PortfoliosLab logo

FAAMG Portfolio

Last updated Dec 3, 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 50 of 54

0.32%
0.00%4.45%
10Y Annualized Return

Rank 5 of 54

21.59%
3.67%55.26%
Sharpe Ratio

Rank 46 of 54

-0.84
-1.010.60
Maximum Drawdown

Rank 46 of 54

-42.00%
-91.88%-19.55%

FAAMG PortfolioAsset Allocation


MSFT 20%GOOG 20%AAPL 20%META 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 $54,479 for a total return of roughly 444.79%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.71%
-1.21%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioReturns

As of Dec 3, 2022, the FAAMG Portfolio returned -32.98% Year-To-Date and 21.59% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%9.27%
FAAMG Portfolio8.74%-17.26%-36.31%-34.22%15.81%21.62%
MSFT
Microsoft Corporation
12.08%-6.66%-23.46%-22.02%26.32%25.73%
GOOG
Alphabet Inc.
11.41%-14.37%-30.31%-28.80%14.84%15.75%
AAPL
Apple Inc.
-1.72%-1.95%-16.28%-9.77%29.48%28.30%
META
Meta Platforms, Inc.
29.72%-37.90%-63.29%-60.24%-6.75%8.80%
AMZN
Amazon.com, Inc.
-2.75%-25.00%-43.54%-45.33%10.13%22.11%

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 -0.84. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.90
-0.46
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioDividends

FAAMG Portfolio granted a 0.32% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.32%0.24%0.31%0.46%0.72%0.70%0.93%0.94%0.94%1.09%0.99%0.65%0.50%

FAAMG PortfolioDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-37.62%
-15.11%
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 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
-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 37.61%. 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%JulyAugustSeptemberOctoberNovemberDecember
36.30%
20.47%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components