FANG Portfolio
FANG is one of the most commonly used abbreviations in the world of finance. Jim Kramer coined it in 2013 to refer to the stocks of four fast-growing internet companies: Facebook, Amazon, Netflix, and Google. Later, investors started to add more technology companies to this group, which led to FAANG, FAAMG, and FANG Plus formation.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
META Meta Platforms, Inc. | Communication Services | 25% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 25% |
GOOG Alphabet Inc. | Communication Services | 25% |
NFLX Netflix, Inc. | Communication Services | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in FANG 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
Returns
As of Sep 21, 2023, the FANG Portfolio returned 71.20% Year-To-Date and 24.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.59% |
| FANG Portfolio | 0.76% | 36.85% | 71.20% | 53.61% | 12.98% | 24.21% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 3.37% | 49.98% | 149.02% | 105.13% | 13.00% | 18.31% |
AMZN Amazon.com, Inc. | 0.45% | 37.07% | 61.06% | 10.72% | 7.18% | 24.54% |
GOOG Alphabet Inc. | 4.39% | 29.14% | 51.68% | 32.17% | 18.28% | 18.10% |
NFLX Netflix, Inc. | -5.39% | 31.44% | 31.00% | 59.07% | 1.36% | 23.57% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NFLX | META | GOOG | AMZN | |
|---|---|---|---|---|
| NFLX | 1.00 | 0.52 | 0.49 | 0.55 |
| META | 0.52 | 1.00 | 0.67 | 0.61 |
| GOOG | 0.49 | 0.67 | 1.00 | 0.68 |
| AMZN | 0.55 | 0.61 | 0.68 | 1.00 |
Dividend yield
Expense Ratio
The FANG 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
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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.00 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
NFLX Netflix, Inc. | 1.36 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the FANG 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 Portfolio is 55.92%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.92% | Nov 22, 2021 | 240 | Nov 3, 2022 | — | — | — |
| -32.1% | Jul 26, 2018 | 105 | Dec 24, 2018 | 84 | Apr 26, 2019 | 189 |
| -26.47% | Feb 20, 2020 | 18 | Mar 16, 2020 | 32 | Apr 30, 2020 | 50 |
| -20.45% | Dec 7, 2015 | 43 | Feb 8, 2016 | 121 | Aug 1, 2016 | 164 |
| -17.19% | Sep 9, 2014 | 90 | Jan 15, 2015 | 19 | Feb 12, 2015 | 109 |
Volatility Chart
The current FANG Portfolio volatility is 6.61%, 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.