AMPT 6BN
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 6BN, 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 Dec 21, 2007, corresponding to the inception date of MGK
Returns By Period
As of Oct 16, 2024, the AMPT 6BN returned 26.64% Year-To-Date and 23.08% 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 | 21.92% | 3.36% | 15.12% | 32.96% | 14.22% | 11.94% |
| AMPT 6BN | 26.64% | 2.93% | 15.60% | 35.35% | 27.43% | 23.08% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.92% | 5.10% | 38.41% | 31.52% | 31.43% | 25.84% |
MSFT Microsoft Corporation | 11.96% | -2.75% | 1.37% | 26.83% | 24.76% | 26.32% |
XLK Technology Select Sector SPDR Fund | 19.43% | 3.92% | 13.75% | 35.32% | 23.14% | 20.52% |
QQQ Invesco QQQ | 20.38% | 3.41% | 14.20% | 33.79% | 20.48% | 18.36% |
GOOGL Alphabet Inc. | 18.74% | 5.08% | 7.43% | 19.25% | 20.72% | 19.54% |
NVDA NVIDIA Corporation | 165.80% | 10.50% | 50.57% | 185.58% | 89.46% | 74.40% |
LLY Eli Lilly and Company | 57.44% | -1.12% | 22.69% | 49.11% | 53.01% | 32.04% |
SMH VanEck Vectors Semiconductor ETF | 41.34% | 4.33% | 12.78% | 65.67% | 33.73% | 28.80% |
UNH UnitedHealth Group Incorporated | 6.91% | -6.07% | 19.57% | 4.97% | 18.99% | 21.25% |
MSI Motorola Solutions, Inc. | 52.37% | 7.16% | 39.87% | 63.13% | 22.75% | 23.96% |
COST Costco Wholesale Corporation | 36.14% | -2.34% | 25.33% | 60.91% | 25.39% | 23.48% |
MGK Vanguard Mega Cap Growth ETF | 25.56% | 3.25% | 16.66% | 38.68% | 19.30% | 16.37% |
XOM Exxon Mobil Corporation | 23.47% | 8.28% | 3.05% | 13.30% | 17.08% | 7.12% |
CSCO Cisco Systems, Inc. | 10.53% | 9.42% | 14.69% | 3.10% | 5.88% | 11.83% |
XLE Energy Select Sector SPDR Fund | 9.72% | 5.76% | -3.34% | 2.97% | 14.28% | 4.68% |
COP ConocoPhillips Company | -7.46% | 1.65% | -17.67% | -13.85% | 17.51% | 7.50% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of AMPT 6BN, 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 | 2.74% | 5.36% | 3.40% | -3.02% | 6.78% | 6.36% | -1.17% | 2.14% | 0.96% | 26.64% | |||
| 2023 | 8.04% | -0.93% | 9.25% | 2.02% | 6.26% | 5.46% | 3.55% | 0.20% | -3.83% | -0.74% | 8.95% | 2.87% | 48.42% |
| 2022 | -4.87% | -1.66% | 5.47% | -10.24% | 0.76% | -7.93% | 11.74% | -4.62% | -9.72% | 8.17% | 5.77% | -7.60% | -16.43% |
| 2021 | 1.36% | 3.41% | 2.49% | 5.15% | 1.16% | 6.90% | 2.69% | 4.20% | -4.33% | 9.97% | 2.76% | 3.52% | 46.32% |
| 2020 | 1.61% | -6.98% | -8.47% | 15.37% | 5.47% | 5.04% | 4.50% | 9.32% | -5.50% | -3.52% | 12.30% | 4.73% | 35.44% |
| 2019 | 7.21% | 4.36% | 4.56% | 3.39% | -7.70% | 7.51% | 2.83% | -1.89% | 1.53% | 4.39% | 4.76% | 5.24% | 41.47% |
| 2018 | 7.43% | -1.65% | -2.89% | 1.78% | 5.70% | 0.59% | 3.72% | 6.33% | 0.48% | -7.61% | -0.85% | -9.01% | 2.55% |
| 2017 | 2.62% | 3.59% | 2.10% | 1.74% | 3.79% | -1.68% | 3.57% | 2.02% | 1.60% | 5.53% | 2.42% | 0.49% | 31.41% |
| 2016 | -5.25% | -0.81% | 8.11% | -2.48% | 4.25% | -0.49% | 6.59% | 1.10% | 2.65% | -0.91% | 3.01% | 3.40% | 20.01% |
| 2015 | -2.25% | 7.10% | -2.21% | 2.45% | 1.52% | -3.16% | 1.89% | -4.11% | -0.38% | 9.99% | 1.15% | -1.99% | 9.43% |
| 2014 | -2.89% | 5.24% | 0.41% | 0.82% | 4.12% | 2.46% | 0.01% | 4.08% | -0.81% | 2.29% | 3.49% | -1.41% | 18.95% |
| 2013 | 2.11% | 1.03% | 2.59% | 2.61% | 3.44% | -2.18% | 4.57% | -0.24% | 2.47% | 4.46% | 3.64% | 2.40% | 30.22% |
Expense Ratio
AMPT 6BN has an expense ratio of 0.08%, 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 6BN is 74, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.78 | 2.56 | 1.33 | 2.39 | 5.62 |
MSFT Microsoft Corporation | 1.49 | 2.02 | 1.26 | 1.80 | 4.90 |
XLK Technology Select Sector SPDR Fund | 2.02 | 2.60 | 1.36 | 2.53 | 8.88 |
QQQ Invesco QQQ | 2.53 | 3.29 | 1.46 | 3.18 | 11.66 |
GOOGL Alphabet Inc. | 1.39 | 1.92 | 1.27 | 1.62 | 4.33 |
NVDA NVIDIA Corporation | 4.40 | 4.21 | 1.56 | 8.32 | 26.20 |
LLY Eli Lilly and Company | 2.20 | 2.97 | 1.41 | 3.42 | 12.79 |
SMH VanEck Vectors Semiconductor ETF | 2.35 | 2.82 | 1.39 | 3.21 | 9.34 |
UNH UnitedHealth Group Incorporated | 0.33 | 0.60 | 1.09 | 0.38 | 1.01 |
MSI Motorola Solutions, Inc. | 4.60 | 6.23 | 1.93 | 10.80 | 38.02 |
COST Costco Wholesale Corporation | 3.57 | 4.18 | 1.64 | 6.77 | 17.75 |
MGK Vanguard Mega Cap Growth ETF | 2.85 | 3.66 | 1.52 | 3.30 | 13.61 |
XOM Exxon Mobil Corporation | 0.93 | 1.41 | 1.17 | 0.96 | 3.61 |
CSCO Cisco Systems, Inc. | 0.42 | 0.66 | 1.11 | 0.35 | 1.08 |
XLE Energy Select Sector SPDR Fund | 0.55 | 0.85 | 1.11 | 0.73 | 1.69 |
COP ConocoPhillips Company | -0.39 | -0.42 | 0.95 | -0.37 | -0.73 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
AMPT 6BN granted a 0.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 6BN | 0.98% | 1.09% | 1.27% | 1.03% | 1.53% | 1.66% | 1.66% | 1.64% | 1.65% | 2.07% | 1.77% | 1.78% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
XLK Technology Select Sector SPDR Fund | 0.68% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
UNH UnitedHealth Group Incorporated | 1.43% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
MSI Motorola Solutions, Inc. | 0.83% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
COST Costco Wholesale Corporation | 2.16% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
MGK Vanguard Mega Cap Growth ETF | 0.44% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
XOM Exxon Mobil Corporation | 3.16% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
CSCO Cisco Systems, Inc. | 2.94% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
XLE Energy Select Sector SPDR Fund | 3.32% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
COP ConocoPhillips Company | 2.77% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
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% |
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 6BN. 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 6BN was 53.69%, occurring on Nov 20, 2008. Recovery took 558 trading sessions.
The current AMPT 6BN drawdown is 1.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.69% | Dec 27, 2007 | 236 | Nov 20, 2008 | 558 | Jan 10, 2011 | 794 |
| -30.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 5, 2020 | 77 |
| -22.79% | Oct 4, 2018 | 58 | Dec 24, 2018 | 86 | Apr 23, 2019 | 144 |
| -22.09% | Dec 28, 2021 | 209 | Oct 14, 2022 | 153 | May 17, 2023 | 362 |
| -14.93% | Jul 25, 2011 | 20 | Aug 19, 2011 | 50 | Oct 28, 2011 | 70 |
Volatility
Volatility Chart
The current AMPT 6BN volatility is 3.80%, 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 | LLY | UNH | COP | COST | XOM | MSI | XLE | NVDA | AAPL | GOOGL | CSCO | MSFT | SMH | XLK | QQQ | MGK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| LLY | 0.00 | 1.00 | 0.37 | 0.25 | 0.34 | 0.29 | 0.33 | 0.28 | 0.25 | 0.26 | 0.33 | 0.36 | 0.37 | 0.32 | 0.41 | 0.41 | 0.45 |
| UNH | 0.00 | 0.37 | 1.00 | 0.29 | 0.32 | 0.32 | 0.35 | 0.33 | 0.25 | 0.30 | 0.34 | 0.36 | 0.34 | 0.32 | 0.39 | 0.41 | 0.44 |
| COP | 0.00 | 0.25 | 0.29 | 1.00 | 0.23 | 0.75 | 0.31 | 0.86 | 0.27 | 0.29 | 0.31 | 0.38 | 0.31 | 0.37 | 0.39 | 0.39 | 0.44 |
| COST | 0.00 | 0.34 | 0.32 | 0.23 | 1.00 | 0.28 | 0.39 | 0.27 | 0.36 | 0.38 | 0.41 | 0.42 | 0.45 | 0.44 | 0.52 | 0.54 | 0.56 |
| XOM | 0.00 | 0.29 | 0.32 | 0.75 | 0.28 | 1.00 | 0.33 | 0.86 | 0.26 | 0.29 | 0.33 | 0.42 | 0.33 | 0.37 | 0.41 | 0.40 | 0.45 |
| MSI | 0.00 | 0.33 | 0.35 | 0.31 | 0.39 | 0.33 | 1.00 | 0.37 | 0.39 | 0.39 | 0.43 | 0.51 | 0.44 | 0.49 | 0.56 | 0.55 | 0.57 |
| XLE | 0.00 | 0.28 | 0.33 | 0.86 | 0.27 | 0.86 | 0.37 | 1.00 | 0.34 | 0.34 | 0.36 | 0.45 | 0.34 | 0.45 | 0.46 | 0.47 | 0.52 |
| NVDA | 0.00 | 0.25 | 0.25 | 0.27 | 0.36 | 0.26 | 0.39 | 0.34 | 1.00 | 0.48 | 0.50 | 0.47 | 0.53 | 0.76 | 0.69 | 0.69 | 0.66 |
| AAPL | 0.00 | 0.26 | 0.30 | 0.29 | 0.38 | 0.29 | 0.39 | 0.34 | 0.48 | 1.00 | 0.55 | 0.48 | 0.54 | 0.57 | 0.74 | 0.74 | 0.69 |
| GOOGL | 0.00 | 0.33 | 0.34 | 0.31 | 0.41 | 0.33 | 0.43 | 0.36 | 0.50 | 0.55 | 1.00 | 0.50 | 0.61 | 0.56 | 0.71 | 0.75 | 0.73 |
| CSCO | 0.00 | 0.36 | 0.36 | 0.38 | 0.42 | 0.42 | 0.51 | 0.45 | 0.47 | 0.48 | 0.50 | 1.00 | 0.55 | 0.59 | 0.68 | 0.66 | 0.65 |
| MSFT | 0.00 | 0.37 | 0.34 | 0.31 | 0.45 | 0.33 | 0.44 | 0.34 | 0.53 | 0.54 | 0.61 | 0.55 | 1.00 | 0.62 | 0.79 | 0.77 | 0.75 |
| SMH | 0.00 | 0.32 | 0.32 | 0.37 | 0.44 | 0.37 | 0.49 | 0.45 | 0.76 | 0.57 | 0.56 | 0.59 | 0.62 | 1.00 | 0.84 | 0.82 | 0.78 |
| XLK | 0.00 | 0.41 | 0.39 | 0.39 | 0.52 | 0.41 | 0.56 | 0.46 | 0.69 | 0.74 | 0.71 | 0.68 | 0.79 | 0.84 | 1.00 | 0.95 | 0.93 |
| QQQ | 0.00 | 0.41 | 0.41 | 0.39 | 0.54 | 0.40 | 0.55 | 0.47 | 0.69 | 0.74 | 0.75 | 0.66 | 0.77 | 0.82 | 0.95 | 1.00 | 0.96 |
| MGK | 0.00 | 0.45 | 0.44 | 0.44 | 0.56 | 0.45 | 0.57 | 0.52 | 0.66 | 0.69 | 0.73 | 0.65 | 0.75 | 0.78 | 0.93 | 0.96 | 1.00 |