FAAMG Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

FAAMG Portfolio

Last updated May 18, 2024

FAAMG portfolio consists of five top-performing tech stocks in the market, namely, Facebook, Amazon, Apple, Microsoft, and Google.

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	20%
AMZN Amazon.com, Inc.	Consumer Cyclical	20%
GOOG Alphabet Inc.	Communication Services	20%
META Meta Platforms, Inc.	Communication Services	20%
MSFT Microsoft Corporation	Technology	20%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

FAAMG Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 18, 2024, the FAAMG Portfolio returned 19.27% Year-To-Date and 27.32% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
FAAMG Portfolio	19.27%	5.57%	23.17%	47.44%	26.71%	27.13%
Portfolio components:
MSFT Microsoft Corporation	12.15%	4.13%	14.03%	33.03%	28.46%	28.52%
GOOG Alphabet Inc.	25.80%	12.59%	29.47%	43.85%	25.55%	20.81%
AAPL Apple Inc.	-1.12%	13.82%	0.36%	8.97%	33.92%	25.84%
META Meta Platforms, Inc.	33.46%	-5.96%	41.00%	92.32%	20.96%	22.87%
AMZN Amazon.com, Inc.	21.56%	3.06%	27.22%	58.88%	14.75%	28.39%

Monthly Returns

The table below presents the monthly returns of FAAMG 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	2.89%	8.48%	1.30%	-2.82%									19.27%
2023	14.71%	0.66%	15.02%	5.81%	10.03%	5.48%	4.69%	-1.46%	-4.51%	1.41%	9.86%	3.48%	85.22%
2022	-6.48%	-7.91%	4.74%	-14.19%	-2.98%	-9.22%	12.09%	-4.13%	-12.40%	-6.43%	5.77%	-8.52%	-41.91%
2021	0.32%	0.08%	3.54%	10.69%	-2.32%	6.90%	3.76%	5.77%	-7.56%	6.53%	2.06%	1.91%	35.07%
2020	5.53%	-6.73%	-6.30%	18.96%	5.10%	7.55%	9.71%	13.48%	-9.38%	-0.54%	6.79%	3.14%	53.27%
2019	11.47%	0.69%	6.27%	8.38%	-8.10%	6.99%	4.22%	-2.33%	1.03%	5.53%	4.83%	4.30%	50.85%
2018	10.35%	-0.02%	-5.72%	3.10%	8.34%	1.47%	2.60%	8.37%	-1.46%	-9.47%	-3.16%	-8.56%	3.56%
2017	7.02%	4.57%	3.73%	4.65%	4.84%	-3.19%	5.07%	3.19%	-1.46%	9.53%	1.89%	0.29%	47.44%
2016	-3.24%	-4.79%	8.41%	-3.32%	6.20%	-3.51%	9.08%	1.45%	3.69%	0.36%	-3.74%	1.45%	11.27%
2015	1.27%	7.01%	-2.02%	5.56%	0.47%	-0.66%	11.17%	-4.51%	-0.40%	15.98%	3.36%	-0.65%	40.83%
2014				-1.58%	5.06%	3.49%	2.01%	4.98%	0.46%	-1.01%	4.98%	-4.31%	14.48%

Expense Ratio

FAAMG 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FAAMG Portfolio is 70, 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.

FAAMG Portfolio

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

FAAMG Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	1.65	2.26	1.28	2.69	6.53
GOOG Alphabet Inc.	1.63	2.17	1.31	2.05	9.66
AAPL Apple Inc.	0.52	0.87	1.11	0.63	1.27
META Meta Platforms, Inc.	2.63	3.54	1.46	2.65	16.91
AMZN Amazon.com, Inc.	2.10	2.94	1.36	1.56	12.65

Sharpe Ratio

The current FAAMG Portfolio Sharpe ratio is 2.39. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.59, 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 FAAMG 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.

FAAMG Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

FAAMG Portfolio granted a 0.26% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
FAAMG Portfolio	0.26%	0.25%	0.35%	0.23%	0.31%	0.45%	0.70%	0.66%	0.86%	0.85%	0.83%	0.94%
Portfolio components:
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
GOOG Alphabet 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%
AAPL Apple Inc.	0.51%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
META Meta Platforms, Inc.	0.11%	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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

FAAMG Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FAAMG 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 FAAMG Portfolio was 46.78%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current FAAMG Portfolio drawdown is 0.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.78%	Dec 28, 2021	216	Nov 3, 2022	256	Nov 10, 2023	472
-27.28%	Feb 20, 2020	18	Mar 16, 2020	46	May 20, 2020	64
-26.7%	Aug 31, 2018	79	Dec 24, 2018	80	Apr 22, 2019	159
-16.65%	Sep 3, 2020	14	Sep 23, 2020	84	Jan 25, 2021	98
-15.17%	Dec 7, 2015	44	Feb 9, 2016	108	Jul 14, 2016	152

Volatility

Volatility Chart

The current FAAMG Portfolio volatility is 6.90%, 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.

FAAMG Portfolio

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.

	AAPL	META	AMZN	MSFT	GOOG
AAPL	1.00	0.52	0.56	0.62	0.58
META	0.52	1.00	0.61	0.58	0.66
AMZN	0.56	0.61	1.00	0.64	0.67
MSFT	0.62	0.58	0.64	1.00	0.69
GOOG	0.58	0.66	0.67	0.69	1.00