PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

FANG Plus Portfolio

Last updated Mar 2, 2024

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

Asset Allocation


NVDA 10%BABA 10%TSLA 10%AMZN 10%GOOGL 10%NFLX 10%BIDU 10%META 10%AAPL 10%TCEHY 10%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

10%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

10%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

GOOGL
Alphabet Inc.
Communication Services

10%

NFLX
Netflix, Inc.
Communication Services

10%

BIDU
Baidu, Inc.
Communication Services

10%

META
Meta Platforms, Inc.
Communication Services

10%

AAPL
Apple Inc.
Technology

10%

TCEHY
Tencent Holdings Limited
Communication Services

10%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
846.41%
155.53%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FANG Plus Portfolio9.80%5.27%10.08%46.16%26.38%N/A
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%68.95%
BABA
Alibaba Group Holding Limited
-3.73%3.86%-20.41%-15.69%-16.42%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.18%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.68%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.29%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.85%25.33%
BIDU
Baidu, Inc.
-12.65%1.20%-28.98%-32.22%-9.13%-4.94%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%24.10%22.05%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
TCEHY
Tencent Holdings Limited
-6.67%-0.06%-16.52%-24.15%-3.41%9.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.24%8.62%
2023-3.29%-6.63%-4.87%10.08%2.75%

Sharpe Ratio

The current FANG Plus Portfolio Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.23

The Sharpe ratio of FANG Plus Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.23
2.44
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

FANG Plus Portfolio granted a 0.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FANG Plus Portfolio0.29%0.70%0.43%0.09%0.09%0.16%0.25%0.19%0.26%0.34%0.36%0.42%
NVDA
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%
BABA
Alibaba Group Holding Limited
1.34%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
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%
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%
GOOGL
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%
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%
BIDU
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
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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TCEHY
Tencent Holdings Limited
0.87%5.16%3.49%0.35%0.21%0.26%0.25%0.15%0.25%0.24%0.21%0.20%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
FANG Plus Portfolio
2.23
NVDA
NVIDIA Corporation
5.65
BABA
Alibaba Group Holding Limited
-0.41
TSLA
Tesla, Inc.
-0.00
AMZN
Amazon.com, Inc.
3.07
GOOGL
Alphabet Inc.
1.87
NFLX
Netflix, Inc.
2.64
BIDU
Baidu, Inc.
-0.67
META
Meta Platforms, Inc.
5.10
AAPL
Apple Inc.
1.27
TCEHY
Tencent Holdings Limited
-0.70

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TCEHYTSLANFLXBIDUBABANVDAAAPLMETAGOOGLAMZN
TCEHY1.000.150.140.350.400.140.160.130.160.17
TSLA0.151.000.380.350.320.430.410.360.370.41
NFLX0.140.381.000.380.390.470.450.510.490.55
BIDU0.350.350.381.000.650.410.400.410.440.41
BABA0.400.320.390.651.000.410.390.430.430.43
NVDA0.140.430.470.410.411.000.550.520.550.55
AAPL0.160.410.450.400.390.551.000.540.600.58
META0.130.360.510.410.430.520.541.000.670.61
GOOGL0.160.370.490.440.430.550.600.671.000.68
AMZN0.170.410.550.410.430.550.580.610.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.18%
0
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

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 0.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.47%Nov 22, 2021244Nov 9, 2022178Jul 28, 2023422
-31.91%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-30.26%Jun 21, 2018129Dec 24, 2018247Dec 17, 2019376
-22.59%Dec 7, 201546Feb 11, 201674May 27, 2016120
-16.36%Feb 17, 202114Mar 8, 2021157Oct 19, 2021171

Volatility Chart

The current FANG Plus Portfolio volatility is 6.86%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.86%
3.47%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments