FANG Plus Portfolio
FANG+ is a portfolio that consists of 10 of today’s most traded tech giants.
Asset Allocation
Position | Category/Sector | 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. | 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
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
The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
FANG Plus Portfolio | 21.98% | -3.69% | 19.38% | 23.42% | 28.77% | N/A |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.99% |
BABA Alibaba Group Holding Limited | -1.89% | 1.66% | 2.75% | -19.26% | -15.52% | N/A |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.90% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.42% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.82% |
NFLX Netflix, Inc. | 30.24% | -6.43% | 11.16% | 53.47% | 13.59% | 26.51% |
BIDU Baidu, Inc. | -26.28% | -0.49% | -18.46% | -40.69% | -5.14% | -9.03% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 19.79% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.86% |
TCEHY Tencent Holdings Limited | 20.27% | -6.92% | 24.35% | 4.73% | 0.73% | 11.49% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.24% | 8.81% | 2.79% | -0.27% | 7.27% | 4.68% | 21.98% | ||||||
2023 | 22.65% | 0.87% | 12.03% | -4.96% | 11.49% | 9.68% | 8.22% | -3.29% | -6.63% | -4.87% | 10.08% | 2.74% | 69.35% |
2022 | -5.98% | -8.78% | 2.37% | -17.88% | -1.37% | -4.93% | 8.77% | -2.84% | -11.27% | -8.88% | 14.30% | -6.33% | -38.15% |
2021 | 4.90% | 0.17% | -3.34% | 6.00% | -3.07% | 7.22% | -3.90% | 4.15% | -3.99% | 11.31% | 0.34% | -2.91% | 16.60% |
2020 | 7.74% | -0.28% | -8.10% | 16.55% | 6.31% | 10.84% | 12.39% | 19.97% | -6.39% | 0.12% | 6.39% | 9.53% | 99.67% |
2019 | 12.68% | 1.27% | 3.86% | 3.14% | -15.63% | 9.89% | 1.83% | -4.51% | 0.35% | 7.95% | 7.33% | 8.48% | 39.00% |
2018 | 16.06% | -0.98% | -6.40% | 2.77% | 6.88% | 2.73% | -2.49% | 4.09% | -3.02% | -10.98% | -1.30% | -9.20% | -4.68% |
2017 | 9.56% | 1.89% | 5.05% | 5.09% | 9.29% | 0.01% | 9.01% | 3.85% | 1.28% | 6.53% | 0.08% | -0.44% | 63.94% |
2016 | -10.25% | -0.23% | 11.14% | -1.60% | 6.87% | -3.49% | 7.35% | 4.10% | 5.35% | 1.39% | -1.98% | 3.71% | 22.56% |
2015 | 3.33% | 4.43% | -2.06% | 7.05% | 3.82% | 0.32% | 4.65% | -4.59% | -2.07% | 15.32% | 6.98% | -2.71% | 38.30% |
2014 | -3.12% | 1.45% | 3.77% | -5.81% | -3.93% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FANG Plus Portfolio is 36, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
BABA Alibaba Group Holding Limited | -0.55 | -0.63 | 0.93 | -0.24 | -0.83 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
NFLX Netflix, Inc. | 1.45 | 2.31 | 1.29 | 0.97 | 7.31 |
BIDU Baidu, Inc. | -1.11 | -1.73 | 0.81 | -0.55 | -1.37 |
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
TCEHY Tencent Holdings Limited | 0.13 | 0.44 | 1.05 | 0.07 | 0.30 |
Dividends
Dividend yield
FANG Plus Portfolio granted a 0.40% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Plus Portfolio | 0.40% | 0.86% | 0.51% | 0.09% | 0.09% | 0.16% | 0.25% | 0.19% | 0.26% | 0.34% | 0.34% | 0.43% |
Portfolio components: | ||||||||||||
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% |
BABA Alibaba Group Holding Limited | 2.19% | 1.28% | 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. | 0.12% | 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. | 0.22% | 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 | 0.45% | 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 | 0.96% | 6.80% | 4.27% | 0.35% | 0.22% | 0.27% | 0.29% | 0.15% | 0.25% | 0.24% | 0.04% | 0.20% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 48.59%, occurring on Nov 9, 2022. Recovery took 178 trading sessions.
The current FANG Plus Portfolio drawdown is 9.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.59% | Nov 22, 2021 | 244 | Nov 9, 2022 | 178 | Jul 28, 2023 | 422 |
-32.05% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
-30.41% | Jun 21, 2018 | 129 | Dec 24, 2018 | 247 | Dec 17, 2019 | 376 |
-23.18% | Dec 2, 2015 | 47 | Feb 9, 2016 | 76 | May 27, 2016 | 123 |
-16.42% | Feb 17, 2021 | 14 | Mar 8, 2021 | 127 | Sep 7, 2021 | 141 |
Volatility
Volatility Chart
The current FANG Plus Portfolio volatility is 7.94%, 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
TSLA | TCEHY | NFLX | BIDU | BABA | NVDA | AAPL | META | AMZN | GOOGL | |
---|---|---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.31 | 0.38 | 0.34 | 0.32 | 0.42 | 0.42 | 0.35 | 0.40 | 0.37 |
TCEHY | 0.31 | 1.00 | 0.34 | 0.59 | 0.65 | 0.37 | 0.38 | 0.36 | 0.39 | 0.39 |
NFLX | 0.38 | 0.34 | 1.00 | 0.37 | 0.38 | 0.47 | 0.45 | 0.51 | 0.54 | 0.49 |
BIDU | 0.34 | 0.59 | 0.37 | 1.00 | 0.65 | 0.40 | 0.39 | 0.40 | 0.41 | 0.43 |
BABA | 0.32 | 0.65 | 0.38 | 0.65 | 1.00 | 0.40 | 0.38 | 0.41 | 0.42 | 0.42 |
NVDA | 0.42 | 0.37 | 0.47 | 0.40 | 0.40 | 1.00 | 0.53 | 0.51 | 0.54 | 0.53 |
AAPL | 0.42 | 0.38 | 0.45 | 0.39 | 0.38 | 0.53 | 1.00 | 0.52 | 0.57 | 0.59 |
META | 0.35 | 0.36 | 0.51 | 0.40 | 0.41 | 0.51 | 0.52 | 1.00 | 0.61 | 0.66 |
AMZN | 0.40 | 0.39 | 0.54 | 0.41 | 0.42 | 0.54 | 0.57 | 0.61 | 1.00 | 0.68 |
GOOGL | 0.37 | 0.39 | 0.49 | 0.43 | 0.42 | 0.53 | 0.59 | 0.66 | 0.68 | 1.00 |