FAAMG Portfolio

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

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 Every 3 months.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 2, 2026, the FAAMG Portfolio returned 5.46% Year-To-Date and 25.32% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	20.07%	17.84%	11.25%	13.26%	8.09%
Portfolio FAAMG Portfolio	3.72%	5.32%	4.52%	5.46%	22.52%	25.25%	16.06%	25.32%	25.42%
Portfolio components:
AAPL Apple Inc	-7.35%	0.09%	19.27%	13.84%	53.24%	16.99%	16.79%	29.23%	19.30%
AMZN Amazon.com, Inc	15.32%	11.91%	13.49%	17.66%	26.46%	27.29%	10.30%	21.72%	30.20%
GOOG Alphabet Inc	6.88%	0.13%	5.49%	13.80%	88.30%	39.73%	21.62%	25.03%	22.84%
META Meta Platforms, Inc.	3.28%	-4.49%	-22.16%	-15.51%	-25.53%	20.28%	9.53%	16.39%	20.02%
MSFT Microsoft Corporation	3.02%	19.01%	8.48%	-3.48%	-10.62%	12.25%	11.19%	24.97%	25.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 3, 2014, FAAMG Portfolio's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, an investment would double in approximately 2.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +19.0%, while the worst month was Apr 2022 at -14.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FAAMG Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.91%	-7.42%	-6.08%	16.90%	5.47%	-10.57%	9.02%						5.46%
2025	5.33%	-6.51%	-9.53%	-0.79%	9.60%	7.08%	5.70%	2.21%	4.71%	4.29%	1.79%	-1.21%	23.05%
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%

Benchmark Metrics

FAAMG Portfolio has an annualized alpha of 11.24%, beta of 1.20, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

This portfolio captured 157.68% of S&P 500 Index gains but only 98.55% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 11.24% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 11.24%

Beta: 1.20

R²: 0.69

Upside Capture: 157.68%

Downside Capture: 98.55%

See how alpha, beta & R² have trended over time →

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

FAAMG Portfolio ranks 16 for risk / return — above 16% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for FAAMG Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.88	1.42	-0.53
Sortino ratioReturn per unit of downside risk	1.34	1.98	-0.64
Omega ratioGain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratioReturn relative to maximum drawdown	1.04	2.00	-0.96
Martin ratioReturn relative to average drawdown	3.33	8.49	-5.16

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	89	1.92	2.57	1.35	3.60	8.56
AMZN Amazon.com, Inc	59	0.46	0.94	1.11	0.74	1.58
GOOG Alphabet Inc	94	2.71	3.75	1.46	4.14	11.53
META Meta Platforms, Inc.	11	-0.73	-0.91	0.89	-0.84	-1.52
MSFT Microsoft Corporation	27	-0.39	-0.39	0.95	-0.35	-0.63

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FAAMG Portfolio Sharpe ratio is 0.88 as of Aug 2, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 2.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of FAAMG Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

FAAMG Portfolio provided a 0.34% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.34%	0.33%	0.36%	0.25%	0.35%	0.23%	0.31%	0.45%	0.70%	0.66%	0.86%	0.85%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
GOOG Alphabet Inc	0.24%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.38%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.77%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

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 2.51%.

Drawdown	Fall	Recovery	Underwater	Related event
-46.78%Nov 2022	10mo 10d	1y 7d	1y 10moDec 2021 - Nov 2023	Bear market2022
-27.28%Mar 2020	25d	2mo 5d	3moFeb 2020 - May 2020	COVID crash2020
-26.70%Dec 2018	3mo 25d	3mo 29d	7mo 24dAug 2018 - Apr 2019	Rate-hike selloffLate 2018
-25.44%Apr 2025	2mo 2d	3mo 14d	5mo 16dFeb 2025 - Jul 2025	2025 selloff2025
-17.71%Mar 2026	1mo 26d	26d	2mo 22dJan 2026 - Apr 2026	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is a concentrated bet on the large-cap U.S. platform and cloud complex, with one name, Apple (AAPL), slightly off to the side but not by much. The mathematics say this is a coherent equity view, not much of a diversifier.

The numbers

Diversification ratio is 1.55 over 1Y, then 1.34, 1.25, 1.22, and 1.23 from 3Y to inception; that is modest benefit recently, fading to mostly ordinary.
The incept DR sits at the 43.9th percentile versus the platform, which is a polite way of saying the portfolio is less diversified than average.
Mean pairwise correlation is 0.58, with a tight cluster around Meta Platforms (META), Microsoft (MSFT), Amazon.com (AMZN), and Alphabet (GOOG).

The good

Effective asset count is 5.0 out of 5; the weights are spread evenly, so the portfolio is not pretending that one name can carry the whole story.
The 1Y DR at the 71.4th percentile shows some short-run diversification benefit, such as it is, when these mega-caps are not moving as one.

The bad

Four of five holdings sit in one cluster, and their portfolio correlations are high: 0.73-0.84.
The portfolio is therefore mostly a single factor trade on ad, cloud, consumer internet, and AI-capex sentiment wearing five ticker symbols.
Apple (AAPL) is the least correlated name, but at 20% it is not enough to change the portfolio’s basic shape.

The ugly

If megacap growth de-rates on weaker cloud spending, ad demand, or regulatory pressure on platform economics, the correlation structure tends to tighten exactly when the portfolio would most prefer otherwise.

Next steps

Portfolios with this correlation profile are usually paired with exposures whose earnings drivers sit outside the platform/tech ad cycle.
A lower cross-correlation sleeve would matter more than another name from the same cluster.

AI-generated analysis. Not investment advice. Verify key facts independently.

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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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.55	1.35	1.25	1.22	1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios.

FAAMG Portfolio correlation to the S&P 500 Index

FAAMG Portfolio has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (10Y) Provides a long-term view across more market conditions.	0.79
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, while META has the lowest at 0.61.

Portfolio Correlations

Correlation vs. FAAMG Portfolio. AMZN has the highest portfolio correlation at 0.84, while AAPL has the lowest at 0.73.

AAPL

0.73

MSFT

0.80

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	AAPL	META	AMZN	MSFT	GOOG
AAPL	1.00	0.48	0.52	0.57	0.54
META	0.48	1.00	0.61	0.56	0.63
AMZN	0.52	0.61	1.00	0.62	0.65
MSFT	0.57	0.56	0.62	1.00	0.63
GOOG	0.54	0.63	0.65	0.63	1.00

Based on daily historical returns since Apr 3, 2014

Diversification Analysis

Find what FAAMG Portfolio is missing

See which holdings overlap, where FAAMG Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification