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 | Target 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.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Apr 23, 2025, the FANG Portfolio returned -9.81% Year-To-Date and 25.68% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.60% | -6.79% | -7.27% | 6.02% | 13.70% | 9.79% |
| FANG Portfolio | -3.05% | -4.02% | 11.51% | 27.01% | 16.94% | 24.23% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | -11.06% | -15.93% | -7.55% | 5.25% | 22.52% | 20.47% |
AMZN Amazon.com, Inc. | -17.68% | -11.15% | -2.23% | 0.59% | 8.46% | 23.35% |
GOOG Alphabet Inc. | -17.09% | -7.19% | -3.89% | -0.91% | 19.98% | 18.90% |
NFLX Netflix, Inc. | 17.76% | 7.98% | 40.08% | 81.67% | 19.91% | 29.47% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.70% | -5.69% | -8.83% | 1.86% | -3.05% | ||||||||
| 2024 | 7.96% | 11.50% | 1.87% | -5.33% | 8.22% | 7.10% | -5.40% | 3.80% | 4.03% | 2.55% | 9.35% | 3.69% | 59.82% |
| 2023 | 19.90% | -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% |
| 2020 | 5.76% | -1.22% | -2.25% | 18.84% | 1.80% | 7.54% | 10.42% | 9.96% | -8.06% | -2.02% | 4.54% | 4.36% | 58.56% |
| 2019 | 20.33% | 0.29% | 3.44% | 6.89% | -7.65% | 6.17% | -3.85% | -6.00% | -4.35% | 5.20% | 5.21% | 2.51% | 28.36% |
| 2018 | 22.99% | 2.30% | -3.66% | 5.95% | 9.10% | 6.45% | -5.65% | 7.96% | -0.73% | -16.77% | -1.25% | -7.95% | 14.12% |
| 2017 | 10.71% | 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% |
| 2015 | 9.54% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FANG Portfolio is 65, 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.23 | 0.58 | 1.08 | 0.25 | 0.85 |
AMZN Amazon.com, Inc. | 0.10 | 0.38 | 1.05 | 0.11 | 0.33 |
GOOG Alphabet Inc. | 0.06 | 0.31 | 1.04 | 0.06 | 0.14 |
NFLX Netflix, Inc. | 2.73 | 3.48 | 1.46 | 4.37 | 15.16 |
Dividends
Dividend yield
FANG Portfolio provided a 0.22% dividend yield over the last twelve months.
| TTM | 2024 | |
|---|---|---|
| Portfolio | 0.22% | 0.16% |
| Portfolio components: | ||
META Meta Platforms, Inc. | 0.39% | 0.34% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.51% | 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.
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 20.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.87% | Nov 19, 2021 | 245 | Nov 9, 2022 | 326 | Feb 29, 2024 | 571 |
| -34.85% | Jul 13, 2018 | 114 | Dec 24, 2018 | 278 | Feb 3, 2020 | 392 |
| -25.14% | Feb 20, 2020 | 18 | Mar 16, 2020 | 21 | Apr 15, 2020 | 39 |
| -23.76% | Feb 18, 2025 | 34 | Apr 4, 2025 | — | — | — |
| -22.61% | Dec 7, 2015 | 43 | Feb 8, 2016 | 146 | Sep 6, 2016 | 189 |
Volatility
Volatility Chart
The current FANG Portfolio volatility is 16.30%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| NFLX | META | GOOG | AMZN | |
|---|---|---|---|---|
| NFLX | 1.00 | 0.51 | 0.48 | 0.54 |
| META | 0.51 | 1.00 | 0.65 | 0.61 |
| GOOG | 0.48 | 0.65 | 1.00 | 0.67 |
| AMZN | 0.54 | 0.61 | 0.67 | 1.00 |