FAANG + + CORE

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.

As of Jul 12, 2026, the FAANG + + CORE returned 19.30% Year-To-Date and 38.78% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 18, 2012, FAANG + + CORE's average daily return is +0.14%, while the average monthly return is +2.81%. 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%.

FAANG + + CORE has an annualized alpha of 16.98%, 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 205.59% of S&P 500 Index gains and 108.77% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 16.98% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

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.

FAANG + + CORE ranks 18 for risk / return — in the bottom 18% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 1.22 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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.

FAANG + + CORE provided a 0.54% dividend yield over the last twelve months.

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.

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 7.53%.

The chart below shows the rolling one-month volatility.