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 | 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% |
Performance
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 Quarterly
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns
As of Dec 7, 2023, the FAANG Portfolio returned 75.90% Year-To-Date and 25.36% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| FAANG Portfolio | 75.90% | 2.94% | 14.07% | 68.01% | 22.74% | 25.36% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 48.12% | -0.02% | 6.91% | 35.06% | 20.51% | 17.33% |
AAPL Apple Inc. | 48.85% | 7.44% | 8.44% | 35.33% | 36.71% | 27.11% |
AMZN Amazon.com, Inc. | 72.05% | 3.42% | 19.21% | 63.76% | 12.18% | 22.31% |
NFLX Netflix, Inc. | 51.50% | 2.76% | 11.75% | 46.20% | 11.03% | 24.37% |
META Meta Platforms, Inc. | 163.79% | 0.52% | 20.43% | 178.17% | 18.28% | 20.84% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.44% | 7.00% | 4.88% | -1.27% | -6.28% | 1.80% | 10.44% |
Dividend yield
FAANG Portfolio granted a 0.10% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FAANG Portfolio | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% | 0.42% | 0.20% |
| Portfolio components: | ||||||||||||
GOOG Alphabet 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% |
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The FAANG Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.02 | ||||
AAPL Apple Inc. | 1.46 | ||||
AMZN Amazon.com, Inc. | 1.73 | ||||
NFLX Netflix, Inc. | 1.10 | ||||
META Meta Platforms, Inc. | 3.86 |
Asset Correlations Table
| NFLX | AAPL | META | AMZN | GOOG | |
|---|---|---|---|---|---|
| NFLX | 1.00 | 0.40 | 0.46 | 0.52 | 0.46 |
| AAPL | 0.40 | 1.00 | 0.46 | 0.51 | 0.55 |
| META | 0.46 | 0.46 | 1.00 | 0.56 | 0.60 |
| AMZN | 0.52 | 0.51 | 0.56 | 1.00 | 0.66 |
| GOOG | 0.46 | 0.55 | 0.60 | 0.66 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.98% | Nov 22, 2021 | 240 | Nov 3, 2022 | — | — | — |
| -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 |
| -20.04% | Dec 7, 2015 | 43 | Feb 8, 2016 | 125 | Aug 5, 2016 | 168 |
| -16.89% | Sep 3, 2020 | 14 | Sep 23, 2020 | 82 | Jan 21, 2021 | 96 |
Volatility Chart
The current FAANG Portfolio volatility is 4.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.