Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
META Meta Platforms, Inc. | Communication Services | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Facebook, 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 Every 3 months.
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of May 6, 2025, the Facebook returned 2.44% Year-To-Date and 22.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| 2.44% | 18.73% | 4.87% | 29.16% | 23.43% | 22.67% | |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 2.44% | 18.73% | 4.87% | 29.16% | 23.43% | 22.67% |
Monthly Returns
The table below presents the monthly returns of Facebook, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 17.71% | -3.04% | -13.67% | -4.75% | 9.16% | 2.44% | |||||||
| 2024 | 10.22% | 25.76% | -0.93% | -11.41% | 8.52% | 8.12% | -5.83% | 9.79% | 9.91% | -0.85% | 1.19% | 2.03% | 66.05% |
| 2023 | 23.79% | 17.43% | 21.15% | 13.39% | 10.15% | 8.41% | 11.02% | -7.13% | 1.46% | 0.35% | 8.59% | 8.20% | 194.13% |
| 2022 | -6.86% | -32.63% | 5.37% | -9.84% | -3.41% | -16.73% | -1.33% | 2.41% | -16.72% | -31.34% | 26.77% | 1.90% | -64.22% |
| 2021 | -5.43% | -0.27% | 14.33% | 10.37% | 1.12% | 5.77% | 2.47% | 6.48% | -10.54% | -4.66% | 0.28% | 3.66% | 23.13% |
| 2020 | -1.63% | -4.68% | -13.34% | 22.73% | 9.96% | 0.88% | 11.71% | 15.58% | -10.68% | 0.46% | 5.27% | -1.38% | 33.09% |
| 2019 | 27.16% | -3.14% | 3.25% | 16.02% | -8.24% | 8.75% | 0.64% | -4.41% | -4.09% | 7.62% | 5.21% | 1.79% | 56.57% |
| 2018 | 5.91% | -4.59% | -10.39% | 7.64% | 11.50% | 1.32% | -11.19% | 1.83% | -6.41% | -7.70% | -7.37% | -6.77% | -25.71% |
| 2017 | 13.27% | 4.01% | 4.80% | 5.77% | 0.81% | -0.32% | 12.10% | 1.61% | -0.64% | 5.38% | -1.60% | -0.41% | 53.38% |
| 2016 | 7.21% | -4.71% | 6.72% | 3.05% | 1.05% | -3.81% | 8.45% | 1.76% | 1.70% | 2.12% | -9.60% | -2.85% | 9.93% |
| 2015 | -2.70% | 4.03% | 4.11% | -4.19% | 0.53% | 8.30% | 9.61% | -4.87% | 0.53% | 13.43% | 2.23% | 0.40% | 34.15% |
| 2014 | 14.49% | 9.41% | -12.01% | -0.76% | 5.89% | 6.30% | 7.97% | 2.99% | 5.64% | -5.12% | 3.61% | 0.41% | 42.77% |
Expense Ratio
Facebook has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Facebook is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 1.02 | 1.58 | 1.21 | 1.08 | 3.47 |
Dividends
Dividend yield
Facebook provided a 0.34% dividend yield over the last twelve months.
| TTM | 2024 | |
|---|---|---|
| Portfolio | 0.34% | 0.34% |
| Portfolio components: | ||
META Meta Platforms, Inc. | 0.34% | 0.34% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.53 | |||||||
| 2024 | $0.50 | $0.00 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $2.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Facebook. 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 Facebook was 76.74%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.
The current Facebook drawdown is 18.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.74% | Sep 8, 2021 | 293 | Nov 3, 2022 | 302 | Jan 19, 2024 | 595 |
| -53.63% | May 21, 2012 | 74 | Sep 4, 2012 | 229 | Aug 5, 2013 | 303 |
| -42.96% | Jul 26, 2018 | 105 | Dec 24, 2018 | 262 | Jan 9, 2020 | 367 |
| -34.59% | Jan 30, 2020 | 32 | Mar 16, 2020 | 46 | May 20, 2020 | 78 |
| -34.15% | Feb 18, 2025 | 44 | Apr 21, 2025 | — | — | — |
Volatility
Volatility Chart
The current Facebook volatility is 19.83%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | META | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.56 | 0.56 |
| META | 0.56 | 1.00 | 1.00 |
| Portfolio | 0.56 | 1.00 | 1.00 |