FAANG Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
GOOG Alphabet Inc	Communication Services	20%
AAPL Apple Inc	Technology	20%
AMZN Amazon.com, Inc	Consumer Cyclical	20%
NFLX Netflix, Inc.	Communication Services	20%
META Meta Platforms, Inc.	Communication Services	20%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FAANG Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 6, 2026, the FAANG Portfolio returned 3.63% Year-To-Date and 26.18% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.17%	2.47%	12.22%	12.83%	22.61%	19.93%	11.73%	13.47%	8.14%
Portfolio FAANG Portfolio	-0.88%	1.03%	4.54%	3.63%	17.29%	29.25%	16.98%	26.18%	26.94%
Portfolio components:
AAPL Apple Inc	0.52%	-0.53%	12.69%	14.61%	53.87%	20.11%	16.87%	28.88%	19.31%
AMZN Amazon.com, Inc	-1.72%	11.67%	17.02%	18.12%	27.56%	25.01%	10.27%	21.69%	30.20%
GOOG Alphabet Inc	-4.05%	-1.31%	8.18%	14.91%	84.91%	41.39%	21.53%	24.97%	22.91%
META Meta Platforms, Inc.	0.14%	-1.92%	-11.83%	-10.65%	-22.63%	24.10%	10.32%	16.85%	20.48%
NFLX Netflix, Inc.	0.86%	-2.39%	-7.44%	-20.86%	-35.36%	19.80%	7.35%	22.56%	30.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 3, 2014, FAANG Portfolio's average daily return is +0.11%, while the average monthly return is +2.21%. At this rate, an investment would double in approximately 2.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +18.6%, while the worst month was Apr 2022 at -22.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FAANG Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -10.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.90%	-3.20%	-4.82%	14.35%	2.19%	-10.39%	4.20%	2.16%					3.63%
2025	7.56%	-5.54%	-9.28%	2.42%	7.47%	7.72%	1.53%	4.05%	4.23%	2.97%	2.06%	-3.08%	22.57%
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%

Benchmark Metrics

FAANG Portfolio has an annualized alpha of 12.84%, beta of 1.18, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

This portfolio captured 163.04% of S&P 500 Index gains but only 99.04% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 12.84% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.84%

Beta: 1.18

R²: 0.61

Upside Capture: 163.04%

Downside Capture: 99.04%

See how alpha, beta & R² have trended over time →

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

FAANG Portfolio ranks 13 for risk / return — above 13% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for FAANG Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.84	1.77	-0.93
Sortino ratioReturn per unit of downside risk	1.32	2.44	-1.12
Omega ratioGain probability vs. loss probability	1.16	1.32	-0.16
Calmar ratioReturn relative to maximum drawdown	1.21	2.50	-1.29
Martin ratioReturn relative to average drawdown	3.16	10.58	-7.42

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	90	2.09	2.76	1.38	3.92	9.19
AMZN Amazon.com, Inc	68	0.80	1.46	1.17	1.27	2.71
GOOG Alphabet Inc	94	2.66	3.66	1.45	4.11	11.39
META Meta Platforms, Inc.	15	-0.59	-0.67	0.92	-0.68	-1.23
NFLX Netflix, Inc.	8	-1.02	-1.44	0.82	-0.76	-1.32

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FAANG Portfolio Sharpe ratio is 0.84 as of Aug 6, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.24, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of FAANG Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

FAANG Portfolio provided a 0.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.19%	0.19%	0.21%	0.10%	0.14%	0.10%	0.12%	0.21%	0.36%	0.29%	0.39%	0.39%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
GOOG Alphabet Inc	0.24%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	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%

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 5.58%.

Drawdown	Fall	Recovery	Underwater	Related event
-48.98%Nov 2022	11mo 16d	1y 1mo	2y 26dNov 2021 - Dec 2023	Bear market2022
-30.93%Dec 2018	3mo 25d	4mo	7mo 25dAug 2018 - Apr 2019	Rate-hike selloffLate 2018
-26.21%Mar 2020	25d	1mo 22d	2mo 17dFeb 2020 - May 2020	COVID crash2020
-25.07%Apr 2025	1mo 19d	2mo 23d	4mo 12dFeb 2025 - Jun 2025	2025 selloff2025
-20.04%Feb 2016	2mo 3d	5mo 29d	8mo 2dDec 2015 - Aug 2016	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is an equal-weight bet on large consumer internet platforms, with Apple (AAPL) providing the technology label and Netflix (NFLX) providing the entertainment variant. The diversification is real, though the businesses still tend to trade as one broad growth complex.

The numbers

The 1Y diversification ratio of 1.60 ranks at the 74th percentile, a meaningful recent diversification benefit.
That benefit fades over longer windows: 1.27 over 10Y, only the 57th percentile.
Pairwise correlation averages 0.53, while effective asset count is 5.0 of 5, so concentration comes from shared behavior rather than unequal weights.

The good

Equal weights prevent Alphabet (GOOG), Amazon (AMZN), or Meta Platforms (META) from quietly becoming the portfolio.
NFLX is the least-connected member overall, while AAPL remains a distinct single-stock cluster.

The bad

GOOG, AMZN, and META form a cluster, with correlations reaching 0.65.
Every position correlates at least 0.69 with the portfolio, which is what happens when five stocks all benefit from the same enthusiasm for digital growth.

The ugly

A broad valuation reset in platform technology could make the apparently separate holdings move together, particularly GOOG, AMZN, and META.

Next steps

Portfolios with this profile are typically complemented by earnings drivers outside advertising, cloud, devices, and streaming.

AI-generated analysis. Not investment advice. Verify key facts independently.

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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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.60	1.41	1.31	1.27	1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios.

FAANG Portfolio correlation to the S&P 500 Index

FAANG Portfolio has a 0.67 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (5Y) Shows whether the relationship held over a longer period.	0.79
Correlation (10Y) Provides a long-term view across more market conditions.	0.75
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014	0.74

Benchmark Correlations

Correlation vs. S&P 500 Index. GOOG has the highest benchmark correlation at 0.68, while NFLX has the lowest at 0.48.

NFLX

0.48

Portfolio Correlations

Correlation vs. FAANG Portfolio. AMZN has the highest portfolio correlation at 0.82, while AAPL has the lowest at 0.69.

AAPL

0.69

NFLX

0.74

GOOG

0.79

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	NFLX	AAPL	META	GOOG	AMZN
NFLX	1.00	0.41	0.48	0.44	0.51
AAPL	0.41	1.00	0.47	0.54	0.52
META	0.48	0.47	1.00	0.63	0.61
GOOG	0.44	0.54	0.63	1.00	0.65
AMZN	0.51	0.52	0.61	0.65	1.00

Based on daily historical returns since Apr 3, 2014

Diversification Analysis

Find what FAANG Portfolio is missing

See which holdings overlap, where FAANG Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification