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0 INDEX QQQ 01
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

0 INDEX QQQ 01

Currency in USD · Last updated Jun 13, 2026

Asset Allocation

QQQ 100.00%EquityEquity
PositionCategory/SectorTarget Weight
QQQ
Invesco QQQ ETF		Nasdaq-100
100%

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 0 INDEX QQQ 01, 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.

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Returns By Period

As of Jun 13, 2026, the 0 INDEX QQQ 01 returned 17.57% Year-To-Date and 21.79% of annualized return in the last 10 years.

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
0 INDEX QQQ 01
0.59%1.75%17.57%17.85%37.55%26.43%16.85%21.79%
Portfolio components:
QQQ
Invesco QQQ ETF		0.59%1.75%17.57%17.85%37.55%26.43%16.85%21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 10, 1999, 0 INDEX QQQ 01's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 1999 with a return of +23.5%, while the worst month was Feb 2001 at -26.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 0 INDEX QQQ 01 closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +16.8%, while the worst single day was Mar 16, 2020 at -12.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.23%-2.34%-4.84%15.69%10.57%-2.30%17.57%
20252.16%-2.70%-7.59%1.40%9.18%6.39%2.42%0.95%5.38%4.78%-1.56%-0.67%20.77%
20241.82%5.28%1.28%-4.37%6.15%6.47%-1.68%1.10%2.62%-0.86%5.35%0.45%25.58%
202310.64%-0.36%9.49%0.51%7.88%6.30%3.86%-1.48%-5.08%-2.07%10.82%5.59%54.86%
2022-8.75%-4.48%4.67%-13.60%-1.59%-8.91%12.55%-5.13%-10.54%4.00%5.54%-9.01%-32.58%
20210.26%-0.13%1.72%5.91%-1.20%6.26%2.86%4.22%-5.68%7.86%2.00%1.15%27.42%

Benchmark Metrics

0 INDEX QQQ 01 has an annualized alpha of 4.21%, beta of 1.18, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since March 10, 1999.

  • This portfolio captured 147.46% of S&P 500 Index gains and 120.77% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 4.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Alpha
4.21%
Beta
1.18
R²
0.71
Upside Capture
147.46%
Downside Capture
120.77%
See how alpha, beta & R² have trended over time →

Expense Ratio

0 INDEX QQQ 01 has an expense ratio of 0.18%, 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.

QQQ
Invesco QQQ ETF

Return for Risk

Risk / Return Rank

0 INDEX QQQ 01 ranks 55 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.

0 INDEX QQQ 01 Risk / Return Rank: 5555
Overall Rank
0 INDEX QQQ 01 Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
0 INDEX QQQ 01 Sortino Ratio Rank: 5252
Sortino Ratio Rank
0 INDEX QQQ 01 Omega Ratio Rank: 5454
Omega Ratio Rank
0 INDEX QQQ 01 Calmar Ratio Rank: 6060
Calmar Ratio Rank
0 INDEX QQQ 01 Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 0 INDEX QQQ 01 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.09

1.86

+0.23

Sortino ratioReturn per unit of downside risk

2.73

2.53

+0.20

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.01

2.53

+0.48

Martin ratioReturn relative to average drawdown

11.22

11.37

-0.15

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ ETF
69
2.092.731.373.0111.22

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current 0 INDEX QQQ 01 Sharpe ratio is 2.09 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 0 INDEX QQQ 01 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

0 INDEX QQQ 01 provided a 0.39% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
Portfolio components:
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.73$0.00$0.00$0.00$0.73
2025$0.00$0.00$0.72$0.00$0.00$0.59$0.00$0.00$0.69$0.00$0.00$0.79$2.79
2024$0.00$0.00$0.57$0.00$0.00$0.76$0.00$0.00$0.68$0.00$0.00$0.83$2.85
2023$0.00$0.00$0.47$0.00$0.00$0.50$0.00$0.00$0.54$0.00$0.00$1.02$2.54
2022$0.00$0.00$0.43$0.00$0.00$0.53$0.00$0.00$0.52$0.00$0.00$0.66$2.14
2021$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.41$0.00$0.00$0.49$1.70

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 0 INDEX QQQ 01. 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 0 INDEX QQQ 01 was 82.97%, occurring on Oct 9, 2002. Recovery took 3112 trading sessions.

The current 0 INDEX QQQ 01 drawdown is 3.33%.

Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-82.97%Oct 2002
2y 6mo12y 4mo
14y 11moMar 2000 - Feb 2015
Bear market2022
-35.12%Nov 2022
10mo 10d1y 1mo
1y 11moDec 2021 - Dec 2023
COVID crash2020
-28.56%Mar 2020
25d2mo 19d
3mo 14dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-22.80%Dec 2018
3mo 26d3mo 19d
7mo 15dAug 2018 - Apr 2019
2025 selloff2025
-22.77%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025

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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.00

1.00

1.00

1.00

1.00

The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

0 INDEX QQQ 01 correlation to the S&P 500 Index

0 INDEX QQQ 01 has a 0.94 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 10, 1999

0.87

Benchmark Correlations

Correlation vs. S&P 500 Index

QQQ
0.87

Portfolio Correlations

Correlation vs. 0 INDEX QQQ 01

QQQ
1.00
Diversification Analysis

Find what 0 INDEX QQQ 01 is missing

See which holdings overlap, where 0 INDEX QQQ 01 is concentrated, and which low-correlation assets could fill the gaps.

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