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AMPT 6BN

Last updated Mar 1, 2024

Asset Allocation


USD=X 2%XLK 14%QQQ 14%MGK 10%AAPL 8%MSFT 8%UNH 6%GOOGL 5%SMH 5%XLE 5%NVDA 4%LLY 4%MSI 3%COST 3%XOM 3%CSCO 3%COP 3%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

2%

XLK
Technology Select Sector SPDR Fund
Technology Equities

14%

QQQ
Invesco QQQ
Large Cap Blend Equities

14%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

10%

AAPL
Apple Inc.
Technology

8%

MSFT
Microsoft Corporation
Technology

8%

UNH
UnitedHealth Group Incorporated
Healthcare

6%

GOOGL
Alphabet Inc.
Communication Services

5%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

5%

XLE
Energy Select Sector SPDR Fund
Energy Equities

5%

NVDA
NVIDIA Corporation
Technology

4%

LLY
Eli Lilly and Company
Healthcare

4%

MSI
Motorola Solutions, Inc.
Technology

3%

COST
Costco Wholesale Corporation
Consumer Defensive

3%

XOM
Exxon Mobil Corporation
Energy

3%

CSCO
Cisco Systems, Inc.
Technology

3%

COP
ConocoPhillips Company
Energy

3%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%SeptemberOctoberNovemberDecember2024FebruaryMarch
1,174.12%
243.31%
AMPT 6BN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 21, 2007, corresponding to the inception date of MGK

Returns

As of Mar 1, 2024, the AMPT 6BN returned 8.19% Year-To-Date and 21.94% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.84%3.48%13.06%28.97%12.72%10.71%
AMPT 6BN8.19%3.15%15.75%50.72%26.16%21.94%
AAPL
Apple Inc.
-6.00%-3.75%-3.54%25.05%32.49%25.93%
MSFT
Microsoft Corporation
10.20%1.42%26.69%69.34%29.81%28.03%
XLK
Technology Select Sector SPDR Fund
7.53%2.51%18.34%54.06%24.07%19.98%
QQQ
Invesco QQQ
7.20%3.22%16.60%51.80%20.31%17.52%
GOOGL
Alphabet Inc.
-0.88%-8.58%1.68%53.23%18.52%15.88%
NVDA
NVIDIA Corporation
59.75%26.03%60.32%248.70%78.96%65.33%
LLY
Eli Lilly and Company
29.52%17.06%36.48%141.90%42.75%30.49%
SMH
VanEck Vectors Semiconductor ETF
21.20%12.39%36.49%78.02%34.03%27.84%
UNH
UnitedHealth Group Incorporated
-6.24%-1.99%4.33%5.43%16.04%21.41%
MSI
Motorola Solutions, Inc.
5.53%0.88%17.23%27.06%19.10%18.84%
COST
Costco Wholesale Corporation
12.86%6.31%38.97%60.10%28.73%22.19%
MGK
Vanguard Mega Cap Growth ETF
9.50%4.45%18.12%53.56%18.61%15.10%
XOM
Exxon Mobil Corporation
5.51%0.61%-4.26%-2.37%10.60%5.18%
CSCO
Cisco Systems, Inc.
-3.51%-7.41%-14.39%3.11%1.77%11.42%
XLE
Energy Select Sector SPDR Fund
2.74%1.34%-1.47%4.67%10.20%3.64%
COP
ConocoPhillips Company
-3.04%-1.32%-4.49%9.32%13.69%8.54%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.74%5.30%
20230.20%-3.83%-0.74%8.95%2.87%

Sharpe Ratio

The current AMPT 6BN Sharpe ratio is 3.53. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.53

The Sharpe ratio of AMPT 6BN 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 6BN granted a 1.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 6BN1.04%1.09%1.27%1.03%1.53%1.66%1.66%1.64%1.65%2.07%1.77%1.78%
AAPL
Apple Inc.
0.53%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
0.69%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
0.71%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
0.58%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.
0.00%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%0.29%0.45%1.20%1.70%1.94%
LLY
Eli Lilly and Company
0.62%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
0.49%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
1.48%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.
1.10%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
2.56%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
0.46%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
3.56%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.
3.23%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
3.46%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
3.18%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%

Expense Ratio

The AMPT 6BN has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.13%
0.00%2.15%
0.07%
0.00%2.15%

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
2.30
AMPT 6BN
AAPL
Apple Inc.
1.22
MSFT
Microsoft Corporation
2.96
XLK
Technology Select Sector SPDR Fund
2.98
QQQ
Invesco QQQ
3.07
GOOGL
Alphabet Inc.
1.94
NVDA
NVIDIA Corporation
5.19
LLY
Eli Lilly and Company
4.98
SMH
VanEck Vectors Semiconductor ETF
2.91
UNH
UnitedHealth Group Incorporated
0.25
MSI
Motorola Solutions, Inc.
1.52
COST
Costco Wholesale Corporation
3.47
MGK
Vanguard Mega Cap Growth ETF
3.20
XOM
Exxon Mobil Corporation
-0.06
CSCO
Cisco Systems, Inc.
0.15
XLE
Energy Select Sector SPDR Fund
0.31
COP
ConocoPhillips Company
0.47
USD=X
USD Cash

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=XLLYUNHCOSTCOPXOMMSIXLENVDAAAPLGOOGLCSCOMSFTSMHXLKQQQMGK
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
LLY0.001.000.390.340.260.310.330.290.250.270.330.370.370.320.410.410.45
UNH0.000.391.000.330.300.330.360.330.260.310.350.370.350.340.410.420.46
COST0.000.340.331.000.240.290.390.280.360.380.410.430.450.430.510.540.56
COP0.000.260.300.241.000.750.320.860.280.300.320.390.310.380.410.400.45
XOM0.000.310.330.290.751.000.340.850.270.300.340.430.340.390.430.410.47
MSI0.000.330.360.390.320.341.000.370.390.390.430.510.450.500.570.560.57
XLE0.000.290.330.280.860.850.371.000.350.350.370.460.350.460.480.480.53
NVDA0.000.250.260.360.280.270.390.351.000.490.510.490.530.760.690.690.66
AAPL0.000.270.310.380.300.300.390.350.491.000.550.490.550.580.740.750.70
GOOGL0.000.330.350.410.320.340.430.370.510.551.000.510.610.570.720.760.74
CSCO0.000.370.370.430.390.430.510.460.490.490.511.000.560.610.700.680.67
MSFT0.000.370.350.450.310.340.450.350.530.550.610.561.000.620.790.770.75
SMH0.000.320.340.430.380.390.500.460.760.580.570.610.621.000.830.820.78
XLK0.000.410.410.510.410.430.570.480.690.740.720.700.790.831.000.950.93
QQQ0.000.410.420.540.400.410.560.480.690.750.760.680.770.820.951.000.96
MGK0.000.450.460.560.450.470.570.530.660.700.740.670.750.780.930.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024FebruaryMarch
-0.56%
0
AMPT 6BN
Benchmark (^GSPC)
Portfolio components

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 0.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.69%Dec 27, 2007236Nov 20, 2008558Jan 10, 2011794
-30.91%Feb 20, 202023Mar 23, 202054Jun 5, 202077
-22.79%Oct 4, 201858Dec 24, 201886Apr 23, 2019144
-22.09%Dec 28, 2021209Oct 14, 2022153May 17, 2023362
-14.93%Jul 25, 201120Aug 19, 201150Oct 28, 201170

Volatility Chart

The current AMPT 6BN volatility is 4.17%, 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%SeptemberOctoberNovemberDecember2024FebruaryMarch
4.17%
3.90%
AMPT 6BN
Benchmark (^GSPC)
Portfolio components
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