LQQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | Leveraged Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LQQ, 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
The earliest data available for this chart is Jul 11, 2006, corresponding to the inception date of LQQ.PA
Returns By Period
As of Jul 25, 2024, the LQQ returned 25.81% Year-To-Date and 28.57% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| LQQ | 23.22% | -7.26% | 13.72% | 35.28% | 28.83% | 28.27% |
| Portfolio components: | ||||||
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 23.22% | -7.26% | 13.72% | 35.28% | 28.83% | 28.27% |
Monthly Returns
The table below presents the monthly returns of LQQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.74% | 7.82% | 3.10% | -7.35% | 6.61% | 17.76% | 23.22% | ||||||
| 2023 | 21.80% | -0.45% | 16.58% | 0.58% | 16.78% | 12.36% | 6.81% | -3.12% | -9.72% | -6.76% | 21.31% | 11.06% | 118.95% |
| 2022 | -20.18% | -7.25% | 9.62% | -23.33% | -10.56% | -17.10% | 21.94% | -8.05% | -17.05% | 1.10% | 2.07% | -13.24% | -61.59% |
| 2021 | 2.14% | -0.42% | 1.16% | 11.90% | -3.36% | 13.26% | 5.45% | 8.51% | -9.86% | 13.09% | 5.24% | 3.03% | 59.37% |
| 2020 | 7.62% | -15.12% | -15.07% | 24.87% | 9.16% | 13.97% | 14.43% | 24.08% | -10.44% | -7.26% | 19.50% | 11.73% | 89.75% |
| 2019 | 16.78% | 6.04% | 6.83% | 10.52% | -14.42% | 13.14% | 7.59% | -7.63% | 1.44% | 8.12% | 9.22% | 6.28% | 79.13% |
| 2018 | 17.36% | -1.88% | -11.16% | 3.64% | 9.58% | 2.38% | 3.68% | 11.83% | -0.67% | -17.70% | -2.69% | -15.99% | -7.82% |
| 2017 | 8.89% | 9.78% | 3.74% | 5.12% | 7.23% | -4.57% | 8.59% | 2.33% | -0.31% | 9.26% | 3.34% | 1.59% | 69.47% |
| 2016 | -17.57% | 1.01% | 11.13% | -7.90% | 9.68% | -6.08% | 16.25% | 1.52% | 4.19% | -2.56% | 1.19% | 0.89% | 7.36% |
| 2015 | -5.70% | 13.74% | -3.99% | 4.40% | 2.04% | -5.37% | 9.28% | -12.66% | -6.89% | 25.13% | -0.04% | -1.56% | 13.59% |
| 2014 | -3.16% | 11.71% | -6.28% | -1.99% | 9.56% | 6.40% | 2.88% | 8.85% | -0.53% | 3.38% | 9.93% | -2.74% | 42.64% |
| 2013 | 10.69% | 1.38% | 4.45% | 4.40% | 10.72% | -7.31% | 13.33% | -1.69% | 9.51% | 11.08% | 5.70% | 4.48% | 87.97% |
Expense Ratio
LQQ features an expense ratio of 0.60%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LQQ is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 1.14 | 1.63 | 1.21 | 0.88 | 5.22 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the LQQ. 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 LQQ was 78.93%, occurring on Mar 6, 2009. Recovery took 497 trading sessions.
The current LQQ drawdown is 12.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.93% | Nov 1, 2007 | 334 | Mar 6, 2009 | 497 | Feb 14, 2011 | 831 |
| -63.37% | Nov 23, 2021 | 284 | Dec 28, 2022 | 357 | May 23, 2024 | 641 |
| -52.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 63 | Jun 23, 2020 | 86 |
| -41.13% | Oct 2, 2018 | 60 | Dec 24, 2018 | 137 | Jul 11, 2019 | 197 |
| -33.08% | Dec 3, 2015 | 49 | Feb 11, 2016 | 124 | Aug 5, 2016 | 173 |
Volatility
Volatility Chart
The current LQQ volatility is 10.76%, 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.