Facebook

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.

As of Aug 5, 2026, the Facebook returned -10.65% Year-To-Date and 16.85% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 18, 2012, Facebook's average daily return is +0.11%, while the average monthly return is +2.16%. At this rate, an investment would double in approximately 2.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2013 with a return of +47.9%, while the worst month was Feb 2022 at -32.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Facebook closed higher 52% of trading days. The best single day was Jul 25, 2013 with a return of +29.6%, while the worst single day was Feb 3, 2022 at -26.4%.

Facebook has an annualized alpha of 9.38%, beta of 1.27, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

• This portfolio captured 127.04% of S&P 500 Index gains but only 96.75% of its losses - a favorable profile for investors.
• R2 of 0.28 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

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.

Facebook ranks 1 for risk / return — above 1% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Facebook Sharpe ratio is -0.59 as of Aug 5, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.40 to 2.23, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Facebook compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Facebook provided a 0.36% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

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 25.33%.

The chart below shows the rolling one-month volatility.