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FAANG Portfolio

Last updated Mar 18, 2023

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 55

0.00%
0.00%0.94%
Dividend Yield

Rank 53 of 55

0.15%
0.00%4.23%
10Y Annualized Return

Rank 6 of 55

23.39%
2.54%52.85%
Sharpe Ratio

Rank 8 of 55

-0.30
-0.920.64
Maximum Drawdown

Rank 47 of 55

-48.98%
-82.98%-16.15%

Asset Allocation


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

Performance

The chart shows the growth of $10,000 invested in FAANG Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $65,537 for a total return of roughly 555.37%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%0.00%10.00%20.00%NovemberDecember2023FebruaryMarch
14.01%
6.47%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the FAANG Portfolio returned 23.23% Year-To-Date and 23.39% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%8.50%
FAANG Portfolio0.18%23.23%8.77%-12.37%12.03%23.39%
GOOG
Alphabet Inc.
7.91%15.47%-1.39%-23.36%12.54%15.42%
AAPL
Apple Inc.
1.17%19.48%2.05%-2.29%29.61%28.00%
AMZN
Amazon.com, Inc.
-0.75%17.80%-21.64%-35.37%4.72%22.02%
NFLX
Netflix, Inc.
-15.69%2.92%28.94%-15.11%-0.96%22.16%
META
Meta Platforms, Inc.
8.99%62.55%30.80%-3.94%1.11%14.23%

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 FAANG Portfolio Sharpe ratio is -0.30. 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
-0.30
-0.43
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

FAANG Portfolio granted a 0.15% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.15%0.14%0.10%0.12%0.21%0.37%0.31%0.41%0.42%0.37%0.48%0.23%

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
-33.11%
-18.34%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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

Volatility Chart

Current FAANG Portfolio volatility is 21.35%. 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
32.33%
21.17%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components