FAANG Portfolio
FAANG is an extension of the FANG portfolio, consisting of five big tech companies that show unprecedented growth: Facebook, Amazon, Apple, Netflix, Google.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOG Alphabet Inc | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
NFLX Netflix, Inc. | Communication Services | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jun 21, 2025, the FAANG Portfolio returned 2.94% Year-To-Date and 26.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.47% | 2.11% | 0.62% | 9.04% | 14.01% | 10.88% |
| FAANG Portfolio | 2.94% | 2.71% | 1.40% | 22.48% | 21.56% | 26.61% |
| Portfolio components: | ||||||
GOOG Alphabet Inc | -11.72% | -1.25% | -12.87% | -5.16% | 18.71% | 20.10% |
AAPL Apple Inc | -19.54% | -0.54% | -20.83% | -3.69% | 18.79% | 21.59% |
AMZN Amazon.com, Inc. | -4.42% | 4.26% | -6.77% | 12.68% | 9.41% | 25.12% |
NFLX Netflix, Inc. | 38.16% | 3.08% | 35.46% | 81.35% | 22.10% | 28.89% |
META Meta Platforms, Inc. | 16.73% | 7.45% | 16.78% | 36.47% | 23.50% | 22.81% |
Monthly Returns
The table below presents the monthly returns of FAANG Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.56% | -5.54% | -9.28% | 2.42% | 7.47% | 1.46% | 2.94% | ||||||
| 2024 | 4.91% | 8.99% | 1.10% | -3.21% | 8.73% | 7.51% | -3.22% | 3.03% | 3.69% | 1.19% | 6.85% | 4.92% | 53.42% |
| 2023 | 18.04% | -1.36% | 13.46% | 3.59% | 12.44% | 7.00% | 4.88% | -1.27% | -6.28% | 1.80% | 10.47% | 4.23% | 87.27% |
| 2022 | -10.78% | -8.74% | 3.52% | -22.05% | -2.38% | -10.36% | 15.96% | -2.86% | -8.64% | -1.57% | 4.59% | -7.88% | -43.89% |
| 2021 | -0.86% | 0.24% | 2.60% | 8.98% | -2.58% | 6.23% | 2.33% | 6.49% | -4.88% | 5.67% | 0.56% | 0.32% | 27.07% |
| 2020 | 5.28% | -4.41% | -5.30% | 18.56% | 4.61% | 7.05% | 11.06% | 13.07% | -9.16% | -0.76% | 6.24% | 4.33% | 58.78% |
| 2019 | 16.38% | 0.53% | 4.87% | 7.02% | -8.61% | 6.70% | 1.49% | -4.25% | -0.50% | 6.39% | 5.56% | 4.02% | 44.62% |
| 2018 | 16.32% | 2.04% | -4.55% | 3.77% | 9.63% | 3.90% | -1.66% | 8.93% | -1.61% | -12.00% | -5.12% | -8.11% | 8.29% |
| 2017 | 8.95% | 4.78% | 3.93% | 4.46% | 5.74% | -4.59% | 8.29% | 1.57% | -0.55% | 8.86% | 0.66% | 0.41% | 50.47% |
| 2016 | -7.03% | -3.20% | 8.59% | -3.77% | 7.46% | -4.95% | 6.87% | 2.33% | 3.92% | 4.96% | -5.35% | 2.15% | 10.78% |
| 2015 | 9.75% | 6.76% | -3.62% | 8.31% | 4.11% | 1.86% | 14.38% | -3.10% | -2.97% | 13.15% | 5.21% | -2.56% | 61.83% |
| 2014 | -3.12% | 10.30% | 4.25% | 0.50% | 6.31% | -1.08% | -3.85% | 2.47% | -4.14% | 11.20% |
Expense Ratio
FAANG 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAANG Portfolio is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GOOG Alphabet Inc | -0.16 | -0.04 | 1.00 | -0.20 | -0.39 |
AAPL Apple Inc | -0.12 | -0.08 | 0.99 | -0.20 | -0.56 |
AMZN Amazon.com, Inc. | 0.37 | 0.80 | 1.10 | 0.45 | 1.12 |
NFLX Netflix, Inc. | 2.54 | 3.31 | 1.44 | 4.29 | 14.02 |
META Meta Platforms, Inc. | 0.99 | 1.53 | 1.20 | 1.03 | 3.08 |
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Dividends
Dividend yield
FAANG Portfolio provided a 0.26% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.26% | 0.21% | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
NFLX Netflix, 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% |
META Meta Platforms, Inc. | 0.30% | 0.34% | 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. 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 FAANG 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 FAANG Portfolio was 48.98%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.
The current FAANG Portfolio drawdown is 5.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.98% | Nov 22, 2021 | 240 | Nov 3, 2022 | 281 | Dec 18, 2023 | 521 |
| -30.93% | Aug 31, 2018 | 79 | Dec 24, 2018 | 81 | Apr 23, 2019 | 160 |
| -26.21% | Feb 20, 2020 | 18 | Mar 16, 2020 | 37 | May 7, 2020 | 55 |
| -25.07% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -20.04% | Dec 7, 2015 | 43 | Feb 8, 2016 | 125 | Aug 5, 2016 | 168 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | NFLX | AAPL | META | AMZN | GOOG | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.51 | 0.68 | 0.61 | 0.64 | 0.70 | 0.75 |
| NFLX | 0.51 | 1.00 | 0.43 | 0.51 | 0.54 | 0.47 | 0.76 |
| AAPL | 0.68 | 0.43 | 1.00 | 0.50 | 0.55 | 0.57 | 0.71 |
| META | 0.61 | 0.51 | 0.50 | 1.00 | 0.61 | 0.65 | 0.80 |
| AMZN | 0.64 | 0.54 | 0.55 | 0.61 | 1.00 | 0.67 | 0.83 |
| GOOG | 0.70 | 0.47 | 0.57 | 0.65 | 0.67 | 1.00 | 0.80 |
| Portfolio | 0.75 | 0.76 | 0.71 | 0.80 | 0.83 | 0.80 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but leans toward concentration within a closely related group of technology stocks. The correlation matrix reveals that all individual positions—NFLX, AAPL, META, GOOG, and AMZN—exhibit moderate to high positive correlations with each other, ranging from 0.43 to 0.67. This indicates that these stocks tend to move in the same direction, which limits the diversification benefits typically sought in a portfolio.
Among the positions, AMZN shows the highest correlations with other stocks (0.54 to 0.67), suggesting it is more closely tied to the overall portfolio movements. Similarly, META and GOOG have relatively high inter-correlations (0.65) and also strong correlations with AMZN, reinforcing the concentration in large-cap tech companies with similar market drivers.
NFLX has the lowest correlations with some other positions, such as AAPL (0.43), which provides a modest diversification benefit within the portfolio. However, even NFLX’s correlations remain above 0.4, indicating limited independence from the tech sector trends.
The portfolio’s correlation with individual positions ranges from 0.71 (AAPL) to 0.83 (AMZN), showing that the portfolio’s performance is heavily influenced by these stocks, especially AMZN. No single position completely dominates, but AMZN and META have slightly stronger impacts on the portfolio’s overall behavior.
In conclusion, while the portfolio includes multiple stocks, the high inter-correlations and strong portfolio correlations suggest it is a concentrated portfolio focused on the FAANG tech giants. This concentration reduces diversification benefits and increases exposure to sector-specific risks.