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Cloud and AI
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Risk-Adjusted Performance
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Cloud and AI

Last updated Jul 25, 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
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%

S&P 500

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

30.00%40.00%50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
71.55%
47.76%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
Cloud and AI22.23%-2.98%16.00%35.55%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		130.74%-3.27%86.21%150.19%92.64%75.22%
AAPL
Apple Inc		13.81%5.00%12.66%13.47%34.37%26.10%
MSFT
Microsoft Corporation		14.47%-4.19%6.93%23.16%26.14%27.53%
IBM
International Business Machines Corporation		14.67%5.15%7.83%36.71%10.10%4.27%
ASML
ASML Holding N.V.		15.74%-12.90%3.40%28.08%31.77%27.49%
AI
C3.ai, Inc.		-7.84%-4.75%4.01%-34.44%N/AN/A
AYX
Alteryx, Inc.		2.33%0.00%1.75%20.77%N/AN/A
GOOGL
Alphabet Inc.		23.72%-3.68%16.23%41.42%22.73%19.22%
GOOG
Alphabet Inc.		23.87%-3.55%16.11%42.17%22.88%19.55%
PLTR
Palantir Technologies Inc.		54.92%10.10%58.81%60.73%N/AN/A
MU
Micron Technology, Inc.		29.46%-20.60%25.43%68.72%18.87%12.92%
CRM
salesforce.com, inc.		-4.81%4.26%-9.53%10.82%9.41%16.43%
SHOP
Shopify Inc.		-23.92%-7.84%-26.58%-8.80%12.03%N/A
NFLX
Netflix, Inc.		30.63%-4.94%16.72%48.70%13.67%26.63%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.40%11.09%1.95%-5.27%6.98%6.93%22.23%
202322.00%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%
20214.88%-1.92%-2.81%5.57%0.23%7.86%-1.52%6.07%-5.29%7.30%-0.26%-2.46%17.84%
20206.29%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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Cloud and AI is 56, 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.

The Risk-Adjusted Performance Rank of Cloud and AI is 5656
Cloud and AI
The Sharpe Ratio Rank of Cloud and AI is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of Cloud and AI is 4646Sortino Ratio Rank
The Omega Ratio Rank of Cloud and AI is 5050Omega Ratio Rank
The Calmar Ratio Rank of Cloud and AI is 7373Calmar Ratio Rank
The Martin Ratio Rank of Cloud and AI is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Cloud and AI
Sharpe ratio
The chart of Sharpe ratio for Cloud and AI, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for Cloud and AI, currently valued at 2.20, compared to the broader market-2.000.002.004.006.002.20
Omega ratio
The chart of Omega ratio for Cloud and AI, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.28
Calmar ratio
The chart of Calmar ratio for Cloud and AI, currently valued at 2.22, compared to the broader market0.002.004.006.008.002.22
Martin ratio
The chart of Martin ratio for Cloud and AI, currently valued at 6.31, compared to the broader market0.0010.0020.0030.0040.006.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.353.741.477.8921.82
AAPL
Apple Inc		0.621.031.120.841.67
MSFT
Microsoft Corporation		1.251.721.221.945.78
IBM
International Business Machines Corporation		1.832.641.382.225.43
ASML
ASML Holding N.V.		0.781.231.160.832.97
AI
C3.ai, Inc.		-0.46-0.340.96-0.35-0.81
AYX
Alteryx, Inc.		0.531.041.240.271.94
GOOGL
Alphabet Inc.		1.512.031.292.299.14
GOOG
Alphabet Inc.		1.562.071.302.339.47
PLTR
Palantir Technologies Inc.		0.971.811.230.983.87
MU
Micron Technology, Inc.		1.732.461.302.039.69
CRM
salesforce.com, inc.		0.330.631.110.301.01
SHOP
Shopify Inc.		-0.200.071.01-0.14-0.54
NFLX
Netflix, Inc.		1.462.321.290.977.36

Sharpe Ratio

The current Cloud and AI Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Cloud and AI with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.65
1.66
Cloud and AI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Cloud and AI granted a 0.46% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Cloud and AI0.46%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		0.44%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		0.68%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		3.61%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.		0.75%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.		0.11%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.		0.42%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.		0.32%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.64%
-4.24%
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 48.54%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Cloud and AI drawdown is 8.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.54%Nov 9, 2021235Oct 14, 2022276Nov 20, 2023511
-17.48%Feb 10, 202118Mar 8, 202178Jun 28, 202196
-9.1%Mar 26, 202418Apr 19, 202426May 28, 202444
-8.64%Jul 11, 202410Jul 24, 2024———
-8.23%Sep 8, 202119Oct 4, 202119Oct 29, 202138

Volatility

Volatility Chart

The current Cloud and AI volatility is 6.94%, 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%3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
6.94%
3.80%
Cloud and AI
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IBMAYXAIMUNFLXPLTRSHOPCRMAAPLASMLNVDAGOOGGOOGLMSFT
IBM1.000.120.180.300.140.190.130.230.310.320.200.260.260.29
AYX0.121.000.500.330.410.550.540.510.420.400.430.380.380.44
AI0.180.501.000.340.420.640.590.460.430.400.430.350.350.39
MU0.300.330.341.000.400.390.450.410.480.650.640.470.470.48
NFLX0.140.410.420.401.000.460.540.540.500.500.520.500.500.53
PLTR0.190.550.640.390.461.000.600.510.450.470.520.440.440.45
SHOP0.130.540.590.450.540.601.000.610.480.530.570.520.520.51
CRM0.230.510.460.410.540.510.611.000.530.560.560.560.560.62
AAPL0.310.420.430.480.500.450.480.531.000.570.560.640.640.69
ASML0.320.400.400.650.500.470.530.560.571.000.710.550.560.64
NVDA0.200.430.430.640.520.520.570.560.560.711.000.570.570.65
GOOG0.260.380.350.470.500.440.520.560.640.550.571.000.990.74
GOOGL0.260.380.350.470.500.440.520.560.640.560.570.991.000.74
MSFT0.290.440.390.480.530.450.510.620.690.640.650.740.741.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2020