AMPT 6ES
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USD=X USD Cash | 2% | |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 49% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 49% |
Performance
Performance Chart
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
The earliest data available for this chart is May 10, 2005, corresponding to the inception date of XLG
Returns By Period
As of Jul 25, 2024, the AMPT 6ES returned 15.81% Year-To-Date and 15.47% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| AMPT 6ES | 14.68% | -4.25% | 9.71% | 24.15% | 17.89% | 15.38% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 11.34% | -5.60% | 6.22% | 22.60% | 21.28% | 19.15% |
XLG Invesco S&P 500® Top 50 ETF | 18.69% | -3.07% | 13.66% | 26.54% | 15.10% | 12.18% |
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 6ES, 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 | 2.75% | 5.41% | 1.51% | -4.65% | 6.73% | 6.75% | 14.68% | ||||||
| 2023 | 7.92% | -0.53% | 8.74% | 1.18% | 6.32% | 5.72% | 2.86% | -1.11% | -5.63% | -0.65% | 10.88% | 3.69% | 45.55% |
| 2022 | -5.83% | -4.41% | 3.90% | -10.64% | -0.80% | -8.34% | 11.45% | -5.71% | -10.62% | 6.62% | 5.35% | -7.67% | -25.97% |
| 2021 | -0.79% | 1.29% | 2.59% | 5.38% | -0.59% | 5.35% | 3.33% | 3.62% | -5.35% | 8.03% | 2.42% | 3.01% | 31.39% |
| 2020 | 2.61% | -7.61% | -9.03% | 13.35% | 5.43% | 4.99% | 5.86% | 10.56% | -5.33% | -4.19% | 10.07% | 4.39% | 31.98% |
| 2019 | 6.88% | 4.82% | 3.53% | 5.44% | -7.69% | 7.40% | 2.61% | -1.61% | 1.36% | 3.39% | 4.61% | 3.37% | 38.69% |
| 2018 | 6.35% | -1.64% | -3.98% | 0.28% | 4.69% | -0.19% | 2.88% | 5.41% | 0.05% | -6.99% | -0.48% | -8.58% | -3.38% |
| 2017 | 2.35% | 4.56% | 1.08% | 1.52% | 2.54% | -1.34% | 3.20% | 1.94% | 0.81% | 4.65% | 1.99% | 0.75% | 26.72% |
| 2016 | -3.87% | -0.72% | 7.15% | -2.51% | 3.44% | -0.92% | 5.43% | 0.54% | 0.86% | -1.25% | 1.37% | 2.24% | 11.80% |
| 2015 | -3.39% | 6.86% | -3.29% | 2.51% | 1.52% | -3.35% | 3.02% | -5.99% | -1.95% | 10.00% | 0.58% | -1.71% | 3.69% |
| 2014 | -3.47% | 3.83% | 0.75% | 0.74% | 2.79% | 1.26% | 0.58% | 3.50% | -0.66% | 1.74% | 3.62% | -1.99% | 13.14% |
| 2013 | 2.99% | 1.04% | 2.40% | 1.99% | 2.43% | -2.49% | 4.14% | -2.14% | 2.10% | 5.08% | 3.12% | 2.63% | 25.62% |
Expense Ratio
AMPT 6ES has an expense ratio of 0.16%, 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 6ES 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.44 | 1.96 | 1.26 | 2.41 | 8.04 |
XLG Invesco S&P 500® Top 50 ETF | 2.02 | 2.76 | 1.37 | 2.30 | 12.13 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
AMPT 6ES granted a 0.74% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 6ES | 0.74% | 0.85% | 1.16% | 0.77% | 1.06% | 1.34% | 1.76% | 1.58% | 1.83% | 1.90% | 1.82% | 1.80% |
| Portfolio components: | ||||||||||||
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 | 0.81% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
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.
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 52.06%, occurring on Mar 9, 2009. Recovery took 786 trading sessions.
The current AMPT 6ES drawdown is 7.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.06% | Nov 1, 2007 | 353 | Mar 9, 2009 | 786 | Mar 13, 2012 | 1139 |
| -30.54% | Dec 28, 2021 | 207 | Oct 12, 2022 | 284 | Nov 14, 2023 | 491 |
| -30.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 73 | Jul 2, 2020 | 96 |
| -21.6% | Oct 4, 2018 | 58 | Dec 24, 2018 | 79 | Apr 12, 2019 | 137 |
| -13.28% | Jul 21, 2015 | 26 | Aug 25, 2015 | 46 | Oct 28, 2015 | 72 |
Volatility
Volatility Chart
The current AMPT 6ES volatility is 6.07%, 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 | XLG | XLK | |
|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 |
| XLG | 0.00 | 1.00 | 0.89 |
| XLK | 0.00 | 0.89 | 1.00 |