LQQ

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 Every 3 months.

As of Aug 6, 2026, the LQQ returned 29.44% Year-To-Date and 33.52% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 6, 2007, LQQ's average daily return is +0.12%, while the average monthly return is +2.53%. At this rate, an investment would double in approximately 2.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +35.4%, while the worst month was Sep 2008 at -29.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LQQ closed higher 55% of trading days. The best single day was Oct 29, 2008 with a return of +21.5%, while the worst single day was Mar 12, 2020 at -16.9%.

LQQ has an annualized alpha of 20.90%, beta of 1.08, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since August 06, 2007.

• This portfolio captured 284.60% of S&P 500 Index gains and 162.26% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.27 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.

LQQ has an expense ratio of 0.60%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

LQQ ranks 29 for risk / return — above 29% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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 LQQ Sharpe ratio is 1.47 as of Aug 6, 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

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 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 78.94%, occurring on Mar 6, 2009. Recovery took 498 trading sessions.

The current LQQ drawdown is 7.91%.

The chart below shows the rolling one-month volatility.