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FANG Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


META 25%AMZN 25%GOOG 25%NFLX 25%EquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.
Consumer Cyclical
25%
GOOG
Alphabet Inc.
Communication Services
25%
META
Meta Platforms, Inc.
Communication Services
25%
NFLX
Netflix, Inc.
Communication Services
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FANG 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 every 3 months.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,033.96%
198.24%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 2, 2025, the FANG Portfolio returned -6.09% Year-To-Date and 27.96% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-4.23%-5.40%-1.33%7.42%17.47%10.57%
FANG Portfolio-4.21%-6.51%11.52%23.22%21.26%25.80%
META
Meta Platforms, Inc.
0.17%-10.46%2.48%18.25%30.90%21.91%
AMZN
Amazon.com, Inc.
-12.41%-6.27%4.01%6.35%15.13%26.37%
GOOG
Alphabet Inc.
-16.48%-5.69%-4.82%2.41%23.93%19.63%
NFLX
Netflix, Inc.
4.16%-4.65%30.56%51.15%20.85%31.78%
*Annualized

Monthly Returns

The table below presents the monthly returns of FANG Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202510.70%-5.69%-8.83%0.64%-4.21%
20247.96%11.50%1.87%-5.33%8.22%7.10%-5.40%3.80%4.03%2.55%9.35%3.69%59.82%
202319.90%-5.53%11.63%2.22%15.18%7.43%4.41%-0.29%-7.06%3.30%10.74%4.60%85.16%
2022-15.91%-7.84%2.10%-27.86%-1.35%-10.85%17.89%-3.71%-8.10%-1.68%3.42%-7.90%-50.96%
2021-1.49%0.47%1.22%7.36%-2.91%5.58%-0.18%7.10%-2.55%6.51%-2.16%-3.03%16.09%
20205.76%-1.22%-2.25%18.84%1.80%7.54%10.42%9.96%-8.06%-2.02%4.54%4.36%58.56%
201920.33%0.29%3.44%6.89%-7.65%6.17%-3.85%-6.00%-4.35%5.20%5.21%2.51%28.36%
201822.99%2.30%-3.66%5.95%9.10%6.45%-5.65%7.96%-0.73%-16.77%-1.25%-7.95%14.12%
201710.71%2.57%3.94%5.03%5.53%-4.37%10.42%-0.88%0.82%8.94%0.00%0.80%51.59%
2016-8.30%-3.56%7.68%-1.08%7.67%-5.26%5.96%2.49%3.64%5.46%-6.31%1.26%8.20%
20159.54%5.83%-3.18%10.12%4.13%3.71%18.75%-2.22%-3.82%13.42%7.25%-1.44%78.70%
2014-6.28%11.01%4.68%-0.05%6.19%-0.94%-6.89%-0.36%-2.84%3.22%

Expense Ratio

FANG 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FANG Portfolio is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FANG Portfolio is 6868
Overall Rank
The Sharpe Ratio Rank of FANG Portfolio is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG Portfolio is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FANG Portfolio is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FANG Portfolio is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FANG Portfolio is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Portfolio, currently valued at 1.03, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 1.03
^GSPC: 0.52
The chart of Sortino ratio for Portfolio, currently valued at 1.43, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.43
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.19, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.19
^GSPC: 1.10
The chart of Calmar ratio for Portfolio, currently valued at 1.51, compared to the broader market0.002.004.006.00
Portfolio: 1.51
^GSPC: 0.71
The chart of Martin ratio for Portfolio, currently valued at 4.13, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 4.13
^GSPC: 2.33

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.
0.671.051.140.972.61
AMZN
Amazon.com, Inc.
0.230.511.060.310.78
GOOG
Alphabet Inc.
0.170.431.050.200.45
NFLX
Netflix, Inc.
1.662.281.312.599.25

The current FANG Portfolio Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.40 to 1.03, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of FANG Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.03
0.52
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FANG Portfolio provided a 0.21% dividend yield over the last twelve months.


TTM2024
Portfolio0.21%0.16%
META
Meta Platforms, Inc.
0.35%0.34%
AMZN
Amazon.com, Inc.
0.00%0.00%
GOOG
Alphabet Inc.
0.50%0.32%
NFLX
Netflix, Inc.
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.43%
-8.32%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FANG 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 FANG Portfolio was 57.87%, occurring on Nov 9, 2022. Recovery took 326 trading sessions.

The current FANG Portfolio drawdown is 16.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.87%Nov 19, 2021245Nov 9, 2022326Feb 29, 2024571
-34.85%Jul 13, 2018114Dec 24, 2018278Feb 3, 2020392
-25.14%Feb 20, 202018Mar 16, 202021Apr 15, 202039
-22.61%Dec 7, 201543Feb 8, 2016146Sep 6, 2016189
-17.44%Sep 9, 201490Jan 15, 201523Feb 19, 2015113

Volatility

Volatility Chart

The current FANG Portfolio volatility is 11.11%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.11%
5.79%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NFLXMETAGOOGAMZN
NFLX1.000.510.480.54
META0.511.000.650.61
GOOG0.480.651.000.67
AMZN0.540.610.671.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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