# META Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 52037d773aea6ba88def5a0677e2fd76b8e2b4ec6c26ca945624117c615b0b87.

## Return & risk

For META over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 29.48%, annualized volatility 36.44%, and maximum drawdown -34.15%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.99% for 95% VaR and -4.89% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.70, Sortino 1.08, and Calmar 0.75 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 1.46 and alpha 2.23%. Up capture is 1.41 and down capture is 1.37.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, META's latest reported revenue is 200,966,000,000, net margin is 30.08%, and return on equity is 27.83%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 29.48% | 3y | 2026-06-30 |
| Annualized volatility | 36.44% | 3y | 2026-06-30 |
| Maximum drawdown | -34.15% | 3y | 2026-06-30 |
| 95% daily VaR | -2.99% | 3y | 2026-06-30 |
| 95% daily CVaR | -4.89% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.70 | 3y | 2026-06-30 |
| Sortino ratio | 1.08 | 3y | 2026-06-30 |
| Calmar ratio | 0.75 | 3y | 2026-06-30 |
| Beta vs SPY | 1.46 | 3y | 2026-06-30 |
| Alpha vs SPY | 2.23% | 3y | 2026-06-30 |
| Up capture vs SPY | 1.41 | 3y | 2026-06-30 |
| Down capture vs SPY | 1.37 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 200,966,000,000 | 2025-12-31 | 0001628280-26-003942 |
| Net margin | 30.08% | 2025-12-31 | 0001628280-26-003942 |
| Return on equity | 27.83% | 2025-12-31 | 0001628280-26-003942 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf META --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 52037d773aea6ba88def5a0677e2fd76b8e2b4ec6c26ca945624117c615b0b87.