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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 4 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 51 of 53

0.13%
0.00%2.60%
10Y Annualized Return

Rank 2 of 53

38.06%
4.72%40.02%
Sharpe Ratio

Rank 48 of 53

1.62
1.083.46
Maximum Drawdown

Rank 45 of 53

-30.93%
-38.24%-8.85%

FAANG PortfolioAsset Allocation


GOOG 20%AAPL 20%AMZN 20%NFLX 20%FB 20%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services20%
AAPL
Apple Inc.
Technology20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%
NFLX
Netflix, Inc.
Communication Services20%
FB
Facebook, Inc.
Communication Services20%
S&P 500

FAANG PortfolioPerformance

The chart shows the growth of $10,000 invested in FAANG Portfolio on May 21, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $185,047 for a total return of roughly 1,750.47%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


FAANG Portfolio
Benchmark (S&P 500)
Portfolio components

FAANG PortfolioReturns

As of Jun 12, 2021, the FAANG Portfolio returned 10.19% Year-To-Date and 38.06% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
FAANG Portfolio4.60%10.19%11.32%39.26%36.81%38.06%
AAPL
Apple Inc.
2.00%-3.72%-0.73%45.86%41.97%25.52%
AMZN
Amazon.com, Inc.
3.54%2.76%3.42%26.73%36.70%35.53%
FB
Facebook, Inc.
6.87%21.27%20.69%40.64%24.12%26.95%
GOOG
Alphabet Inc.
9.14%43.50%43.83%73.24%29.60%26.53%
NFLX
Netflix, Inc.
0.51%-9.61%-8.28%9.16%39.14%53.72%

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 1.62. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


FAANG Portfolio
Benchmark (S&P 500)
Portfolio components

FAANG PortfolioDividends

FAANG Portfolio granted a 0.13% dividend yield in the last twelve months, as of Jun 12, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

0.13%0.12%0.21%0.36%0.29%0.39%0.39%0.33%0.42%0.20%0.00%0.00%

FAANG PortfolioDrawdowns Chart

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


FAANG Portfolio
Benchmark (S&P 500)
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 30.93%, recorded on Dec 24, 2018. It took 81 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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
-16.62%Mar 6, 201445May 8, 201437Jul 1, 201482
-14.62%May 6, 201920Jun 3, 2019108Nov 4, 2019128
-14.61%Aug 18, 20155Aug 24, 201543Oct 23, 201548
-13.5%Jul 10, 201218Aug 2, 201244Oct 4, 201262
-13.05%Mar 12, 201815Apr 2, 201828May 10, 201843
-12.29%Sep 3, 201494Jan 15, 201510Jan 30, 2015104

FAANG PortfolioVolatility Chart

Current FAANG Portfolio volatility is 14.98%. 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 (S&P 500)
Portfolio components

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