replicating qqq - again ...
Summary of New Allocation:
Apple (AAPL): 21.37% Microsoft (MSFT): 18.46% Amazon (AMZN): 14.53% NVIDIA (NVDA): 11.45% Google (Alphabet Class A - GOOGL): 7.69% Google (Alphabet Class C - GOOG): 7.18% Meta Platforms (META): 6.50% Tesla (TSLA): 5.98% PepsiCo (PEP): 3.59% Adobe (ADBE): 3.25%
Normalized Portfolio Allocation with Tickers:
NVIDIA Corporation (NVDA): 11.04% Microsoft Corporation (MSFT): 11.02% Apple Inc. (AAPL): 10.99% Broadcom Inc. (AVGO): 6.95% Amazon.com, Inc. (AMZN): 6.39% Meta Platforms Inc Class A (META): 5.91% Alphabet Inc. Class A (GOOGL): 3.48% Alphabet Inc. Class C (GOOG): 3.39% Costco Wholesale Corporation (COST): 3.29% Tesla, Inc. (TSLA): 2.88% Adobe Inc. (ADBE): 2.05% PepsiCo, Inc. (PEP): 1.95% Linde plc (LIN): 1.82% Applied Materials, Inc. (AMAT): 1.70%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14.92% |
AMAT Applied Materials, Inc. | Technology | 3.18% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 15.35% |
COST Costco Wholesale Corporation | Consumer Defensive | 6.72% |
GOOG Alphabet Inc. | Communication Services | 7.60% |
GOOGL Alphabet Inc. | Communication Services | 8.09% |
LIN Linde plc | Basic Materials | 2.87% |
META Meta Platforms, Inc. | Communication Services | 8.14% |
MSFT Microsoft Corporation | Technology | 15.75% |
NVDA NVIDIA Corporation | Technology | 17.38% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in replicating qqq - again ..., 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 17, 2024, the replicating qqq - again ... returned 39.86% Year-To-Date and 34.86% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| replicating qqq - again ... | 39.86% | -1.01% | 14.30% | 55.44% | 37.76% | 34.86% |
| Portfolio components: | ||||||
AAPL Apple Inc | 12.62% | -4.44% | 24.66% | 24.06% | 32.12% | 25.51% |
MSFT Microsoft Corporation | 15.33% | 3.08% | 3.73% | 31.60% | 26.76% | 26.73% |
AMZN Amazon.com, Inc. | 21.69% | 4.42% | 5.97% | 31.70% | 15.32% | 27.37% |
NVDA NVIDIA Corporation | 135.86% | -6.25% | 32.04% | 166.09% | 92.38% | 74.38% |
GOOGL Alphabet Inc. | 13.00% | -3.25% | 6.89% | 14.88% | 20.77% | 18.01% |
GOOG Alphabet Inc. | 13.09% | -3.36% | 7.34% | 15.24% | 21.01% | 18.34% |
META Meta Platforms, Inc. | 51.11% | 1.21% | 7.51% | 78.11% | 23.32% | 21.31% |
AMAT Applied Materials, Inc. | 15.29% | -10.44% | -7.07% | 35.45% | 30.32% | 25.16% |
LIN Linde plc | 16.69% | 4.27% | 2.52% | 23.90% | 21.63% | 15.75% |
COST Costco Wholesale Corporation | 38.07% | 4.22% | 24.40% | 67.85% | 27.67% | 24.46% |
Monthly Returns
The table below presents the monthly returns of replicating qqq - again ..., with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.09% | 11.74% | 4.43% | -2.50% | 10.40% | 8.57% | -3.43% | 0.76% | 39.86% | ||||
| 2023 | 16.71% | 2.88% | 14.23% | 3.41% | 13.78% | 6.49% | 5.24% | 0.33% | -5.99% | -0.26% | 10.64% | 4.26% | 96.25% |
| 2022 | -8.83% | -3.99% | 6.19% | -16.92% | -2.53% | -9.79% | 14.35% | -7.15% | -12.81% | 0.27% | 9.58% | -10.65% | -38.30% |
| 2021 | 0.29% | 1.49% | 2.60% | 9.91% | 0.02% | 9.56% | 3.20% | 6.85% | -6.72% | 10.59% | 7.77% | -0.39% | 53.58% |
| 2020 | 4.43% | -3.12% | -5.10% | 15.75% | 7.64% | 7.30% | 9.76% | 14.13% | -6.26% | -1.86% | 8.41% | 2.26% | 63.99% |
| 2019 | 9.32% | 2.32% | 8.33% | 6.00% | -10.42% | 9.47% | 4.16% | -1.19% | 1.76% | 6.92% | 5.17% | 4.89% | 55.58% |
| 2018 | 12.90% | -0.21% | -4.74% | 1.41% | 7.96% | 0.14% | 4.05% | 8.65% | -0.85% | -11.78% | -4.85% | -10.12% | -0.49% |
| 2017 | 5.26% | 2.81% | 3.52% | 3.14% | 10.94% | -3.30% | 5.23% | 3.14% | 0.92% | 9.97% | 1.83% | -0.42% | 51.39% |
| 2016 | -5.60% | -1.92% | 9.48% | -3.25% | 10.83% | -1.86% | 11.09% | 2.81% | 4.64% | 0.39% | 3.71% | 5.44% | 39.93% |
| 2015 | -0.06% | 8.63% | -2.94% | 5.02% | 0.41% | -3.07% | 8.05% | -1.74% | 1.31% | 15.26% | 5.12% | 0.02% | 40.36% |
| 2014 | -1.51% | 4.34% | 2.12% | -0.21% | 6.22% | -0.96% | 0.99% | 5.69% | -3.94% | 12.95% |
Expense Ratio
replicating qqq - again ... has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of replicating qqq - again ... is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.06 | 1.64 | 1.20 | 1.42 | 3.35 |
MSFT Microsoft Corporation | 1.42 | 1.91 | 1.25 | 1.83 | 5.58 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.77 | 4.46 |
NVDA NVIDIA Corporation | 3.02 | 3.33 | 1.42 | 5.78 | 18.51 |
GOOGL Alphabet Inc. | 0.50 | 0.84 | 1.12 | 0.65 | 1.90 |
GOOG Alphabet Inc. | 0.52 | 0.85 | 1.12 | 0.66 | 1.96 |
META Meta Platforms, Inc. | 1.95 | 2.80 | 1.37 | 2.92 | 11.78 |
AMAT Applied Materials, Inc. | 0.75 | 1.22 | 1.16 | 0.94 | 2.86 |
LIN Linde plc | 1.46 | 2.00 | 1.29 | 2.00 | 4.61 |
COST Costco Wholesale Corporation | 3.33 | 3.91 | 1.59 | 6.36 | 16.75 |
Dividends
Dividend yield
replicating qqq - again ... granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| replicating qqq - again ... | 0.44% | 0.45% | 0.42% | 0.28% | 0.56% | 0.54% | 0.82% | 0.97% | 0.93% | 1.28% | 1.10% | 1.25% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
LIN Linde plc | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
COST Costco Wholesale Corporation | 2.13% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the replicating qqq - again .... 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 replicating qqq - again ... was 42.91%, occurring on Nov 3, 2022. Recovery took 151 trading sessions.
The current replicating qqq - again ... drawdown is 8.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.91% | Nov 22, 2021 | 240 | Nov 3, 2022 | 151 | Jun 13, 2023 | 391 |
| -30.44% | Sep 4, 2018 | 78 | Dec 24, 2018 | 145 | Jul 24, 2019 | 223 |
| -28.51% | Feb 20, 2020 | 18 | Mar 16, 2020 | 44 | May 18, 2020 | 62 |
| -16.69% | Dec 7, 2015 | 44 | Feb 9, 2016 | 45 | Apr 14, 2016 | 89 |
| -16.39% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current replicating qqq - again ... volatility is 6.90%, 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.
Diversification
Asset Correlations Table
| LIN | COST | AMAT | NVDA | META | AAPL | AMZN | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| LIN | 1.00 | 0.36 | 0.44 | 0.35 | 0.35 | 0.41 | 0.33 | 0.46 | 0.42 | 0.42 |
| COST | 0.36 | 1.00 | 0.37 | 0.38 | 0.35 | 0.43 | 0.41 | 0.47 | 0.42 | 0.42 |
| AMAT | 0.44 | 0.37 | 1.00 | 0.64 | 0.45 | 0.51 | 0.46 | 0.54 | 0.50 | 0.50 |
| NVDA | 0.35 | 0.38 | 0.64 | 1.00 | 0.51 | 0.52 | 0.54 | 0.58 | 0.52 | 0.52 |
| META | 0.35 | 0.35 | 0.45 | 0.51 | 1.00 | 0.51 | 0.61 | 0.58 | 0.65 | 0.66 |
| AAPL | 0.41 | 0.43 | 0.51 | 0.52 | 0.51 | 1.00 | 0.56 | 0.62 | 0.58 | 0.58 |
| AMZN | 0.33 | 0.41 | 0.46 | 0.54 | 0.61 | 0.56 | 1.00 | 0.64 | 0.67 | 0.67 |
| MSFT | 0.46 | 0.47 | 0.54 | 0.58 | 0.58 | 0.62 | 0.64 | 1.00 | 0.69 | 0.69 |
| GOOG | 0.42 | 0.42 | 0.50 | 0.52 | 0.65 | 0.58 | 0.67 | 0.69 | 1.00 | 0.99 |
| GOOGL | 0.42 | 0.42 | 0.50 | 0.52 | 0.66 | 0.58 | 0.67 | 0.69 | 0.99 | 1.00 |