Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 55% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 25% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversify or not (with QQQ for US), 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 Every year.
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The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of Apr 10, 2026, the Diversify or not (with QQQ for US) returned 2.78% Year-To-Date and 15.35% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio Diversify or not (with QQQ for US) | 0.23% | 1.29% | 2.78% | 4.72% | 35.18% | 21.92% | 11.23% | 15.35% |
| Portfolio components: | ||||||||
VEA Vanguard FTSE Developed Markets ETF | -0.40% | 2.57% | 8.32% | 14.07% | 42.05% | 17.96% | 9.37% | 9.95% |
VWO Vanguard FTSE Emerging Markets ETF | -0.11% | 1.68% | 4.99% | 5.58% | 36.54% | 15.38% | 4.87% | 8.21% |
QQQ Invesco QQQ ETF | 0.68% | 0.52% | -0.55% | 0.17% | 31.58% | 25.01% | 13.28% | 19.70% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 27, 2007, Diversify or not (with QQQ for US)'s average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +13.7%, while the worst month was Oct 2008 at -18.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Diversify or not (with QQQ for US) closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.18% | 0.90% | -6.30% | 5.37% | 2.78% | ||||||||
| 2025 | 2.46% | -0.75% | -3.81% | 1.82% | 6.94% | 5.39% | 1.04% | 2.38% | 4.68% | 3.31% | -0.84% | 0.67% | 25.35% |
| 2024 | 0.01% | 4.31% | 1.98% | -3.11% | 4.98% | 3.59% | -0.03% | 1.51% | 3.15% | -2.25% | 2.70% | -0.69% | 16.99% |
| 2023 | 9.78% | -2.36% | 6.52% | 0.85% | 3.17% | 5.62% | 4.04% | -2.77% | -4.37% | -2.55% | 9.77% | 5.27% | 36.67% |
| 2022 | -5.68% | -3.85% | 1.94% | -10.28% | -0.29% | -7.90% | 7.63% | -4.35% | -10.26% | 3.06% | 9.18% | -5.65% | -25.29% |
| 2021 | 0.59% | 0.84% | 1.48% | 4.36% | 0.56% | 3.44% | 0.58% | 3.14% | -4.71% | 5.53% | -0.45% | 1.97% | 18.31% |
Benchmark Metrics
Diversify or not (with QQQ for US) has an annualized alpha of 2.20%, beta of 1.02, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since July 27, 2007.
- This portfolio captured 112.00% of S&P 500 Index gains and 101.63% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.20%
- Beta
- 1.02
- R²
- 0.91
- Upside Capture
- 112.00%
- Downside Capture
- 101.63%
Expense Ratio
Diversify or not (with QQQ for US) has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Diversify or not (with QQQ for US) ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.37 | 1.84 | +0.53 |
Sortino ratioReturn per unit of downside risk | 3.19 | 2.53 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.47 | 3.83 | +0.64 |
Martin ratioReturn relative to average drawdown | 19.38 | 16.98 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 77 | 2.83 | 3.78 | 1.52 | 4.46 | 18.06 |
VWO Vanguard FTSE Emerging Markets ETF | 63 | 2.37 | 3.29 | 1.45 | 3.89 | 14.45 |
QQQ Invesco QQQ ETF | 48 | 1.81 | 2.43 | 1.33 | 3.74 | 14.02 |
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Dividends
Dividend yield
Diversify or not (with QQQ for US) provided a 1.46% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.46% | 1.61% | 1.78% | 1.83% | 1.99% | 1.55% | 1.20% | 1.82% | 1.91% | 1.61% | 1.85% | 1.92% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 2.78% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VWO Vanguard FTSE Emerging Markets ETF | 2.57% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
QQQ Invesco QQQ ETF | 0.46% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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 Diversify or not (with QQQ for US). 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 Diversify or not (with QQQ for US) was 57.12%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current Diversify or not (with QQQ for US) drawdown is 2.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.12% | Nov 1, 2007 | 339 | Mar 9, 2009 | 539 | Apr 27, 2011 | 878 |
| -31.77% | Nov 22, 2021 | 226 | Oct 14, 2022 | 296 | Dec 19, 2023 | 522 |
| -29.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -19.74% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -19.51% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
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 3 assets, with an effective number of assets of 2.47, 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
| Benchmark | VWO | VEA | QQQ | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.74 | 0.83 | 0.90 | 0.93 |
| VWO | 0.74 | 1.00 | 0.82 | 0.68 | 0.85 |
| VEA | 0.83 | 0.82 | 1.00 | 0.72 | 0.87 |
| QQQ | 0.90 | 0.68 | 0.72 | 1.00 | 0.95 |
| Portfolio | 0.93 | 0.85 | 0.87 | 0.95 | 1.00 |