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FAANG Portfolio

Last updated Dec 3, 2022

FAANG is an extension of the FANG portfolio, consisting of five big tech companies that show unprecedented growth: Facebook, Amazon, Apple, Netflix, Google.

Expense Ratio

Rank 4 of 54

0.00%
0.00%0.94%
Dividend Yield

Rank 52 of 54

0.12%
0.00%4.45%
10Y Annualized Return

Rank 6 of 54

21.10%
3.67%55.26%
Sharpe Ratio

Rank 50 of 54

-0.93
-1.010.60
Maximum Drawdown

Rank 49 of 54

-49.00%
-91.88%-19.55%

FAANG PortfolioAsset Allocation


GOOG 20%AAPL 20%AMZN 20%NFLX 20%META 20%EquityEquity

FAANG PortfolioPerformance

The chart shows the growth of $10,000 invested in FAANG Portfolio in Apr 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $58,409 for a total return of roughly 484.09%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-4.81%
-1.21%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

FAANG PortfolioReturns

As of Dec 3, 2022, the FAANG Portfolio returned -38.91% Year-To-Date and 21.10% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%9.27%
FAANG Portfolio8.45%-6.77%-38.37%-36.86%14.57%22.60%
GOOG
Alphabet Inc.
11.41%-14.37%-30.31%-28.80%14.84%15.75%
AAPL
Apple Inc.
-1.72%-1.95%-16.28%-9.77%29.48%28.30%
AMZN
Amazon.com, Inc.
-2.75%-25.00%-43.54%-45.33%10.13%22.11%
NFLX
Netflix, Inc.
11.74%56.23%-46.81%-48.13%11.40%23.73%
META
Meta Platforms, Inc.
29.72%-37.90%-63.29%-60.24%-6.75%8.80%

FAANG 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 FAANG Portfolio Sharpe ratio is -0.93. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.88
-0.46
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

FAANG PortfolioDividends

FAANG Portfolio granted a 0.12% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.12%0.10%0.12%0.21%0.37%0.31%0.41%0.42%0.37%0.48%0.23%0.00%0.00%

FAANG PortfolioDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-40.38%
-15.11%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

FAANG PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the FAANG 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 FAANG Portfolio is 48.98%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Nov 22, 2021240Nov 3, 2022
-30.93%Aug 31, 201879Dec 24, 201881Apr 23, 2019160
-26.21%Feb 20, 202018Mar 16, 202037May 7, 202055
-20.04%Dec 7, 201543Feb 8, 2016125Aug 5, 2016168
-16.89%Sep 3, 202014Sep 23, 202082Jan 21, 202196
-14.62%May 6, 201920Jun 3, 2019108Nov 4, 2019128
-14.61%Aug 18, 20155Aug 24, 201543Oct 23, 201548
-13.05%Mar 12, 201815Apr 2, 201828May 10, 201843
-12.29%Sep 3, 201494Jan 15, 201510Jan 30, 2015104
-11.54%Oct 25, 201615Nov 14, 201641Jan 13, 201756

FAANG PortfolioVolatility Chart

Current FAANG Portfolio volatility is 37.61%. 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%JulyAugustSeptemberOctoberNovemberDecember
39.25%
20.47%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components