Cybersecurity stocks
The Cybersecurity stocks portfolio consists of companies specializing in providing solutions to protect against online security threats such as hacking, data breaches, and cyber-attacks. The companies in this portfolio focus on developing and selling products such as firewalls, antivirus software, SIEM, and XDR solutions. With the increasing reliance on technology and the internet, there is a growing demand for cybersecurity solutions, making this portfolio an attractive option for investors seeking growth in a rapidly expanding market.
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ARQQ Arqit Quantum Inc. | Technology | 5% |
ATEN A10 Networks, Inc. | Technology | 5% |
CHKP Check Point Software Technologies Ltd. | Technology | 5% |
CRWD CrowdStrike Holdings, Inc. | Technology | 5% |
CYBR CyberArk Software Ltd. | Technology | 5% |
DDOG Datadog, Inc. | Technology | 5% |
ESTC Elastic N.V. | Technology | 5% |
FFIV F5 Networks, Inc. | Technology | 5% |
FTNT Fortinet, Inc. | Technology | 5% |
NET Cloudflare, Inc. | Technology | 5% |
OKTA Okta, Inc. | Technology | 5% |
PANW Palo Alto Networks, Inc. | Technology | 5% |
QLYS Qualys, Inc. | Technology | 5% |
RDWR Radware Ltd. | Technology | 5% |
RPD Rapid7, Inc. | Technology | 5% |
S SentinelOne, Inc. | Technology | 5% |
SPLK Splunk Inc. | Technology | 5% |
TLS Telos Corporation | Technology | 5% |
VRNS Varonis Systems, Inc. | Technology | 5% |
ZS Zscaler, Inc. | Technology | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cybersecurity stocks, 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 Jun 30, 2021, corresponding to the inception date of S
Returns By Period
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% |
Cybersecurity stocks | 0.44% | 3.00% | -3.02% | 27.38% | N/A | N/A |
Portfolio components: | ||||||
CHKP Check Point Software Technologies Ltd. | 18.57% | 15.72% | 13.53% | 37.47% | 10.03% | 10.28% |
NET Cloudflare, Inc. | -6.27% | -1.56% | -2.67% | 20.51% | N/A | N/A |
CRWD CrowdStrike Holdings, Inc. | -0.46% | -33.18% | -12.46% | 66.27% | 22.36% | N/A |
ESTC Elastic N.V. | 0.83% | 3.26% | -3.41% | 79.62% | 2.07% | N/A |
CYBR CyberArk Software Ltd. | 17.26% | -2.26% | 10.83% | 60.97% | 11.85% | N/A |
FTNT Fortinet, Inc. | -2.08% | -1.38% | -13.32% | -25.16% | 27.48% | 27.54% |
OKTA Okta, Inc. | 2.85% | 5.45% | 9.84% | 32.43% | -7.92% | N/A |
PANW Palo Alto Networks, Inc. | 8.56% | -1.58% | -6.52% | 30.52% | 33.53% | 27.94% |
QLYS Qualys, Inc. | -26.40% | 4.94% | -23.48% | 5.42% | 9.60% | 19.40% |
RDWR Radware Ltd. | 10.79% | 5.18% | 1.20% | -0.27% | -6.07% | 1.06% |
RPD Rapid7, Inc. | -30.42% | -2.02% | -27.17% | -12.59% | -9.45% | N/A |
S SentinelOne, Inc. | -15.78% | 20.55% | -12.26% | 56.47% | N/A | N/A |
SPLK Splunk Inc. | 2.99% | 0.00% | 2.31% | 53.39% | N/A | N/A |
ZS Zscaler, Inc. | -17.86% | 1.72% | -23.15% | 17.23% | 15.63% | N/A |
DDOG Datadog, Inc. | -0.88% | -2.34% | -2.94% | 9.91% | N/A | N/A |
VRNS Varonis Systems, Inc. | 3.60% | 7.96% | 3.69% | 67.54% | 14.63% | 20.85% |
TLS Telos Corporation | 16.99% | 18.94% | 1.18% | 76.45% | N/A | N/A |
ATEN A10 Networks, Inc. | 8.05% | 6.73% | 3.19% | -6.77% | 14.57% | 1.51% |
ARQQ Arqit Quantum Inc. | -22.24% | 14.37% | -17.76% | -68.22% | N/A | N/A |
FFIV F5 Networks, Inc. | -2.93% | 2.64% | -5.39% | 11.69% | 2.47% | 4.38% |
Monthly Returns
The table below presents the monthly returns of Cybersecurity stocks, 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 | 2.99% | 7.81% | -4.06% | -8.71% | -1.74% | 7.25% | 0.44% | ||||||
2023 | 4.14% | 3.07% | 1.60% | -11.19% | 22.29% | -4.09% | 5.32% | -1.39% | -0.21% | -5.41% | 20.23% | 9.18% | 46.15% |
2022 | -15.55% | 4.82% | 1.63% | -15.45% | -12.79% | -5.30% | 3.82% | 2.86% | -9.34% | 2.55% | -9.42% | -6.75% | -47.32% |
2021 | 6.21% | 11.11% | -1.68% | 15.50% | -4.91% | -4.39% | 21.84% |
Expense Ratio
Cybersecurity stocks 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Cybersecurity stocks is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | 2.14 | 2.95 | 1.39 | 2.69 | 10.60 |
NET Cloudflare, Inc. | 0.31 | 0.84 | 1.11 | 0.22 | 0.98 |
CRWD CrowdStrike Holdings, Inc. | 1.49 | 2.01 | 1.29 | 1.34 | 9.83 |
ESTC Elastic N.V. | 1.28 | 2.45 | 1.31 | 1.10 | 5.47 |
CYBR CyberArk Software Ltd. | 1.86 | 2.64 | 1.34 | 2.26 | 7.96 |
FTNT Fortinet, Inc. | -0.68 | -0.66 | 0.89 | -0.70 | -1.19 |
OKTA Okta, Inc. | 0.70 | 1.38 | 1.17 | 0.42 | 2.42 |
PANW Palo Alto Networks, Inc. | 0.69 | 1.08 | 1.19 | 1.04 | 2.22 |
QLYS Qualys, Inc. | 0.25 | 0.54 | 1.07 | 0.21 | 0.43 |
RDWR Radware Ltd. | -0.08 | 0.14 | 1.02 | -0.04 | -0.21 |
RPD Rapid7, Inc. | -0.31 | -0.16 | 0.98 | -0.18 | -0.66 |
S SentinelOne, Inc. | 1.02 | 1.63 | 1.22 | 0.70 | 2.89 |
SPLK Splunk Inc. | 1.93 | 7.25 | 2.61 | 1.15 | 23.18 |
ZS Zscaler, Inc. | 0.43 | 0.82 | 1.11 | 0.27 | 0.95 |
DDOG Datadog, Inc. | 0.09 | 0.49 | 1.07 | 0.07 | 0.31 |
VRNS Varonis Systems, Inc. | 2.28 | 3.29 | 1.38 | 1.19 | 8.69 |
TLS Telos Corporation | 0.89 | 1.84 | 1.21 | 0.82 | 4.73 |
ATEN A10 Networks, Inc. | -0.04 | 0.25 | 1.04 | -0.04 | -0.11 |
ARQQ Arqit Quantum Inc. | -0.68 | -0.95 | 0.89 | -0.70 | -1.10 |
FFIV F5 Networks, Inc. | 0.47 | 0.72 | 1.10 | 0.23 | 1.30 |
Dividends
Dividend yield
Cybersecurity stocks granted a 0.09% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | |
---|---|---|---|---|
Cybersecurity stocks | 0.09% | 0.09% | 0.06% | 0.02% |
Portfolio components: | ||||
CHKP Check Point Software Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% |
NET Cloudflare, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
ESTC Elastic N.V. | 0.00% | 0.00% | 0.00% | 0.00% |
CYBR CyberArk Software Ltd. | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
OKTA Okta, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
QLYS Qualys, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
RDWR Radware Ltd. | 0.00% | 0.00% | 0.00% | 0.00% |
RPD Rapid7, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
S SentinelOne, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
SPLK Splunk Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
ZS Zscaler, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
DDOG Datadog, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
VRNS Varonis Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
TLS Telos Corporation | 0.00% | 0.00% | 0.00% | 0.00% |
ATEN A10 Networks, Inc. | 1.70% | 1.82% | 1.26% | 0.30% |
ARQQ Arqit Quantum Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
FFIV F5 Networks, Inc. | 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 Cybersecurity stocks. 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 Cybersecurity stocks was 57.42%, occurring on May 3, 2023. The portfolio has not yet recovered.
The current Cybersecurity stocks drawdown is 33.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-57.42% | Nov 10, 2021 | 371 | May 3, 2023 | — | — | — |
-13.01% | Sep 23, 2021 | 8 | Oct 4, 2021 | 19 | Oct 29, 2021 | 27 |
-4.28% | Jul 12, 2021 | 4 | Jul 15, 2021 | 5 | Jul 22, 2021 | 9 |
-3.85% | Aug 6, 2021 | 4 | Aug 11, 2021 | 8 | Aug 23, 2021 | 12 |
-2.18% | Sep 8, 2021 | 5 | Sep 14, 2021 | 2 | Sep 16, 2021 | 7 |
Volatility
Volatility Chart
The current Cybersecurity stocks volatility is 7.55%, 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
ARQQ | TLS | CHKP | ATEN | RDWR | FFIV | SPLK | PANW | FTNT | RPD | OKTA | ESTC | S | DDOG | QLYS | CYBR | VRNS | NET | CRWD | ZS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARQQ | 1.00 | 0.22 | 0.14 | 0.19 | 0.17 | 0.16 | 0.18 | 0.21 | 0.19 | 0.16 | 0.25 | 0.19 | 0.24 | 0.21 | 0.20 | 0.20 | 0.24 | 0.24 | 0.20 | 0.22 |
TLS | 0.22 | 1.00 | 0.25 | 0.32 | 0.32 | 0.33 | 0.35 | 0.28 | 0.31 | 0.39 | 0.39 | 0.39 | 0.39 | 0.34 | 0.38 | 0.37 | 0.41 | 0.35 | 0.35 | 0.37 |
CHKP | 0.14 | 0.25 | 1.00 | 0.30 | 0.37 | 0.44 | 0.36 | 0.44 | 0.48 | 0.37 | 0.38 | 0.32 | 0.34 | 0.35 | 0.45 | 0.42 | 0.40 | 0.34 | 0.41 | 0.41 |
ATEN | 0.19 | 0.32 | 0.30 | 1.00 | 0.47 | 0.52 | 0.40 | 0.40 | 0.50 | 0.43 | 0.36 | 0.41 | 0.40 | 0.40 | 0.51 | 0.40 | 0.48 | 0.41 | 0.39 | 0.43 |
RDWR | 0.17 | 0.32 | 0.37 | 0.47 | 1.00 | 0.49 | 0.39 | 0.38 | 0.43 | 0.47 | 0.47 | 0.47 | 0.42 | 0.43 | 0.51 | 0.45 | 0.47 | 0.48 | 0.44 | 0.45 |
FFIV | 0.16 | 0.33 | 0.44 | 0.52 | 0.49 | 1.00 | 0.47 | 0.47 | 0.56 | 0.47 | 0.49 | 0.48 | 0.46 | 0.49 | 0.55 | 0.50 | 0.50 | 0.51 | 0.48 | 0.51 |
SPLK | 0.18 | 0.35 | 0.36 | 0.40 | 0.39 | 0.47 | 1.00 | 0.52 | 0.52 | 0.51 | 0.56 | 0.61 | 0.54 | 0.56 | 0.57 | 0.55 | 0.58 | 0.56 | 0.58 | 0.59 |
PANW | 0.21 | 0.28 | 0.44 | 0.40 | 0.38 | 0.47 | 0.52 | 1.00 | 0.64 | 0.53 | 0.53 | 0.55 | 0.57 | 0.58 | 0.58 | 0.59 | 0.53 | 0.56 | 0.67 | 0.68 |
FTNT | 0.19 | 0.31 | 0.48 | 0.50 | 0.43 | 0.56 | 0.52 | 0.64 | 1.00 | 0.54 | 0.55 | 0.54 | 0.56 | 0.58 | 0.59 | 0.58 | 0.57 | 0.62 | 0.64 | 0.66 |
RPD | 0.16 | 0.39 | 0.37 | 0.43 | 0.47 | 0.47 | 0.51 | 0.53 | 0.54 | 1.00 | 0.60 | 0.60 | 0.62 | 0.61 | 0.70 | 0.65 | 0.69 | 0.64 | 0.61 | 0.66 |
OKTA | 0.25 | 0.39 | 0.38 | 0.36 | 0.47 | 0.49 | 0.56 | 0.53 | 0.55 | 0.60 | 1.00 | 0.66 | 0.66 | 0.65 | 0.60 | 0.64 | 0.66 | 0.66 | 0.66 | 0.68 |
ESTC | 0.19 | 0.39 | 0.32 | 0.41 | 0.47 | 0.48 | 0.61 | 0.55 | 0.54 | 0.60 | 0.66 | 1.00 | 0.64 | 0.71 | 0.59 | 0.64 | 0.65 | 0.71 | 0.66 | 0.72 |
S | 0.24 | 0.39 | 0.34 | 0.40 | 0.42 | 0.46 | 0.54 | 0.57 | 0.56 | 0.62 | 0.66 | 0.64 | 1.00 | 0.67 | 0.60 | 0.66 | 0.66 | 0.68 | 0.72 | 0.72 |
DDOG | 0.21 | 0.34 | 0.35 | 0.40 | 0.43 | 0.49 | 0.56 | 0.58 | 0.58 | 0.61 | 0.65 | 0.71 | 0.67 | 1.00 | 0.60 | 0.66 | 0.62 | 0.74 | 0.69 | 0.73 |
QLYS | 0.20 | 0.38 | 0.45 | 0.51 | 0.51 | 0.55 | 0.57 | 0.58 | 0.59 | 0.70 | 0.60 | 0.59 | 0.60 | 0.60 | 1.00 | 0.64 | 0.66 | 0.62 | 0.62 | 0.66 |
CYBR | 0.20 | 0.37 | 0.42 | 0.40 | 0.45 | 0.50 | 0.55 | 0.59 | 0.58 | 0.65 | 0.64 | 0.64 | 0.66 | 0.66 | 0.64 | 1.00 | 0.67 | 0.68 | 0.68 | 0.71 |
VRNS | 0.24 | 0.41 | 0.40 | 0.48 | 0.47 | 0.50 | 0.58 | 0.53 | 0.57 | 0.69 | 0.66 | 0.65 | 0.66 | 0.62 | 0.66 | 0.67 | 1.00 | 0.65 | 0.64 | 0.67 |
NET | 0.24 | 0.35 | 0.34 | 0.41 | 0.48 | 0.51 | 0.56 | 0.56 | 0.62 | 0.64 | 0.66 | 0.71 | 0.68 | 0.74 | 0.62 | 0.68 | 0.65 | 1.00 | 0.71 | 0.76 |
CRWD | 0.20 | 0.35 | 0.41 | 0.39 | 0.44 | 0.48 | 0.58 | 0.67 | 0.64 | 0.61 | 0.66 | 0.66 | 0.72 | 0.69 | 0.62 | 0.68 | 0.64 | 0.71 | 1.00 | 0.79 |
ZS | 0.22 | 0.37 | 0.41 | 0.43 | 0.45 | 0.51 | 0.59 | 0.68 | 0.66 | 0.66 | 0.68 | 0.72 | 0.72 | 0.73 | 0.66 | 0.71 | 0.67 | 0.76 | 0.79 | 1.00 |