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Cybersecurity stocks

Last updated Feb 23, 2024

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


CHKP 5%NET 5%CRWD 5%ESTC 5%CYBR 5%FTNT 5%OKTA 5%PANW 5%QLYS 5%RDWR 5%RPD 5%S 5%SPLK 5%ZS 5%DDOG 5%VRNS 5%TLS 5%ATEN 5%ARQQ 5%FFIV 5%EquityEquity
PositionCategory/SectorWeight
CHKP
Check Point Software Technologies Ltd.
Technology

5%

NET
Cloudflare, Inc.
Technology

5%

CRWD
CrowdStrike Holdings, Inc.
Technology

5%

ESTC
Elastic N.V.
Technology

5%

CYBR
CyberArk Software Ltd.
Technology

5%

FTNT
Fortinet, 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%

ZS
Zscaler, Inc.
Technology

5%

DDOG
Datadog, Inc.
Technology

5%

VRNS
Varonis Systems, Inc.
Technology

5%

TLS
Telos Corporation
Technology

5%

ATEN
A10 Networks, Inc.
Technology

5%

ARQQ
Arqit Quantum Inc.
Technology

5%

FFIV
F5 Networks, Inc.
Technology

5%

S&P 500

Performance

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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2024February
39.53%
16.24%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of S

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.65%4.57%16.24%27.46%12.76%10.68%
Cybersecurity stocks4.79%-0.19%39.53%40.73%N/AN/A
CHKP
Check Point Software Technologies Ltd.
2.36%-0.42%18.53%24.45%4.97%8.88%
NET
Cloudflare, Inc.
19.47%18.52%66.06%61.82%N/AN/A
CRWD
CrowdStrike Holdings, Inc.
21.77%4.59%113.76%164.31%N/AN/A
ESTC
Elastic N.V.
13.19%4.36%114.82%111.19%6.27%N/A
CYBR
CyberArk Software Ltd.
14.72%5.64%63.48%70.01%18.90%N/A
FTNT
Fortinet, Inc.
14.40%3.96%15.15%11.21%31.05%30.98%
OKTA
Okta, Inc.
-9.09%-4.54%15.31%13.42%-0.45%N/A
PANW
Palo Alto Networks, Inc.
-9.18%-22.19%17.75%42.65%28.46%26.51%
QLYS
Qualys, Inc.
-17.52%-18.32%10.78%35.60%13.93%19.88%
RDWR
Radware Ltd.
6.95%-0.34%6.19%-15.81%-6.94%0.77%
RPD
Rapid7, Inc.
-3.85%0.15%16.09%13.66%3.48%N/A
S
SentinelOne, Inc.
-3.97%-0.75%64.28%66.98%N/AN/A
SPLK
Splunk Inc.
2.15%1.50%37.93%50.66%2.96%5.55%
ZS
Zscaler, Inc.
2.07%-6.78%61.84%71.12%35.42%N/A
DDOG
Datadog, Inc.
8.02%1.64%42.75%63.98%N/AN/A
VRNS
Varonis Systems, Inc.
8.26%8.38%65.27%79.17%22.22%N/A
TLS
Telos Corporation
-3.84%-19.86%66.35%-17.02%N/AN/A
ATEN
A10 Networks, Inc.
0.16%-5.24%-7.11%-9.14%14.51%N/A
ARQQ
Arqit Quantum Inc.
21.94%25.65%-33.26%-58.12%N/AN/A
FFIV
F5 Networks, Inc.
3.36%2.33%18.74%29.46%1.46%5.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.98%
20235.32%-1.39%-0.21%-5.41%20.23%9.18%

Sharpe Ratio

The current Cybersecurity stocks Sharpe ratio is 1.55. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.55

The Sharpe ratio of Cybersecurity stocks lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.55
2.21
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cybersecurity stocks granted a 0.09% dividend yield in the last twelve months.


TTM202320222021
Cybersecurity stocks0.09%0.09%0.06%0.02%
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.
1.83%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%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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
2.21
Cybersecurity stocks
1.55
CHKP
Check Point Software Technologies Ltd.
1.28
NET
Cloudflare, Inc.
1.00
CRWD
CrowdStrike Holdings, Inc.
4.31
ESTC
Elastic N.V.
1.99
CYBR
CyberArk Software Ltd.
1.85
FTNT
Fortinet, Inc.
0.31
OKTA
Okta, Inc.
0.29
PANW
Palo Alto Networks, Inc.
1.27
QLYS
Qualys, Inc.
1.19
RDWR
Radware Ltd.
-0.45
RPD
Rapid7, Inc.
0.31
S
SentinelOne, Inc.
1.10
SPLK
Splunk Inc.
1.54
ZS
Zscaler, Inc.
1.52
DDOG
Datadog, Inc.
1.23
VRNS
Varonis Systems, Inc.
2.32
TLS
Telos Corporation
-0.16
ATEN
A10 Networks, Inc.
-0.24
ARQQ
Arqit Quantum Inc.
-0.52
FFIV
F5 Networks, Inc.
1.51

Asset Correlations Table

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

ARQQTLSCHKPATENRDWRFFIVPANWSPLKFTNTRPDOKTASCYBRQLYSESTCDDOGVRNSNETCRWDZS
ARQQ1.000.220.160.190.180.160.210.180.200.180.240.240.200.200.200.230.250.240.220.23
TLS0.221.000.280.320.330.330.300.390.330.400.410.390.360.400.390.350.420.380.380.39
CHKP0.160.281.000.310.380.460.450.390.500.380.400.360.430.470.350.370.410.370.450.42
ATEN0.190.320.311.000.460.530.430.440.520.420.370.410.400.510.420.410.480.420.410.45
RDWR0.180.330.380.461.000.500.410.430.460.490.490.450.470.520.500.450.490.500.470.48
FFIV0.160.330.460.530.501.000.500.510.570.480.490.460.490.560.500.500.510.520.500.53
PANW0.210.300.450.430.410.501.000.560.660.540.540.580.610.610.570.600.550.580.690.69
SPLK0.180.390.390.440.430.510.561.000.560.560.600.590.590.610.650.610.630.600.630.64
FTNT0.200.330.500.520.460.570.660.561.000.570.560.580.590.620.570.610.580.620.660.69
RPD0.180.400.380.420.490.480.540.560.571.000.630.640.670.710.630.630.720.660.640.67
OKTA0.240.410.400.370.490.490.540.600.560.631.000.680.650.620.690.680.670.670.680.69
S0.240.390.360.410.450.460.580.590.580.640.681.000.660.620.670.680.680.700.760.74
CYBR0.200.360.430.400.470.490.610.590.590.670.650.661.000.660.670.680.690.690.700.73
QLYS0.200.400.470.510.520.560.610.610.620.710.620.620.661.000.610.610.680.640.650.68
ESTC0.200.390.350.420.500.500.570.650.570.630.690.670.670.611.000.750.690.750.700.73
DDOG0.230.350.370.410.450.500.600.610.610.630.680.680.680.610.751.000.640.770.710.76
VRNS0.250.420.410.480.490.510.550.630.580.720.670.680.690.680.690.641.000.670.670.69
NET0.240.380.370.420.500.520.580.600.620.660.670.700.690.640.750.770.671.000.730.78
CRWD0.220.380.450.410.470.500.690.630.660.640.680.760.700.650.700.710.670.731.000.81
ZS0.230.390.420.450.480.530.690.640.690.670.690.740.730.680.730.760.690.780.811.00

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-29.75%
0
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

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 29.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.42%Nov 10, 2021371May 3, 2023
-13.01%Sep 23, 20218Oct 4, 202119Oct 29, 202127
-4.28%Jul 12, 20214Jul 15, 20215Jul 22, 20219
-3.85%Aug 6, 20214Aug 11, 20218Aug 23, 202112
-2.18%Sep 8, 20215Sep 14, 20212Sep 16, 20217

Volatility Chart

The current Cybersecurity stocks volatility is 10.40%, 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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
10.40%
3.90%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components
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