FAANG Portfolio
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
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
NFLX Netflix, Inc. | Communication Services | 20% |
Performance
Performance Chart
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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 4, 2024, the FAANG Portfolio returned 50.50% Year-To-Date and 29.66% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| FAANG Portfolio | 50.50% | 9.81% | 20.49% | 58.68% | 27.30% | 29.66% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 23.07% | 1.37% | -2.05% | 31.01% | 21.03% | 20.86% |
AAPL Apple Inc | 26.65% | 9.42% | 24.16% | 26.07% | 30.03% | 25.28% |
AMZN Amazon.com, Inc. | 40.48% | 9.02% | 17.74% | 45.32% | 19.59% | 29.96% |
NFLX Netflix, Inc. | 85.30% | 19.41% | 38.74% | 98.21% | 24.14% | 33.60% |
META Meta Platforms, Inc. | 73.89% | 9.45% | 24.20% | 93.38% | 25.19% | 23.27% |
Monthly Returns
The table below presents the monthly returns of FAANG 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 | 4.91% | 8.99% | 1.10% | -3.21% | 8.73% | 7.51% | -3.22% | 3.03% | 3.69% | 1.19% | 6.85% | 50.50% | |
| 2023 | 18.04% | -1.36% | 13.46% | 3.59% | 12.44% | 7.00% | 4.88% | -1.27% | -6.28% | 1.80% | 10.47% | 4.23% | 87.27% |
| 2022 | -10.78% | -8.74% | 3.52% | -22.05% | -2.38% | -10.36% | 15.96% | -2.86% | -8.64% | -1.57% | 4.59% | -7.88% | -43.89% |
| 2021 | -0.86% | 0.24% | 2.60% | 8.98% | -2.58% | 6.23% | 2.33% | 6.49% | -4.88% | 5.67% | 0.56% | 0.32% | 27.07% |
| 2020 | 5.28% | -4.41% | -5.30% | 18.56% | 4.61% | 7.05% | 11.06% | 13.07% | -9.16% | -0.76% | 6.24% | 4.33% | 58.78% |
| 2019 | 16.38% | 0.53% | 4.87% | 7.02% | -8.61% | 6.70% | 1.49% | -4.25% | -0.50% | 6.39% | 5.56% | 4.02% | 44.62% |
| 2018 | 16.32% | 2.04% | -4.55% | 3.77% | 9.63% | 3.90% | -1.66% | 8.93% | -1.61% | -12.00% | -5.12% | -8.11% | 8.29% |
| 2017 | 8.95% | 4.78% | 3.93% | 4.46% | 5.74% | -4.59% | 8.29% | 1.57% | -0.55% | 8.86% | 0.66% | 0.41% | 50.47% |
| 2016 | -7.03% | -3.20% | 8.59% | -3.77% | 7.46% | -4.95% | 6.87% | 2.33% | 3.92% | 4.96% | -5.35% | 2.15% | 10.78% |
| 2015 | 9.75% | 6.76% | -3.62% | 8.31% | 4.11% | 1.86% | 14.38% | -3.10% | -2.97% | 13.15% | 5.21% | -2.56% | 61.83% |
| 2014 | -3.12% | 10.30% | 4.25% | 0.50% | 6.31% | -1.08% | -3.85% | 2.47% | -4.14% | 11.20% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FAANG Portfolio is 73, 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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.12 | 1.60 | 1.22 | 1.35 | 3.34 |
AAPL Apple Inc | 1.22 | 1.84 | 1.23 | 1.66 | 3.88 |
AMZN Amazon.com, Inc. | 1.64 | 2.28 | 1.29 | 2.00 | 7.57 |
NFLX Netflix, Inc. | 3.15 | 4.03 | 1.54 | 2.65 | 22.71 |
META Meta Platforms, Inc. | 2.46 | 3.36 | 1.47 | 4.86 | 15.03 |
Dividends
Dividend yield
FAANG Portfolio provided a 0.18% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.18% | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% | 0.42% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.23% | 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 | 0.41% | 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. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.98% | Nov 22, 2021 | 240 | Nov 3, 2022 | 281 | Dec 18, 2023 | 521 |
| -30.93% | Aug 31, 2018 | 79 | Dec 24, 2018 | 81 | Apr 23, 2019 | 160 |
| -26.21% | Feb 20, 2020 | 18 | Mar 16, 2020 | 37 | May 7, 2020 | 55 |
| -20.04% | Dec 7, 2015 | 43 | Feb 8, 2016 | 125 | Aug 5, 2016 | 168 |
| -16.89% | Sep 3, 2020 | 14 | Sep 23, 2020 | 82 | Jan 21, 2021 | 96 |
Volatility
Volatility Chart
The current FAANG Portfolio volatility is 5.37%, 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
| NFLX | AAPL | META | AMZN | GOOG | |
|---|---|---|---|---|---|
| NFLX | 1.00 | 0.44 | 0.51 | 0.54 | 0.48 |
| AAPL | 0.44 | 1.00 | 0.51 | 0.55 | 0.57 |
| META | 0.51 | 0.51 | 1.00 | 0.61 | 0.65 |
| AMZN | 0.54 | 0.55 | 0.61 | 1.00 | 0.67 |
| GOOG | 0.48 | 0.57 | 0.65 | 0.67 | 1.00 |