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

FANG Plus Portfolio

Last updated Feb 5, 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.		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 every 3 months.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
21.04%
15.22%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Feb 5, 2025, the FANG Plus Portfolio returned 6.36% Year-To-Date and 30.42% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		2.66%1.61%15.23%22.15%12.59%11.41%
FANG Plus Portfolio-8.11%-13.39%21.04%68.71%51.55%42.66%
Portfolio components:
NVDA
NVIDIA Corporation		-11.65%-17.87%13.83%71.17%80.13%73.42%
BABA
Alibaba Group Holding Limited		20.71%19.65%31.39%38.31%-13.94%2.02%
TSLA
Tesla, Inc.		-2.88%-4.44%95.48%116.62%51.27%39.20%
AMZN
Amazon.com, Inc.		10.33%7.97%49.48%42.13%18.83%29.27%
GOOGL
Alphabet Inc.		9.02%7.61%30.70%44.16%23.03%22.81%
NFLX
Netflix, Inc.		11.62%12.92%63.21%77.00%22.17%31.78%
BIDU
Baidu, Inc.		10.16%10.66%11.89%-10.36%-6.98%-7.93%
META
Meta Platforms, Inc.		20.27%16.47%42.77%53.87%27.49%25.32%
AAPL
Apple Inc		-7.04%-4.34%12.59%24.65%24.29%24.31%
TCEHY
Tencent Holdings Limited		2.35%2.37%19.84%52.26%3.32%13.61%
*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
2025-7.31%-8.11%
202414.85%22.88%10.40%-3.76%22.38%11.74%-4.12%1.76%2.99%7.31%5.95%-0.80%132.37%
202328.51%10.54%14.78%-2.53%27.02%12.28%8.16%2.83%-10.02%-5.90%14.03%4.91%155.34%
2022-13.46%-3.94%10.25%-26.08%-2.96%-13.70%19.33%-10.10%-13.10%0.38%10.32%-14.81%-50.10%
20213.21%-1.41%-1.83%8.36%-0.43%12.95%-1.99%9.46%-4.27%19.44%13.08%-6.83%57.33%
20205.09%3.31%-4.04%15.69%9.40%9.91%12.98%21.61%-4.60%-4.10%8.79%4.46%107.00%
201913.43%2.25%6.92%3.93%-15.21%11.28%0.15%-4.19%-0.18%8.65%6.61%7.04%44.41%
201820.70%-0.80%-4.75%0.79%9.16%0.25%-1.70%8.62%-1.25%-17.82%-7.50%-11.28%-10.54%
20177.67%-0.09%5.56%2.83%15.18%-0.55%9.60%3.55%2.22%9.73%-0.16%-1.21%67.93%
2016-10.15%-0.53%10.62%-1.30%9.28%-3.13%8.85%4.32%6.29%1.69%2.43%5.27%36.71%
20152.38%4.41%-1.77%6.60%3.34%0.11%5.52%-4.22%-1.98%13.47%7.13%-2.09%36.54%
2014-3.12%1.36%3.77%-5.81%-4.01%

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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, FANG Plus Portfolio is among the top 9% 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 9191
Overall Rank
The Sharpe Ratio Rank of FANG Plus Portfolio is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG Plus Portfolio is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FANG Plus Portfolio is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FANG Plus Portfolio is 9191
Calmar Ratio Rank
The Martin Ratio Rank of FANG Plus Portfolio is 9090
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.

Sharpe ratio
The chart of Sharpe ratio for FANG Plus Portfolio, currently valued at 1.73, compared to the broader market-6.00-4.00-2.000.002.004.001.731.80
The chart of Sortino ratio for FANG Plus Portfolio, currently valued at 2.25, compared to the broader market-6.00-4.00-2.000.002.004.006.002.252.42
The chart of Omega ratio for FANG Plus Portfolio, currently valued at 1.29, compared to the broader market0.501.001.501.291.33
The chart of Calmar ratio for FANG Plus Portfolio, currently valued at 3.33, compared to the broader market0.002.004.006.008.0010.0012.0014.003.332.72
The chart of Martin ratio for FANG Plus Portfolio, currently valued at 10.28, compared to the broader market0.0010.0020.0030.0040.0010.2811.10
FANG Plus Portfolio
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		1.552.111.273.269.28
BABA
Alibaba Group Holding Limited		1.121.781.210.542.85
TSLA
Tesla, Inc.		1.692.491.291.658.31
AMZN
Amazon.com, Inc.		1.852.501.322.678.57
GOOGL
Alphabet Inc.		1.692.351.302.115.29
NFLX
Netflix, Inc.		2.573.431.453.6916.85
BIDU
Baidu, Inc.		-0.29-0.150.98-0.15-0.61
META
Meta Platforms, Inc.		2.153.041.414.2912.98
AAPL
Apple Inc		1.071.611.201.524.25
TCEHY
Tencent Holdings Limited		1.702.441.310.925.60

The current FANG Plus Portfolio Sharpe ratio is 2.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 1.97, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of FANG Plus Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
1.73
1.80
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

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

TTM20242023202220212020201920182017201620152014
Portfolio0.25%0.27%0.86%0.51%0.09%0.09%0.16%0.25%0.19%0.26%0.34%0.34%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%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		0.64%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.		0.29%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.		0.28%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		0.43%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		0.80%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.81%
-1.32%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

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 56.24%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.24%Nov 22, 2021277Dec 28, 2022114Jun 13, 2023391
-38.41%Oct 2, 201858Dec 24, 2018262Jan 9, 2020320
-30.99%Feb 20, 202018Mar 16, 202038May 8, 202056
-24.67%Jul 11, 202420Aug 7, 202447Oct 14, 202467
-23.21%Dec 7, 201544Feb 9, 201675May 26, 2016119

Volatility

Volatility Chart

The current FANG Plus Portfolio volatility is 20.39%, 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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.39%
4.08%
FANG Plus Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TSLATCEHYNFLXBIDUBABANVDAAAPLMETAGOOGLAMZN
TSLA1.000.300.380.340.310.410.410.350.370.41
TCEHY0.301.000.330.600.650.360.370.350.380.38
NFLX0.380.331.000.360.370.470.440.510.480.54
BIDU0.340.600.361.000.660.390.380.390.430.40
BABA0.310.650.370.661.000.390.370.400.410.41
NVDA0.410.360.470.390.391.000.520.510.520.54
AAPL0.410.370.440.380.370.521.000.510.580.56
META0.350.350.510.390.400.510.511.000.650.61
GOOGL0.370.380.480.430.410.520.580.651.000.67
AMZN0.410.380.540.400.410.540.560.610.671.00
The correlation results are calculated based on daily price changes starting from Sep 22, 2014
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DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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