PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

FAAMG Portfolio

Last updated Sep 21, 2023

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/SectorWeight
MSFT
Microsoft Corporation
Technology20%
GOOG
Alphabet Inc.
Communication Services20%
AAPL
Apple Inc.
Technology20%
META
Meta Platforms, Inc.
Communication Services20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%

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


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
26.75%
10.86%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.59%
FAAMG Portfolio1.55%29.12%64.39%37.84%19.66%24.89%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AAPLMETAAMZNMSFTGOOG
AAPL1.000.530.570.630.59
META0.531.000.610.570.67
AMZN0.570.611.000.630.68
MSFT0.630.570.631.000.69
GOOG0.590.670.680.691.00

Sharpe Ratio

The current FAAMG Portfolio Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of FAAMG Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.20
0.74
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

FAAMG Portfolio granted a 0.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
FAAMG Portfolio0.28%0.35%0.24%0.32%0.46%0.73%0.70%0.93%0.95%0.94%1.09%0.99%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.47%
-8.22%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2021216Nov 3, 2022
-27.28%Feb 20, 202018Mar 16, 202046May 20, 202064
-26.7%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-16.65%Sep 3, 202014Sep 23, 202084Jan 25, 202198
-15.17%Dec 7, 201544Feb 9, 2016108Jul 14, 2016152

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.18%
3.47%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components