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NYSE FANG + ( REGULAR )

Last updated Mar 2, 2024

Asset Allocation


VTIP 40%AAPL 10%MSFT 10%AMZN 5%GOOGL 5%NVDA 5%AVGO 5%TSLA 5%META 5%NFLX 5%COST 5%BondBondEquityEquity
PositionCategory/SectorWeight
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

40%

AAPL
Apple Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

GOOGL
Alphabet Inc.
Communication Services

5%

NVDA
NVIDIA Corporation
Technology

5%

AVGO
Broadcom Inc.
Technology

5%

TSLA
Tesla, Inc.
Consumer Cyclical

5%

META
Meta Platforms, Inc.
Communication Services

5%

NFLX
Netflix, Inc.
Communication Services

5%

COST
Costco Wholesale Corporation
Consumer Defensive

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in NYSE FANG + ( REGULAR ), 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
1,003.99%
253.08%
NYSE FANG + ( REGULAR )
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP

Returns

As of Mar 2, 2024, the NYSE FANG + ( REGULAR ) returned 8.91% Year-To-Date and 21.04% of annualized return in the last 10 years.


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%
NYSE FANG + ( REGULAR )8.91%3.57%17.61%45.84%24.97%21.06%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.89%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.18%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.42%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.26%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.51%0.55%3.41%4.82%3.39%1.97%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.96%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.30%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%24.10%21.71%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.85%25.48%
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%30.13%23.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.32%5.42%
2023-0.54%-3.65%-0.05%7.32%3.93%

Sharpe Ratio

The current NYSE FANG + ( REGULAR ) Sharpe ratio is 3.87. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.87

The Sharpe ratio of NYSE FANG + ( REGULAR ) 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
3.87
2.44
NYSE FANG + ( REGULAR )
Benchmark (^GSPC)
Portfolio components

Dividend yield

NYSE FANG + ( REGULAR ) granted a 1.66% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
NYSE FANG + ( REGULAR )1.66%1.70%3.11%2.13%0.96%1.24%1.56%1.29%0.89%0.75%0.94%0.73%
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%
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%
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%
GOOGL
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.34%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
TSLA
Tesla, 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%
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%
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%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Expense Ratio

The NYSE FANG + ( REGULAR ) has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.04%

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
NYSE FANG + ( REGULAR )
3.87
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
AMZN
Amazon.com, Inc.
3.07
GOOGL
Alphabet Inc.
1.87
NVDA
NVIDIA Corporation
5.65
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.74
AVGO
Broadcom Inc.
4.19
TSLA
Tesla, Inc.
-0.00
META
Meta Platforms, Inc.
5.10
NFLX
Netflix, Inc.
2.64
COST
Costco Wholesale Corporation
3.66

Asset Correlations Table

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

VTIPCOSTTSLANFLXAVGOMETAAAPLNVDAMSFTAMZNGOOGL
VTIP1.000.050.050.050.040.040.040.000.050.060.05
COST0.051.000.250.290.350.310.390.350.460.400.42
TSLA0.050.251.000.370.380.350.370.400.360.400.37
NFLX0.050.290.371.000.380.470.400.430.430.520.46
AVGO0.040.350.380.381.000.450.540.580.510.460.48
META0.040.310.350.470.451.000.480.480.510.580.62
AAPL0.040.390.370.400.540.481.000.500.570.510.55
NVDA0.000.350.400.430.580.480.501.000.560.520.53
MSFT0.050.460.360.430.510.510.570.561.000.590.66
AMZN0.060.400.400.520.460.580.510.520.591.000.66
GOOGL0.050.420.370.460.480.620.550.530.660.661.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
NYSE FANG + ( REGULAR )
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE FANG + ( REGULAR ). 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 NYSE FANG + ( REGULAR ) was 26.65%, occurring on Nov 3, 2022. Recovery took 143 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.65%Dec 28, 2021216Nov 3, 2022143Jun 1, 2023359
-21.75%Feb 20, 202020Mar 18, 202044May 20, 202064
-15.64%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-11.71%Dec 7, 201544Feb 9, 201682Jun 7, 2016126
-9.7%Sep 3, 202014Sep 23, 202052Dec 7, 202066

Volatility Chart

The current NYSE FANG + ( REGULAR ) volatility is 3.88%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.88%
3.47%
NYSE FANG + ( REGULAR )
Benchmark (^GSPC)
Portfolio components
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