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Cloud and AI

Last updated Feb 24, 2024

Asset Allocation


NVDA 7.14%AAPL 7.14%MSFT 7.14%IBM 7.14%ASML 7.14%AI 7.14%AYX 7.14%GOOGL 7.14%GOOG 7.14%PLTR 7.14%MU 7.14%CRM 7.14%SHOP 7.14%NFLX 7.14%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

7.14%

AAPL
Apple Inc.
Technology

7.14%

MSFT
Microsoft Corporation
Technology

7.14%

IBM
International Business Machines Corporation
Technology

7.14%

ASML
ASML Holding N.V.
Technology

7.14%

AI
C3.ai, Inc.
Technology

7.14%

AYX
Alteryx, Inc.
Technology

7.14%

GOOGL
Alphabet Inc.
Communication Services

7.14%

GOOG
Alphabet Inc.
Communication Services

7.14%

PLTR
Palantir Technologies Inc.
Technology

7.14%

MU
Micron Technology, Inc.
Technology

7.14%

CRM
salesforce.com, inc.
Technology

7.14%

SHOP
Shopify Inc.
Technology

7.14%

NFLX
Netflix, Inc.
Communication Services

7.14%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Cloud and AI, 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%SeptemberOctoberNovemberDecember2024February
33.00%
15.51%
Cloud and AI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Cloud and AI11.65%4.45%32.99%71.74%N/AN/A
NVDA
NVIDIA Corporation
59.16%27.91%71.30%238.62%82.07%67.99%
AAPL
Apple Inc.
-5.08%-5.88%2.45%25.07%34.43%27.28%
MSFT
Microsoft Corporation
9.32%1.54%27.54%66.00%31.21%29.20%
IBM
International Business Machines Corporation
14.59%-1.58%30.40%48.84%12.18%4.94%
ASML
ASML Holding N.V.
23.48%7.54%43.88%52.14%39.55%27.99%
AI
C3.ai, Inc.
-8.92%3.85%-10.29%16.69%N/AN/A
AYX
Alteryx, Inc.
1.78%1.29%66.44%-27.49%-8.21%N/A
GOOGL
Alphabet Inc.
3.06%-5.21%10.84%61.52%20.88%16.80%
GOOG
Alphabet Inc.
3.09%-5.43%11.17%62.61%21.23%N/A
PLTR
Palantir Technologies Inc.
33.78%39.55%58.09%183.93%N/AN/A
MU
Micron Technology, Inc.
0.77%-3.59%35.37%48.84%15.51%13.71%
CRM
salesforce.com, inc.
11.27%4.93%39.78%80.52%12.67%16.51%
SHOP
Shopify Inc.
-2.13%-5.28%37.27%87.09%32.97%N/A
NFLX
Netflix, Inc.
19.86%3.84%40.27%84.00%9.97%24.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.38%
20236.97%-6.22%-5.89%-2.79%18.59%4.06%

Sharpe Ratio

The current Cloud and AI Sharpe ratio is 2.78. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.78

The Sharpe ratio of Cloud and AI 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
2.78
2.23
Cloud and AI
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cloud and AI granted a 0.42% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Cloud and AI0.42%0.47%0.60%0.47%0.52%0.59%0.74%0.58%0.64%0.70%0.65%0.66%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
IBM
International Business Machines Corporation
3.58%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
ASML
ASML Holding N.V.
0.60%0.72%1.03%0.42%0.50%1.01%0.92%0.64%0.92%0.73%0.67%0.63%
AI
C3.ai, 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%
AYX
Alteryx, 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%
GOOG
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%
PLTR
Palantir Technologies 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%
MU
Micron Technology, Inc.
0.53%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRM
salesforce.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%
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%

Expense Ratio

The Cloud and AI 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
2.23
Cloud and AI
2.78
NVDA
NVIDIA Corporation
5.78
AAPL
Apple Inc.
1.21
MSFT
Microsoft Corporation
2.83
IBM
International Business Machines Corporation
2.63
ASML
ASML Holding N.V.
1.62
AI
C3.ai, Inc.
0.17
AYX
Alteryx, Inc.
-0.52
GOOGL
Alphabet Inc.
2.09
GOOG
Alphabet Inc.
2.12
PLTR
Palantir Technologies Inc.
2.47
MU
Micron Technology, Inc.
1.49
CRM
salesforce.com, inc.
2.83
SHOP
Shopify Inc.
1.46
NFLX
Netflix, Inc.
1.99

Asset Correlations Table

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

IBMAIAYXMUNFLXPLTRSHOPCRMASMLAAPLGOOGGOOGLNVDAMSFT
IBM1.000.190.130.310.150.190.140.230.320.330.300.290.210.29
AI0.191.000.530.350.430.650.600.470.410.440.360.360.460.40
AYX0.130.531.000.360.430.580.560.540.430.450.410.410.470.47
MU0.310.350.361.000.400.400.490.440.640.510.500.510.630.49
NFLX0.150.430.430.401.000.470.560.550.510.520.510.510.530.53
PLTR0.190.650.580.400.471.000.630.530.480.460.450.460.550.46
SHOP0.140.600.560.490.560.631.000.620.560.510.540.530.620.52
CRM0.230.470.540.440.550.530.621.000.580.580.590.590.610.64
ASML0.320.410.430.640.510.480.560.581.000.620.590.590.720.64
AAPL0.330.440.450.510.520.460.510.580.621.000.670.670.610.72
GOOG0.300.360.410.500.510.450.540.590.590.671.000.990.620.75
GOOGL0.290.360.410.510.510.460.530.590.590.670.991.000.620.75
NVDA0.210.460.470.630.530.550.620.610.720.610.620.621.000.68
MSFT0.290.400.470.490.530.460.520.640.640.720.750.750.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.54%
0
Cloud and AI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Cloud and AI. 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 and AI was 48.55%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Cloud and AI drawdown is 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.55%Nov 9, 2021235Oct 14, 2022276Nov 20, 2023511
-17.48%Feb 10, 202118Mar 8, 202178Jun 28, 202196
-8.23%Sep 8, 202119Oct 4, 202119Oct 29, 202138
-7.85%Dec 23, 20209Jan 6, 20219Jan 20, 202118
-5.48%Jun 29, 202114Jul 19, 202125Aug 23, 202139

Volatility Chart

The current Cloud and AI volatility is 7.89%, 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
7.89%
3.90%
Cloud and AI
Benchmark (^GSPC)
Portfolio components
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