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FANG + INDEX ( 10 STOCKS )
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

FANG + INDEX ( 10 STOCKS )

Currency in USD · Last updated May 15, 2025

Asset Allocation

NVDA 10%AVGO 10%MSFT 10%AMZN 10%AAPL 10%GOOGL 10%META 10%NFLX 10%CRWD 10%NOW 10%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
10%
AMZN
Amazon.com, Inc.		Consumer Cyclical
10%
AVGO
Broadcom Inc.		Technology
10%
CRWD
CrowdStrike Holdings, Inc.		Technology
10%
GOOGL
Alphabet Inc Class A		Communication Services
10%
META
Meta Platforms, Inc.		Communication Services
10%
MSFT
Microsoft Corporation		Technology
10%
NFLX
Netflix, Inc.		Communication Services
10%
NOW
ServiceNow, Inc.		Technology
10%
NVDA
NVIDIA Corporation		Technology
10%

Performance

Performance Chart

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The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
FANG + INDEX ( 10 STOCKS )4.58%18.54%9.65%36.18%35.35%N/A
Portfolio components:
NVDA
NVIDIA Corporation		0.79%22.25%-7.46%48.19%74.41%74.86%
AVGO
Broadcom Inc.		0.42%30.14%34.49%70.26%59.12%37.22%
MSFT
Microsoft Corporation		7.67%16.79%6.95%9.56%20.98%27.00%
AMZN
Amazon.com, Inc.		-4.17%15.45%-1.80%12.39%11.82%25.80%
AAPL
Apple Inc		-15.01%4.98%-5.45%13.81%23.29%22.15%
GOOGL
Alphabet Inc Class A		-12.54%3.96%-7.34%-2.45%19.40%19.84%
META
Meta Platforms, Inc.		12.71%24.06%13.88%40.25%25.82%23.54%
NFLX
Netflix, Inc.		29.13%23.59%38.60%87.56%20.51%29.46%
CRWD
CrowdStrike Holdings, Inc.		27.41%15.13%25.31%32.28%41.55%N/A
NOW
ServiceNow, Inc.		-3.14%28.38%-1.79%42.29%22.70%29.87%
*Annualized

Monthly Returns

The table below presents the monthly returns of FANG + INDEX ( 10 STOCKS ), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.34%-4.93%-10.33%7.39%10.53%4.58%
20248.29%10.29%2.58%-4.79%8.24%11.93%-6.36%3.71%3.59%1.81%6.81%5.88%63.69%
202314.91%2.50%13.60%0.75%18.33%5.33%5.19%0.15%-5.93%2.06%14.23%5.78%105.35%
2022-11.21%-4.05%5.26%-19.09%-3.12%-8.50%12.18%-4.93%-10.49%1.85%5.04%-7.31%-39.11%
20210.24%0.95%-0.97%7.60%-0.07%9.63%2.64%7.56%-5.53%10.55%0.60%0.58%37.82%
20207.31%-2.89%-6.09%17.60%9.42%8.20%8.95%13.22%-3.61%-2.64%8.87%7.66%84.90%
20195.88%4.61%-3.90%-3.68%3.79%7.88%2.08%17.19%

Expense Ratio

FANG + INDEX ( 10 STOCKS ) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, FANG + INDEX ( 10 STOCKS ) is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of FANG + INDEX ( 10 STOCKS ) is 7979
Overall Rank
The Sharpe Ratio Rank of FANG + INDEX ( 10 STOCKS ) is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG + INDEX ( 10 STOCKS ) is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FANG + INDEX ( 10 STOCKS ) is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FANG + INDEX ( 10 STOCKS ) is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FANG + INDEX ( 10 STOCKS ) is 7474
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.721.431.181.353.33
AVGO
Broadcom Inc.		1.021.951.261.845.08
MSFT
Microsoft Corporation		0.300.761.100.430.96
AMZN
Amazon.com, Inc.		0.380.761.100.411.09
AAPL
Apple Inc		0.380.851.120.441.44
GOOGL
Alphabet Inc Class A		-0.120.141.02-0.06-0.13
META
Meta Platforms, Inc.		1.021.731.231.213.76
NFLX
Netflix, Inc.		2.723.441.464.5314.80
CRWD
CrowdStrike Holdings, Inc.		0.521.251.160.821.86
NOW
ServiceNow, Inc.		0.811.531.211.062.92

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FANG + INDEX ( 10 STOCKS ) Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 1.07
  • 5-Year: 1.17
  • All Time: 1.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of FANG + INDEX ( 10 STOCKS ) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

FANG + INDEX ( 10 STOCKS ) provided a 0.31% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.31%0.27%0.30%0.49%0.35%0.47%0.60%0.70%0.55%0.62%0.66%0.71%
Portfolio components:
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
MSFT
Microsoft Corporation		0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOGL
Alphabet Inc Class A		0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.31%0.34%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%
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%
NOW
ServiceNow, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the FANG + INDEX ( 10 STOCKS ). 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 FANG + INDEX ( 10 STOCKS ) was 44.82%, occurring on Nov 9, 2022. Recovery took 167 trading sessions.

The current FANG + INDEX ( 10 STOCKS ) drawdown is 2.27%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.82%Nov 22, 2021244Nov 9, 2022167Jul 13, 2023411
-31.56%Feb 20, 202018Mar 16, 202037May 7, 202055
-25.89%Feb 18, 202534Apr 4, 2025———
-16.6%Jul 8, 202421Aug 5, 202449Oct 14, 202470
-13.81%Feb 17, 202114Mar 8, 202124Apr 12, 202138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCRWDNFLXAAPLAVGOMETAGOOGLNOWNVDAAMZNMSFTPortfolio
^GSPC1.000.470.530.720.720.660.730.640.690.670.770.81
CRWD0.471.000.440.380.450.410.410.610.510.520.490.71
NFLX0.530.441.000.480.450.550.480.560.520.580.540.70
AAPL0.720.380.481.000.550.540.620.530.560.600.680.71
AVGO0.720.450.450.551.000.540.540.550.680.550.620.75
META0.660.410.550.540.541.000.660.560.580.640.640.75
GOOGL0.730.410.480.620.540.661.000.550.570.670.730.75
NOW0.640.610.560.530.550.560.551.000.600.630.670.80
NVDA0.690.510.520.560.680.580.570.601.000.610.660.82
AMZN0.670.520.580.600.550.640.670.630.611.000.700.80
MSFT0.770.490.540.680.620.640.730.670.660.701.000.83
Portfolio0.810.710.700.710.750.750.750.800.820.800.831.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2019