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FANG Plus Portfolio

Last updated Nov 29, 2022

FANG+ is a portfolio that consists of 10 of today’s most traded tech giants.

Expense Ratio

Rank 5 of 54

0.00%
0.00%0.94%
Dividend Yield

Rank 53 of 54

0.07%
0.00%4.59%
10Y Annualized Return

Rank 3 of 54

26.49%
3.43%53.98%
Sharpe Ratio

Rank 46 of 54

-0.92
-1.170.32
Maximum Drawdown

Rank 50 of 54

-55.94%
-91.88%-19.55%

FANG Plus PortfolioAsset Allocation


FANG Plus PortfolioPerformance

The chart shows the growth of $10,000 invested in FANG Plus Portfolio in Sep 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $50,424 for a total return of roughly 404.24%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


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

FANG Plus PortfolioReturns

As of Nov 29, 2022, the FANG Plus Portfolio returned -44.69% Year-To-Date and 26.49% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.22%-16.96%-14.99%8.39%8.62%
FANG Plus Portfolio2.87%-7.45%-33.20%-36.27%17.56%21.84%
NVDA
NVIDIA Corporation
13.05%-16.20%-46.79%-53.11%25.82%53.95%
BABA
Alibaba Group Holding Limited
25.29%-16.86%-32.77%-39.32%-14.74%-1.96%
TSLA
Tesla, Inc.
-20.87%-28.46%-48.67%-52.29%54.53%33.19%
AMZN
Amazon.com, Inc.
-10.63%-23.12%-44.56%-48.10%9.47%23.35%
TWTR
Twitter, Inc.
0.00%35.61%24.25%17.30%21.18%0.16%
GOOGL
Alphabet Inc.
-1.14%-16.33%-34.28%-34.59%12.96%15.01%
NFLX
Netflix, Inc.
-4.99%42.30%-53.36%-57.68%8.43%19.49%
BIDU
Baidu, Inc.
26.87%-29.01%-33.03%-33.70%-16.05%-9.46%
META
Meta Platforms, Inc.
10.34%-43.47%-67.46%-67.62%-9.20%4.24%
AAPL
Apple Inc.
-9.20%-4.86%-20.04%-11.39%28.20%25.05%

FANG Plus 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 Plus Portfolio Sharpe ratio is -0.92. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.84
-0.56
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

FANG Plus PortfolioDividends

FANG Plus Portfolio granted a 0.08% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.08%0.05%0.07%0.13%0.23%0.18%0.25%0.33%0.36%0.44%0.18%0.00%0.00%

FANG Plus PortfolioDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-38.00%
-17.49%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

FANG Plus PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the FANG Plus 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 Plus Portfolio is 43.99%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.99%Nov 5, 2021255Nov 9, 2022
-34.13%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-31.99%Jun 21, 2018129Dec 24, 2018249Dec 19, 2019378
-26.15%Dec 7, 201544Feb 9, 2016123Aug 4, 2016167
-16.38%Feb 17, 202114Mar 8, 2021124Sep 1, 2021138
-16.07%Jul 22, 201524Aug 24, 201544Oct 26, 201568
-14.79%Mar 13, 201814Apr 2, 201843Jun 1, 201857
-13.49%Sep 3, 20203Sep 8, 202057Nov 27, 202060
-11.21%Nov 17, 201441Jan 15, 201517Feb 10, 201558
-9.37%Sep 22, 201419Oct 16, 201421Nov 14, 201440

FANG Plus PortfolioVolatility Chart

Current FANG Plus Portfolio volatility is 26.07%. 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
22.75%
12.66%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components