FANG Plus Portfolio
FANG+ is a portfolio that consists of 10 of today’s most traded tech giants.
Asset Allocation
Expense Ratio
The FANG Plus 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.
Asset Correlations Table
TCEHY | TSLA | NFLX | BIDU | BABA | NVDA | AAPL | META | GOOGL | AMZN | |
---|---|---|---|---|---|---|---|---|---|---|
TCEHY | 1.00 | 0.15 | 0.14 | 0.35 | 0.40 | 0.14 | 0.16 | 0.13 | 0.16 | 0.17 |
TSLA | 0.15 | 1.00 | 0.38 | 0.35 | 0.32 | 0.43 | 0.41 | 0.36 | 0.37 | 0.41 |
NFLX | 0.14 | 0.38 | 1.00 | 0.38 | 0.39 | 0.47 | 0.45 | 0.52 | 0.49 | 0.55 |
BIDU | 0.35 | 0.35 | 0.38 | 1.00 | 0.65 | 0.40 | 0.40 | 0.41 | 0.44 | 0.41 |
BABA | 0.40 | 0.32 | 0.39 | 0.65 | 1.00 | 0.41 | 0.39 | 0.42 | 0.43 | 0.43 |
NVDA | 0.14 | 0.43 | 0.47 | 0.40 | 0.41 | 1.00 | 0.55 | 0.52 | 0.54 | 0.55 |
AAPL | 0.16 | 0.41 | 0.45 | 0.40 | 0.39 | 0.55 | 1.00 | 0.53 | 0.60 | 0.58 |
META | 0.13 | 0.36 | 0.52 | 0.41 | 0.42 | 0.52 | 0.53 | 1.00 | 0.67 | 0.61 |
GOOGL | 0.16 | 0.37 | 0.49 | 0.44 | 0.43 | 0.54 | 0.60 | 0.67 | 1.00 | 0.68 |
AMZN | 0.17 | 0.41 | 0.55 | 0.41 | 0.43 | 0.55 | 0.58 | 0.61 | 0.68 | 1.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FANG Plus 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 Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 7.28% | 2.23% | 14.98% | 30.65% | 12.59% | 10.61% |
FANG Plus Portfolio | 7.58% | 0.50% | 11.50% | 43.65% | 25.35% | N/A |
Portfolio components: | ||||||
NVIDIA Corporation | 77.38% | 20.97% | 100.11% | 241.55% | 82.56% | 70.05% |
Alibaba Group Holding Limited | -5.28% | -0.66% | -14.54% | -8.89% | -16.43% | N/A |
Tesla, Inc. | -34.17% | -18.19% | -40.39% | -9.19% | 55.94% | 26.22% |
Amazon.com, Inc. | 14.80% | 2.90% | 24.24% | 76.27% | 14.68% | 25.26% |
Alphabet Inc. | 1.07% | 0.47% | 2.75% | 38.93% | 18.67% | 16.81% |
Netflix, Inc. | 24.44% | 3.76% | 52.64% | 99.63% | 11.08% | 25.96% |
Baidu, Inc. | -12.79% | -3.04% | -23.43% | -29.27% | -9.48% | -4.09% |
Meta Platforms, Inc. | 36.91% | 2.39% | 61.37% | 147.74% | 24.63% | 21.94% |
Apple Inc. | -10.23% | -5.32% | -1.11% | 11.96% | 31.00% | 26.43% |
Tencent Holdings Limited | -4.37% | -2.09% | -10.52% | -15.83% | -3.39% | 10.49% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.24% | 8.62% | ||||||||||
2023 | -3.29% | -6.63% | -4.87% | 10.08% | 2.75% |
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
S&P 500 | 2.64 | ||||
2.13 | |||||
Portfolio components: | |||||
NVIDIA Corporation | 5.55 | ||||
Alibaba Group Holding Limited | -0.22 | ||||
Tesla, Inc. | -0.19 | ||||
Amazon.com, Inc. | 2.68 | ||||
Alphabet Inc. | 1.70 | ||||
Netflix, Inc. | 2.71 | ||||
Baidu, Inc. | -0.54 | ||||
Meta Platforms, Inc. | 3.94 | ||||
Apple Inc. | 0.71 | ||||
Tencent Holdings Limited | -0.49 |
Dividends
Dividend yield
FANG Plus Portfolio granted a 0.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Plus Portfolio | 0.29% | 0.70% | 0.43% | 0.09% | 0.09% | 0.16% | 0.25% | 0.19% | 0.26% | 0.34% | 0.36% | 0.42% |
Portfolio components: | ||||||||||||
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Alibaba Group Holding Limited | 1.36% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Baidu, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Meta Platforms, Inc. | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Apple Inc. | 0.56% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Tencent Holdings Limited | 0.85% | 5.16% | 3.49% | 0.35% | 0.21% | 0.26% | 0.25% | 0.15% | 0.25% | 0.24% | 0.21% | 0.20% |
Drawdowns
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 Plus 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 Plus Portfolio was 48.47%, occurring on Nov 9, 2022. Recovery took 178 trading sessions.
The current FANG Plus Portfolio drawdown is 2.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.47% | Nov 22, 2021 | 244 | Nov 9, 2022 | 178 | Jul 28, 2023 | 422 |
-31.91% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
-30.26% | Jun 21, 2018 | 129 | Dec 24, 2018 | 247 | Dec 17, 2019 | 376 |
-22.59% | Dec 7, 2015 | 46 | Feb 11, 2016 | 74 | May 27, 2016 | 120 |
-16.36% | Feb 17, 2021 | 14 | Mar 8, 2021 | 157 | Oct 19, 2021 | 171 |
Volatility
Volatility Chart
The current FANG Plus Portfolio volatility is 6.62%, 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.