AMPT 2EN 04/08/2025 Go long duration
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| AMPT 2EN 04/08/2025 Go long duration | 5.83% | -0.16% | 5.73% | 10.09% | 5.24% | N/A |
| Portfolio components: | ||||||
SRLN SPDR Blackstone Senior Loan ETF | 1.38% | 2.64% | 2.03% | 6.49% | 6.10% | 3.83% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.35% | 2.27% | 2.23% | 8.63% | 4.80% | 3.95% |
GLD SPDR Gold Trust | 25.18% | -2.57% | 22.89% | 37.71% | 13.18% | 10.12% |
SPAXX Fidelity Government Money Market Fund | 0.65% | 0.00% | 1.37% | 3.90% | 2.32% | 1.28% |
RCRIX RiverPark Floating Rate CMBS Fund | 2.02% | 1.53% | 2.88% | 7.17% | 5.89% | N/A |
COMT iShares Commodities Select Strategy ETF | -0.87% | -0.20% | 0.05% | -3.33% | 13.59% | 2.59% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.41% | -0.46% | 1.86% | 4.22% | -3.05% | 0.80% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 2.81% | -0.25% | 2.79% | 5.49% | -1.10% | 1.21% |
Monthly Returns
The table below presents the monthly returns of AMPT 2EN 04/08/2025 Go long duration, 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 | 2.08% | 1.10% | 2.22% | 0.45% | -0.13% | 5.83% | |||||||
| 2024 | 0.49% | -0.41% | 2.70% | -0.15% | 1.03% | 0.55% | 1.93% | 0.81% | 1.84% | -0.01% | -0.07% | -0.48% | 8.47% |
| 2023 | 2.95% | -2.32% | 2.32% | 0.56% | -1.20% | -0.01% | 1.73% | -0.19% | -1.35% | 0.48% | 1.80% | 1.54% | 6.34% |
| 2022 | -0.16% | 1.84% | 0.40% | -1.39% | -0.08% | -1.91% | 0.73% | -2.13% | -3.38% | 0.31% | 2.98% | -0.08% | -3.00% |
| 2021 | -0.11% | -0.50% | -0.90% | 1.92% | 2.04% | -0.58% | 1.18% | -0.21% | -0.54% | 0.58% | -1.09% | 1.44% | 3.20% |
| 2020 | 0.87% | -0.08% | -5.65% | 3.28% | 1.87% | 1.59% | 3.49% | 0.44% | -1.32% | -0.95% | 0.00% | 1.84% | 5.17% |
| 2019 | 1.85% | 0.25% | 0.69% | 0.00% | 0.37% | 2.73% | 0.05% | 2.02% | -0.60% | 0.70% | -0.63% | 1.32% | 9.05% |
| 2018 | 0.64% | -1.08% | 0.65% | 0.11% | 0.47% | -0.62% | -0.46% | -0.12% | -0.07% | -0.34% | -0.14% | 0.76% | -0.22% |
| 2017 | 1.37% | 0.79% | -0.31% | 0.60% | 0.15% | -0.60% | 1.26% | 1.10% | -0.58% | 0.27% | 0.19% | 0.87% | 5.19% |
| 2016 | -1.00% | -2.23% | 0.24% | -2.98% |
Expense Ratio
AMPT 2EN 04/08/2025 Go long duration has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, AMPT 2EN 04/08/2025 Go long duration is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 1.67 | 2.42 | 1.52 | 1.50 | 8.94 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.50 | 2.24 | 1.33 | 1.89 | 9.98 |
GLD SPDR Gold Trust | 2.11 | 3.06 | 1.39 | 4.97 | 13.61 |
SPAXX Fidelity Government Money Market Fund | 3.03 | — | — | — | — |
RCRIX RiverPark Floating Rate CMBS Fund | 4.13 | 6.81 | 3.02 | 3.72 | 30.27 |
COMT iShares Commodities Select Strategy ETF | -0.20 | -0.18 | 0.98 | -0.13 | -0.60 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.63 | 1.01 | 1.12 | 0.22 | 1.39 |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 1.17 | 1.86 | 1.22 | 0.48 | 2.91 |
Loading data...
Dividends
Dividend yield
AMPT 2EN 04/08/2025 Go long duration provided a 3.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.99% | 4.12% | 4.06% | 5.46% | 3.18% | 1.41% | 2.19% | 3.29% | 1.82% | 1.02% | 1.19% | 1.05% |
| Portfolio components: | ||||||||||||
SRLN SPDR Blackstone Senior Loan ETF | 8.27% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.86% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
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% |
SPAXX Fidelity Government Money Market Fund | 4.48% | 4.81% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCRIX RiverPark Floating Rate CMBS Fund | 6.20% | 6.86% | 7.91% | 3.80% | 2.34% | 3.17% | 3.35% | 3.60% | 1.11% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 4.94% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.75% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.79% | 3.75% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% | 1.05% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPT 2EN 04/08/2025 Go long duration. 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 2EN 04/08/2025 Go long duration was 12.21%, occurring on Sep 27, 2022. Recovery took 386 trading sessions.
The current AMPT 2EN 04/08/2025 Go long duration drawdown is 0.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.21% | Mar 9, 2022 | 142 | Sep 27, 2022 | 386 | Apr 2, 2024 | 528 |
| -10.01% | Mar 6, 2020 | 11 | Mar 20, 2020 | 77 | Jul 9, 2020 | 88 |
| -3.85% | Oct 3, 2016 | 53 | Dec 15, 2016 | 81 | Apr 13, 2017 | 134 |
| -3.04% | Aug 7, 2020 | 59 | Oct 29, 2020 | 130 | May 6, 2021 | 189 |
| -2.75% | Apr 3, 2025 | 4 | Apr 8, 2025 | 6 | Apr 16, 2025 | 10 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.42, 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
| ^GSPC | SPAXX | RCRIX | SRLN | COMT | GLD | SPTI | IEF | HYG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | 0.04 | 0.54 | 0.31 | 0.05 | -0.11 | -0.10 | 0.73 | 0.19 |
| SPAXX | -0.04 | 1.00 | 0.06 | -0.01 | -0.07 | -0.04 | 0.02 | 0.03 | -0.05 | -0.04 |
| RCRIX | 0.04 | 0.06 | 1.00 | 0.09 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 | 0.12 |
| SRLN | 0.54 | -0.01 | 0.09 | 1.00 | 0.26 | 0.12 | -0.04 | -0.04 | 0.55 | 0.24 |
| COMT | 0.31 | -0.07 | 0.04 | 0.26 | 1.00 | 0.20 | -0.17 | -0.16 | 0.30 | 0.50 |
| GLD | 0.05 | -0.04 | 0.04 | 0.12 | 0.20 | 1.00 | 0.39 | 0.39 | 0.16 | 0.82 |
| SPTI | -0.11 | 0.02 | 0.04 | -0.04 | -0.17 | 0.39 | 1.00 | 0.97 | 0.17 | 0.53 |
| IEF | -0.10 | 0.03 | 0.04 | -0.04 | -0.16 | 0.39 | 0.97 | 1.00 | 0.17 | 0.54 |
| HYG | 0.73 | -0.05 | 0.04 | 0.55 | 0.30 | 0.16 | 0.17 | 0.17 | 1.00 | 0.39 |
| Portfolio | 0.19 | -0.04 | 0.12 | 0.24 | 0.50 | 0.82 | 0.53 | 0.54 | 0.39 | 1.00 |