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Cloud Computing Stocks Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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.


200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
854.77%
165.81%
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 By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Cloud Computing Stocks Portfolio-4.99%17.51%0.13%20.88%17.50%N/A
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.96%26.84%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.27%21.49%
ADSK
Autodesk, Inc.
-2.01%21.26%-5.20%35.37%9.49%17.60%
ADBE
Adobe Inc
-13.65%12.94%-23.34%-21.33%0.88%17.51%
CRM
salesforce.com, inc.
-16.20%14.83%-9.74%0.86%9.90%14.78%
NFLX
Netflix, Inc.
28.40%31.48%43.68%87.77%21.37%29.88%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.54%19.02%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.08%24.46%
SHOP
Shopify Inc.
-11.60%21.94%9.88%49.85%5.82%N/A
IBM
International Business Machines Corporation
16.38%14.98%20.66%54.61%21.86%9.04%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.05%-5.83%-8.06%2.14%2.27%-4.99%
20244.95%2.23%0.24%-7.18%0.97%10.71%-1.26%3.84%3.59%-0.60%11.97%-0.11%31.77%
202315.85%-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%
20208.59%-4.19%-8.30%19.14%6.98%10.86%5.88%12.48%-6.73%-4.03%9.33%3.84%63.14%
201913.29%5.44%3.16%7.51%-5.81%6.20%2.11%-1.27%-1.97%2.54%7.57%4.87%51.50%
201815.61%2.59%-1.90%2.19%7.64%2.06%0.73%9.49%2.23%-13.82%2.24%-8.57%18.65%
20179.51%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%, 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Cloud Computing Stocks Portfolio is 63, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Cloud Computing Stocks Portfolio is 6363
Overall Rank
The Sharpe Ratio Rank of Cloud Computing Stocks Portfolio is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of Cloud Computing Stocks Portfolio is 6464
Sortino Ratio Rank
The Omega Ratio Rank of Cloud Computing Stocks Portfolio is 6565
Omega Ratio Rank
The Calmar Ratio Rank of Cloud Computing Stocks Portfolio is 6363
Calmar Ratio Rank
The Martin Ratio Rank of Cloud Computing Stocks Portfolio is 5353
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
0.280.631.080.330.74
AAPL
Apple Inc
0.230.611.090.260.90
ADSK
Autodesk, Inc.
1.121.761.230.843.86
ADBE
Adobe Inc
-0.56-0.630.90-0.43-1.08
CRM
salesforce.com, inc.
0.060.321.050.040.10
NFLX
Netflix, Inc.
2.713.531.474.6415.19
GOOGL
Alphabet Inc Class A
-0.29-0.230.97-0.32-0.70
AMZN
Amazon.com, Inc.
0.040.311.040.060.15
SHOP
Shopify Inc.
0.870.951.130.321.59
IBM
International Business Machines Corporation
2.072.811.413.3910.39

The current Cloud Computing Stocks Portfolio Sharpe ratio is 0.84. 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 0.44 to 0.96, 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 Computing Stocks Portfolio 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.84
0.48
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Cloud Computing Stocks Portfolio provided a 0.56% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.56%0.50%0.53%0.64%0.59%0.67%0.70%0.89%0.72%0.76%0.79%0.68%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
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.
0.58%0.48%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 Class A
0.52%0.32%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
3.29%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.68%
-7.82%
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. Recovery took 319 trading sessions.

The current Cloud Computing Stocks Portfolio drawdown is 10.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.98%Nov 22, 2021223Oct 11, 2022319Jan 19, 2024542
-29.48%Feb 20, 202018Mar 16, 202039May 11, 202057
-27.3%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-23.99%Dec 12, 202479Apr 8, 2025
-22.69%Dec 7, 201544Feb 9, 2016117Jul 27, 2016161

Volatility

Volatility Chart

The current Cloud Computing Stocks Portfolio volatility is 7.33%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
7.33%
11.21%
Cloud Computing Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCIBMNFLXSHOPAAPLCRMADSKAMZNGOOGLADBEMSFTPortfolio
^GSPC1.000.600.520.500.690.640.690.650.710.680.760.81
IBM0.601.000.240.200.370.320.390.290.370.360.400.45
NFLX0.520.241.000.450.450.490.470.550.480.530.510.69
SHOP0.500.200.451.000.420.540.530.520.450.540.480.73
AAPL0.690.370.450.421.000.500.520.570.590.550.640.70
CRM0.640.320.490.540.501.000.640.580.550.680.630.78
ADSK0.690.390.470.530.520.641.000.540.550.650.610.76
AMZN0.650.290.550.520.570.580.541.000.680.620.670.78
GOOGL0.710.370.480.450.590.550.550.681.000.620.710.76
ADBE0.680.360.530.540.550.680.650.620.621.000.710.82
MSFT0.760.400.510.480.640.630.610.670.710.711.000.80
Portfolio0.810.450.690.730.700.780.760.780.760.820.801.00
The correlation results are calculated based on daily price changes starting from May 22, 2015