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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.

Expense Ratio

Rank 2 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 51 of 53

0.12%
0.00%3.84%
10Y Annualized Return

Rank 4 of 53

24.62%
3.30%29.91%
Sharpe Ratio

Rank 39 of 53

-0.82
-1.860.45
Maximum Drawdown

Rank 51 of 53

-41.38%
-48.20%-10.21%

FAANG PortfolioAsset Allocation


GOOG 20%AAPL 20%AMZN 20%NFLX 20%FB 20%EquityEquity

FAANG PortfolioPerformance

The chart shows the growth of $10,000 invested in FAANG Portfolio on Apr 4, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $59,620 for a total return of roughly 496.20%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

FAANG PortfolioReturns

As of May 17, 2022, the FAANG Portfolio returned -37.09% Year-To-Date and 24.62% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.76%-15.91%-14.41%-3.97%10.80%9.72%
FAANG Portfolio-19.65%-37.09%-37.69%-24.97%18.29%24.62%
GOOG
Alphabet Inc.
-9.79%-20.66%-23.29%-0.88%19.49%18.79%
AAPL
Apple Inc.
-11.82%-17.81%-2.70%14.85%31.68%30.20%
AMZN
Amazon.com, Inc.
-26.96%-33.53%-37.13%-31.24%18.08%26.30%
NFLX
Netflix, Inc.
-45.33%-69.04%-72.68%-62.20%3.19%17.43%
FB
Meta Platforms, Inc.
-4.82%-40.53%-41.32%-36.68%5.96%16.13%

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 -0.82. 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.


FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

FAANG PortfolioDividends

FAANG Portfolio granted a 0.12% dividend yield in the last twelve months, as of May 17, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.12%0.10%0.12%0.21%0.37%0.30%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.


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 41.38%, recorded on May 11, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.38%Nov 22, 2021118May 11, 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 56.40%. 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.


FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

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