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QQQ/SPY

Last updated May 31, 2023

Asset Allocation


QQQ 50%SPY 50%EquityEquity

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


-10.00%-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMay
11.86%
3.16%
QQQ/SPY
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.90%9.53%3.07%1.78%9.02%9.95%
QQQ/SPY4.87%20.77%11.89%9.14%13.60%15.08%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

QQQSPY
QQQ1.000.86
SPY0.861.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current QQQ/SPY Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMay
0.49
0.17
QQQ/SPY
Benchmark (^GSPC)
Portfolio components

Dividend yield

QQQ/SPY granted a 1.30% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
QQQ/SPY1.30%1.23%0.83%1.07%1.30%1.56%1.42%1.69%1.70%1.84%1.62%2.01%
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.


0.20%
0.00%2.15%
0.09%
0.00%2.15%

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
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.


-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMay
-10.99%
-12.32%
QQQ/SPY
Benchmark (^GSPC)
Portfolio components

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, 2000637Oct 9, 20022666May 14, 20133303
-30.73%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-29.76%Dec 28, 2021202Oct 14, 2022
-20.95%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-14.3%Nov 4, 201568Feb 11, 2016103Jul 11, 2016171

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%2023FebruaryMarchAprilMay
4.40%
3.82%
QQQ/SPY
Benchmark (^GSPC)
Portfolio components