QQQ/SPY
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in QQQ/SPY, 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
Returns
As of May 31, 2023, the QQQ/SPY returned 20.77% Year-To-Date and 15.08% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.90% | 9.53% | 3.07% | 1.78% | 9.02% | 9.95% |
| QQQ/SPY | 4.87% | 20.77% | 11.89% | 9.14% | 13.60% | 15.08% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 8.63% | 31.64% | 19.77% | 14.39% | 16.05% | 18.04% |
SPY SPDR S&P 500 ETF | 1.12% | 10.29% | 3.93% | 3.48% | 10.87% | 11.98% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| QQQ | SPY | |
|---|---|---|
| QQQ | 1.00 | 0.86 |
| SPY | 0.86 | 1.00 |
Dividend yield
QQQ/SPY granted a 1.30% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QQQ/SPY | 1.30% | 1.23% | 0.83% | 1.07% | 1.30% | 1.56% | 1.42% | 1.69% | 1.70% | 1.84% | 1.62% | 2.01% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.74% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
SPY SPDR S&P 500 ETF | 1.86% | 1.66% | 1.23% | 1.57% | 1.84% | 2.19% | 1.97% | 2.26% | 2.35% | 2.17% | 2.15% | 2.63% |
Expense Ratio
The QQQ/SPY features an expense ratio of 0.14%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.65 | ||||
SPY SPDR S&P 500 ETF | 0.26 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the QQQ/SPY. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the QQQ/SPY is 68.73%, recorded on Oct 9, 2002. It took 2666 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.73% | Mar 27, 2000 | 637 | Oct 9, 2002 | 2666 | May 14, 2013 | 3303 |
| -30.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -29.76% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.95% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -14.3% | Nov 4, 2015 | 68 | Feb 11, 2016 | 103 | Jul 11, 2016 | 171 |
Volatility Chart
The current QQQ/SPY volatility is 4.40%, 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.