Facebook, Inc.

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.

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.

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

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.

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.