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Nasdaq-100 Portfolio

Last updated Mar 2, 2024

The Nasdaq-100 Portfolio consists of a single popular exchange-traded fund, Invesco QQQ. Its goal is to capture the performance of the largest non-financial companies listed on the Nasdaq Stock Market.

Asset Allocation


QQQ 100%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Nasdaq-100 Portfolio, 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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
920.28%
299.20%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ

Returns

As of Mar 2, 2024, the Nasdaq-100 Portfolio returned 8.81% Year-To-Date and 18.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Nasdaq-100 Portfolio8.81%3.87%18.48%49.72%21.50%18.26%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.82%5.28%
2023-1.48%-5.08%-2.07%10.82%5.59%

Sharpe Ratio

The current Nasdaq-100 Portfolio Sharpe ratio is 3.28. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.28

The Sharpe ratio of Nasdaq-100 Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.28
2.44
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nasdaq-100 Portfolio granted a 0.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nasdaq-100 Portfolio0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The Nasdaq-100 Portfolio has a high expense ratio of 0.20%, 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.


0.50%1.00%1.50%2.00%0.20%

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
^GSPC
S&P 500
2.44
Nasdaq-100 Portfolio
3.28
QQQ
Invesco QQQ
3.28

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nasdaq-100 Portfolio. 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 Nasdaq-100 Portfolio was 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.98%Mar 27, 2000637Oct 9, 20023113Feb 23, 20153750
-35.12%Dec 28, 2021216Nov 3, 2022278Dec 13, 2023494
-28.56%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-22.8%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-16.1%Dec 2, 201547Feb 9, 2016117Jul 27, 2016164

Volatility Chart

The current Nasdaq-100 Portfolio volatility is 4.73%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.73%
3.47%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components
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