Cloud Computing Stocks Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	10%
AAPL Apple Inc	Technology	10%
ADSK Autodesk, Inc.	Technology	10%
ADBE Adobe Inc	Technology	10%
CRM Salesforce, Inc.	Technology	10%
NFLX Netflix, Inc.	Communication Services	10%
GOOGL Alphabet Inc. Class A	Communication Services	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
SHOP Shopify Inc.	Technology	10%
IBM International Business Machines Corporation	Technology	10%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

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 Every 3 months.

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Benchmark

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Returns By Period

As of Aug 3, 2026, the Cloud Computing Stocks Portfolio returned -10.43% Year-To-Date and 24.12% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	20.07%	17.84%	11.25%	13.26%	8.09%
Portfolio Cloud Computing Stocks Portfolio	1.25%	3.56%	-2.60%	-10.43%	1.99%	15.19%	8.33%	24.12%	23.23%
Portfolio components:
AAPL Apple Inc	-7.35%	0.09%	19.27%	13.84%	53.24%	16.99%	16.79%	29.23%	19.30%
ADBE Adobe Inc	1.01%	13.97%	-14.61%	-28.45%	-28.00%	-23.03%	-16.63%	10.06%	19.58%
ADSK Autodesk, Inc.	-0.33%	12.88%	-7.38%	-20.88%	-21.15%	3.30%	-6.12%	15.00%	16.61%
AMZN Amazon.com, Inc	15.32%	11.91%	13.49%	17.66%	26.46%	27.29%	10.30%	21.72%	30.20%
CRM Salesforce, Inc.	1.83%	10.78%	-12.88%	-30.18%	-25.99%	-5.84%	-5.00%	8.81%	19.35%
GOOGL Alphabet Inc. Class A	6.73%	-1.05%	5.50%	13.93%	88.84%	39.78%	21.67%	24.55%	25.41%
IBM International Business Machines Corporation	0.86%	-22.75%	-26.12%	-23.51%	-8.27%	19.79%	15.08%	8.27%	7.07%
MSFT Microsoft Corporation	3.02%	19.01%	8.48%	-3.48%	-10.62%	12.25%	11.19%	24.97%	25.16%
NFLX Netflix, Inc.	-2.00%	-7.65%	-14.11%	-23.52%	-38.11%	17.81%	6.74%	22.59%	30.45%
SHOP Shopify Inc.	-4.29%	-1.93%	-10.73%	-27.22%	-1.22%	20.20%	-4.82%	42.67%	39.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2015, Cloud Computing Stocks Portfolio's average daily return is +0.10%, while the average monthly return is +1.97%. At this rate, an investment would double in approximately 3.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +19.1%, while the worst month was Apr 2022 at -18.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Cloud Computing Stocks Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-8.04%	-6.44%	-3.35%	6.91%	5.41%	-12.09%	8.73%						-10.43%
2025	5.05%	-5.83%	-8.06%	2.14%	7.57%	5.49%	-1.29%	3.74%	3.66%	5.36%	-1.94%	-0.23%	15.34%
2024	4.95%	2.23%	0.24%	-7.18%	0.97%	10.71%	-1.26%	3.84%	3.59%	-0.60%	11.97%	-0.11%	31.77%
2023	15.85%	-6.88%	12.54%	-0.12%	10.74%	6.10%	4.69%	0.55%	-8.26%	0.37%	16.68%	3.60%	66.96%
2022	-11.02%	-7.83%	1.63%	-18.72%	-0.35%	-7.96%	14.35%	-6.35%	-10.02%	11.14%	4.58%	-9.37%	-36.93%
2021	-1.96%	1.42%	0.04%	7.34%	-0.67%	7.51%	3.06%	4.71%	-5.13%	8.31%	-1.70%	-1.59%	22.31%

Benchmark Metrics

Cloud Computing Stocks Portfolio has an annualized alpha of 9.22%, beta of 1.20, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 21, 2015.

This portfolio captured 155.37% of S&P 500 Index gains and 107.46% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 9.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 9.22%

Beta: 1.20

R²: 0.70

Upside Capture: 155.37%

Downside Capture: 107.46%

See how alpha, beta & R² have trended over time →

Expense Ratio

Cloud Computing Stocks Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Cloud Computing Stocks Portfolio ranks 5 for risk / return — above 5% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Cloud Computing Stocks Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	-0.03	1.42	-1.45
Sortino ratioReturn per unit of downside risk	0.11	1.98	-1.87
Omega ratioGain probability vs. loss probability	1.01	1.25	-0.24
Calmar ratioReturn relative to maximum drawdown	-0.03	2.00	-2.03
Martin ratioReturn relative to average drawdown	-0.06	8.49	-8.55

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	89	1.92	2.57	1.35	3.60	8.56
ADBE Adobe Inc	14	-0.78	-1.00	0.88	-0.64	-1.21
ADSK Autodesk, Inc.	19	-0.64	-0.75	0.91	-0.54	-1.03
AMZN Amazon.com, Inc	59	0.46	0.94	1.11	0.74	1.58
CRM Salesforce, Inc.	16	-0.69	-0.83	0.90	-0.65	-1.20
GOOGL Alphabet Inc. Class A	94	2.70	3.70	1.46	4.11	11.67
IBM International Business Machines Corporation	34	-0.20	0.06	1.01	-0.25	-0.59
MSFT Microsoft Corporation	27	-0.39	-0.39	0.95	-0.35	-0.63
NFLX Netflix, Inc.	6	-1.10	-1.61	0.80	-0.82	-1.45
SHOP Shopify Inc.	41	-0.07	0.32	1.04	-0.09	-0.16

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Cloud Computing Stocks Portfolio Sharpe ratio is -0.03 as of Aug 3, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.01, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Cloud Computing Stocks Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Cloud Computing Stocks Portfolio provided a 0.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.53%	0.42%	0.50%	0.53%	0.64%	0.59%	0.67%	0.70%	0.89%	0.72%	0.76%	0.79%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
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%
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%
CRM Salesforce, Inc.	0.93%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBM International Business Machines Corporation	3.01%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
MSFT Microsoft Corporation	0.77%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%
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%

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.

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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. Recovery took 319 trading sessions.

The current Cloud Computing Stocks Portfolio drawdown is 12.53%.

Drawdown	Fall	Recovery	Underwater	Related event
-44.98%Oct 2022	10mo 23d	1y 3mo	2y 1moNov 2021 - Jan 2024	Bear market2022
-29.48%Mar 2020	25d	1mo 26d	2mo 21dFeb 2020 - May 2020	COVID crash2020
-27.30%Dec 2018	2mo 23d	2mo 27d	5mo 20dOct 2018 - Mar 2019	Rate-hike selloffLate 2018
-23.99%Apr 2025	3mo 27d	4mo	7mo 27dDec 2024 - Aug 2025	2025 selloff2025
-22.96%Jun 2026	7mo 23d	—	9mo 2dNov 2025 - now	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is an equal-weight bet on large-cap technology and digital platforms, with IBM providing the nearest thing to a different economic driver. It is diversified across names, less so across the growth trade.

The numbers

DR: 1.66 over one year, 77.6th percentile: meaningful diversification benefit.
The benefit fades to 1.36 over ten years, still 69.1st percentile; recent correlations have been kinder than the longer record.
Mean pairwise correlation is 0.49, with no effective-count penalty: all 10 positions matter mathematically.

The good

Equal weights prevent Microsoft (MSFT), Apple (AAPL), or Alphabet (GOOGL) from quietly becoming the entire portfolio.
IBM is a genuine diversifier, with 0.47 portfolio correlation and pairwise correlations as low as 0.22.

The bad

Adobe (ADBE), Salesforce (CRM), and Autodesk (ADSK) form a clear software cluster; ADBE–CRM correlation reaches 0.68.
Microsoft, Alphabet, and Amazon (AMZN) create a second platform cluster, so ten tickers do not mean ten independent bets.

The ugly

A broad software or platform valuation reset could synchronize most holdings, leaving IBM as the portfolio’s designated nonconformist.

Next steps

Portfolios with this profile are typically complemented by earnings drivers outside technology and digital consumption.
The data fits a growth-platform thesis more cleanly than a general technology allocation.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.66	1.54	1.41	1.36	1.37

The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios.

Cloud Computing Stocks Portfolio correlation to the S&P 500 Index

Cloud Computing Stocks Portfolio has a 0.51 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.51
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.80
Correlation (10Y) Provides a long-term view across more market conditions.	0.78
Correlation (All Time) Calculated using the full available price history since May 21, 2015	0.78

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while NFLX has the lowest at 0.48.

0.48

0.50

0.56

0.59

0.62

0.64

0.65

0.67

0.69

0.73

Portfolio Correlations

Correlation vs. Cloud Computing Stocks Portfolio. ADBE has the highest portfolio correlation at 0.80, while IBM has the lowest at 0.47.

0.47

0.66

0.66

0.72

0.73

0.76

0.76

0.76

0.79

0.80

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	IBM	NFLX	SHOP	AAPL	GOOGL	CRM	ADSK	AMZN	ADBE	MSFT
IBM	1.00	0.23	0.23	0.35	0.34	0.33	0.39	0.28	0.37	0.39
NFLX	0.23	1.00	0.43	0.42	0.44	0.45	0.45	0.52	0.50	0.49
SHOP	0.23	0.43	1.00	0.41	0.44	0.52	0.52	0.51	0.51	0.48
AAPL	0.35	0.42	0.41	1.00	0.56	0.46	0.48	0.54	0.51	0.59
GOOGL	0.34	0.44	0.44	0.56	1.00	0.50	0.50	0.66	0.56	0.65
CRM	0.33	0.45	0.52	0.46	0.50	1.00	0.64	0.54	0.68	0.61
ADSK	0.39	0.45	0.52	0.48	0.50	0.64	1.00	0.51	0.66	0.59
AMZN	0.28	0.52	0.51	0.54	0.66	0.54	0.51	1.00	0.57	0.64
ADBE	0.37	0.50	0.51	0.51	0.56	0.68	0.66	0.57	1.00	0.67
MSFT	0.39	0.49	0.48	0.59	0.65	0.61	0.59	0.64	0.67	1.00

Based on daily historical returns since May 21, 2015

Diversification Analysis

Find what Cloud Computing Stocks Portfolio is missing

See which holdings overlap, where Cloud Computing Stocks Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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