PortfoliosLab logo

FAAMG Portfolio

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

Expense Ratio

Rank 4 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 49 of 53

0.30%
0.00%3.84%
10Y Annualized Return

Rank 2 of 53

25.47%
3.30%29.91%
Sharpe Ratio

Rank 13 of 53

-0.37
-1.860.45
Maximum Drawdown

Rank 41 of 53

-29.82%
-48.20%-10.21%

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 on Apr 4, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $62,979 for a total return of roughly 529.79%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioReturns

As of May 17, 2022, the FAAMG Portfolio returned -26.37% Year-To-Date and 25.47% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.76%-15.91%-14.41%-3.97%10.80%9.72%
FAAMG Portfolio-12.06%-26.37%-25.24%-10.28%22.76%25.47%
MSFT
Microsoft Corporation
-6.55%-22.09%-22.04%6.24%32.07%27.98%
GOOG
Alphabet Inc.
-9.79%-20.66%-23.29%-0.88%19.49%18.79%
AAPL
Apple Inc.
-11.82%-17.81%-2.70%14.85%31.68%30.20%
FB
Meta Platforms, Inc.
-4.82%-40.53%-41.32%-36.68%5.96%16.13%
AMZN
Amazon.com, Inc.
-26.96%-33.53%-37.13%-31.24%18.08%26.30%

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 -0.37. 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.


FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

FAAMG PortfolioDividends

FAAMG Portfolio granted a 0.30% dividend yield in the last twelve months, as of May 17, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.30%0.23%0.31%0.46%0.72%0.70%0.92%0.93%0.93%1.08%0.98%0.65%0.50%

FAAMG PortfolioDrawdowns Chart

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


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 29.82%, recorded on May 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.82%Dec 28, 202195May 12, 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 56.40%. 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.


FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

More Tools for FAAMG Portfolio