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AMPT 6ES

Last updated Feb 29, 2024

Asset Allocation


USD=X 2%XLK 49%XLG 49%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

2%

XLK
Technology Select Sector SPDR Fund
Technology Equities

49%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

49%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMPT 6ES, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.14%
12.29%
AMPT 6ES
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2005, corresponding to the inception date of XLG

Returns

As of Feb 29, 2024, the AMPT 6ES returned 7.45% Year-To-Date and 16.43% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.29%2.88%12.29%27.70%12.61%10.57%
AMPT 6ES7.45%1.89%16.14%46.10%19.79%16.43%
XLK
Technology Select Sector SPDR Fund
6.35%0.54%17.61%51.24%23.84%19.73%
XLG
Invesco S&P 500® Top 50 ETF
8.85%3.32%15.21%42.85%16.47%13.72%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.75%
20232.86%-1.11%-5.63%-0.65%10.88%3.69%

Sharpe Ratio

The current AMPT 6ES Sharpe ratio is 3.19. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.19

The Sharpe ratio of AMPT 6ES 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 6ES granted a 0.58% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMPT 6ES0.58%0.62%0.57%0.36%0.51%0.64%0.88%0.76%0.95%0.98%0.95%0.93%
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%
XLG
Invesco S&P 500® Top 50 ETF
0.47%0.51%0.13%0.09%0.13%0.16%0.20%0.19%0.20%0.21%0.20%0.20%
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 6ES features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.13%
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
2.22
AMPT 6ES
XLK
Technology Select Sector SPDR Fund
2.87
XLG
Invesco S&P 500® Top 50 ETF
3.10
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=XXLGXLK
USD=X0.000.000.00
XLG0.001.000.89
XLK0.000.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.61%
-0.37%
AMPT 6ES
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMPT 6ES. 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 6ES was 51.33%, occurring on Mar 9, 2009. Recovery took 768 trading sessions.

The current AMPT 6ES drawdown is 0.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.33%Nov 1, 2007353Mar 9, 2009768Feb 16, 20121121
-30.25%Feb 20, 202023Mar 23, 202057Jun 10, 202080
-30.23%Dec 28, 2021207Oct 12, 2022199Jul 18, 2023406
-21.36%Oct 4, 201858Dec 24, 201874Apr 5, 2019132
-13.28%Jul 21, 201526Aug 25, 201546Oct 28, 201572

Volatility Chart

The current AMPT 6ES volatility is 5.00%, 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%SeptemberOctoberNovemberDecember2024February
5.00%
3.89%
AMPT 6ES
Benchmark (^GSPC)
Portfolio components
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