FANG + INDEX ( 10 STOCKS )
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
AVGO Broadcom Inc. | Technology | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FANG + INDEX ( 10 STOCKS ), 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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 20, 2024, the FANG + INDEX ( 10 STOCKS ) returned 41.43% Year-To-Date and 36.08% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| FANG + INDEX ( 10 STOCKS ) | 41.43% | 2.23% | 19.17% | 63.30% | 43.11% | 36.08% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 138.07% | -7.36% | 28.93% | 179.14% | 94.24% | 74.64% |
AVGO Broadcom Inc. | 51.60% | 1.22% | 25.00% | 104.68% | 47.01% | 37.99% |
MSFT Microsoft Corporation | 17.30% | 3.27% | 2.54% | 37.79% | 27.00% | 27.05% |
AMZN Amazon.com, Inc. | 24.96% | 6.14% | 6.58% | 40.34% | 16.22% | 27.95% |
AAPL Apple Inc | 19.33% | 1.04% | 33.89% | 31.09% | 34.25% | 26.20% |
GOOGL Alphabet Inc. | 16.36% | -2.89% | 10.12% | 21.54% | 21.52% | 18.50% |
META Meta Platforms, Inc. | 58.43% | 6.25% | 10.33% | 87.13% | 24.24% | 22.04% |
TSLA Tesla, Inc. | -1.84% | 10.32% | 41.14% | -7.11% | 72.57% | 30.85% |
NFLX Netflix, Inc. | 44.66% | 0.83% | 13.11% | 82.32% | 21.13% | 27.31% |
COST Costco Wholesale Corporation | 37.07% | 2.80% | 21.67% | 64.42% | 28.00% | 24.41% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.11% | 10.74% | 1.78% | -2.71% | 8.83% | 9.50% | -1.35% | 1.70% | 41.43% | ||||
| 2023 | 18.42% | 3.50% | 11.26% | 0.11% | 15.79% | 8.97% | 4.44% | -0.56% | -5.78% | -1.13% | 11.48% | 6.39% | 97.62% |
| 2022 | -11.29% | -5.14% | 7.47% | -19.09% | -3.44% | -9.97% | 16.45% | -5.64% | -9.50% | 0.15% | 7.46% | -9.99% | -38.72% |
| 2021 | 0.80% | -1.11% | 1.65% | 7.24% | -1.22% | 8.03% | 2.84% | 6.84% | -3.56% | 13.17% | 4.98% | 0.56% | 46.79% |
| 2020 | 9.07% | -2.54% | -7.18% | 18.93% | 6.31% | 9.54% | 10.93% | 20.77% | -6.65% | -2.78% | 11.24% | 6.10% | 96.09% |
| 2019 | 9.58% | 2.52% | 5.64% | 3.98% | -11.64% | 10.30% | 2.50% | -2.23% | 0.54% | 9.01% | 5.55% | 6.33% | 48.27% |
| 2018 | 13.51% | 0.16% | -5.67% | 3.05% | 7.41% | 3.59% | -1.46% | 7.44% | -0.64% | -8.18% | -2.71% | -7.12% | 7.32% |
| 2017 | 8.47% | 3.01% | 3.96% | 4.14% | 9.06% | -3.00% | 5.28% | 2.62% | -0.04% | 7.60% | 1.44% | -0.65% | 49.86% |
| 2016 | -8.20% | -1.61% | 10.45% | -3.55% | 7.44% | -2.58% | 8.94% | 1.79% | 2.34% | 2.49% | 0.14% | 5.85% | 24.16% |
| 2015 | 2.60% | 8.87% | -3.26% | 7.47% | 5.24% | -1.12% | 7.93% | -1.95% | -0.14% | 9.00% | 5.96% | 0.77% | 48.62% |
| 2014 | 2.73% | 10.49% | -6.37% | -0.93% | 6.83% | 3.65% | -0.84% | 9.04% | -0.86% | -0.73% | 3.93% | -2.85% | 25.28% |
| 2013 | 12.40% | 0.63% | 1.69% | 7.83% | 14.11% | 0.87% | 11.16% | 6.69% | 8.84% | 4.22% | 2.70% | 4.82% | 106.73% |
Expense Ratio
FANG + INDEX ( 10 STOCKS ) 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FANG + INDEX ( 10 STOCKS ) is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
AVGO Broadcom Inc. | 2.22 | 2.82 | 1.36 | 4.01 | 12.44 |
MSFT Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
AMZN Amazon.com, Inc. | 1.33 | 1.88 | 1.24 | 1.06 | 6.55 |
AAPL Apple Inc | 1.27 | 1.92 | 1.24 | 1.71 | 4.05 |
GOOGL Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
META Meta Platforms, Inc. | 2.28 | 3.17 | 1.42 | 3.41 | 13.81 |
TSLA Tesla, Inc. | -0.16 | 0.16 | 1.02 | -0.13 | -0.36 |
NFLX Netflix, Inc. | 2.42 | 3.51 | 1.45 | 1.56 | 17.92 |
COST Costco Wholesale Corporation | 3.28 | 3.87 | 1.58 | 6.26 | 16.44 |
Dividends
Dividend yield
FANG + INDEX ( 10 STOCKS ) granted a 0.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANG + INDEX ( 10 STOCKS ) | 0.51% | 0.58% | 0.57% | 0.40% | 0.81% | 0.69% | 0.81% | 1.03% | 0.73% | 1.06% | 0.80% | 0.93% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AVGO Broadcom Inc. | 1.26% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT Microsoft Corporation | 0.68% | 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% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.25% | 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. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 | 2.15% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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.
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 42.26%, occurring on Nov 3, 2022. Recovery took 151 trading sessions.
The current FANG + INDEX ( 10 STOCKS ) drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.26% | Dec 28, 2021 | 216 | Nov 3, 2022 | 151 | Jun 13, 2023 | 367 |
| -32.03% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -25.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 79 | Apr 18, 2019 | 137 |
| -20.06% | Dec 7, 2015 | 43 | Feb 8, 2016 | 78 | May 31, 2016 | 121 |
| -16.6% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current FANG + INDEX ( 10 STOCKS ) volatility is 8.36%, 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.
Diversification
Asset Correlations Table
| COST | TSLA | NFLX | AVGO | META | AAPL | NVDA | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| COST | 1.00 | 0.25 | 0.29 | 0.35 | 0.31 | 0.38 | 0.36 | 0.41 | 0.45 | 0.41 |
| TSLA | 0.25 | 1.00 | 0.37 | 0.38 | 0.33 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 |
| NFLX | 0.29 | 0.37 | 1.00 | 0.38 | 0.46 | 0.39 | 0.43 | 0.52 | 0.44 | 0.46 |
| AVGO | 0.35 | 0.38 | 0.38 | 1.00 | 0.43 | 0.52 | 0.59 | 0.46 | 0.52 | 0.46 |
| META | 0.31 | 0.33 | 0.46 | 0.43 | 1.00 | 0.45 | 0.47 | 0.56 | 0.50 | 0.60 |
| AAPL | 0.38 | 0.37 | 0.39 | 0.52 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.54 |
| NVDA | 0.36 | 0.39 | 0.43 | 0.59 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.51 |
| AMZN | 0.41 | 0.39 | 0.52 | 0.46 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.45 | 0.36 | 0.44 | 0.52 | 0.50 | 0.56 | 0.56 | 0.60 | 1.00 | 0.65 |
| GOOGL | 0.41 | 0.36 | 0.46 | 0.46 | 0.60 | 0.54 | 0.51 | 0.65 | 0.65 | 1.00 |