AMPT 6BN

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AMPT 6BN

Currency in USD · Last updated May 22, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	8%
COP ConocoPhillips Company	Energy	3%
COST Costco Wholesale Corporation	Consumer Defensive	3%
CSCO Cisco Systems, Inc.	Technology	3%
GOOGL Alphabet Inc Class A	Communication Services	5%
LLY Eli Lilly and Company	Healthcare	4%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	10%
MSFT Microsoft Corporation	Technology	8%
MSI Motorola Solutions, Inc.	Technology	3%
NVDA NVIDIA Corporation	Technology	4%
QQQ Invesco QQQ	Large Cap Blend Equities	14%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	5%
UNH UnitedHealth Group Incorporated	Healthcare	6%
USD=X USD Cash		2%
XLE Energy Select Sector SPDR Fund	Energy Equities	5%
XLK Technology Select Sector SPDR Fund	Technology Equities	14%
XOM Exxon Mobil Corporation	Energy	3%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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

Returns By Period

As of May 22, 2025, the AMPT 6BN returned -3.68% Year-To-Date and 21.64% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
AMPT 6BN	-3.73%	10.11%	-4.51%	6.26%	23.90%	21.64%
Portfolio components:
AAPL Apple Inc	-19.40%	0.94%	-11.67%	5.97%	21.04%	21.10%
MSFT Microsoft Corporation	8.33%	24.23%	10.59%	6.46%	20.94%	27.31%
XLK Technology Select Sector SPDR Fund	-1.19%	19.16%	-1.44%	7.34%	19.90%	19.51%
QQQ Invesco QQQ	0.69%	15.64%	2.10%	13.48%	18.22%	17.53%
GOOGL Alphabet Inc Class A	-9.63%	12.81%	2.17%	-2.66%	19.43%	20.00%
NVDA NVIDIA Corporation	-1.08%	34.32%	-9.42%	39.93%	71.34%	74.59%
LLY Eli Lilly and Company	-7.01%	-13.40%	-4.27%	-10.31%	38.06%	27.69%
SMH VanEck Vectors Semiconductor ETF	-0.56%	25.49%	-1.72%	2.23%	29.28%	25.01%
UNH UnitedHealth Group Incorporated	-41.10%	-30.55%	-49.94%	-42.19%	1.95%	11.20%
MSI Motorola Solutions, Inc.	-8.52%	0.46%	-14.35%	14.77%	27.40%	23.62%
COST Costco Wholesale Corporation	11.38%	4.11%	6.79%	27.63%	29.60%	23.78%
MGK Vanguard Mega Cap Growth ETF	-0.57%	16.82%	1.81%	16.77%	18.05%	15.86%
XOM Exxon Mobil Corporation	-2.53%	-4.05%	-14.01%	-7.72%	23.72%	6.32%
CSCO Cisco Systems, Inc.	8.48%	15.12%	11.57%	37.60%	10.45%	11.46%
XLE Energy Select Sector SPDR Fund	-3.84%	0.42%	-14.48%	-8.32%	21.15%	4.22%
COP ConocoPhillips Company	-11.70%	-3.23%	-21.74%	-24.99%	18.94%	6.08%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

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
2025	0.83%	-1.69%	-5.24%	-1.59%	4.15%								-3.73%
2024	2.74%	5.35%	3.40%	-3.02%	6.78%	6.36%	-1.17%	2.13%	0.96%	-0.88%	4.66%	-1.48%	28.39%
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%	-7.66%	-16.48%
2021	1.36%	3.41%	2.49%	5.15%	1.16%	6.90%	2.69%	4.20%	-4.33%	9.97%	2.76%	3.50%	46.28%
2020	1.61%	-6.98%	-8.47%	15.37%	5.47%	5.04%	4.50%	9.32%	-5.50%	-3.52%	12.30%	4.69%	35.39%
2019	7.21%	4.36%	4.56%	3.39%	-7.70%	7.51%	2.83%	-1.89%	1.53%	4.39%	4.76%	4.98%	41.12%
2018	7.43%	-1.65%	-2.89%	1.78%	5.70%	0.59%	3.72%	6.33%	0.48%	-7.61%	-0.85%	-9.10%	2.45%
2017	2.62%	3.59%	2.10%	1.74%	3.79%	-1.68%	3.57%	2.02%	1.60%	5.53%	2.42%	0.41%	31.31%
2016	-5.25%	-0.81%	8.11%	-2.48%	4.25%	-0.49%	6.59%	1.10%	2.65%	-0.91%	3.01%	3.36%	19.96%
2015	-2.25%	7.10%	-2.21%	2.45%	1.52%	-3.16%	1.89%	-4.11%	-0.38%	9.99%	1.15%	-2.10%	9.31%
2014	-2.89%	5.24%	0.41%	0.82%	4.12%	2.46%	0.01%	4.08%	-0.81%	2.29%	3.49%	-1.47%	18.88%

Expense Ratio

AMPT 6BN has an expense ratio of 0.08%, 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.

SMH

VanEck Vectors Semiconductor ETF

QQQ

Invesco QQQ

XLK

Technology Select Sector SPDR Fund

XLE

Energy Select Sector SPDR Fund

MGK

Vanguard Mega Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMPT 6BN is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.18	0.42	1.06	0.12	0.39
MSFT Microsoft Corporation	0.25	0.76	1.10	0.43	0.93
XLK Technology Select Sector SPDR Fund	0.24	0.64	1.09	0.37	1.13
QQQ Invesco QQQ	0.52	0.93	1.13	0.61	1.94
GOOGL Alphabet Inc Class A	-0.08	0.16	1.02	-0.04	-0.09
NVDA NVIDIA Corporation	0.65	0.74	1.09	0.38	0.93
LLY Eli Lilly and Company	-0.27	-0.26	0.97	-0.54	-1.00
SMH VanEck Vectors Semiconductor ETF	0.05	0.29	1.04	-0.01	-0.02
UNH UnitedHealth Group Incorporated	-0.94	-1.08	0.80	-0.72	-2.40
MSI Motorola Solutions, Inc.	0.65	1.03	1.16	0.72	1.70
COST Costco Wholesale Corporation	1.23	1.56	1.21	1.37	3.91
MGK Vanguard Mega Cap Growth ETF	0.64	1.01	1.14	0.67	2.18
XOM Exxon Mobil Corporation	-0.32	-0.16	0.98	-0.29	-0.62
CSCO Cisco Systems, Inc.	1.59	2.35	1.36	1.58	8.09
XLE Energy Select Sector SPDR Fund	-0.32	-0.16	0.98	-0.30	-0.79
COP ConocoPhillips Company	-0.75	-0.74	0.89	-0.58	-1.72
USD=X USD Cash	—	—	—	—	—

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 6BN Sharpe ratios as of May 22, 2025 (values are recalculated daily):

1-Year: 0.28
5-Year: 1.14
10-Year: 1.01
All Time: 0.76

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 0.45 to 0.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of AMPT 6BN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

AMPT 6BN provided a 1.08% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.08%	0.94%	1.09%	1.21%	1.01%	1.49%	1.43%	1.57%	1.57%	1.61%	1.96%	1.72%
Portfolio components:
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
XLK Technology Select Sector SPDR Fund	0.68%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
GOOGL Alphabet Inc Class A	0.47%	0.32%	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%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
LLY Eli Lilly and Company	0.78%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
SMH VanEck Vectors Semiconductor ETF	0.44%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
UNH UnitedHealth Group Incorporated	2.83%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
MSI Motorola Solutions, Inc.	0.98%	0.87%	1.16%	1.26%	1.07%	1.55%	1.46%	1.85%	2.14%	2.05%	2.09%	1.94%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
MGK Vanguard Mega Cap Growth ETF	0.44%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
XOM Exxon Mobil Corporation	3.81%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
CSCO Cisco Systems, Inc.	2.54%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%
XLE Energy Select Sector SPDR Fund	3.50%	3.36%	3.55%	3.68%	4.21%	5.62%	5.73%	3.54%	3.03%	2.26%	3.39%	2.35%
COP ConocoPhillips Company	3.39%	2.54%	3.37%	4.20%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%	4.11%
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%

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 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 53.67%, occurring on Nov 20, 2008. Recovery took 557 trading sessions.

The current AMPT 6BN drawdown is 6.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-53.67%	Dec 27, 2007	236	Nov 20, 2008	557	Jan 7, 2011	793
-30.91%	Feb 20, 2020	23	Mar 23, 2020	54	Jun 5, 2020	77
-22.87%	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
-19.49%	Feb 20, 2025	34	Apr 8, 2025	—	—	—

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 17 assets, with an effective number of assets of 12.32, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	USD=X	LLY	UNH	COP	COST	XOM	MSI	XLE	NVDA	AAPL	GOOGL	CSCO	MSFT	SMH	XLK	QQQ	MGK	Portfolio
^GSPC	1.00	0.00	0.48	0.48	0.54	0.57	0.56	0.60	0.63	0.61	0.62	0.68	0.70	0.71	0.77	0.89	0.90	0.94	0.92
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
LLY	0.48	0.00	1.00	0.36	0.24	0.34	0.28	0.33	0.27	0.25	0.26	0.32	0.36	0.36	0.32	0.40	0.41	0.44	0.46
UNH	0.48	0.00	0.36	1.00	0.28	0.31	0.31	0.35	0.32	0.23	0.28	0.33	0.36	0.32	0.31	0.38	0.39	0.42	0.47
COP	0.54	0.00	0.24	0.28	1.00	0.22	0.75	0.31	0.86	0.27	0.29	0.31	0.38	0.30	0.36	0.39	0.38	0.43	0.50
COST	0.57	0.00	0.34	0.31	0.22	1.00	0.27	0.39	0.27	0.36	0.38	0.40	0.42	0.45	0.43	0.51	0.54	0.56	0.54
XOM	0.56	0.00	0.28	0.31	0.75	0.27	1.00	0.33	0.86	0.25	0.29	0.32	0.42	0.32	0.37	0.40	0.39	0.44	0.50
MSI	0.60	0.00	0.33	0.35	0.31	0.39	0.33	1.00	0.36	0.39	0.38	0.42	0.51	0.44	0.48	0.56	0.55	0.56	0.59
XLE	0.63	0.00	0.27	0.32	0.86	0.27	0.86	0.36	1.00	0.34	0.34	0.36	0.45	0.34	0.44	0.46	0.46	0.51	0.57
NVDA	0.61	0.00	0.25	0.23	0.27	0.36	0.25	0.39	0.34	1.00	0.47	0.50	0.47	0.53	0.77	0.70	0.69	0.67	0.71
AAPL	0.62	0.00	0.26	0.28	0.29	0.38	0.29	0.38	0.34	0.47	1.00	0.54	0.48	0.54	0.56	0.73	0.74	0.69	0.73
GOOGL	0.68	0.00	0.32	0.33	0.31	0.40	0.32	0.42	0.36	0.50	0.54	1.00	0.49	0.61	0.56	0.70	0.75	0.73	0.73
CSCO	0.70	0.00	0.36	0.36	0.38	0.42	0.42	0.51	0.45	0.47	0.48	0.49	1.00	0.55	0.59	0.68	0.66	0.65	0.69
MSFT	0.71	0.00	0.36	0.32	0.30	0.45	0.32	0.44	0.34	0.53	0.54	0.61	0.55	1.00	0.62	0.79	0.77	0.76	0.78
SMH	0.77	0.00	0.32	0.31	0.36	0.43	0.37	0.48	0.44	0.77	0.56	0.56	0.59	0.62	1.00	0.84	0.82	0.79	0.82
XLK	0.89	0.00	0.40	0.38	0.39	0.51	0.40	0.56	0.46	0.70	0.73	0.70	0.68	0.79	0.84	1.00	0.95	0.93	0.95
QQQ	0.90	0.00	0.41	0.39	0.38	0.54	0.39	0.55	0.46	0.69	0.74	0.75	0.66	0.77	0.82	0.95	1.00	0.96	0.95
MGK	0.94	0.00	0.44	0.42	0.43	0.56	0.44	0.56	0.51	0.67	0.69	0.73	0.65	0.76	0.79	0.93	0.96	1.00	0.95
Portfolio	0.92	0.00	0.46	0.47	0.50	0.54	0.50	0.59	0.57	0.71	0.73	0.73	0.69	0.78	0.82	0.95	0.95	0.95	1.00

The correlation results are calculated based on daily price changes starting from Dec 24, 2007

Performance Analysis

Risk Analysis

Optimization

Factor Model

AMPT 6BN

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community