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Cybersecurity stocks

Last updated Mar 21, 2023

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.

Expense Ratio

0.00%

Dividend Yield

0.09%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Cybersecurity stocks in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $6,536 for a total return of roughly -34.64%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-10.00%0.00%10.00%NovemberDecember2023FebruaryMarch
-13.45%
7.43%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the Cybersecurity stocks returned 1.83% Year-To-Date and -21.97% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%-4.78%-4.78%
Cybersecurity stocks-6.89%1.83%-18.71%-38.43%-21.97%-21.97%
CHKP
Check Point Software Technologies Ltd.
4.84%3.84%11.74%-6.33%7.29%7.29%
NET
Cloudflare, Inc.
-16.65%18.82%-8.83%-51.09%-32.67%-32.67%
CRWD
CrowdStrike Holdings, Inc.
16.18%26.07%-22.38%-36.20%-31.09%-31.09%
ESTC
Elastic N.V.
-8.66%7.13%-32.62%-35.70%-43.26%-43.26%
CYBR
CyberArk Software Ltd.
-3.49%8.78%-6.72%-10.17%4.74%4.74%
FTNT
Fortinet, Inc.
1.48%25.87%22.05%-3.83%16.11%16.11%
OKTA
Okta, Inc.
13.82%23.28%42.76%-51.72%-46.31%-46.31%
PANW
Palo Alto Networks, Inc.
11.90%35.75%8.81%-1.51%28.23%28.23%
QLYS
Qualys, Inc.
5.14%11.08%-16.10%-6.48%13.27%13.27%
RDWR
Radware Ltd.
-4.23%2.08%-10.04%-36.88%-21.87%-21.87%
RPD
Rapid7, Inc.
-20.78%15.86%-20.32%-63.27%-40.04%-40.04%
S
SentinelOne, Inc.
-7.78%0.75%-44.47%-63.77%-46.17%-46.17%
SPLK
Splunk Inc.
-14.50%4.27%-1.12%-29.87%-24.27%-24.27%
ZS
Zscaler, Inc.
-20.32%-5.76%-37.78%-52.65%-34.19%-34.19%
DDOG
Datadog, Inc.
-17.23%-9.92%-27.44%-54.58%-23.19%-23.19%
VRNS
Varonis Systems, Inc.
-4.79%8.69%-2.98%-40.86%-37.11%-37.11%
TLS
Telos Corporation
-45.90%-52.06%-78.69%-76.76%-78.49%-78.49%
ATEN
A10 Networks, Inc.
-3.82%-11.79%14.25%5.89%17.83%17.83%
ARQQ
Arqit Quantum Inc.
-20.82%-67.87%-85.48%-93.39%-71.37%-71.37%
FFIV
F5 Networks, Inc.
-2.90%-0.62%-4.20%-30.08%-14.53%-14.53%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Cybersecurity stocks Sharpe ratio is -0.79. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.79
-0.45
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Dividends

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


PeriodTTM20222021

Dividend yield

0.09%0.06%0.02%

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-53.29%
-17.62%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Cybersecurity stocks. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Cybersecurity stocks is 57.31%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.31%Nov 10, 2021290Jan 5, 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
-2.16%Nov 1, 20212Nov 2, 20212Nov 4, 20214
-1.31%Jul 26, 20212Jul 27, 20211Jul 28, 20213
-1.16%Sep 17, 20211Sep 17, 20212Sep 21, 20213
-0.78%Aug 31, 20212Sep 1, 20211Sep 2, 20213
-0.7%Jul 30, 20211Jul 30, 20211Aug 2, 20212

Volatility Chart

Current Cybersecurity stocks volatility is 138.72%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%NovemberDecember2023FebruaryMarch
31.52%
20.82%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components