Cloud Computing Stocks Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Cloud Computing Stocks Portfolio

Last updated May 18, 2024

The Cloud Computing Stocks Portfolio is an equity-focused investment strategy that allocates assets across ten prominent cloud computing and technology companies. The equal 10% allocations to Microsoft, Apple, Autodesk, Adobe, Salesforce, Netflix, Alphabet, Amazon, Shopify, and IBM provide exposure to various sectors within the technology industry, such as software, streaming, e-commerce, and infrastructure. This portfolio is suitable for investors seeking capital appreciation and willing to accept the higher risk and volatility associated with concentrating investments in the technology sector.

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	10%
ADBE Adobe Inc	Technology	10%
ADSK Autodesk, Inc.	Technology	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	10%
CRM salesforce.com, inc.	Technology	10%
GOOGL Alphabet Inc.	Communication Services	10%
IBM International Business Machines Corporation	Technology	10%
MSFT Microsoft Corporation	Technology	10%
NFLX Netflix, Inc.	Communication Services	10%
SHOP Shopify Inc.	Technology	10%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cloud Computing Stocks Portfolio, 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

Cloud Computing Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
Cloud Computing Stocks Portfolio	4.45%	2.57%	11.39%	33.48%	21.01%	N/A
Portfolio components:
MSFT Microsoft Corporation	12.15%	4.13%	14.03%	33.03%	28.46%	28.72%
AAPL Apple Inc.	-1.12%	13.82%	0.36%	8.97%	33.92%	25.86%
ADSK Autodesk, Inc.	-9.15%	5.02%	1.79%	10.11%	5.34%	15.82%
ADBE Adobe Inc	-18.97%	2.17%	-19.78%	30.22%	11.93%	22.90%
CRM salesforce.com, inc.	8.68%	5.03%	29.28%	35.95%	12.91%	18.42%
NFLX Netflix, Inc.	27.57%	1.73%	33.31%	70.00%	12.30%	27.93%
GOOGL Alphabet Inc.	26.04%	12.85%	30.12%	43.42%	25.24%	20.65%
AMZN Amazon.com, Inc.	21.56%	3.06%	27.22%	58.88%	14.75%	28.54%
SHOP Shopify Inc.	-24.87%	-15.80%	-14.35%	-2.77%	17.01%	N/A
IBM International Business Machines Corporation	4.29%	-6.86%	11.56%	37.11%	10.50%	3.80%

Monthly Returns

The table below presents the monthly returns of Cloud Computing Stocks Portfolio, 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	4.95%	2.23%	0.24%	-7.17%									4.45%
2023	15.85%	-6.88%	12.54%	-0.12%	10.74%	6.10%	4.69%	0.55%	-8.26%	0.37%	16.68%	3.60%	66.96%
2022	-11.02%	-7.83%	1.63%	-18.72%	-0.35%	-7.96%	14.35%	-6.35%	-10.02%	11.14%	4.58%	-9.37%	-36.93%
2021	-1.96%	1.42%	0.04%	7.34%	-0.67%	7.51%	3.06%	4.71%	-5.13%	8.31%	-1.70%	-1.59%	22.31%
2020	8.59%	-4.19%	-8.30%	19.14%	6.98%	10.86%	5.88%	12.48%	-6.73%	-4.03%	9.33%	3.84%	63.14%
2019	13.29%	5.44%	3.16%	7.51%	-5.81%	6.20%	2.11%	-1.27%	-1.97%	2.54%	7.57%	4.87%	51.50%
2018	15.61%	2.59%	-1.90%	2.19%	7.64%	2.06%	0.73%	9.49%	2.23%	-13.82%	2.24%	-8.57%	18.65%
2017	9.51%	5.41%	4.39%	3.51%	8.43%	-4.43%	5.27%	4.46%	-0.34%	8.08%	0.41%	-0.93%	52.31%
2016	-10.39%	-1.21%	11.79%	-1.66%	5.20%	-3.65%	7.03%	4.87%	2.76%	2.42%	-1.89%	1.91%	16.51%
2015					-0.86%	0.73%	8.73%	-6.94%	0.57%	10.19%	3.46%	-1.76%	13.79%

Expense Ratio

Cloud Computing Stocks Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Cloud Computing Stocks Portfolio is 36, 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.

Cloud Computing Stocks Portfolio

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.

Cloud Computing Stocks Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	1.65	2.26	1.28	2.69	6.53
AAPL Apple Inc.	0.52	0.87	1.11	0.63	1.27
ADSK Autodesk, Inc.	0.42	0.74	1.09	0.27	1.48
ADBE Adobe Inc	1.09	1.52	1.22	0.75	3.18
CRM salesforce.com, inc.	1.36	1.95	1.26	1.00	4.73
NFLX Netflix, Inc.	2.26	3.16	1.42	1.66	9.02
GOOGL Alphabet Inc.	1.62	2.17	1.30	2.05	9.50
AMZN Amazon.com, Inc.	2.10	2.94	1.36	1.56	12.65
SHOP Shopify Inc.	-0.07	0.28	1.04	-0.05	-0.23
IBM International Business Machines Corporation	1.89	2.66	1.39	2.30	7.63

Sharpe Ratio

The current Cloud Computing Stocks Portfolio Sharpe ratio is 1.86. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Cloud Computing Stocks Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Cloud Computing Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Cloud Computing Stocks Portfolio granted a 0.53% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Cloud Computing Stocks Portfolio	0.53%	0.53%	0.64%	0.59%	0.67%	0.70%	0.89%	0.72%	0.76%	0.79%	0.68%	0.67%
Portfolio components:
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AAPL Apple Inc.	0.51%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
ADSK Autodesk, 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%
ADBE Adobe 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%
CRM salesforce.com, inc.	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NFLX Netflix, 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%
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%
AMZN Amazon.com, 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%
SHOP Shopify 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%
IBM International Business Machines Corporation	3.93%	4.05%	4.68%	4.74%	5.17%	4.79%	5.46%	3.84%	3.31%	3.63%	2.65%	1.97%

Drawdowns

Drawdowns Chart

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

Cloud Computing Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Cloud Computing Stocks Portfolio. 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 Cloud Computing Stocks Portfolio was 44.98%, occurring on Oct 11, 2022. Recovery took 319 trading sessions.

The current Cloud Computing Stocks Portfolio drawdown is 5.35%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-44.98%	Nov 22, 2021	223	Oct 11, 2022	319	Jan 19, 2024	542
-29.48%	Feb 20, 2020	18	Mar 16, 2020	39	May 11, 2020	57
-27.3%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-22.69%	Dec 7, 2015	44	Feb 9, 2016	117	Jul 27, 2016	161
-14.48%	Sep 3, 2020	14	Sep 23, 2020	81	Jan 20, 2021	95

Volatility

Volatility Chart

The current Cloud Computing Stocks Portfolio volatility is 5.77%, 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.

Cloud Computing Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	IBM	SHOP	NFLX	AAPL	ADSK	CRM	AMZN	GOOGL	ADBE	MSFT
IBM	1.00	0.19	0.23	0.38	0.39	0.32	0.30	0.38	0.36	0.42
SHOP	0.19	1.00	0.45	0.43	0.53	0.54	0.51	0.44	0.54	0.48
NFLX	0.23	0.45	1.00	0.46	0.46	0.49	0.56	0.49	0.53	0.51
AAPL	0.38	0.43	0.46	1.00	0.53	0.53	0.58	0.61	0.57	0.65
ADSK	0.39	0.53	0.46	0.53	1.00	0.64	0.54	0.56	0.67	0.62
CRM	0.32	0.54	0.49	0.53	0.64	1.00	0.59	0.57	0.69	0.64
AMZN	0.30	0.51	0.56	0.58	0.54	0.59	1.00	0.68	0.63	0.67
GOOGL	0.38	0.44	0.49	0.61	0.56	0.57	0.68	1.00	0.65	0.72
ADBE	0.36	0.54	0.53	0.57	0.67	0.69	0.63	0.65	1.00	0.74
MSFT	0.42	0.48	0.51	0.65	0.62	0.64	0.67	0.72	0.74	1.00