK 10%DTD 10%XLF 10%XLI 8%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget 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 Trust
Precious Metals, Gold
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 Blend Equities
15%
QQQ
Invesco QQQ
Large Cap Blend Equities
10%
RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities
10%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
0%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds
10%
USD=X
USD Cash
2%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities
0%
VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities
10%
VGT
Vanguard Information Technology ETF
Technology Equities
0%
XLE
Energy Select Sector SPDR Fund
Energy Equities
0%
XLF
Financial Select Sector SPDR Fund
Financials Equities
10%
XLI
Industrial Select Sector SPDR Fund
Industrials Equities
8%
XLK
Technology Select Sector SPDR Fund
Technology Equities
10%
XLY
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Equities
0%

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.


350.00%400.00%450.00%500.00%AugustSeptemberOctoberNovemberDecember2025
508.67%
379.44%
AMPT 6EN Defensive 07/24/2024
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jan 12, 2025, the AMPT 6EN Defensive 07/24/2024 returned -1.08% Year-To-Date and 13.22% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
AMPT 6EN Defensive 07/24/2024-1.08%-4.07%4.25%22.20%13.35%13.31%
IUSG
iShares Core S&P U.S. Growth ETF
-0.55%-3.21%5.50%33.12%15.29%14.64%
IXN
iShares Global Tech ETF
-1.04%-3.21%-2.48%24.20%18.25%18.80%
MGK
Vanguard Mega Cap Growth ETF
-0.92%-3.74%5.23%30.74%17.69%16.23%
QQQ
Invesco QQQ
-0.79%-4.25%2.81%24.57%18.25%17.93%
RSP
Invesco S&P 500® Equal Weight ETF
-1.13%-4.56%3.57%12.77%9.74%9.92%
SMH
VanEck Vectors Semiconductor ETF
2.07%-0.49%-9.54%43.55%27.56%25.39%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
-1.34%-4.10%2.40%28.18%19.48%20.29%
XLE
Energy Select Sector SPDR Fund
3.19%-0.10%-0.72%10.45%12.53%5.83%
XLK
Technology Select Sector SPDR Fund
-1.61%-4.14%-1.81%19.82%19.55%19.80%
XLY
Consumer Discretionary Select Sector SPDR Fund
-1.57%-6.05%15.77%27.99%12.27%13.17%
VBK
Vanguard Small-Cap Growth ETF
-0.04%-4.98%8.57%20.24%6.93%9.07%
DTD
WisdomTree U.S. Total Dividend Fund
-1.27%-4.07%4.46%17.30%9.56%10.07%
USMV
iShares Edge MSCI Min Vol USA ETF
-1.25%-3.90%3.29%13.16%7.33%9.74%
DIA
SPDR Dow Jones Industrial Average ETF
-1.45%-4.29%5.60%13.45%9.43%11.14%
GLD
SPDR Gold Trust
2.51%1.60%11.25%30.84%10.85%7.20%
TLT
iShares 20+ Year Treasury Bond ETF
-2.14%-4.83%-7.15%-7.82%-6.67%-1.96%
XLF
Financial Select Sector SPDR Fund
-2.09%-4.07%12.54%27.83%10.72%13.70%
XLI
Industrial Select Sector SPDR Fund
-0.33%-3.96%6.64%18.89%10.94%10.86%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.25%5.15%2.46%-4.73%4.97%3.89%0.80%2.06%2.13%-0.56%6.73%-2.63%23.05%
20238.24%-1.63%3.51%0.70%2.27%6.61%3.31%-1.93%-5.37%-2.16%10.49%5.48%32.29%
2022-6.26%-2.93%2.71%-10.31%-0.53%-8.53%10.29%-4.14%-9.73%7.25%5.79%-6.41%-22.70%
2021-0.88%2.58%2.89%5.22%0.34%3.02%2.00%3.18%-4.66%6.93%-0.56%2.93%24.97%
20201.17%-7.12%-12.32%12.32%5.44%3.53%5.79%7.41%-3.78%-2.45%11.59%4.58%25.74%
20198.55%3.76%1.63%4.70%-6.42%7.01%1.90%-1.44%1.52%2.31%4.08%2.50%33.54%
20185.47%-2.78%-2.33%-0.19%3.30%0.04%2.97%3.65%-0.29%-7.55%1.13%-8.42%-5.88%
20172.37%3.96%0.15%1.31%1.63%0.74%2.11%0.68%2.01%2.73%2.73%1.17%23.78%
2016-5.05%0.34%6.61%-0.12%1.99%0.14%4.52%0.61%2.83%-1.83%3.75%1.57%15.89%
2015-1.82%4.84%-1.49%0.30%1.25%-2.07%2.26%-5.65%-2.34%7.51%0.56%-2.10%0.59%
2014-2.17%4.29%-0.02%-0.07%2.37%2.48%-1.51%4.13%-1.75%2.74%2.90%-0.05%13.86%

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.


Expense ratio chart for IXN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for DTD: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for DIA: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for XLE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLY: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLI: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPT 6EN Defensive 07/24/2024 is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AMPT 6EN Defensive 07/24/2024 is 3636
Overall Rank
The Sharpe Ratio Rank of AMPT 6EN Defensive 07/24/2024 is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of AMPT 6EN Defensive 07/24/2024 is 3131
Sortino Ratio Rank
The Omega Ratio Rank of AMPT 6EN Defensive 07/24/2024 is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AMPT 6EN Defensive 07/24/2024 is 3838
Calmar Ratio Rank
The Martin Ratio Rank of AMPT 6EN Defensive 07/24/2024 is 4141
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.


Sharpe ratio
The chart of Sharpe ratio for AMPT 6EN Defensive 07/24/2024, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.341.77
The chart of Sortino ratio for AMPT 6EN Defensive 07/24/2024, currently valued at 1.85, compared to the broader market-2.000.002.004.001.852.37
The chart of Omega ratio for AMPT 6EN Defensive 07/24/2024, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.251.32
The chart of Calmar ratio for AMPT 6EN Defensive 07/24/2024, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.001.932.65
The chart of Martin ratio for AMPT 6EN Defensive 07/24/2024, currently valued at 7.81, compared to the broader market0.0010.0020.0030.0040.007.8111.13
AMPT 6EN Defensive 07/24/2024
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IUSG
iShares Core S&P U.S. Growth ETF
1.652.201.312.298.95
IXN
iShares Global Tech ETF
0.821.211.161.053.24
MGK
Vanguard Mega Cap Growth ETF
1.481.991.281.947.22
QQQ
Invesco QQQ
1.111.551.211.465.13
RSP
Invesco S&P 500® Equal Weight ETF
1.131.611.211.754.97
SMH
VanEck Vectors Semiconductor ETF
0.841.311.171.172.80
USD=X
USD Cash
VGT
Vanguard Information Technology ETF
1.021.441.191.425.05
XLE
Energy Select Sector SPDR Fund
0.671.001.130.811.78
XLK
Technology Select Sector SPDR Fund
0.610.941.120.792.68
XLY
Consumer Discretionary Select Sector SPDR Fund
1.542.101.271.597.62
VBK
Vanguard Small-Cap Growth ETF
1.061.521.190.874.90
DTD
WisdomTree U.S. Total Dividend Fund
1.632.291.302.508.01
USMV
iShares Edge MSCI Min Vol USA ETF
1.401.961.261.776.04
DIA
SPDR Dow Jones Industrial Average ETF
1.121.641.211.895.29
GLD
SPDR Gold Trust
2.232.901.394.0810.81
TLT
iShares 20+ Year Treasury Bond ETF
-0.34-0.380.96-0.11-0.72
XLF
Financial Select Sector SPDR Fund
1.792.591.343.4210.16
XLI
Industrial Select Sector SPDR Fund
1.372.041.252.216.50

The current AMPT 6EN Defensive 07/24/2024 Sharpe ratio is 1.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.93, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of AMPT 6EN Defensive 07/24/2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.34
1.77
AMPT 6EN Defensive 07/24/2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AMPT 6EN Defensive 07/24/2024 provided a 1.30% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.30%1.29%1.33%1.39%0.95%1.20%1.36%1.64%1.41%1.64%1.74%1.60%
IUSG
iShares Core S&P U.S. Growth ETF
0.59%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%
IXN
iShares Global Tech ETF
0.43%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%
MGK
Vanguard Mega Cap Growth ETF
0.43%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
0.56%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
1.53%1.52%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.46%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
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
0.61%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
XLE
Energy Select Sector SPDR Fund
3.25%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
XLK
Technology Select Sector SPDR Fund
0.67%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.73%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%
VBK
Vanguard Small-Cap Growth ETF
0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%
DTD
WisdomTree U.S. Total Dividend Fund
2.10%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%
USMV
iShares Edge MSCI Min Vol USA ETF
1.70%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%
DIA
SPDR Dow Jones Industrial Average ETF
1.63%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
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
4.39%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
XLF
Financial Select Sector SPDR Fund
1.45%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%
XLI
Industrial Select Sector SPDR Fund
1.45%1.44%1.63%1.64%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.86%
-4.32%
AMPT 6EN Defensive 07/24/2024
Benchmark (^GSPC)
Portfolio components

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 32.18%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current AMPT 6EN Defensive 07/24/2024 drawdown is 4.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.18%Feb 20, 202023Mar 23, 202094Jul 31, 2020117
-28.18%Dec 28, 2021209Oct 14, 2022304Dec 14, 2023513
-20.18%Sep 21, 201867Dec 24, 201879Apr 12, 2019146
-12.89%Jul 21, 2015149Feb 11, 201676May 27, 2016225
-9.9%Jul 17, 202414Aug 5, 202433Sep 19, 202447

Volatility

Volatility Chart

The current AMPT 6EN Defensive 07/24/2024 volatility is 4.89%, 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%7.00%AugustSeptemberOctoberNovemberDecember2025
4.89%
4.66%
AMPT 6EN Defensive 07/24/2024
Benchmark (^GSPC)
Portfolio components

Diversification

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=XGLDTLTXLEXLFSMHUSMVXLIXLYVBKXLKIXNQQQDTDVGTDIAMGKRSPIUSG
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
GLD0.001.000.260.10-0.050.030.070.030.010.070.030.050.040.040.040.020.040.050.04
TLT0.000.261.00-0.29-0.34-0.19-0.11-0.26-0.19-0.18-0.18-0.19-0.17-0.24-0.18-0.26-0.18-0.24-0.19
XLE0.000.10-0.291.000.600.400.450.610.440.530.390.400.390.650.400.610.420.670.46
XLF0.00-0.05-0.340.601.000.540.670.800.670.690.590.600.590.830.600.830.620.850.67
SMH0.000.03-0.190.400.541.000.560.620.670.720.840.860.820.640.860.640.790.690.79
USMV0.000.07-0.110.450.670.561.000.750.720.720.710.700.710.870.700.840.760.840.80
XLI0.000.03-0.260.610.800.620.751.000.720.770.660.670.660.870.670.880.700.910.75
XLY0.000.01-0.190.440.670.670.720.721.000.810.760.770.830.760.780.780.850.820.86
VBK0.000.07-0.180.530.690.720.720.770.811.000.770.770.800.790.810.770.810.870.85
XLK0.000.03-0.180.390.590.840.710.660.760.771.000.980.960.730.990.750.940.740.93
IXN0.000.05-0.190.400.600.860.700.670.770.770.981.000.950.730.980.750.940.750.92
QQQ0.000.04-0.170.390.590.820.710.660.830.800.960.951.000.730.960.740.970.750.95
DTD0.000.04-0.240.650.830.640.870.870.760.790.730.730.731.000.730.920.760.940.81
VGT0.000.04-0.180.400.600.860.700.670.780.810.990.980.960.731.000.750.950.760.94
DIA0.000.02-0.260.610.830.640.840.880.780.770.750.750.740.920.751.000.790.910.82
MGK0.000.04-0.180.420.620.790.760.700.850.810.940.940.970.760.950.791.000.790.98
RSP0.000.05-0.240.670.850.690.840.910.820.870.740.750.750.940.760.910.791.000.84
IUSG0.000.04-0.190.460.670.790.800.750.860.850.930.920.950.810.940.820.980.841.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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