PortfoliosLab logo

Facebook, Inc.

FB
Equity · Currency in USD
Sector
Communication Services
Industry
Internet Content & Information
ISIN
US30303M1027
CUSIP
30303M102

FBPrice Chart


Chart placeholderClick Calculate to get results

FBPerformance

The chart shows the growth of $10,000 invested in Facebook, Inc. on May 21, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $84,910 for a total return of roughly 749.10%. All prices are adjusted for splits and dividends.


FB (Facebook, Inc.)
Benchmark (S&P 500)

FBReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-9.19%
6M9.47%
YTD18.84%
1Y16.46%
5Y19.72%
10Y25.50%

FBMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

FBSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Facebook, Inc. Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FB (Facebook, Inc.)
Benchmark (S&P 500)

FBDividends


Facebook, Inc. doesn't pay dividends

FBDrawdowns Chart

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


FB (Facebook, Inc.)
Benchmark (S&P 500)

FBWorst Drawdowns

The table below shows the maximum drawdowns of the Facebook, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Facebook, Inc. is 53.62%, recorded on Sep 4, 2012. It took 229 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.62%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
-21.17%Feb 2, 201837Mar 27, 201846Jun 1, 201883
-19.17%Aug 27, 202097Jan 14, 202154Apr 5, 2021151
-17.34%Oct 21, 201326Nov 25, 201315Dec 17, 201341
-16.57%Jul 22, 201524Aug 24, 201539Oct 19, 201563
-15.28%Sep 8, 202125Oct 12, 2021
-13.68%Oct 25, 201647Dec 30, 201626Feb 8, 201773

FBVolatility Chart

Current Facebook, Inc. volatility is 36.52%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FB (Facebook, Inc.)
Benchmark (S&P 500)

Portfolios with Facebook, Inc.


Loading data...

More Tools for Facebook, Inc.