FAANG + + CORE

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	12.50%
MSFT Microsoft Corporation	Technology	12.50%
AMZN Amazon.com, Inc	Consumer Cyclical	12.50%
META Meta Platforms, Inc.	Communication Services	12.50%
AAPL Apple Inc	Technology	12.50%
AVGO Broadcom Inc.	Technology	12.50%
ORCL Oracle Corporation	Technology	12.50%
AMD Advanced Micro Devices, Inc.	Technology	12.50%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FAANG + + CORE, 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 Every 3 months.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 1, 2026, the FAANG + + CORE returned 16.38% Year-To-Date and 37.64% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio FAANG + + CORE	2.00%	1.98%	17.84%	16.38%	20.79%	38.19%	30.03%	37.64%	35.38%
Portfolio components:
AAPL Apple Inc	-7.35%	4.94%	19.27%	13.84%	49.41%	16.99%	16.79%	29.23%	19.30%
AMD Advanced Micro Devices, Inc.	-1.90%	-11.97%	101.14%	122.33%	170.06%	59.38%	35.00%	54.21%	9.59%
AMZN Amazon.com, Inc	15.32%	12.36%	13.49%	17.66%	16.01%	27.29%	10.30%	21.72%	30.20%
AVGO Broadcom Inc.	0.37%	5.40%	17.93%	12.89%	33.51%	63.70%	54.52%	40.86%	40.74%
META Meta Platforms, Inc.	3.28%	-9.17%	-22.16%	-15.51%	-27.79%	20.28%	9.53%	16.39%	20.02%
MSFT Microsoft Corporation	3.02%	20.93%	8.48%	-3.48%	-12.20%	12.25%	11.19%	24.97%	25.16%
NVDA NVIDIA Corporation	2.93%	1.60%	5.16%	7.77%	13.01%	62.93%	59.52%	64.62%	36.28%
ORCL Oracle Corporation	1.81%	-8.55%	-20.54%	-32.73%	-48.24%	4.50%	9.78%	13.99%	21.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, FAANG + + CORE's average daily return is +0.13%, while the average monthly return is +2.79%. At this rate, an investment would double in approximately 2.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +23.1%, while the worst month was Apr 2022 at -16.2%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FAANG + + CORE closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.5%, while the worst single day was Mar 16, 2020 at -13.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.23%	-8.43%	-3.08%	23.06%	17.60%	-10.19%	2.15%						16.38%
2025	0.26%	-4.78%	-10.23%	0.52%	15.47%	15.52%	9.93%	-2.66%	6.30%	9.81%	-6.33%	-2.48%	31.11%
2024	8.00%	12.54%	2.95%	-6.27%	8.38%	10.95%	-3.40%	1.96%	7.29%	-1.90%	3.54%	3.72%	57.01%
2023	15.49%	4.91%	15.35%	2.03%	17.68%	7.33%	3.36%	-0.85%	-7.03%	0.09%	12.68%	6.57%	106.26%
2022	-10.27%	-5.03%	4.60%	-16.20%	0.70%	-12.98%	14.88%	-6.72%	-15.34%	1.27%	12.65%	-7.43%	-37.28%
2021	-1.71%	0.50%	1.93%	7.54%	0.25%	9.25%	4.50%	5.51%	-5.97%	10.28%	9.87%	-0.23%	48.66%

Benchmark Metrics

FAANG + + CORE has an annualized alpha of 16.81%, beta of 1.34, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio captured 204.55% of S&P 500 Index gains and 107.88% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 16.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 16.81%

Beta: 1.34

R²: 0.70

Upside Capture: 204.55%

Downside Capture: 107.88%

See how alpha, beta & R² have trended over time →

Expense Ratio

FAANG + + CORE 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.

Return for Risk

Risk / Return Rank

FAANG + + CORE ranks 14 for risk / return — above 14% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for FAANG + + CORE and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.74	1.42	-0.67
Sortino ratioReturn per unit of downside risk	1.18	1.98	-0.80
Omega ratioGain probability vs. loss probability	1.14	1.25	-0.11
Calmar ratioReturn relative to maximum drawdown	0.81	2.00	-1.20
Martin ratioReturn relative to average drawdown	1.87	8.49	-6.62

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	89	1.92	2.57	1.35	3.60	8.56
AMD Advanced Micro Devices, Inc.	94	2.40	2.98	1.37	6.16	12.22
AMZN Amazon.com, Inc	60	0.46	0.94	1.11	0.74	1.58
AVGO Broadcom Inc.	67	0.71	1.27	1.16	1.17	2.34
META Meta Platforms, Inc.	11	-0.73	-0.91	0.89	-0.84	-1.52
MSFT Microsoft Corporation	28	-0.39	-0.39	0.95	-0.35	-0.63
NVDA NVIDIA Corporation	56	0.36	0.76	1.09	0.65	1.32
ORCL Oracle Corporation	14	-0.73	-1.11	0.88	-0.75	-1.18

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current FAANG + + CORE Sharpe ratio is 0.74 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of FAANG + + CORE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

FAANG + + CORE provided a 0.48% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.48%	0.39%	0.42%	0.55%	0.81%	0.61%	0.78%	0.97%	1.09%	0.88%	0.97%	1.02%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMD Advanced Micro Devices, 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%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
META Meta Platforms, Inc.	0.38%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.77%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
ORCL Oracle Corporation	1.54%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%

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 FAANG + + CORE. 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 FAANG + + CORE was 44.94%, occurring on Nov 3, 2022. Recovery took 140 trading sessions.

The current FAANG + + CORE drawdown is 9.79%.

Drawdown	Fall	Recovery	Underwater	Related event
-44.94%Nov 2022	10mo 10d	6mo 24d	1y 4moDec 2021 - May 2023	Bear market2022
-30.50%Mar 2020	25d	2mo 5d	3moFeb 2020 - May 2020	COVID crash2020
-29.62%Dec 2018	2mo 23d	3mo 29d	6mo 22dOct 2018 - Apr 2019	Rate-hike selloffLate 2018
-28.75%Apr 2025	2mo 14d	2mo 3d	4mo 17dJan 2025 - Jun 2025	2025 selloff2025
-25.93%Mar 2026	5mo 1d	1mo 7d	6mo 8dOct 2025 - May 2026	—

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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.62	1.43	1.36	1.34	1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios.

FAANG + + CORE correlation to the S&P 500 Index

FAANG + + CORE has a 0.81 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (3Y) Balances recent behavior with more history.	0.82
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while AMD has the lowest at 0.52.

AMD

0.52

Portfolio Correlations

Correlation vs. FAANG + + CORE. NVDA has the highest portfolio correlation at 0.79, while ORCL has the lowest at 0.61.

ORCL

0.61

AAPL

0.64

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	ORCL	AMD	META	AAPL	AVGO	AMZN	NVDA	MSFT
ORCL	1.00	0.36	0.37	0.38	0.45	0.41	0.43	0.53
AMD	0.36	1.00	0.37	0.38	0.48	0.42	0.60	0.43
META	0.37	0.37	1.00	0.43	0.43	0.57	0.47	0.50
AAPL	0.38	0.38	0.43	1.00	0.48	0.48	0.45	0.53
AVGO	0.45	0.48	0.43	0.48	1.00	0.46	0.59	0.50
AMZN	0.41	0.42	0.57	0.48	0.46	1.00	0.50	0.59
NVDA	0.43	0.60	0.47	0.45	0.59	0.50	1.00	0.54
MSFT	0.53	0.43	0.50	0.53	0.50	0.59	0.54	1.00

Based on daily historical returns since May 18, 2012

Diversification Analysis

Find what FAANG + + CORE is missing

See which holdings overlap, where FAANG + + CORE is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification