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FAAMG Portfolio

Last updated Aug 13, 2022

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

Expense Ratio

Rank 3 of 54

0.00%
0.00%0.94%
Dividend Yield

Rank 51 of 54

0.27%
0.00%4.34%
10Y Annualized Return

Rank 5 of 54

25.85%
4.13%64.70%
Sharpe Ratio

Rank 16 of 54

-0.30
-0.980.14
Maximum Drawdown

Rank 44 of 54

-34.22%
-91.88%-17.74%

FAAMG PortfolioAsset Allocation


MSFT 20%GOOG 20%AAPL 20%FB 20%AMZN 20%EquityEquity

FAAMG PortfolioPerformance

The chart shows the growth of $10,000 invested in FAAMG Portfolio in Apr 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $69,042 for a total return of roughly 590.42%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%MarchAprilMayJuneJulyAugust
-7.14%
-2.76%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioReturns

As of Aug 13, 2022, the FAAMG Portfolio returned -15.93% Year-To-Date and 25.85% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%10.29%
FAAMG Portfolio14.24%-9.57%-19.29%-13.04%24.27%26.02%
MSFT
Microsoft Corporation
15.07%-3.04%-12.82%2.56%33.90%28.79%
GOOG
Alphabet Inc.
6.79%-11.51%-15.23%-10.92%21.84%19.14%
AAPL
Apple Inc.
18.15%0.27%-2.68%18.65%35.76%31.85%
FB
Meta Platforms, Inc.
0.00%-25.69%-49.61%-52.91%0.17%13.35%
AMZN
Amazon.com, Inc.
31.43%-9.72%-13.90%-12.79%24.31%29.39%

FAAMG PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FAAMG Portfolio Sharpe ratio is -0.30. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.44
-0.20
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioDividends

FAAMG Portfolio granted a 0.27% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.27%0.24%0.31%0.46%0.72%0.70%0.92%0.94%0.94%1.08%0.98%0.65%0.50%

FAAMG PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-20.94%
-10.77%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioWorst 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 35.23%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.23%Dec 28, 2021119Jun 16, 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
-14.05%Apr 30, 201924Jun 3, 201926Jul 10, 201950
-13.13%Jul 22, 201525Aug 25, 201537Oct 16, 201562
-11.95%Mar 13, 201814Apr 2, 201828May 10, 201842
-10.3%Oct 25, 201615Nov 14, 201646Jan 23, 201761
-9.78%Sep 8, 202119Oct 4, 202124Nov 5, 202143

FAAMG PortfolioVolatility Chart

Current FAAMG Portfolio volatility is 26.20%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%MarchAprilMayJuneJulyAugust
21.19%
16.68%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

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