LQQ
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | Leveraged Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 11, 2006, corresponding to the inception date of LQQ.PA
Returns By Period
As of May 19, 2025, the LQQ returned -4.58% Year-To-Date and 26.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| LQQ | -4.58% | 35.29% | 1.69% | 18.17% | 27.19% | 26.69% |
| Portfolio components: | ||||||
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | -4.58% | 35.29% | 1.69% | 18.17% | 27.19% | 26.69% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.14% | -10.94% | -15.53% | 0.06% | 21.72% | -4.58% | |||||||
| 2024 | 4.61% | 7.97% | 3.11% | -7.37% | 6.66% | 17.69% | -6.03% | -0.80% | 5.52% | -0.75% | 9.28% | 1.93% | 47.27% |
| 2023 | 21.80% | -0.43% | 16.60% | 0.53% | 16.88% | 12.30% | 6.85% | -3.15% | -9.70% | -6.77% | 21.35% | 11.02% | 119.01% |
| 2022 | -20.25% | -7.26% | 9.74% | -23.35% | -10.59% | -17.13% | 22.08% | -8.30% | -16.88% | 1.11% | 2.21% | -13.40% | -61.61% |
| 2021 | 2.07% | -0.42% | 1.14% | 11.92% | -3.63% | 13.56% | 5.45% | 8.53% | -9.94% | 13.13% | 5.21% | 3.14% | 59.35% |
| 2020 | 7.07% | -14.85% | -14.84% | 23.96% | 9.76% | 14.33% | 15.22% | 22.87% | -10.13% | -7.20% | 19.62% | 11.39% | 90.01% |
| 2019 | 17.51% | 5.74% | 6.87% | 10.10% | -14.46% | 13.56% | 8.36% | -7.71% | 1.19% | 7.72% | 9.14% | 6.23% | 79.47% |
| 2018 | 17.81% | -1.50% | -11.37% | 3.95% | 8.95% | 1.52% | 4.92% | 12.30% | -0.98% | -17.65% | -2.33% | -16.77% | -7.63% |
| 2017 | 7.39% | 10.76% | 4.01% | 4.45% | 6.86% | -3.82% | 7.57% | 3.01% | -0.44% | 9.62% | 2.83% | 1.55% | 67.74% |
| 2016 | -17.37% | 0.55% | 10.17% | -8.35% | 10.80% | -6.02% | 15.07% | 2.30% | 4.04% | -2.34% | 1.73% | 0.88% | 7.24% |
| 2015 | -5.28% | 13.35% | -3.19% | 2.42% | 2.80% | -4.40% | 7.97% | -12.27% | -6.24% | 24.12% | 0.25% | -1.08% | 14.38% |
| 2014 | -2.25% | 10.35% | -5.76% | -2.24% | 9.77% | 6.23% | 3.30% | 9.23% | -0.46% | 3.63% | 9.25% | -2.84% | 43.17% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LQQ is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.37 | 0.81 | 1.11 | 0.40 | 1.20 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
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.
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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 78.92%, occurring on Mar 6, 2009. Recovery took 497 trading sessions.
The current LQQ drawdown is 11.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.92% | Nov 1, 2007 | 334 | Mar 6, 2009 | 497 | Feb 14, 2011 | 831 |
| -63.32% | Nov 23, 2021 | 284 | Dec 28, 2022 | 357 | May 23, 2024 | 641 |
| -52.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 63 | Jun 23, 2020 | 86 |
| -41.77% | Dec 18, 2024 | 78 | Apr 9, 2025 | — | — | — |
| -41.41% | Oct 2, 2018 | 60 | Dec 24, 2018 | 137 | Jul 11, 2019 | 197 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LQQ.PA | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.49 | 0.49 |
| LQQ.PA | 0.49 | 1.00 | 1.00 |
| Portfolio | 0.49 | 1.00 | 1.00 |