FAANNG Portfolio
FAANG is an extension of the FANG portfolio, consisting of six big tech companies that show unprecedented growth: Facebook, Amazon, Apple, Netflix, Nvidia, Google.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16.60% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.70% |
GOOG Alphabet Inc. | Communication Services | 16.60% |
META Meta Platforms, Inc. | Communication Services | 16.70% |
NFLX Netflix, Inc. | Communication Services | 16.70% |
NVDA NVIDIA Corporation | Technology | 16.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FAANNG 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 7, 2024, the FAANNG Portfolio returned 37.91% Year-To-Date and 34.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| FAANNG Portfolio | 37.91% | 0.34% | 11.00% | 51.78% | 35.20% | 34.63% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 8.07% | -7.15% | 11.75% | 11.01% | 20.44% | 18.06% |
AAPL Apple Inc | 15.13% | 3.64% | 29.66% | 24.57% | 33.73% | 25.77% |
AMZN Amazon.com, Inc. | 12.80% | 3.37% | -2.26% | 23.99% | 13.39% | 26.39% |
NFLX Netflix, Inc. | 36.74% | 5.62% | 10.08% | 50.35% | 17.78% | 25.48% |
META Meta Platforms, Inc. | 41.63% | -1.84% | -1.02% | 68.28% | 21.63% | 20.59% |
NVDA NVIDIA Corporation | 107.67% | -2.04% | 17.49% | 125.69% | 87.33% | 71.66% |
Monthly Returns
The table below presents the monthly returns of FAANNG 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.17% | 12.79% | 3.93% | -3.42% | 11.75% | 8.44% | -3.57% | 2.87% | 37.91% | ||||
| 2023 | 20.66% | 2.37% | 14.82% | 2.98% | 16.30% | 7.87% | 5.83% | -0.05% | -7.33% | 0.45% | 11.14% | 4.50% | 109.53% |
| 2022 | -11.80% | -7.43% | 4.94% | -23.74% | -1.92% | -11.67% | 16.61% | -5.26% | -10.24% | 0.57% | 8.48% | -9.11% | -44.34% |
| 2021 | -0.80% | 1.13% | 1.70% | 9.57% | -0.69% | 9.43% | 1.50% | 7.84% | -5.32% | 8.65% | 5.77% | -2.10% | 41.63% |
| 2020 | 4.47% | -1.37% | -4.71% | 17.30% | 7.24% | 7.04% | 11.18% | 15.25% | -7.29% | -1.88% | 6.34% | 3.21% | 69.12% |
| 2019 | 14.96% | 1.59% | 6.75% | 5.98% | -11.24% | 8.68% | 1.68% | -3.64% | 0.25% | 7.91% | 5.98% | 4.82% | 50.08% |
| 2018 | 18.11% | 1.42% | -4.51% | 2.65% | 10.04% | 2.25% | -0.84% | 9.92% | -1.34% | -14.29% | -7.76% | -9.48% | 1.67% |
| 2017 | 7.87% | 2.97% | 4.40% | 3.01% | 10.81% | -3.64% | 8.98% | 2.04% | 0.50% | 10.01% | 0.03% | -0.28% | 56.41% |
| 2016 | -7.73% | -1.48% | 9.47% | -3.17% | 11.66% | -3.83% | 9.31% | 3.32% | 5.40% | 4.78% | 0.50% | 5.31% | 36.60% |
| 2015 | 7.45% | 8.02% | -3.87% | 7.96% | 3.47% | 0.13% | 11.87% | -0.70% | -0.87% | 13.48% | 6.41% | -1.40% | 63.62% |
| 2014 | -2.84% | 9.13% | 3.19% | -0.52% | 7.16% | -1.76% | -2.25% | 3.42% | -4.17% | 11.01% |
Expense Ratio
FAANNG 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FAANNG Portfolio is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 0.45 | 0.76 | 1.11 | 0.59 | 1.84 |
AAPL Apple Inc | 0.96 | 1.50 | 1.18 | 1.29 | 3.06 |
AMZN Amazon.com, Inc. | 0.92 | 1.41 | 1.18 | 0.74 | 4.01 |
NFLX Netflix, Inc. | 1.51 | 2.40 | 1.31 | 0.99 | 7.40 |
META Meta Platforms, Inc. | 1.83 | 2.68 | 1.35 | 2.75 | 11.11 |
NVDA NVIDIA Corporation | 2.32 | 2.82 | 1.35 | 4.38 | 14.41 |
Dividends
Dividend yield
FAANNG Portfolio granted a 0.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FAANNG Portfolio | 0.13% | 0.09% | 0.13% | 0.09% | 0.12% | 0.22% | 0.37% | 0.29% | 0.40% | 0.52% | 0.56% | 0.67% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN 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% |
NFLX 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% |
META Meta Platforms, Inc. | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 FAANNG 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 FAANNG Portfolio was 50.55%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.
The current FAANNG Portfolio drawdown is 12.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.55% | Nov 22, 2021 | 240 | Nov 3, 2022 | 171 | Jul 13, 2023 | 411 |
| -34.93% | Aug 31, 2018 | 79 | Dec 24, 2018 | 232 | Nov 25, 2019 | 311 |
| -28.4% | Feb 20, 2020 | 18 | Mar 16, 2020 | 37 | May 7, 2020 | 55 |
| -20.87% | Dec 7, 2015 | 43 | Feb 8, 2016 | 74 | May 24, 2016 | 117 |
| -16.62% | Sep 3, 2020 | 14 | Sep 23, 2020 | 82 | Jan 21, 2021 | 96 |
Volatility
Volatility Chart
The current FAANNG Portfolio volatility is 7.75%, 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
Asset Correlations Table
| NFLX | NVDA | AAPL | META | GOOG | AMZN | |
|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.46 | 0.44 | 0.51 | 0.48 | 0.54 |
| NVDA | 0.46 | 1.00 | 0.52 | 0.51 | 0.52 | 0.53 |
| AAPL | 0.44 | 0.52 | 1.00 | 0.51 | 0.58 | 0.56 |
| META | 0.51 | 0.51 | 0.51 | 1.00 | 0.65 | 0.61 |
| GOOG | 0.48 | 0.52 | 0.58 | 0.65 | 1.00 | 0.67 |
| AMZN | 0.54 | 0.53 | 0.56 | 0.61 | 0.67 | 1.00 |