Cloud Computing Stocks Portfolio
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
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
ADBE Adobe Inc | Technology | 10% |
ADSK Autodesk, Inc. | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
CRM salesforce.com, inc. | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
IBM International Business Machines Corporation | Technology | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
SHOP Shopify Inc. | Technology | 10% |
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 Quarterly
The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Cloud Computing Stocks Portfolio | 20.41% | 2.14% | 20.62% | 46.23% | 23.42% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
ADSK Autodesk, Inc. | 18.97% | 6.53% | 36.09% | 46.45% | 14.52% | 17.59% |
ADBE Adobe Inc | -18.64% | -5.84% | 4.87% | -7.89% | 11.84% | 21.40% |
CRM salesforce.com, inc. | 14.09% | 8.04% | 11.48% | 50.66% | 13.96% | 16.76% |
NFLX Netflix, Inc. | 55.98% | 7.36% | 37.92% | 85.19% | 21.53% | 29.84% |
GOOGL Alphabet Inc. | 21.77% | 3.49% | 4.50% | 36.67% | 22.08% | 19.66% |
AMZN Amazon.com, Inc. | 25.60% | 1.52% | 9.05% | 43.79% | 16.58% | 28.81% |
SHOP Shopify Inc. | 3.20% | 1.49% | 14.52% | 71.33% | 20.79% | N/A |
IBM International Business Machines Corporation | 32.27% | -4.71% | 28.99% | 53.39% | 15.88% | 7.50% |
Monthly Returns
The table below presents the monthly returns of Cloud Computing Stocks Portfolio, 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 | 4.95% | 2.23% | 0.24% | -7.18% | 0.97% | 10.71% | -1.26% | 3.84% | 3.59% | 20.41% | |||
| 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% |
| 2020 | 8.59% | -4.19% | -8.30% | 19.14% | 6.98% | 10.86% | 5.88% | 12.48% | -6.73% | -4.03% | 9.33% | 3.84% | 63.14% |
| 2019 | 13.29% | 5.44% | 3.16% | 7.51% | -5.81% | 6.20% | 2.11% | -1.27% | -1.97% | 2.54% | 7.57% | 4.87% | 51.50% |
| 2018 | 15.61% | 2.59% | -1.90% | 2.19% | 7.64% | 2.06% | 0.73% | 9.49% | 2.23% | -13.82% | 2.24% | -8.57% | 18.65% |
| 2017 | 9.51% | 5.41% | 4.39% | 3.51% | 8.43% | -4.43% | 5.27% | 4.46% | -0.34% | 8.08% | 0.41% | -0.93% | 52.31% |
| 2016 | -10.39% | -1.21% | 11.79% | -1.66% | 5.20% | -3.65% | 7.03% | 4.87% | 2.76% | 2.42% | -1.89% | 1.91% | 16.51% |
| 2015 | -0.86% | 0.73% | 8.73% | -6.94% | 0.57% | 10.19% | 3.46% | -1.76% | 13.79% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Cloud Computing Stocks Portfolio is 31, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
ADSK Autodesk, Inc. | 1.81 | 2.35 | 1.32 | 1.15 | 5.26 |
ADBE Adobe Inc | -0.13 | 0.05 | 1.01 | -0.12 | -0.27 |
CRM salesforce.com, inc. | 1.54 | 1.89 | 1.34 | 1.48 | 3.99 |
NFLX Netflix, Inc. | 3.07 | 4.02 | 1.54 | 2.23 | 21.65 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
AMZN Amazon.com, Inc. | 1.89 | 2.54 | 1.33 | 1.71 | 8.44 |
SHOP Shopify Inc. | 1.39 | 2.05 | 1.30 | 1.01 | 3.70 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
Dividends
Dividend yield
Cloud Computing Stocks Portfolio provided a 0.49% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cloud Computing Stocks Portfolio | 0.49% | 0.53% | 0.64% | 0.59% | 0.67% | 0.70% | 0.89% | 0.72% | 0.76% | 0.79% | 0.68% | 0.67% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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. | 0.40% | 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. | 0.24% | 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 | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
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 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 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.98% | Nov 22, 2021 | 223 | Oct 11, 2022 | 319 | Jan 19, 2024 | 542 |
| -29.48% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -27.3% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -22.69% | Dec 7, 2015 | 44 | Feb 9, 2016 | 117 | Jul 27, 2016 | 161 |
| -14.48% | Sep 3, 2020 | 14 | Sep 23, 2020 | 81 | Jan 20, 2021 | 95 |
Volatility
Volatility Chart
The current Cloud Computing Stocks Portfolio volatility is 4.51%, 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 | SHOP | NFLX | AAPL | ADSK | CRM | AMZN | GOOGL | ADBE | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| IBM | 1.00 | 0.19 | 0.23 | 0.36 | 0.39 | 0.32 | 0.29 | 0.37 | 0.36 | 0.41 |
| SHOP | 0.19 | 1.00 | 0.45 | 0.43 | 0.53 | 0.54 | 0.51 | 0.44 | 0.54 | 0.48 |
| NFLX | 0.23 | 0.45 | 1.00 | 0.46 | 0.46 | 0.49 | 0.55 | 0.49 | 0.53 | 0.51 |
| AAPL | 0.36 | 0.43 | 0.46 | 1.00 | 0.52 | 0.51 | 0.57 | 0.60 | 0.56 | 0.64 |
| ADSK | 0.39 | 0.53 | 0.46 | 0.52 | 1.00 | 0.64 | 0.54 | 0.55 | 0.66 | 0.61 |
| CRM | 0.32 | 0.54 | 0.49 | 0.51 | 0.64 | 1.00 | 0.58 | 0.56 | 0.68 | 0.63 |
| AMZN | 0.29 | 0.51 | 0.55 | 0.57 | 0.54 | 0.58 | 1.00 | 0.67 | 0.62 | 0.67 |
| GOOGL | 0.37 | 0.44 | 0.49 | 0.60 | 0.55 | 0.56 | 0.67 | 1.00 | 0.63 | 0.71 |
| ADBE | 0.36 | 0.54 | 0.53 | 0.56 | 0.66 | 0.68 | 0.62 | 0.63 | 1.00 | 0.72 |
| MSFT | 0.41 | 0.48 | 0.51 | 0.64 | 0.61 | 0.63 | 0.67 | 0.71 | 0.72 | 1.00 |