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FAAMG Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


MSFT 20%GOOG 20%AAPL 20%META 20%AMZN 20%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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.


The portfolio doesn't hold funds that charge fees

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AAPLMETAAMZNMSFTGOOG
AAPL1.000.520.560.630.59
META0.521.000.610.580.66
AMZN0.560.611.000.640.68
MSFT0.630.580.641.000.69
GOOG0.590.660.680.691.00

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 Quarterly


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
917.36%
170.92%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.28%2.23%14.98%30.65%12.59%10.61%
FAAMG Portfolio10.55%0.84%21.59%61.93%25.45%N/A
MSFT
Microsoft Corporation
10.94%3.06%27.04%50.25%30.18%28.49%
GOOG
Alphabet Inc.
0.88%0.29%2.31%38.76%18.43%N/A
AAPL
Apple Inc.
-10.23%-5.32%-2.75%11.96%30.80%26.43%
META
Meta Platforms, Inc.
36.91%2.39%60.18%147.74%24.06%21.94%
AMZN
Amazon.com, Inc.
14.80%2.90%24.60%76.27%14.23%25.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.89%8.44%
2023-1.46%-4.51%1.41%9.86%3.48%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.64
FAAMG Portfolio
3.08
MSFT
Microsoft Corporation
2.55
GOOG
Alphabet Inc.
1.70
AAPL
Apple Inc.
0.71
META
Meta Platforms, Inc.
3.94
AMZN
Amazon.com, Inc.
2.68

Sharpe Ratio

The current FAAMG Portfolio Sharpe ratio is 3.08. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.08

The Sharpe ratio of FAAMG Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.08
2.64
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

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


TTM20232022202120202019201820172016201520142013
FAAMG Portfolio0.27%0.25%0.35%0.23%0.31%0.45%0.70%0.66%0.86%0.85%0.83%0.94%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
META
Meta Platforms, Inc.
0.10%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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.92%
-1.12%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

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 1.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.78%Dec 28, 2021216Nov 3, 2022256Nov 10, 2023472
-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

Volatility

Volatility Chart

The current FAAMG Portfolio volatility is 5.45%, 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.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.45%
3.36%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components
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