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Software Infastructure
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Risk-Adjusted Performance
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Software Infastructure

Last updated Nov 13, 2024

Asset Allocation

MSFT 12%ORCL 12%PLTR 11%NET 10.83%SNPS 10.83%CRWD 10.83%PANW 10.83%ZS 10.83%GDDY 10.83%EquityEquity
PositionCategory/SectorWeight
CRWD
CrowdStrike Holdings, Inc.		Technology
10.83%
GDDY
GoDaddy Inc.		Technology
10.83%
MSFT
Microsoft Corporation		Technology
12%
NET
Cloudflare, Inc.		Technology
10.83%
ORCL
Oracle Corporation		Technology
12%
PANW
Palo Alto Networks, Inc.		Technology
10.83%
PLTR
Palantir Technologies Inc.		Technology
11%
SNPS
Synopsys, Inc.		Technology
10.83%
ZS
Zscaler, Inc.		Technology
10.83%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Software Infastructure, 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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
36.16%
14.06%
Software Infastructure
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Software Infastructure49.43%9.36%32.97%59.68%N/AN/A
Portfolio components:
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.59%25.94%
ORCL
Oracle Corporation		82.01%7.64%56.66%65.29%29.67%18.46%
PLTR
Palantir Technologies Inc.		248.57%37.90%176.19%200.15%N/AN/A
NET
Cloudflare, Inc.		9.19%-3.03%22.44%28.75%40.54%N/A
SNPS
Synopsys, Inc.		7.49%1.47%-4.61%2.81%32.11%29.48%
CRWD
CrowdStrike Holdings, Inc.		34.54%10.62%0.11%65.17%45.64%N/A
PANW
Palo Alto Networks, Inc.		34.98%6.45%27.44%52.40%37.35%26.91%
ZS
Zscaler, Inc.		-5.65%6.25%15.41%11.73%35.90%N/A
GDDY
GoDaddy Inc.		76.37%14.12%37.22%106.59%22.64%N/A

Monthly Returns

The table below presents the monthly returns of Software Infastructure, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.56%10.49%-2.28%-5.81%1.66%13.24%-6.54%7.92%1.71%4.07%49.43%
202310.57%5.14%5.52%-7.97%28.83%3.66%6.07%-4.73%-1.31%-0.02%24.85%0.67%88.93%
2022-14.36%2.48%6.36%-14.20%-10.81%-3.87%10.20%-0.69%-8.57%5.08%-3.69%-8.77%-36.57%
20214.32%-3.94%-4.39%8.85%0.91%10.58%3.48%8.48%-5.78%17.93%-3.51%-4.45%33.82%
2020-0.75%36.08%8.69%46.79%

Expense Ratio

Software Infastructure 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

Risk-Adjusted Performance Rank

The current rank of Software Infastructure is 45, 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.

The Risk-Adjusted Performance Rank of Software Infastructure is 4545
Combined Rank
The Sharpe Ratio Rank of Software Infastructure is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Software Infastructure is 3838Sortino Ratio Rank
The Omega Ratio Rank of Software Infastructure is 3636Omega Ratio Rank
The Calmar Ratio Rank of Software Infastructure is 7272Calmar Ratio Rank
The Martin Ratio Rank of Software Infastructure is 2929Martin 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.

Software Infastructure
Sharpe ratio
The chart of Sharpe ratio for Software Infastructure, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for Software Infastructure, currently valued at 3.23, compared to the broader market-2.000.002.004.006.003.23
Omega ratio
The chart of Omega ratio for Software Infastructure, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for Software Infastructure, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for Software Infastructure, currently valued at 11.63, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.781.121.150.992.42
ORCL
Oracle Corporation		2.082.981.443.3912.50
PLTR
Palantir Technologies Inc.		3.254.091.543.4616.95
NET
Cloudflare, Inc.		0.931.591.210.632.20
SNPS
Synopsys, Inc.		0.190.521.060.260.61
CRWD
CrowdStrike Holdings, Inc.		1.622.121.301.694.26
PANW
Palo Alto Networks, Inc.		1.301.601.291.873.92
ZS
Zscaler, Inc.		0.460.831.130.340.81
GDDY
GoDaddy Inc.		5.056.031.8310.7237.70

Sharpe Ratio

The current Software Infastructure Sharpe ratio is 2.58. 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 2.07 to 2.98, 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 Software Infastructure 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.90
Software Infastructure
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Software Infastructure provided a 0.19% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.19%0.26%0.32%0.25%0.29%0.35%0.41%0.41%0.47%0.47%0.43%0.39%
Portfolio components:
MSFT
Microsoft Corporation		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
ORCL
Oracle Corporation		0.84%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PLTR
Palantir Technologies 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%
NET
Cloudflare, 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%
SNPS
Synopsys, 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%
CRWD
CrowdStrike Holdings, 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%
PANW
Palo Alto Networks, 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%
ZS
Zscaler, 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%
GDDY
GoDaddy 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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.29%
Software Infastructure
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Software Infastructure. 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 Software Infastructure was 46.16%, occurring on Jan 5, 2023. Recovery took 220 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.16%Nov 9, 2021291Jan 5, 2023220Nov 20, 2023511
-19.72%Feb 10, 202118Mar 8, 202174Jun 22, 202192
-15.82%Jul 8, 202421Aug 5, 202434Sep 23, 202455
-13.74%Feb 12, 202448Apr 19, 202440Jun 17, 202488
-9.47%Oct 14, 202013Oct 30, 20205Nov 6, 202018

Volatility

Volatility Chart

The current Software Infastructure volatility is 8.07%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.07%
3.86%
Software Infastructure
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
ORCLGDDYPLTRMSFTPANWNETCRWDSNPSZS
ORCL1.000.340.310.530.380.330.330.500.34
GDDY0.341.000.410.490.480.520.500.550.51
PLTR0.310.411.000.430.470.640.560.510.60
MSFT0.530.490.431.000.520.530.510.700.53
PANW0.380.480.470.521.000.560.650.560.66
NET0.330.520.640.530.561.000.690.600.73
CRWD0.330.500.560.510.650.691.000.610.78
SNPS0.500.550.510.700.560.600.611.000.62
ZS0.340.510.600.530.660.730.780.621.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020