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 3 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 49 of 53

0.30%
0.00%2.60%
10Y Annualized Return

Rank 6 of 53

31.74%
4.72%40.02%
Sharpe Ratio

Rank 46 of 53

1.91
1.083.46
Maximum Drawdown

Rank 30 of 53

-27.28%
-38.24%-8.85%

FAAMG PortfolioAsset Allocation


MSFT 20%GOOG 20%AAPL 20%FB 20%AMZN 20%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology20%
GOOG
Alphabet Inc.
Communication Services20%
AAPL
Apple Inc.
Technology20%
FB
Facebook, Inc.
Communication Services20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%
S&P 500

FAAMG PortfolioPerformance

The chart shows the growth of $10,000 invested in FAAMG Portfolio on May 21, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $121,064 for a total return of roughly 1,110.64%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


FAAMG Portfolio
Benchmark (S&P 500)
Portfolio components

FAAMG PortfolioReturns

As of Jun 12, 2021, the FAAMG Portfolio returned 15.65% Year-To-Date and 31.74% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
FAAMG Portfolio5.66%15.65%16.79%44.80%36.12%31.74%
AAPL
Apple Inc.
2.00%-3.72%-0.73%45.86%41.97%25.52%
AMZN
Amazon.com, Inc.
3.54%2.76%3.42%26.73%36.70%35.53%
FB
Facebook, Inc.
6.87%21.27%20.69%40.64%24.12%26.95%
GOOG
Alphabet Inc.
9.14%43.50%43.83%73.24%29.60%26.53%
MSFT
Microsoft Corporation
6.34%16.48%18.08%34.05%41.29%29.95%

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 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


FAAMG Portfolio
Benchmark (S&P 500)
Portfolio components

FAAMG PortfolioDividends

FAAMG Portfolio granted a 0.30% dividend yield in the last twelve months, as of Jun 12, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

0.30%0.31%0.45%0.70%0.66%0.86%0.85%0.83%0.94%0.82%0.52%0.39%

FAAMG PortfolioDrawdowns Chart

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


FAAMG Portfolio
Benchmark (S&P 500)
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 27.28%, recorded on Mar 16, 2020. It took 46 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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
-13.39%Sep 20, 201237Nov 13, 201239Jan 10, 201376
-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
-10.08%Mar 19, 201418Apr 11, 201440Jun 10, 201458

FAAMG PortfolioVolatility Chart

Current FAAMG Portfolio volatility is 14.98%. 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 (S&P 500)
Portfolio components

More Tools for FAAMG Portfolio