FANG Portfolio
FANG is one of the most commonly used abbreviations in the world of finance. Jim Kramer coined it in 2013 to refer to the stocks of four fast-growing internet companies: Facebook, Amazon, Netflix, and Google. Later, investors started to add more technology companies to this group, which led to FAANG, FAAMG, and FANG Plus formation.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
META Meta Platforms, Inc. | Communication Services | 25% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 25% |
GOOG Alphabet Inc. | Communication Services | 25% |
NFLX Netflix, Inc. | Communication Services | 25% |
Performance
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 Quarterly
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns
| 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 |
| FANG Portfolio | 87.38% | 6.83% | 15.83% | 72.41% | 18.29% | N/A |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 169.92% | 4.16% | 19.15% | 169.69% | 18.26% | 21.43% |
AMZN Amazon.com, Inc. | 75.04% | 7.32% | 18.33% | 53.96% | 11.73% | 22.60% |
GOOG Alphabet Inc. | 50.25% | 4.51% | 6.46% | 31.64% | 19.53% | N/A |
NFLX Netflix, Inc. | 57.94% | 10.84% | 16.30% | 46.94% | 10.25% | 24.59% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 14.37% | 6.45% | 5.79% | -0.55% | -5.69% | 2.31% | 10.21% |
Dividend yield
Expense Ratio
The FANG 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 4.24 | ||||
AMZN Amazon.com, Inc. | 1.54 | ||||
GOOG Alphabet Inc. | 1.02 | ||||
NFLX Netflix, Inc. | 1.34 |
Asset Correlations Table
| NFLX | META | AMZN | GOOG | |
|---|---|---|---|---|
| NFLX | 1.00 | 0.52 | 0.55 | 0.49 |
| META | 0.52 | 1.00 | 0.61 | 0.67 |
| AMZN | 0.55 | 0.61 | 1.00 | 0.68 |
| GOOG | 0.49 | 0.67 | 0.68 | 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 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 55.92%, occurring on Nov 3, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.92% | Nov 22, 2021 | 240 | Nov 3, 2022 | — | — | — |
| -32.1% | Jul 26, 2018 | 105 | Dec 24, 2018 | 84 | Apr 26, 2019 | 189 |
| -26.47% | Feb 20, 2020 | 18 | Mar 16, 2020 | 32 | Apr 30, 2020 | 50 |
| -20.45% | Dec 7, 2015 | 43 | Feb 8, 2016 | 121 | Aug 1, 2016 | 164 |
| -17.19% | Sep 9, 2014 | 90 | Jan 15, 2015 | 19 | Feb 12, 2015 | 109 |
Volatility Chart
The current FANG Portfolio volatility is 4.20%, 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.