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Cloud Computing Stocks Portfolio

Last updated Dec 9, 2023

The Cloud Computing Stocks Portfolio is an equity-focused investment strategy that allocates assets across ten prominent cloud computing and technology companies. The equal 10% allocations to Microsoft, Apple, Autodesk, Adobe, Salesforce, Netflix, Alphabet, Amazon, Shopify, and IBM provide exposure to various sectors within the technology industry, such as software, streaming, e-commerce, and infrastructure. This portfolio is suitable for investors seeking capital appreciation and willing to accept the higher risk and volatility associated with concentrating investments in the technology sector.

Asset Allocation


MSFT 10%AAPL 10%ADSK 10%ADBE 10%CRM 10%NFLX 10%GOOGL 10%AMZN 10%SHOP 10%IBM 10%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology10%
AAPL
Apple Inc.
Technology10%
ADSK
Autodesk, Inc.
Technology10%
ADBE
Adobe Inc
Technology10%
CRM
salesforce.com, inc.
Technology10%
NFLX
Netflix, Inc.
Communication Services10%
GOOGL
Alphabet Inc.
Communication Services10%
AMZN
Amazon.com, Inc.
Consumer Cyclical10%
SHOP
Shopify Inc.
Technology10%
IBM
International Business Machines Corporation
Technology10%

Performance

The chart shows the growth of an initial investment of $10,000 in Cloud Computing Stocks Portfolio, 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


100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
639.50%
116.08%
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Cloud Computing Stocks Portfolio61.89%9.07%17.24%54.41%24.05%N/A
MSFT
Microsoft Corporation
57.43%3.25%14.99%52.61%30.35%27.89%
AAPL
Apple Inc.
51.47%7.15%8.44%37.96%37.12%27.21%
ADSK
Autodesk, Inc.
19.88%8.26%11.24%13.93%11.07%16.98%
ADBE
Adobe Inc
81.26%4.22%34.36%83.42%20.73%27.18%
CRM
salesforce.com, inc.
89.16%18.60%16.49%92.74%13.04%16.69%
NFLX
Netflix, Inc.
53.88%3.92%8.03%46.25%11.35%24.26%
GOOGL
Alphabet Inc.
53.00%2.39%10.44%44.05%20.89%17.43%
AMZN
Amazon.com, Inc.
75.50%3.76%19.44%63.17%12.61%22.53%
SHOP
Shopify Inc.
108.93%15.59%18.19%87.68%37.66%N/A
IBM
International Business Machines Corporation
20.66%10.65%22.46%15.04%12.63%3.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202310.74%6.10%4.69%0.55%-8.26%0.37%16.75%

Sharpe Ratio

The current Cloud Computing Stocks Portfolio Sharpe ratio is 2.45. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.45

The Sharpe ratio of Cloud Computing Stocks Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.45
1.25
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Cloud Computing Stocks Portfolio granted a 0.53% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Cloud Computing Stocks Portfolio0.53%0.64%0.59%0.67%0.70%0.89%0.72%0.76%0.79%0.68%0.67%0.58%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
ADSK
Autodesk, 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%
ADBE
Adobe 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%
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%
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%
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%
AMZN
Amazon.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%
IBM
International Business Machines Corporation
4.09%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%1.72%

Expense Ratio

The Cloud Computing Stocks Portfolio 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
MSFT
Microsoft Corporation
2.12
AAPL
Apple Inc.
1.83
ADSK
Autodesk, Inc.
0.50
ADBE
Adobe Inc
2.74
CRM
salesforce.com, inc.
3.09
NFLX
Netflix, Inc.
1.21
GOOGL
Alphabet Inc.
1.36
AMZN
Amazon.com, Inc.
1.97
SHOP
Shopify Inc.
1.49
IBM
International Business Machines Corporation
0.92

Asset Correlations Table

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

IBMSHOPNFLXAAPLADSKCRMAMZNGOOGLADBEMSFT
IBM1.000.190.230.380.390.320.300.400.360.42
SHOP0.191.000.450.440.530.540.510.450.540.48
NFLX0.230.451.000.470.470.490.560.500.540.51
AAPL0.380.440.471.000.540.540.590.620.590.66
ADSK0.390.530.470.541.000.650.550.580.680.62
CRM0.320.540.490.540.651.000.590.580.700.65
AMZN0.300.510.560.590.550.591.000.690.630.66
GOOGL0.400.450.500.620.580.580.691.000.660.72
ADBE0.360.540.540.590.680.700.630.661.000.74
MSFT0.420.480.510.660.620.650.660.720.741.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.08%
-4.01%
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Cloud Computing Stocks Portfolio. 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 Computing Stocks Portfolio was 44.98%, occurring on Oct 11, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.98%Nov 22, 2021223Oct 11, 2022
-29.48%Feb 20, 202018Mar 16, 202039May 11, 202057
-27.3%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-22.69%Dec 7, 201544Feb 9, 2016117Jul 27, 2016161
-14.48%Sep 3, 202014Sep 23, 202081Jan 20, 202195

Volatility Chart

The current Cloud Computing Stocks Portfolio volatility is 4.49%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.49%
2.77%
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components
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