NASDAQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | Large Cap Growth Equities | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in NASDAQ, 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 Sep 22, 2023, the NASDAQ returned 34.85% Year-To-Date and 16.91% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.84% |
| NASDAQ | -1.40% | 15.73% | 34.85% | 27.23% | 15.07% | 16.91% |
| Portfolio components: | ||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -1.40% | 15.73% | 34.85% | 27.23% | 15.07% | 16.91% |
| Returns over 1 year are annualized | ||||||
Dividend yield
NASDAQ granted a 2.83% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NASDAQ | 2.83% | 3.75% | 2.48% | 1.36% | 7.64% | 2.85% | 1.95% | 0.91% | 1.04% | 1.25% | 0.89% | 0.76% |
| Portfolio components: | ||||||||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 2.83% | 3.75% | 2.48% | 1.36% | 7.64% | 2.85% | 1.95% | 0.91% | 1.04% | 1.25% | 0.89% | 0.76% |
Expense Ratio
The NASDAQ has a high expense ratio of 0.63%, 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.
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 | |
|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 1.07 |
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 NASDAQ. 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 NASDAQ is 81.69%, recorded on Oct 7, 2002. It took 3048 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.69% | Apr 10, 2000 | 625 | Oct 7, 2002 | 3048 | Nov 14, 2014 | 3673 |
| -35.43% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -27.88% | Feb 20, 2020 | 22 | Mar 20, 2020 | 51 | Jun 3, 2020 | 73 |
| -21.86% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -16.13% | Dec 2, 2015 | 47 | Feb 9, 2016 | 117 | Jul 27, 2016 | 164 |
Volatility Chart
The current NASDAQ volatility is 5.16%, 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.