Q SPY Largest 10 by cap 9.16.25

The chart shows the growth of an initial investment of $10,000 in Q SPY Largest 10 by cap 9.16.25, 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 3 months.

As of Apr 1, 2026, the Q SPY Largest 10 by cap 9.16.25 returned -9.25% Year-To-Date and 33.17% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 21, 2012, Q SPY Largest 10 by cap 9.16.25's average daily return is +0.13%, while the average monthly return is +2.60%. At this rate, your investment would double in approximately 2.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Aug 2020 with a return of +19.9%, while the worst month was Apr 2022 at -14.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Q SPY Largest 10 by cap 9.16.25 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.1%, while the worst single day was Mar 16, 2020 at -13.4%.

Q SPY Largest 10 by cap 9.16.25 has an annualized alpha of 17.11%, beta of 1.21, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

• This portfolio captured 180.27% of S&P 500 Index gains but only 87.44% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 17.11% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Q SPY Largest 10 by cap 9.16.25 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Q SPY Largest 10 by cap 9.16.25 ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Q SPY Largest 10 by cap 9.16.25 Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

• 1-Year: 1.42
• 5-Year: 1.11
• 10-Year: 1.34
• All Time: 1.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.97 to 1.64, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Q SPY Largest 10 by cap 9.16.25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Q SPY Largest 10 by cap 9.16.25 provided a 0.60% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Q SPY Largest 10 by cap 9.16.25. 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 Q SPY Largest 10 by cap 9.16.25 was 37.34%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Q SPY Largest 10 by cap 9.16.25 drawdown is 12.33%.

The chart below shows the rolling one-month volatility.