Cloud and AI
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 7.14% |
AI C3.ai, Inc. | Technology | 7.14% |
ASML ASML Holding N.V. | Technology | 7.14% |
AYX Alteryx, Inc. | Technology | 7.14% |
CRM salesforce.com, inc. | Technology | 7.14% |
GOOG Alphabet Inc. | Communication Services | 7.14% |
GOOGL Alphabet Inc. | Communication Services | 7.14% |
IBM International Business Machines Corporation | Technology | 7.14% |
MSFT Microsoft Corporation | Technology | 7.14% |
MU Micron Technology, Inc. | Technology | 7.14% |
NFLX Netflix, Inc. | Communication Services | 7.14% |
NVDA NVIDIA Corporation | Technology | 7.14% |
PLTR Palantir Technologies Inc. | Technology | 7.14% |
SHOP Shopify Inc. | Technology | 7.14% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.35% | 10.30% | 24.34% | 13.87% | 10.83% |
Cloud and AI | 25.11% | 3.48% | 7.88% | 41.79% | N/A | N/A |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 153.68% | 21.09% | 58.80% | 155.05% | 98.05% | 75.24% |
AAPL Apple Inc | 18.09% | 3.63% | 25.62% | 21.32% | 35.14% | 25.89% |
MSFT Microsoft Corporation | 9.79% | -2.74% | -0.38% | 25.82% | 25.63% | 26.65% |
IBM International Business Machines Corporation | 24.75% | 4.79% | 9.27% | 40.50% | 14.22% | 5.21% |
ASML ASML Holding N.V. | 18.00% | 3.24% | -6.31% | 33.74% | 33.25% | 26.17% |
AI C3.ai, Inc. | -19.89% | -13.50% | -37.79% | -26.82% | N/A | N/A |
AYX Alteryx, Inc. | 2.33% | 0.00% | 0.46% | 63.87% | N/A | N/A |
GOOGL Alphabet Inc. | 16.71% | -4.37% | 17.75% | 19.99% | 22.40% | 18.84% |
GOOG Alphabet Inc. | 16.86% | -4.28% | 17.82% | 20.27% | 22.70% | 19.21% |
PLTR Palantir Technologies Inc. | 76.82% | 15.13% | 21.05% | 85.92% | N/A | N/A |
MU Micron Technology, Inc. | 11.36% | -7.51% | 4.88% | 39.99% | 16.44% | 11.51% |
CRM salesforce.com, inc. | -1.33% | 0.38% | -15.92% | 20.74% | 10.75% | 15.99% |
SHOP Shopify Inc. | -6.89% | 22.52% | -5.03% | 20.86% | 13.53% | N/A |
NFLX Netflix, Inc. | 40.45% | 9.84% | 13.42% | 57.32% | 18.48% | 25.98% |
Monthly Returns
The table below presents the monthly returns of Cloud and AI, 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 | 4.40% | 11.09% | 1.95% | -5.27% | 6.98% | 6.93% | -3.27% | 25.11% | |||||
2023 | 22.00% | 0.05% | 13.97% | -6.05% | 23.19% | 2.96% | 6.97% | -6.22% | -5.89% | -2.79% | 18.60% | 4.06% | 87.74% |
2022 | -12.75% | -4.82% | 3.39% | -19.71% | -1.78% | -8.49% | 10.91% | -6.69% | -10.77% | 8.72% | 6.85% | -10.21% | -40.31% |
2021 | 4.88% | -1.92% | -2.81% | 5.57% | 0.23% | 7.86% | -1.52% | 6.07% | -5.29% | 7.30% | -0.26% | -2.46% | 17.84% |
2020 | 6.29% | 6.29% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Cloud and AI is 70, 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.
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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.45 |
AAPL Apple Inc | 1.17 | 1.76 | 1.22 | 1.59 | 3.48 |
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.79 | 6.00 |
IBM International Business Machines Corporation | 1.94 | 2.79 | 1.40 | 2.45 | 5.96 |
ASML ASML Holding N.V. | 0.91 | 1.40 | 1.19 | 1.04 | 3.65 |
AI C3.ai, Inc. | -0.33 | -0.11 | 0.99 | -0.24 | -0.92 |
AYX Alteryx, Inc. | 2.03 | 3.50 | 1.88 | 0.86 | 18.24 |
GOOGL Alphabet Inc. | 0.88 | 1.29 | 1.18 | 1.32 | 3.86 |
GOOG Alphabet Inc. | 0.90 | 1.31 | 1.19 | 1.38 | 3.99 |
PLTR Palantir Technologies Inc. | 1.70 | 2.64 | 1.33 | 1.67 | 8.57 |
MU Micron Technology, Inc. | 1.07 | 1.69 | 1.21 | 1.06 | 3.58 |
CRM salesforce.com, inc. | 0.66 | 1.01 | 1.18 | 0.62 | 1.84 |
SHOP Shopify Inc. | 0.52 | 1.13 | 1.15 | 0.40 | 1.41 |
NFLX Netflix, Inc. | 1.96 | 2.97 | 1.38 | 1.27 | 9.29 |
Dividends
Dividend yield
Cloud and AI granted a 0.45% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Cloud and AI | 0.45% | 0.48% | 0.62% | 0.48% | 0.53% | 0.61% | 0.75% | 0.59% | 0.65% | 0.71% | 0.66% | 0.67% |
Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AAPL Apple Inc | 0.43% | 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 | 0.73% | 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 | 3.36% | 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. | 0.74% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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. | 0.12% | 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. | 0.12% | 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. | 0.48% | 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. | 0.31% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 48.54%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Cloud and AI drawdown is 5.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.54% | Nov 9, 2021 | 235 | Oct 14, 2022 | 276 | Nov 20, 2023 | 511 |
-17.48% | Feb 10, 2021 | 18 | Mar 8, 2021 | 78 | Jun 28, 2021 | 96 |
-15.3% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-9.1% | Mar 26, 2024 | 18 | Apr 19, 2024 | 26 | May 28, 2024 | 44 |
-8.23% | Sep 8, 2021 | 19 | Oct 4, 2021 | 19 | Oct 29, 2021 | 38 |
Volatility
Volatility Chart
The current Cloud and AI volatility is 8.62%, 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
IBM | AYX | AI | MU | NFLX | PLTR | SHOP | CRM | AAPL | ASML | NVDA | GOOG | GOOGL | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM | 1.00 | 0.12 | 0.19 | 0.30 | 0.16 | 0.20 | 0.14 | 0.24 | 0.31 | 0.32 | 0.21 | 0.26 | 0.26 | 0.29 |
AYX | 0.12 | 1.00 | 0.50 | 0.33 | 0.40 | 0.54 | 0.53 | 0.50 | 0.41 | 0.40 | 0.42 | 0.37 | 0.37 | 0.44 |
AI | 0.19 | 0.50 | 1.00 | 0.34 | 0.42 | 0.64 | 0.59 | 0.46 | 0.43 | 0.40 | 0.44 | 0.35 | 0.35 | 0.39 |
MU | 0.30 | 0.33 | 0.34 | 1.00 | 0.41 | 0.40 | 0.46 | 0.41 | 0.48 | 0.65 | 0.64 | 0.46 | 0.47 | 0.49 |
NFLX | 0.16 | 0.40 | 0.42 | 0.41 | 1.00 | 0.46 | 0.55 | 0.54 | 0.50 | 0.50 | 0.52 | 0.50 | 0.50 | 0.53 |
PLTR | 0.20 | 0.54 | 0.64 | 0.40 | 0.46 | 1.00 | 0.61 | 0.51 | 0.45 | 0.48 | 0.53 | 0.44 | 0.44 | 0.45 |
SHOP | 0.14 | 0.53 | 0.59 | 0.46 | 0.55 | 0.61 | 1.00 | 0.61 | 0.48 | 0.54 | 0.57 | 0.52 | 0.52 | 0.51 |
CRM | 0.24 | 0.50 | 0.46 | 0.41 | 0.54 | 0.51 | 0.61 | 1.00 | 0.53 | 0.56 | 0.56 | 0.56 | 0.56 | 0.62 |
AAPL | 0.31 | 0.41 | 0.43 | 0.48 | 0.50 | 0.45 | 0.48 | 0.53 | 1.00 | 0.56 | 0.55 | 0.64 | 0.64 | 0.69 |
ASML | 0.32 | 0.40 | 0.40 | 0.65 | 0.50 | 0.48 | 0.54 | 0.56 | 0.56 | 1.00 | 0.71 | 0.54 | 0.55 | 0.63 |
NVDA | 0.21 | 0.42 | 0.44 | 0.64 | 0.52 | 0.53 | 0.57 | 0.56 | 0.55 | 0.71 | 1.00 | 0.56 | 0.57 | 0.64 |
GOOG | 0.26 | 0.37 | 0.35 | 0.46 | 0.50 | 0.44 | 0.52 | 0.56 | 0.64 | 0.54 | 0.56 | 1.00 | 0.99 | 0.73 |
GOOGL | 0.26 | 0.37 | 0.35 | 0.47 | 0.50 | 0.44 | 0.52 | 0.56 | 0.64 | 0.55 | 0.57 | 0.99 | 1.00 | 0.73 |
MSFT | 0.29 | 0.44 | 0.39 | 0.49 | 0.53 | 0.45 | 0.51 | 0.62 | 0.69 | 0.63 | 0.64 | 0.73 | 0.73 | 1.00 |