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.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOG Alphabet Inc | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
NFLX Netflix, Inc. | Communication Services | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 28, 2025, the FAANG Portfolio returned 1.55% Year-To-Date and 27.05% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| FAANG Portfolio | 1.55% | 7.73% | 7.15% | 26.66% | 23.00% | 27.05% |
| Portfolio components: | ||||||
GOOG Alphabet Inc | -8.54% | 6.18% | 2.20% | -0.87% | 19.80% | 20.71% |
AAPL Apple Inc | -19.86% | -4.21% | -14.62% | 5.88% | 20.95% | 21.24% |
AMZN Amazon.com, Inc. | -6.09% | 9.01% | -0.89% | 13.98% | 11.41% | 25.38% |
NFLX Netflix, Inc. | 35.93% | 9.99% | 38.85% | 87.33% | 23.99% | 29.81% |
META Meta Platforms, Inc. | 9.80% | 17.37% | 12.18% | 34.80% | 23.41% | 23.34% |
Monthly Returns
The table below presents the monthly returns of FAANG Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.56% | -5.54% | -9.28% | 2.42% | 7.57% | 1.55% | |||||||
| 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% |
| 2020 | 5.28% | -4.41% | -5.30% | 18.56% | 4.61% | 7.05% | 11.06% | 13.07% | -9.16% | -0.76% | 6.24% | 4.33% | 58.78% |
| 2019 | 16.38% | 0.53% | 4.87% | 7.02% | -8.61% | 6.70% | 1.49% | -4.25% | -0.50% | 6.39% | 5.56% | 4.02% | 44.62% |
| 2018 | 16.32% | 2.04% | -4.55% | 3.77% | 9.63% | 3.90% | -1.66% | 8.93% | -1.61% | -12.00% | -5.12% | -8.11% | 8.29% |
| 2017 | 8.95% | 4.78% | 3.93% | 4.46% | 5.74% | -4.59% | 8.29% | 1.57% | -0.55% | 8.86% | 0.66% | 0.41% | 50.47% |
| 2016 | -7.03% | -3.20% | 8.59% | -3.77% | 7.46% | -4.95% | 6.87% | 2.33% | 3.92% | 4.96% | -5.35% | 2.15% | 10.78% |
| 2015 | 9.75% | 6.76% | -3.62% | 8.31% | 4.11% | 1.86% | 14.38% | -3.10% | -2.97% | 13.15% | 5.21% | -2.56% | 61.83% |
| 2014 | -3.12% | 10.30% | 4.25% | 0.50% | 6.31% | -1.08% | -3.85% | 2.47% | -4.14% | 11.20% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAANG Portfolio is 75, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GOOG Alphabet Inc | -0.03 | 0.13 | 1.02 | -0.06 | -0.13 |
AAPL Apple Inc | 0.18 | 0.47 | 1.06 | 0.16 | 0.50 |
AMZN Amazon.com, Inc. | 0.41 | 0.75 | 1.09 | 0.40 | 1.05 |
NFLX Netflix, Inc. | 2.72 | 3.52 | 1.47 | 4.66 | 15.23 |
META Meta Platforms, Inc. | 0.95 | 1.61 | 1.21 | 1.11 | 3.36 |
Loading data...
Dividends
Dividend yield
FAANG Portfolio provided a 0.26% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.26% | 0.21% | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc | 0.46% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
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% |
META Meta Platforms, Inc. | 0.32% | 0.34% | 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.
Loading data...
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 6.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.98% | Nov 22, 2021 | 240 | Nov 3, 2022 | 281 | Dec 18, 2023 | 521 |
| -30.93% | Aug 31, 2018 | 79 | Dec 24, 2018 | 81 | Apr 23, 2019 | 160 |
| -26.21% | Feb 20, 2020 | 18 | Mar 16, 2020 | 37 | May 7, 2020 | 55 |
| -25.07% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -20.04% | Dec 7, 2015 | 43 | Feb 8, 2016 | 125 | Aug 5, 2016 | 168 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | NFLX | AAPL | META | AMZN | GOOG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.51 | 0.68 | 0.61 | 0.64 | 0.70 | 0.75 |
| NFLX | 0.51 | 1.00 | 0.43 | 0.51 | 0.54 | 0.48 | 0.76 |
| AAPL | 0.68 | 0.43 | 1.00 | 0.50 | 0.55 | 0.57 | 0.71 |
| META | 0.61 | 0.51 | 0.50 | 1.00 | 0.61 | 0.65 | 0.80 |
| AMZN | 0.64 | 0.54 | 0.55 | 0.61 | 1.00 | 0.67 | 0.83 |
| GOOG | 0.70 | 0.48 | 0.57 | 0.65 | 0.67 | 1.00 | 0.80 |
| Portfolio | 0.75 | 0.76 | 0.71 | 0.80 | 0.83 | 0.80 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but leans toward concentration within the FAANG group due to relatively high correlations among its positions. The correlation matrix shows that all individual stocks have positive correlations with each other, ranging from 0.43 (NFLX and AAPL) up to 0.67 (GOOG and AMZN). These moderately high correlations indicate that the stocks tend to move somewhat in tandem, which limits the diversification benefits within the portfolio.
There are no pairs with very low correlations that would significantly enhance diversification; the lowest correlation is 0.43 between NFLX and AAPL, which still suggests a moderate relationship. This means the portfolio lacks truly independent sources of return within its holdings.
The portfolio’s correlation with individual positions is quite high, ranging from 0.71 (AAPL) to 0.83 (AMZN). This indicates that the portfolio’s overall performance is strongly influenced by these stocks, with AMZN having the highest correlation and thus potentially exerting the most influence on portfolio returns.
No single position overwhelmingly dominates the portfolio, but AMZN and META show slightly higher correlations with the portfolio (0.83 and 0.80 respectively), suggesting they may have a somewhat larger impact on portfolio behavior compared to others.
In summary, the portfolio is concentrated within a group of highly related tech stocks, which limits diversification. While it captures exposure to major tech giants, the moderate to high correlations among these positions mean the portfolio is susceptible to sector-specific risks and may not provide strong protection against market downturns affecting this segment.