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

Cloud Computing Stocks Portfolio

Currency in USD · Last updated May 31, 2025

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/SectorTarget 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 Class A		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%

S&P 500

Performance

Performance Chart

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

Returns By Period

As of May 31, 2025, the Cloud Computing Stocks Portfolio returned -0.15% Year-To-Date and 26.02% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Cloud Computing Stocks Portfolio-0.15%7.49%-0.25%31.33%17.86%26.02%
Portfolio components:
MSFT
Microsoft Corporation		9.64%16.68%9.13%11.87%21.26%27.46%
AAPL
Apple Inc		-19.60%-5.36%-15.17%5.49%21.05%21.31%
ADSK
Autodesk, Inc.		0.19%7.97%1.45%48.11%7.08%18.48%
ADBE
Adobe Inc		-6.65%10.70%-19.55%-6.90%1.43%17.92%
CRM
salesforce.com, inc.		-20.50%-1.24%-19.36%22.44%8.86%13.87%
NFLX
Netflix, Inc.		35.44%6.67%36.13%86.40%23.53%29.77%
GOOGL
Alphabet Inc Class A		-9.17%8.15%1.89%0.26%19.21%20.07%
AMZN
Amazon.com, Inc.		-6.55%11.16%-1.39%14.33%10.92%25.27%
SHOP
Shopify Inc.		0.07%12.00%-7.96%81.76%7.02%44.42%
IBM
International Business Machines Corporation		19.42%7.84%15.44%61.14%22.06%9.40%
*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%7.49%-0.15%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 73, 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 7373
Overall Rank
The Sharpe Ratio Rank of Cloud Computing Stocks Portfolio is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Cloud Computing Stocks Portfolio is 7474
Sortino Ratio Rank
The Omega Ratio Rank of Cloud Computing Stocks Portfolio is 7575
Omega Ratio Rank
The Calmar Ratio Rank of Cloud Computing Stocks Portfolio is 7373
Calmar Ratio Rank
The Martin Ratio Rank of Cloud Computing Stocks Portfolio is 6363
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		0.470.621.080.330.73
AAPL
Apple Inc		0.170.511.070.190.57
ADSK
Autodesk, Inc.		1.691.991.270.984.43
ADBE
Adobe Inc		-0.19-0.260.96-0.26-0.61
CRM
salesforce.com, inc.		0.670.231.03-0.03-0.07
NFLX
Netflix, Inc.		2.683.421.454.4914.69
GOOGL
Alphabet Inc Class A		0.010.121.01-0.07-0.15
AMZN
Amazon.com, Inc.		0.420.751.090.411.04
SHOP
Shopify Inc.		1.362.161.291.205.79
IBM
International Business Machines Corporation		2.222.841.413.4710.68

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.

Cloud Computing Stocks Portfolio Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.26
  • 5-Year: 0.67
  • 10-Year: 1.00
  • All Time: 1.00

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Cloud Computing Stocks Portfolio provided a 0.49% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.49%0.50%0.53%0.64%0.59%0.67%0.70%0.89%0.72%0.76%0.79%0.68%
Portfolio components:
MSFT
Microsoft Corporation		0.70%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		0.50%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.		0.61%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		0.47%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		2.58%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.

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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 6.12%.

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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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
^GSPC1.000.600.510.510.690.640.690.650.710.680.760.81
IBM0.601.000.240.210.370.320.390.290.370.370.400.45
NFLX0.510.241.000.450.450.490.460.550.480.530.510.68
SHOP0.510.210.451.000.420.540.530.520.450.540.480.74
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
ADSK0.690.390.460.530.520.641.000.540.550.650.610.76
AMZN0.650.290.550.520.570.580.541.000.680.610.670.78
GOOGL0.710.370.480.450.590.550.550.681.000.620.710.76
ADBE0.680.370.530.540.550.680.650.610.621.000.710.82
MSFT0.760.400.510.480.640.630.610.670.710.711.000.80
Portfolio0.810.450.680.740.700.780.760.780.760.820.801.00
The correlation results are calculated based on daily price changes starting from May 22, 2015
Go to the full Correlations tool for more customization options