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FAAMG Portfolio

Last updated Apr 1, 2023

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

Expense Ratio

Rank 3 of 55

0.00%
0.00%0.94%
Dividend Yield

Rank 51 of 55

0.36%
0.00%4.33%
10Y Annualized Return

Rank 7 of 55

23.31%
2.63%52.97%
Sharpe Ratio

Rank 26 of 55

-0.43
-0.930.49
Maximum Drawdown

Rank 42 of 55

-46.78%
-82.98%-16.15%

Asset Allocation


MSFT 20%GOOG 20%AAPL 20%META 20%AMZN 20%EquityEquity

Performance

The chart shows the growth of $10,000 invested in FAAMG Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $65,720 for a total return of roughly 557.20%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2023FebruaryMarch
557.20%
117.57%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the FAAMG Portfolio returned 32.26% Year-To-Date and 23.31% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%9.04%
FAAMG Portfolio14.72%32.26%17.58%-16.53%19.03%23.31%
MSFT
Microsoft Corporation
15.59%20.52%22.04%-7.24%27.33%26.45%
GOOG
Alphabet Inc.
15.17%17.21%6.03%-27.09%15.05%15.54%
AAPL
Apple Inc.
11.86%27.11%16.10%-6.68%32.76%28.74%
META
Meta Platforms, Inc.
21.15%76.12%55.37%-6.98%5.81%15.19%
AMZN
Amazon.com, Inc.
9.61%22.96%-10.03%-37.89%7.38%22.50%

Sharpe 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 -0.43. 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.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.43
-0.46
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

FAAMG Portfolio granted a 0.36% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.36%0.35%0.24%0.32%0.46%0.73%0.70%0.93%0.94%0.94%1.09%0.99%

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-24.75%
-14.33%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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

Volatility Chart

Current FAAMG Portfolio volatility is 17.67%. 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%NovemberDecember2023FebruaryMarch
22.56%
15.42%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components