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LQQ

Last updated Mar 2, 2024

Asset Allocation


LQQ.PA 100%EquityEquity
PositionCategory/SectorWeight
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
Leveraged Equities

100%

S&P 500

Performance

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
5,431.79%
303.72%
LQQ
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 11, 2006, corresponding to the inception date of LQQ.PA

Returns

As of Mar 2, 2024, the LQQ returned 15.92% Year-To-Date and 29.01% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
LQQ15.92%6.08%32.24%104.41%32.60%28.91%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
15.92%6.08%32.24%104.41%32.60%28.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.73%8.18%
2023-3.12%-9.72%-6.76%21.31%11.07%

Sharpe Ratio

The current LQQ Sharpe ratio is 3.48. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.48

The Sharpe ratio of LQQ is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.48
2.44
LQQ
Benchmark (^GSPC)
Portfolio components

Dividend yield


LQQ doesn't pay dividends

Expense Ratio

The LQQ has a high expense ratio of 0.60%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
LQQ
3.48
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
3.48

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.81%
0
LQQ
Benchmark (^GSPC)
Portfolio components

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 4.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.93%Nov 1, 2007334Mar 6, 2009497Feb 14, 2011831
-63.37%Nov 23, 2021284Dec 28, 2022
-52.55%Feb 20, 202023Mar 23, 202063Jun 23, 202086
-41.13%Oct 2, 201860Dec 24, 2018137Jul 11, 2019197
-33.08%Dec 3, 201549Feb 11, 2016124Aug 5, 2016173

Volatility Chart

The current LQQ volatility is 9.32%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
9.32%
3.47%
LQQ
Benchmark (^GSPC)
Portfolio components
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