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FANG Portfolio

Last updated Mar 2, 2024

FANG is one of the most commonly used abbreviations in the world of finance. Jim Kramer coined it in 2013 to refer to the stocks of four fast-growing internet companies: Facebook, Amazon, Netflix, and Google. Later, investors started to add more technology companies to this group, which led to FAANG, FAAMG, and FANG Plus formation.

Asset Allocation


META 25%AMZN 25%GOOG 25%NFLX 25%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services

25%

AMZN
Amazon.com, Inc.
Consumer Cyclical

25%

GOOG
Alphabet Inc.
Communication Services

25%

NFLX
Netflix, Inc.
Communication Services

25%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
1,002.01%
171.98%
FANG 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
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FANG Portfolio20.91%4.02%34.58%99.46%21.16%N/A
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%23.94%22.05%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.68%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.52%25.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.20%11.45%
2023-0.55%-5.69%2.31%10.25%4.94%

Sharpe Ratio

The current FANG Portfolio Sharpe ratio is 4.28. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.28

The Sharpe ratio of FANG 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.28
2.44
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

FANG Portfolio granted a 0.02% dividend yield in the last twelve months.


TTM
FANG Portfolio0.02%
META
Meta Platforms, Inc.
0.10%
AMZN
Amazon.com, Inc.
0.00%
GOOG
Alphabet Inc.
0.00%
NFLX
Netflix, Inc.
0.00%

Expense Ratio

The FANG 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
^GSPC
S&P 500
2.44
FANG Portfolio
4.28
META
Meta Platforms, Inc.
5.10
AMZN
Amazon.com, Inc.
3.07
GOOG
Alphabet Inc.
1.88
NFLX
Netflix, Inc.
2.64

Asset Correlations Table

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

NFLXMETAGOOGAMZN
NFLX1.000.520.480.54
META0.521.000.660.61
GOOG0.480.661.000.68
AMZN0.540.610.681.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FANG Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FANG 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 Portfolio was 55.92%, occurring on Nov 3, 2022. Recovery took 304 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.92%Nov 22, 2021240Nov 3, 2022304Jan 23, 2024544
-32.1%Jul 26, 2018105Dec 24, 201884Apr 26, 2019189
-26.47%Feb 20, 202018Mar 16, 202032Apr 30, 202050
-20.45%Dec 7, 201543Feb 8, 2016121Aug 1, 2016164
-17.19%Sep 9, 201490Jan 15, 201519Feb 12, 2015109

Volatility Chart

The current FANG Portfolio volatility is 8.71%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
8.71%
3.47%
FANG Portfolio
Benchmark (^GSPC)
Portfolio components
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