Performance

FAANG +0.07%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
FAANG	-1.00%	+2.61%	+0.07%	+15.20%	-14.48%	-0.11	0.18%

META	-0.96%	-0.94%	-14.12%	+13.82%	-29.94%	-0.25	0.33%
AAPL	-0.14%	+28.66%	+29.84%	+18.80%	-13.80%	1.03	0.30%
AMZN	-0.95%	+9.49%	+9.27%	+7.15%	-21.74%	0.30	0.00%
NFLX	-1.79%	-27.63%	-39.84%	+0.40%	-43.81%	-1.38	0.00%
GOOGL	-1.24%	+1.80%	+19.23%	+16.90%	-21.05%	0.58	0.27%

Summary

FAANG at a glance

FAANG returned +0.07% over the past year and +15.20% a year over five years. Its worst drop in that year was -14.48%, smaller than 24% of portfolios on Redstone, and its Sharpe ratio of -0.11 beats 11% of portfolios on Redstone. It yields 0.18%.

Ranking

How FAANG ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-7.67%

Rolling Volatility

+1.00%

METRICS

Correlation Matrix

	AAPL	AMZN	GOOGL	META	NFLX
AAPL	1.00	0.05	0.12	0.11	0.12
AMZN	0.05	1.00	0.56	0.38	0.16
GOOGL	0.12	0.56	1.00	0.30	0.15
META	0.11	0.38	0.30	1.00	0.11
NFLX	0.12	0.16	0.15	0.11	1.00

Actions

Portfolio

Allocation

5 Assets

FAANG: returns, risk and holdings

FAANG at a glance

How FAANG ranks

More portfolios