PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Facebook

Last updated Feb 21, 2024

Asset Allocation


META 100%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services

100%

Performance

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


0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2024February
64.03%
13.40%
Facebook
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Feb 21, 2024, the Facebook returned 33.28% Year-To-Date and 21.30% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Facebook33.28%23.03%64.03%172.88%24.18%21.30%
META
Meta Platforms, Inc.
33.28%23.03%64.03%172.88%24.18%21.30%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202410.22%
202311.02%-7.13%1.46%0.35%8.59%8.20%

Sharpe Ratio

The current Facebook Sharpe ratio is 4.65. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.004.65

The Sharpe ratio of Facebook is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2024February
4.65
1.75
Facebook
Benchmark (^GSPC)
Portfolio components

Dividend yield

Facebook granted a 0.11% dividend yield in the last twelve months.


TTM
Facebook0.11%
META
Meta Platforms, Inc.
0.11%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
META
Meta Platforms, Inc.
4.65

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.54%
-1.08%
Facebook
Benchmark (^GSPC)
Portfolio components

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 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.74%Sep 8, 2021293Nov 3, 2022302Jan 19, 2024595
-53.63%May 21, 201274Sep 4, 2012229Aug 5, 2013303
-42.96%Jul 26, 2018105Dec 24, 2018262Jan 9, 2020367
-34.59%Jan 30, 202032Mar 16, 202046May 20, 202078
-22.06%Mar 11, 201434Apr 28, 201461Jul 24, 201495

Volatility Chart

The current Facebook volatility is 19.95%, 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
19.95%
3.37%
Facebook
Benchmark (^GSPC)
Portfolio components
0 comments