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FANG Portfolio

Last updated Nov 30, 2022

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.

Expense Ratio

Rank 6 of 54

0.00%
0.00%0.94%
Dividend Yield

Rank 54 of 54

0.00%
0.00%4.60%
10Y Annualized Return

Rank 7 of 54

17.62%
3.45%54.48%
Sharpe Ratio

Rank 52 of 54

-1.15
-1.210.45
Maximum Drawdown

Rank 51 of 54

-57.87%
-91.88%-19.55%

FANG PortfolioAsset Allocation


META 25%AMZN 25%GOOG 25%NFLX 25%EquityEquity

FANG PortfolioPerformance

The chart shows the growth of $10,000 invested in FANG Portfolio in Apr 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $46,561 for a total return of roughly 365.61%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovember
-14.67%
-5.25%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

FANG PortfolioReturns

As of Nov 30, 2022, the FANG Portfolio returned -50.09% Year-To-Date and 17.62% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%8.93%
FANG Portfolio-1.61%-10.51%-47.42%-49.09%8.72%19.46%
META
Meta Platforms, Inc.
10.34%-43.90%-67.46%-67.14%-8.98%7.30%
AMZN
Amazon.com, Inc.
-10.63%-19.74%-44.56%-47.26%9.76%21.89%
GOOG
Alphabet Inc.
-1.18%-15.39%-34.03%-33.17%13.34%15.04%
NFLX
Netflix, Inc.
-4.99%43.94%-53.36%-57.79%8.36%21.90%

FANG PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FANG Portfolio Sharpe ratio is -1.15. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-1.10
-0.63
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

FANG PortfolioDividends

FANG Portfolio granted a 0.00% dividend yield in the last twelve months.


FANG Portfolio doesn't pay dividends

FANG PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-50.99%
-17.49%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

FANG PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the FANG Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FANG Portfolio is 55.98%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.98%Nov 22, 2021240Nov 3, 2022
-32.1%Jul 26, 2018105Dec 24, 201884Apr 26, 2019189
-26.47%Feb 20, 202018Mar 16, 202032Apr 30, 202050
-20.45%Dec 7, 201543Feb 8, 2016121Aug 1, 2016164
-17.19%Sep 9, 201490Jan 15, 201519Feb 12, 2015109
-16.44%Sep 3, 202014Sep 23, 202092Feb 4, 2021106
-15.11%Aug 18, 20155Aug 24, 201543Oct 23, 201548
-14.43%Apr 30, 201924Jun 3, 2019141Dec 20, 2019165
-14.22%Mar 12, 201815Apr 2, 201837May 23, 201852
-11.98%Oct 25, 201615Nov 14, 201644Jan 19, 201759

FANG PortfolioVolatility Chart

Current FANG Portfolio volatility is 20.18%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovember
18.69%
13.39%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components