Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Dec 4, 2024, the Facebook returned 73.89% Year-To-Date and 23.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| 73.89% | 9.45% | 24.20% | 93.38% | 25.19% | 23.27% | |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 73.89% | 9.45% | 24.20% | 93.38% | 25.19% | 23.27% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 10.22% | 25.76% | -0.93% | -11.41% | 8.52% | 8.12% | -5.83% | 9.79% | 9.91% | -0.85% | 1.19% | 73.89% | |
| 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% |
| 2013 | 16.38% | -12.04% | -6.13% | 8.56% | -12.32% | 2.18% | 47.91% | 12.21% | 21.64% | -0.05% | -6.36% | 16.25% | 105.30% |
Expense Ratio
Facebook 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Facebook is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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. | 2.46 | 3.36 | 1.47 | 4.86 | 15.03 |
Dividends
Dividend yield
Facebook provided a 0.24% dividend yield over the last twelve months.
| TTM | |
|---|---|
| Portfolio | 0.24% |
| Portfolio components: | |
META Meta Platforms, Inc. | 0.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.50 | $0.00 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.00 | $1.50 |
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.
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 |
| -22.06% | Mar 11, 2014 | 34 | Apr 28, 2014 | 61 | Jul 24, 2014 | 95 |
Volatility
Volatility Chart
The current Facebook volatility is 8.10%, 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.