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 | Target 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 Jun 3, 2025, the FAAMG Portfolio returned -2.39% Year-To-Date and 25.51% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| FAAMG Portfolio | -2.39% | 5.82% | -0.54% | 14.78% | 20.92% | 25.51% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 10.02% | 6.33% | 7.55% | 12.57% | 21.07% | 27.72% |
GOOG Alphabet Inc | -10.44% | 2.75% | -1.31% | -1.86% | 18.97% | 20.43% |
AAPL Apple Inc | -19.26% | -1.65% | -16.68% | 4.44% | 20.62% | 21.48% |
META Meta Platforms, Inc. | 14.69% | 12.37% | 9.51% | 41.02% | 23.97% | 23.43% |
AMZN Amazon.com, Inc. | -5.81% | 8.77% | -3.18% | 15.87% | 10.77% | 25.48% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.33% | -6.51% | -9.53% | -0.79% | 9.60% | 0.76% | -2.39% | ||||||
| 2024 | 2.89% | 8.48% | 1.30% | -2.85% | 6.92% | 8.02% | -3.12% | 0.76% | 4.13% | -1.23% | 4.14% | 4.96% | 39.22% |
| 2023 | 14.71% | 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% |
| 2021 | 0.32% | 0.08% | 3.54% | 10.69% | -2.32% | 6.90% | 3.76% | 5.77% | -7.56% | 6.53% | 2.06% | 1.91% | 35.07% |
| 2020 | 5.53% | -6.73% | -6.30% | 18.96% | 5.10% | 7.55% | 9.71% | 13.48% | -9.38% | -0.54% | 6.79% | 3.14% | 53.27% |
| 2019 | 11.47% | 0.69% | 6.27% | 8.38% | -8.10% | 6.99% | 4.22% | -2.33% | 1.03% | 5.53% | 4.83% | 4.30% | 50.85% |
| 2018 | 10.35% | -0.02% | -5.72% | 3.10% | 8.34% | 1.47% | 2.60% | 8.37% | -1.46% | -9.47% | -3.16% | -8.56% | 3.56% |
| 2017 | 7.02% | 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% |
| 2015 | 1.27% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAAMG Portfolio is 25, meaning it’s performing worse than 75% 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.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.48 | 0.66 | 1.09 | 0.36 | 0.79 |
GOOG Alphabet Inc | -0.05 | 0.06 | 1.01 | -0.12 | -0.25 |
AAPL Apple Inc | 0.16 | 0.52 | 1.07 | 0.19 | 0.59 |
META Meta Platforms, Inc. | 1.20 | 1.74 | 1.23 | 1.23 | 3.70 |
AMZN Amazon.com, Inc. | 0.50 | 0.79 | 1.10 | 0.44 | 1.12 |
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Dividends
Dividend yield
FAAMG Portfolio provided a 0.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.39% | 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 | 0.70% | 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 | 0.47% | 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 | 0.50% | 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. | 0.30% | 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 7.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.78% | Dec 28, 2021 | 216 | Nov 3, 2022 | 256 | Nov 10, 2023 | 472 |
| -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 |
| -25.44% | Feb 5, 2025 | 44 | Apr 8, 2025 | — | — | — |
| -16.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 84 | Jan 25, 2021 | 98 |
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
| ^GSPC | AAPL | META | AMZN | MSFT | GOOG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.68 | 0.61 | 0.64 | 0.75 | 0.70 | 0.79 |
| AAPL | 0.68 | 1.00 | 0.50 | 0.55 | 0.61 | 0.57 | 0.75 |
| META | 0.61 | 0.50 | 1.00 | 0.61 | 0.58 | 0.65 | 0.81 |
| AMZN | 0.64 | 0.55 | 0.61 | 1.00 | 0.65 | 0.67 | 0.84 |
| MSFT | 0.75 | 0.61 | 0.58 | 0.65 | 1.00 | 0.68 | 0.82 |
| GOOG | 0.70 | 0.57 | 0.65 | 0.67 | 0.68 | 1.00 | 0.85 |
| Portfolio | 0.79 | 0.75 | 0.81 | 0.84 | 0.82 | 0.85 | 1.00 |
AI Insight on Diversification
The portfolio is moderately concentrated with limited diversification benefits due to the relatively high correlations among its positions. The individual stocks—AAPL, META, AMZN, MSFT, and GOOG—exhibit correlations mostly ranging from 0.5 to 0.68, indicating that these tech giants tend to move somewhat in tandem. The strongest correlations are between GOOG and MSFT (0.68), and GOOG and AMZN (0.67), suggesting these pairs share similar market drivers or sector influences, which reduces diversification potential.
There are no notably low correlations among the positions that would significantly enhance diversification; the lowest correlation is 0.5 between AAPL and META, which is still moderately positive. This means the portfolio lacks assets that behave independently or counter to each other, limiting risk reduction through diversification.
The portfolio's correlation with individual positions is quite high, ranging from 0.75 with AAPL up to 0.85 with GOOG. This indicates that the portfolio's performance is strongly influenced by these stocks, especially GOOG, which has the highest correlation with the portfolio. Such high correlations imply that no single position is entirely dominating, but GOOG and AMZN, with correlations above 0.8, have a more pronounced impact on the portfolio's overall behavior.
Overall, the portfolio leans toward concentration within a specific sector and style, reflecting a tech-heavy exposure with correlated stocks. While this can amplify returns during sector upswings, it also increases vulnerability to sector-specific risks, making it less diversified than portfolios that include assets with lower inter-correlations or from different sectors.