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Faangm

Last updated Mar 2, 2024

Faangm

Asset Allocation


META 16.67%AAPL 16.67%GOOG 16.67%AMZN 16.67%MSFT 16.67%NFLX 16.67%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services

16.67%

AAPL
Apple Inc.
Technology

16.67%

GOOG
Alphabet Inc.
Communication Services

16.67%

AMZN
Amazon.com, Inc.
Consumer Cyclical

16.67%

MSFT
Microsoft Corporation
Technology

16.67%

NFLX
Netflix, Inc.
Communication Services

16.67%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
1,078.84%
171.98%
Faangm
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Faangm14.50%2.42%26.24%78.15%25.58%N/A
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%24.10%22.05%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%18.95%N/A
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.68%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.07%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.85%25.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.05%8.15%
2023-1.42%-5.87%2.68%10.79%3.34%

Sharpe Ratio

The current Faangm Sharpe ratio is 3.96. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.96

The Sharpe ratio of Faangm is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.96
2.44
Faangm
Benchmark (^GSPC)
Portfolio components

Dividend yield

Faangm granted a 0.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Faangm0.22%0.21%0.29%0.20%0.26%0.37%0.58%0.55%0.72%0.71%0.69%0.78%
META
Meta Platforms, Inc.
0.10%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.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%

Expense Ratio

The Faangm 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

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Faangm
3.96
META
Meta Platforms, Inc.
5.10
AAPL
Apple Inc.
1.27
GOOG
Alphabet Inc.
1.88
AMZN
Amazon.com, Inc.
3.07
MSFT
Microsoft Corporation
3.10
NFLX
Netflix, Inc.
2.64

Asset Correlations Table

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

NFLXAAPLMETAMSFTAMZNGOOG
NFLX1.000.440.520.490.540.48
AAPL0.441.000.530.630.570.59
META0.520.531.000.570.610.66
MSFT0.490.630.571.000.640.69
AMZN0.540.570.610.641.000.68
GOOG0.480.590.660.690.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Faangm
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Faangm. 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 Faangm was 46.94%, occurring on Nov 3, 2022. Recovery took 260 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.94%Nov 22, 2021240Nov 3, 2022260Nov 16, 2023500
-28.4%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-26.47%Feb 20, 202018Mar 16, 202037May 7, 202055
-18.66%Dec 7, 201543Feb 8, 2016125Aug 5, 2016168
-16.37%Sep 3, 202014Sep 23, 202084Jan 25, 202198

Volatility Chart

The current Faangm volatility is 6.84%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.84%
3.47%
Faangm
Benchmark (^GSPC)
Portfolio components
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