FAANG

5f44bb6065c486e7a2102c57

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date		 Latest
Return Date		 Type
META Meta Platforms Inc - Class A 2012-05-21 2023-11-27 Equity
AMZN Amazon.com Inc 1999-11-02 2023-11-27 Equity
AAPL Apple Inc 1999-11-02 2023-11-27 Equity
NFLX Netflix Inc 2002-05-24 2023-11-27 Equity
GOOG Alphabet Inc - Class C 2014-03-28 2023-11-27 Equity
Benchmark
XLK Technology Select Sector SPDR ETF 1999-11-02 2023-11-27 ETF

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
META -1.04 -0.10 16.07 17.23 201.74 6.71 19.70 22.02 20.75 2012-05-21
AMZN 0.67 1.76 23.55 10.86 58.44 -2.48 13.34 22.76 16.91 1999-11-02
AAPL -0.09 0.05 13.69 6.25 28.20 17.83 34.10 25.82 26.32 1999-11-02
NFLX -0.08 2.85 18.74 15.18 68.16 -0.40 12.90 25.22 32.17 2002-05-24
GOOG -0.12 0.81 11.84 5.63 41.64 15.99 21.40 17.99 2014-03-28
Benchmark -0.01 0.82 13.94 8.83 36.00 14.56 22.10 18.07 6.62 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
META 1.30 1.35 1.73 2.64 47.06 44.00 37.50 40.23 2012-05-21
AMZN 1.26 1.98 2.08 2.17 37.40 36.02 33.17 50.64 1999-11-02
AAPL 0.64 0.92 1.24 1.42 28.09 32.57 28.29 39.45 1999-11-02
NFLX 0.76 1.21 2.57 2.53 49.54 46.76 44.62 56.44 2002-05-24
GOOG 0.91 1.00 1.77 1.98 31.52 32.01 28.10 2014-03-28
Benchmark 0.78 0.85 1.00 1.19 22.65 25.37 20.59 24.68 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
META 10.70 1.37 2.30 2.27 2.25 2012-05-21
AMZN 4.58 0.19 1.54 2.20 2.30 1999-11-02
AAPL 2.39 1.71 3.00 2.32 2.67 1999-11-02
NFLX 5.27 0.86 1.88 2.74 3.72 2002-05-24
GOOG 3.47 1.64 2.07 1.72 2014-03-28
Benchmark 2.88 1.35 1.99 1.60 0.73 1999-11-02

Correlation Matrix

META AMZN AAPL NFLX GOOG
META 1 0.59 0.54 0.47 0.65
AMZN 0.59 1 0.55 0.51 0.65
AAPL 0.54 0.55 1 0.42 0.61
NFLX 0.47 0.51 0.42 1 0.47
GOOG 0.65 0.65 0.61 0.47 1
Documentation

Policy Report

Expected Risk

27.28%

Unique Bets

1.59

Back Test Report

Key Statistics

Returns

Portfolio
25.82%
Benchmark
18.12%

Risk

Portfolio
27.21%
Benchmark
20.85%

Sharpe Ratio

Portfolio
0.85
Benchmark
0.73

Excess Returns

7.71%

Tracking Error

14.71%

Risk Free Rate

3.54%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

4.05

Skew

-0.27

Excess Kurtosis

9.09

Excess Skew

-0.31

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0003

Adjusted R2

0.79

Documentation

Factor Attribution

Documentation

Specification You may be able to interact with your portfolio programmatically. This is new functionality that is still a work in progress. Go Reference 
name: FAANG
benchmark:
    id: XLK
assets:
    - id: META
    - id: AMZN
    - id: AAPL
    - id: NFLX
    - id: GOOG
policy:
    rebalancing_interval: Monthly
    weights_algorithm: EqualWeight
    weights_updating_interval: Never