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

FAANG Portfolio

Last updated Feb 24, 2024

FAANG is an extension of the FANG portfolio, consisting of five big tech companies that show unprecedented growth: Facebook, Amazon, Apple, Netflix, Google.

Asset Allocation


GOOG 20%AAPL 20%AMZN 20%NFLX 20%META 20%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services

20%

AAPL
Apple Inc.
Technology

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

20%

NFLX
Netflix, Inc.
Communication Services

20%

META
Meta Platforms, Inc.
Communication Services

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FAANG 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%1,000.00%SeptemberOctoberNovemberDecember2024February
1,032.63%
169.42%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
FAANG Portfolio13.72%4.85%30.35%85.45%24.27%N/A
GOOG
Alphabet Inc.
3.09%-5.53%11.17%62.61%21.17%N/A
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.28%27.28%
AMZN
Amazon.com, Inc.
15.17%9.97%31.31%87.16%16.46%25.64%
NFLX
Netflix, Inc.
19.86%2.30%40.27%84.00%9.87%24.64%
META
Meta Platforms, Inc.
36.89%22.94%69.72%184.37%24.24%21.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.89%
20234.88%-1.27%-6.28%1.80%10.47%4.23%

Sharpe Ratio

The current FAANG Portfolio Sharpe ratio is 3.60. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.60

The Sharpe ratio of FAANG Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.60
2.23
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

FAANG Portfolio granted a 0.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FAANG Portfolio0.13%0.10%0.14%0.10%0.12%0.21%0.36%0.29%0.39%0.39%0.33%0.42%
GOOG
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%
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%
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.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The FAANG 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
2.23
FAANG Portfolio
3.60
GOOG
Alphabet Inc.
2.12
AAPL
Apple Inc.
1.21
AMZN
Amazon.com, Inc.
2.71
NFLX
Netflix, Inc.
1.99
META
Meta Platforms, Inc.
4.90

Asset Correlations Table

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

NFLXAAPLMETAAMZNGOOG
NFLX1.000.450.520.540.49
AAPL0.451.000.530.570.59
META0.520.531.000.610.66
AMZN0.540.570.611.000.68
GOOG0.490.590.660.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.41%
0
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FAANG 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 FAANG Portfolio was 48.98%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.

The current FAANG Portfolio drawdown is 0.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.98%Nov 22, 2021240Nov 3, 2022281Dec 18, 2023521
-30.93%Aug 31, 201879Dec 24, 201881Apr 23, 2019160
-26.21%Feb 20, 202018Mar 16, 202037May 7, 202055
-20.04%Dec 7, 201543Feb 8, 2016125Aug 5, 2016168
-16.89%Sep 3, 202014Sep 23, 202082Jan 21, 202196

Volatility Chart

The current FAANG Portfolio volatility is 7.89%, 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%SeptemberOctoberNovemberDecember2024February
7.89%
3.90%
FAANG Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments