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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| FAAMG Portfolio | 81.08% | 13.68% | 16.97% | 70.83% | 24.83% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 59.27% | 15.03% | 14.21% | 54.34% | 29.22% | 28.06% |
GOOG Alphabet Inc. | 55.58% | 11.87% | 10.06% | 41.44% | 20.58% | N/A |
AAPL Apple Inc. | 46.89% | 12.97% | 8.47% | 28.86% | 34.44% | 27.06% |
META Meta Platforms, Inc. | 178.13% | 12.80% | 27.73% | 200.42% | 19.67% | 21.74% |
AMZN Amazon.com, Inc. | 75.87% | 15.65% | 23.00% | 58.15% | 12.02% | 22.39% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.81% | 10.03% | 5.48% | 4.69% | -1.46% | -4.51% | 1.40% |
Dividend yield
FAAMG Portfolio granted a 0.25% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FAAMG Portfolio | 0.25% | 0.35% | 0.23% | 0.31% | 0.45% | 0.70% | 0.66% | 0.86% | 0.85% | 0.83% | 0.94% | 0.82% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
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. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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 | 2.04 | ||||
GOOG Alphabet Inc. | 1.26 | ||||
AAPL Apple Inc. | 1.17 | ||||
META Meta Platforms, Inc. | 4.73 | ||||
AMZN Amazon.com, Inc. | 1.66 |
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 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 |
| -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 4.64%, 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.