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FANG Plus Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

FANG Plus Portfolio

Currency in USD · Last updated May 11, 2025

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/SectorTarget Weight
AAPL
Apple Inc		Technology
10%
AMZN
Amazon.com, Inc.		Consumer Cyclical
10%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
10%
BIDU
Baidu, Inc.		Communication Services
10%
GOOGL
Alphabet Inc Class A		Communication Services
10%
META
Meta Platforms, Inc.		Communication Services
10%
NFLX
Netflix, Inc.		Communication Services
10%
NVDA
NVIDIA Corporation		Technology
10%
TCEHY
Tencent Holdings Limited		Communication Services
10%
TSLA
Tesla, Inc.		Consumer Cyclical
10%

Performance

Performance Chart

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

Returns By Period

As of May 11, 2025, the FANG Plus Portfolio returned 1.69% Year-To-Date and 28.73% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
FANG Plus Portfolio1.69%11.01%6.06%34.19%26.43%28.73%
Portfolio components:
NVDA
NVIDIA Corporation		-13.13%8.44%-20.97%29.82%71.04%72.60%
BABA
Alibaba Group Holding Limited		47.81%20.30%33.06%57.92%-9.04%3.89%
TSLA
Tesla, Inc.		-26.14%18.17%-7.15%77.04%40.86%33.91%
AMZN
Amazon.com, Inc.		-12.00%6.53%-7.26%2.98%9.93%24.71%
GOOGL
Alphabet Inc Class A		-19.22%-0.05%-14.16%-8.99%17.00%19.05%
NFLX
Netflix, Inc.		27.92%23.78%43.42%86.66%21.02%30.07%
BIDU
Baidu, Inc.		3.02%10.69%-2.36%-20.06%-2.70%-7.51%
META
Meta Platforms, Inc.		1.28%8.46%0.71%24.87%22.88%22.54%
AAPL
Apple Inc		-20.63%4.26%-12.43%8.82%21.04%21.59%
TCEHY
Tencent Holdings Limited		17.88%10.43%16.92%34.41%4.64%13.43%
*Annualized

Monthly Returns

The table below presents the monthly returns of FANG Plus Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.77%0.06%-5.39%0.33%2.19%1.69%
2024-0.24%9.01%2.62%-0.03%6.96%4.90%0.52%1.43%11.62%-1.94%5.96%4.79%55.08%
202322.71%0.81%12.15%-5.11%11.60%9.58%8.15%-3.17%-6.52%-4.99%10.16%2.62%69.24%
2022-6.27%-8.43%2.56%-17.91%-1.46%-5.14%8.92%-2.84%-11.32%-8.93%14.00%-6.00%-38.14%
20214.57%0.12%-3.27%6.25%-3.23%7.33%-3.84%4.11%-4.14%11.60%0.26%-2.88%16.53%
20207.74%-0.33%-8.10%16.77%5.84%11.16%12.39%19.91%-6.62%0.36%6.35%9.71%99.78%
201912.37%1.38%3.87%3.19%-15.71%9.91%1.98%-4.58%0.41%7.95%7.29%8.45%38.82%
201816.07%-0.94%-6.65%3.11%6.72%2.78%-2.58%4.21%-2.95%-11.14%-1.29%-8.99%-4.52%
20179.51%1.88%4.94%5.14%9.27%0.01%9.11%3.73%1.14%6.69%0.08%-0.38%63.80%
2016-10.34%-0.22%11.20%-1.50%6.77%-3.62%7.41%4.23%5.15%1.54%-1.97%3.83%22.68%
20153.46%4.37%-2.14%7.12%3.80%0.21%4.74%-4.53%-2.25%15.48%6.93%-2.66%38.32%
2014-3.17%1.33%3.85%-5.81%-4.01%

Expense Ratio

FANG Plus Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, FANG Plus Portfolio is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of FANG Plus Portfolio is 8585
Overall Rank
The Sharpe Ratio Rank of FANG Plus Portfolio is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG Plus Portfolio is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FANG Plus Portfolio is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FANG Plus Portfolio is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FANG Plus Portfolio is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.531.051.130.781.94
BABA
Alibaba Group Holding Limited		1.291.921.240.773.62
TSLA
Tesla, Inc.		1.031.741.211.152.83
AMZN
Amazon.com, Inc.		0.060.331.040.070.20
GOOGL
Alphabet Inc Class A		-0.32-0.270.97-0.35-0.77
NFLX
Netflix, Inc.		2.693.511.474.6015.07
BIDU
Baidu, Inc.		-0.50-0.490.94-0.28-0.99
META
Meta Platforms, Inc.		0.701.261.160.792.47
AAPL
Apple Inc		0.250.631.090.280.95
TCEHY
Tencent Holdings Limited		1.011.571.220.743.44

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FANG Plus Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.22
  • 5-Year: 0.90
  • 10-Year: 1.05
  • All Time: 1.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of FANG Plus Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

FANG Plus Portfolio provided a 0.25% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.25%0.27%0.86%0.50%0.09%0.09%0.16%0.25%0.19%0.26%0.34%0.34%
Portfolio components:
NVDA
NVIDIA Corporation		0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
BABA
Alibaba Group Holding Limited		0.53%0.78%1.29%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 Class A		0.52%0.32%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.		0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
TCEHY
Tencent Holdings Limited		0.69%0.81%6.83%4.22%0.35%0.21%0.26%0.29%0.15%0.25%0.24%0.04%

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.

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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 48.44%, occurring on Nov 9, 2022. Recovery took 178 trading sessions.

The current FANG Plus Portfolio drawdown is 8.68%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.44%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
-23.01%Feb 18, 202536Apr 8, 2025———
-22.59%Dec 7, 201546Feb 11, 201674May 27, 2016120

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTCEHYTSLABABABIDUNFLXNVDAAAPLMETAAMZNGOOGLPortfolio
^GSPC1.000.160.470.440.460.510.630.690.610.640.700.74
TCEHY0.161.000.120.380.330.130.130.140.130.150.150.37
TSLA0.470.121.000.310.340.390.420.410.360.420.390.64
BABA0.440.380.311.000.660.370.380.370.400.400.410.67
BIDU0.460.330.340.661.000.360.380.380.380.390.420.68
NFLX0.510.130.390.370.361.000.470.440.510.540.480.66
NVDA0.630.130.420.380.380.471.000.510.520.550.530.71
AAPL0.690.140.410.370.380.440.511.000.510.560.580.66
META0.610.130.360.400.380.510.520.511.000.610.650.69
AMZN0.640.150.420.400.390.540.550.560.611.000.680.73
GOOGL0.700.150.390.410.420.480.530.580.650.681.000.71
Portfolio0.740.370.640.670.680.660.710.660.690.730.711.00
The correlation results are calculated based on daily price changes starting from Sep 22, 2014