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FAAMG Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

FAAMG Portfolio

Currency in USD · Last updated May 10, 2025

FAAMG portfolio consists of five top-performing tech stocks in the market, namely, Facebook, Amazon, Apple, Microsoft, and Google.

Asset Allocation

MSFT 20%GOOG 20%AAPL 20%META 20%AMZN 20%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
20%
AMZN
Amazon.com, Inc.		Consumer Cyclical
20%
GOOG
Alphabet Inc		Communication Services
20%
META
Meta Platforms, Inc.		Communication Services
20%
MSFT
Microsoft Corporation		Technology
20%

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 10, 2025, the FAAMG Portfolio returned -9.31% Year-To-Date and 24.78% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
FAAMG Portfolio-9.31%6.80%-5.45%7.50%19.99%24.77%
Portfolio components:
MSFT
Microsoft Corporation		4.30%15.05%4.25%6.59%19.74%26.80%
GOOG
Alphabet Inc		-18.84%-0.64%-13.97%-8.91%17.25%19.39%
AAPL
Apple Inc		-20.63%4.26%-12.43%8.82%21.04%21.59%
META
Meta Platforms, Inc.		1.28%8.46%0.71%24.87%22.88%22.54%
AMZN
Amazon.com, Inc.		-12.00%6.53%-7.26%2.98%9.93%24.71%
*Annualized

Monthly Returns

The table below presents the monthly returns of FAAMG Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.33%-6.51%-9.53%-0.79%2.61%-9.31%
20242.89%8.48%1.30%-2.85%6.92%8.02%-3.12%0.76%4.13%-1.23%4.14%4.96%39.22%
202314.71%0.66%15.02%5.81%10.03%5.48%4.69%-1.46%-4.51%1.41%9.86%3.48%85.22%
2022-6.48%-7.91%4.74%-14.19%-2.98%-9.22%12.09%-4.13%-12.40%-6.43%5.77%-8.52%-41.91%
20210.32%0.08%3.54%10.69%-2.32%6.90%3.76%5.77%-7.56%6.53%2.06%1.91%35.07%
20205.53%-6.73%-6.30%18.96%5.10%7.55%9.71%13.48%-9.38%-0.54%6.79%3.14%53.27%
201911.47%0.69%6.27%8.38%-8.10%6.99%4.22%-2.33%1.03%5.53%4.83%4.30%50.85%
201810.35%-0.02%-5.72%3.10%8.34%1.47%2.60%8.37%-1.46%-9.47%-3.16%-8.56%3.56%
20177.02%4.57%3.73%4.65%4.84%-3.19%5.07%3.19%-1.46%9.53%1.89%0.29%47.44%
2016-3.24%-4.79%8.41%-3.32%6.20%-3.51%9.08%1.45%3.69%0.36%-3.74%1.45%11.27%
20151.27%7.01%-2.02%5.56%0.47%-0.66%11.17%-4.51%-0.40%15.98%3.36%-0.65%40.83%
2014-1.58%5.06%3.49%2.01%4.98%0.46%-1.01%4.98%-4.31%14.48%

Expense Ratio

FAAMG Portfolio 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

The current rank of FAAMG Portfolio is 17, meaning it’s performing worse than 83% of other 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 FAAMG Portfolio is 1717
Overall Rank
The Sharpe Ratio Rank of FAAMG Portfolio is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FAAMG Portfolio is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FAAMG Portfolio is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FAAMG Portfolio is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FAAMG Portfolio is 1515
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
MSFT
Microsoft Corporation		0.280.631.080.340.75
GOOG
Alphabet Inc		-0.32-0.280.97-0.35-0.77
AAPL
Apple Inc		0.250.631.090.280.95
META
Meta Platforms, Inc.		0.701.261.160.792.47
AMZN
Amazon.com, Inc.		0.060.331.040.070.20

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.

FAAMG Portfolio Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.27
  • 5-Year: 0.72
  • 10-Year: 0.94
  • All Time: 0.97

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 0.41 to 0.94, 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 FAAMG Portfolio 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

FAAMG Portfolio provided a 0.39% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.39%0.36%0.25%0.35%0.23%0.31%0.45%0.70%0.66%0.86%0.85%0.83%
Portfolio components:
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%
GOOG
Alphabet Inc		0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
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%
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%

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 FAAMG Portfolio. 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 FAAMG Portfolio was 46.78%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current FAAMG Portfolio drawdown is 14.51%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.78%Dec 28, 2021216Nov 3, 2022256Nov 10, 2023472
-27.28%Feb 20, 202018Mar 16, 202046May 20, 202064
-26.7%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-25.44%Feb 5, 202544Apr 8, 2025———
-16.65%Sep 3, 202014Sep 23, 202084Jan 25, 202198

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAAPLMETAAMZNMSFTGOOGPortfolio
^GSPC1.000.680.610.640.750.700.79
AAPL0.681.000.500.550.610.570.75
META0.610.501.000.610.580.650.81
AMZN0.640.550.611.000.650.670.84
MSFT0.750.610.580.651.000.680.82
GOOG0.700.570.650.670.681.000.85
Portfolio0.790.750.810.840.820.851.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014