Cybersecurity Stock Portfolio

by Chris Conlan

Portfolio simulator for cybersecurity stocks

Last updated: Oct. 30, 2020

Click to adjust performance metrics

19.79%

Volatility

0.75

Sharpe Ratio

14.76%

CAGR

23.58%

Max Drawdown

5.01

Profit/Max Drawdown

118.19%

Overall Return

Click to adjust asset allocations

ABT 100 (2%)

AKAM 100 (2%)

ATEN 100 (2%)

BB 100 (2%)

CARB 100 (2%)

CHKP 100 (2%)

CLVA 100 (2%)

CNS 100 (2%)

CRWD 100 (2%)

CSCO 100 (2%)

CYBR 100 (2%)

CYRN 100 (2%)

FEYE 100 (2%)

FFIV 100 (2%)

FING.B 100 (2%)

FNJN 100 (2%)

FSC1V 100 (2%)

FSCT 100 (2%)

FTNT 100 (2%)

GIMO 100 (2%)

GSB 100 (2%)

JNPR 100 (2%)

MIME 100 (2%)

MITK 100 (2%)

NCC 100 (2%)

NET 100 (2%)

NLOK 100 (2%)

NOW 100 (2%)

NXTD 100 (2%)

OKTA 100 (2%)

PANW 100 (2%)

PFPT 100 (2%)

PREC 100 (2%)

QLYS 100 (2%)

RDWR 100 (2%)

RPD 100 (2%)

SCWX 100 (2%)

SFET 100 (2%)

SOPH 100 (2%)

SPLK 100 (2%)

SSH1V 100 (2%)

SWI 100 (2%)

TENB 100 (2%)

TLSRP 100 (2%)

VMW 100 (2%)

VMX 100 (2%)

VRNS 100 (2%)

VRNT 100 (2%)

VRSN 100 (2%)

ZIXI 100 (2%)

ZS 100 (2%)

This plot simulates a theoretical constant-weighted portfolio of cybersecurity stocks over the past five years. Try adjusting both the performance metrics and the asset allocations to see how the portfolio could have performed in the past. With constant weights, it is difficult to push the Sharpe Ratio above one.

When you adjust the performance metrics on this page, we perform an incremental grid search optimization to shift the performance metric in the direction you pressed. Try clicking multiple times on the same button or a variety of buttons to fine-tune the portfolio's performance.

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