FAAMG Portfolio
FAAMG portfolio consists of five top-performing tech stocks in the market, namely, Facebook, Amazon, Apple, Microsoft, and Google.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
AAPL Apple Inc. | Technology | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in FAAMG Portfolio, 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
Returns
As of Sep 21, 2023, the FAAMG Portfolio returned 64.39% Year-To-Date and 24.89% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.59% |
| FAAMG Portfolio | 1.55% | 29.12% | 64.39% | 37.84% | 19.66% | 24.89% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.34% | 18.31% | 34.67% | 33.58% | 24.35% | 26.95% |
GOOG Alphabet Inc. | 4.39% | 29.14% | 51.68% | 32.17% | 18.28% | 18.10% |
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 27.58% | 27.99% |
META Meta Platforms, Inc. | 3.37% | 49.98% | 149.02% | 105.13% | 13.00% | 18.31% |
AMZN Amazon.com, Inc. | 0.45% | 37.07% | 61.06% | 10.72% | 7.18% | 24.54% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAPL | META | AMZN | MSFT | GOOG | |
|---|---|---|---|---|---|
| AAPL | 1.00 | 0.53 | 0.57 | 0.63 | 0.59 |
| META | 0.53 | 1.00 | 0.61 | 0.57 | 0.67 |
| AMZN | 0.57 | 0.61 | 1.00 | 0.63 | 0.68 |
| MSFT | 0.63 | 0.57 | 0.63 | 1.00 | 0.69 |
| GOOG | 0.59 | 0.67 | 0.68 | 0.69 | 1.00 |
Dividend yield
FAAMG Portfolio granted a 0.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FAAMG Portfolio | 0.28% | 0.35% | 0.24% | 0.32% | 0.46% | 0.73% | 0.70% | 0.93% | 0.95% | 0.94% | 1.09% | 0.99% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
GOOG Alphabet 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. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
META Meta Platforms, 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% |
Expense Ratio
The FAAMG Portfolio 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.05 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
AAPL Apple Inc. | 0.51 | ||||
META Meta Platforms, Inc. | 2.00 | ||||
AMZN Amazon.com, Inc. | 0.22 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the FAAMG Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the FAAMG Portfolio is 46.78%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.78% | Dec 28, 2021 | 216 | Nov 3, 2022 | — | — | — |
| -27.28% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -26.7% | Aug 31, 2018 | 79 | Dec 24, 2018 | 80 | Apr 22, 2019 | 159 |
| -16.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 84 | Jan 25, 2021 | 98 |
| -15.17% | Dec 7, 2015 | 44 | Feb 9, 2016 | 108 | Jul 14, 2016 | 152 |
Volatility Chart
The current FAAMG Portfolio volatility is 6.18%, 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.