FAANG

• Returns
• Risks
• Sharpes

	1 Day	1 Week	1 Month	3 Months	1 Year	3 Years	5 Years	10 Years	Since Inception	Inception Date
META	0.36	4.35	17.06	44.86	27.00	1.99	5.93	25.85	18.59	2012-05-21
AMZN	1.51	2.95	9.15	21.84	8.55	-1.41	7.83	24.48	16.14	1999-11-02
AAPL	-1.35	-0.13	4.12	14.98	20.03	29.08	29.47	26.93	26.42	1999-11-02
NFLX	0.51	9.32	11.24	12.73	94.65	-5.28	1.14	27.46	31.34	2002-05-24
GOOG	-3.36	1.29	14.85	33.57	8.93	19.93	17.66		17.45	2014-03-28
Benchmark	-2.03	1.18	4.08	10.64	14.82	16.49	16.81	16.99	6.00	1999-11-02

	1 Week	1 Month	3 Months	1 Year	3 Years	5 Years	10 Years	Since Inception	Inception Date
META	1.03	3.10	2.52	58.53	48.49	44.73	38.95	40.67	2012-05-21
AMZN	1.63	2.17	1.98	43.92	38.17	36.25	32.90	50.96	1999-11-02
AAPL	0.96	1.34	1.32	31.50	31.57	33.16	28.46	39.78	1999-11-02
NFLX	4.16	2.44	2.42	50.48	50.35	47.35	44.81	56.81	2002-05-24
GOOG	1.70	1.84	1.84	38.55	31.90	31.88		28.15	2014-03-28
Benchmark	1.20	1.10	1.06	25.81	23.80	25.50	20.36	24.83	1999-11-02

	1 Year	3 Years	5 Years	10 Years	Since Inception	Inception Date
META	3.45	1.01	1.21	2.59	2.10	2012-05-21
AMZN	1.38	0.32	1.09	2.32	2.26	1999-11-02
AAPL	1.95	2.63	2.69	2.41	2.69	1999-11-02
NFLX	7.00	0.44	0.90	2.91	3.68	2002-05-24
GOOG	1.25	1.96	1.78		1.68	2014-03-28
Benchmark	1.43	1.53	1.58	1.52	0.68	1999-11-02

Benchmark and Factor Model

• Absolute
• Excess

Factor Attribution

• Absolute
• Excess

Documentation