Total Stock Market 72 + FAAMNGP
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 4% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 4% |
GOOGL Alphabet Inc Class A | Communication Services | 4% |
META Meta Platforms, Inc. | Communication Services | 4% |
MSFT Microsoft Corporation | Technology | 4% |
NVDA NVIDIA Corporation | Technology | 4% |
PANW Palo Alto Networks, Inc. | Technology | 4% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 72% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of May 11, 2025, the Total Stock Market 72 + FAAMNGP returned -4.96% Year-To-Date and 17.60% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Total Stock Market 72 + FAAMNGP | -4.96% | 7.92% | -6.20% | 10.64% | 19.95% | 17.60% |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 21.04% | 21.59% |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.93% | 24.71% |
META Meta Platforms, Inc. | 1.28% | 8.46% | 0.71% | 24.87% | 22.88% | 22.54% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
GOOGL Alphabet Inc Class A | -19.22% | -0.05% | -14.16% | -8.99% | 17.00% | 19.05% |
PANW Palo Alto Networks, Inc. | 2.73% | 11.09% | -4.48% | 25.68% | 38.88% | 22.23% |
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
Monthly Returns
The table below presents the monthly returns of Total Stock Market 72 + FAAMNGP, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.88% | -2.44% | -7.04% | -0.30% | 2.17% | -4.96% | |||||||
2024 | 2.94% | 6.47% | 3.05% | -3.79% | 5.94% | 5.05% | 0.36% | 2.23% | 2.10% | -0.20% | 6.12% | -1.59% | 32.04% |
2023 | 9.81% | 0.18% | 6.42% | 1.56% | 4.46% | 7.18% | 3.95% | -1.56% | -5.03% | -1.74% | 10.21% | 4.70% | 46.68% |
2022 | -6.63% | -2.79% | 3.88% | -11.09% | -1.15% | -8.54% | 9.97% | -3.83% | -10.35% | 5.22% | 5.88% | -7.17% | -25.68% |
2021 | -0.27% | 2.57% | 2.87% | 6.57% | 0.31% | 4.33% | 2.30% | 4.43% | -4.83% | 7.30% | 0.96% | 2.54% | 32.54% |
2020 | 1.13% | -7.37% | -11.67% | 14.48% | 6.58% | 3.36% | 7.01% | 8.92% | -4.63% | -2.19% | 11.36% | 4.83% | 32.46% |
2019 | 9.31% | 3.59% | 2.83% | 4.65% | -8.05% | 7.32% | 2.41% | -2.42% | 1.65% | 3.70% | 4.02% | 3.34% | 36.15% |
2018 | 7.28% | -2.38% | -2.56% | 1.05% | 4.53% | 0.49% | 2.89% | 5.37% | -0.26% | -9.00% | -0.12% | -8.73% | -2.85% |
2017 | 3.56% | 3.42% | -0.14% | 1.37% | 3.55% | 0.54% | 2.77% | 0.97% | 1.98% | 4.20% | 2.36% | 0.68% | 28.26% |
2016 | -5.83% | -0.81% | 7.82% | -0.51% | 3.22% | -0.68% | 5.85% | 0.86% | 2.26% | -1.50% | 3.18% | 2.42% | 16.74% |
2015 | -1.77% | 6.67% | -1.31% | 1.86% | 1.62% | -1.52% | 3.74% | -5.26% | -1.54% | 9.20% | 2.19% | -1.67% | 11.95% |
2014 | -2.21% | 5.90% | -0.75% | -0.35% | 3.33% | 2.94% | -1.42% | 4.67% | -0.98% | 2.30% | 3.76% | -1.11% | 16.84% |
Expense Ratio
Total Stock Market 72 + FAAMNGP has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Total Stock Market 72 + FAAMNGP is 37, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
META Meta Platforms, Inc. | 0.70 | 1.26 | 1.16 | 0.79 | 2.47 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
GOOGL Alphabet Inc Class A | -0.32 | -0.27 | 0.97 | -0.35 | -0.77 |
PANW Palo Alto Networks, Inc. | 0.74 | 1.10 | 1.13 | 0.83 | 2.52 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
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Dividends
Dividend yield
Total Stock Market 72 + FAAMNGP provided a 1.05% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.05% | 0.99% | 1.09% | 1.27% | 0.92% | 1.09% | 1.38% | 1.63% | 1.37% | 1.57% | 1.65% | 1.50% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, 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% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 Total Stock Market 72 + FAAMNGP. 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 Total Stock Market 72 + FAAMNGP was 33.33%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Total Stock Market 72 + FAAMNGP drawdown is 9.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
-29.74% | Dec 28, 2021 | 202 | Oct 14, 2022 | 187 | Jul 17, 2023 | 389 |
-22.79% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
-20.9% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
-15.04% | Dec 2, 2015 | 49 | Feb 11, 2016 | 72 | May 25, 2016 | 121 |
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 1.89, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | PANW | META | AAPL | NVDA | AMZN | GOOGL | MSFT | VTI | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.49 | 0.56 | 0.64 | 0.61 | 0.64 | 0.69 | 0.72 | 0.99 | 0.96 |
PANW | 0.49 | 1.00 | 0.36 | 0.38 | 0.43 | 0.43 | 0.39 | 0.42 | 0.50 | 0.59 |
META | 0.56 | 0.36 | 1.00 | 0.45 | 0.48 | 0.57 | 0.60 | 0.51 | 0.56 | 0.66 |
AAPL | 0.64 | 0.38 | 0.45 | 1.00 | 0.47 | 0.50 | 0.53 | 0.56 | 0.62 | 0.68 |
NVDA | 0.61 | 0.43 | 0.48 | 0.47 | 1.00 | 0.52 | 0.51 | 0.56 | 0.61 | 0.70 |
AMZN | 0.64 | 0.43 | 0.57 | 0.50 | 0.52 | 1.00 | 0.65 | 0.61 | 0.63 | 0.72 |
GOOGL | 0.69 | 0.39 | 0.60 | 0.53 | 0.51 | 0.65 | 1.00 | 0.65 | 0.67 | 0.74 |
MSFT | 0.72 | 0.42 | 0.51 | 0.56 | 0.56 | 0.61 | 0.65 | 1.00 | 0.70 | 0.76 |
VTI | 0.99 | 0.50 | 0.56 | 0.62 | 0.61 | 0.63 | 0.67 | 0.70 | 1.00 | 0.96 |
Portfolio | 0.96 | 0.59 | 0.66 | 0.68 | 0.70 | 0.72 | 0.74 | 0.76 | 0.96 | 1.00 |