PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

FAAMG Portfolio

Last updated Feb 21, 2024

FAAMG portfolio consists of five top-performing tech stocks in the market, namely, Facebook, Amazon, Apple, Microsoft, and Google.

Asset Allocation


MSFT 20%GOOG 20%AAPL 20%META 20%AMZN 20%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

20%

GOOG
Alphabet Inc.
Communication Services

20%

AAPL
Apple Inc.
Technology

20%

META
Meta Platforms, Inc.
Communication Services

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

20%

Performance

The chart shows the growth of an initial investment of $10,000 in FAAMG 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
24.53%
13.40%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
FAAMG Portfolio8.93%4.53%24.54%70.54%27.11%N/A
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
GOOG
Alphabet Inc.
0.90%-3.90%9.65%50.33%21.04%N/A
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
META
Meta Platforms, Inc.
33.28%23.03%64.03%172.88%24.18%21.30%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.93%
20234.69%-1.46%-4.51%1.41%9.86%3.48%

Sharpe Ratio

The current FAAMG Portfolio Sharpe ratio is 3.24. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.24

The Sharpe ratio of FAAMG Portfolio 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.24
1.75
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

FAAMG Portfolio granted a 0.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FAAMG Portfolio0.27%0.25%0.35%0.23%0.31%0.45%0.70%0.66%0.86%0.85%0.83%0.94%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
Alphabet 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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
META
Meta Platforms, Inc.
0.11%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%

Expense Ratio

The FAAMG 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MSFT
Microsoft Corporation
2.40
GOOG
Alphabet Inc.
1.76
AAPL
Apple Inc.
0.97
META
Meta Platforms, Inc.
4.65
AMZN
Amazon.com, Inc.
2.30

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AAPLMETAAMZNMSFTGOOG
AAPL1.000.530.570.630.59
META0.531.000.610.570.66
AMZN0.570.611.000.640.68
MSFT0.630.570.641.000.69
GOOG0.590.660.680.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-3.22%
-1.08%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FAAMG 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 FAAMG Portfolio was 46.78%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current FAAMG Portfolio drawdown is 3.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.78%Dec 28, 2021216Nov 3, 2022256Nov 10, 2023472
-27.28%Feb 20, 202018Mar 16, 202046May 20, 202064
-26.7%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-16.65%Sep 3, 202014Sep 23, 202084Jan 25, 202198
-15.17%Dec 7, 201544Feb 9, 2016108Jul 14, 2016152

Volatility Chart

The current FAAMG Portfolio volatility is 8.08%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
8.08%
3.37%
FAAMG Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments