SP500 QQQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 85% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SP500 QQQ, 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 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Nov 15, 2024, the SP500 QQQ returned 25.84% Year-To-Date and 14.06% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SP500 QQQ | 25.84% | 2.53% | 12.95% | 33.62% | 16.44% | 14.06% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.01% | 2.34% | 12.94% | 33.73% | 15.54% | 13.25% |
QQQ Invesco QQQ | 24.75% | 3.63% | 12.88% | 32.82% | 21.02% | 18.32% |
Monthly Returns
The table below presents the monthly returns of SP500 QQQ, 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 | 1.63% | 5.23% | 2.97% | -4.08% | 5.22% | 3.97% | 0.78% | 2.16% | 2.18% | -0.89% | 25.84% | ||
| 2023 | 6.94% | -2.18% | 4.62% | 1.43% | 1.57% | 6.45% | 3.36% | -1.60% | -4.79% | -2.16% | 9.39% | 4.72% | 30.26% |
| 2022 | -5.79% | -3.17% | 3.89% | -9.50% | -0.03% | -8.34% | 9.71% | -4.24% | -9.44% | 7.51% | 5.56% | -6.23% | -20.45% |
| 2021 | -0.83% | 2.34% | 4.13% | 5.38% | 0.37% | 2.85% | 2.50% | 3.16% | -4.82% | 7.14% | -0.38% | 4.09% | 28.57% |
| 2020 | 0.42% | -7.63% | -11.68% | 13.04% | 5.05% | 2.47% | 6.11% | 7.58% | -4.04% | -2.58% | 10.93% | 3.88% | 22.59% |
| 2019 | 8.16% | 3.20% | 2.13% | 4.30% | -6.66% | 7.05% | 1.63% | -1.71% | 1.79% | 2.54% | 3.69% | 3.06% | 32.38% |
| 2018 | 6.10% | -3.28% | -2.95% | 0.52% | 2.92% | 0.66% | 3.57% | 3.58% | 0.46% | -7.16% | 1.54% | -8.78% | -3.89% |
| 2017 | 2.29% | 4.00% | 0.42% | 1.25% | 1.79% | 0.18% | 2.36% | 0.56% | 1.66% | 2.69% | 2.89% | 1.12% | 23.31% |
| 2016 | -5.27% | -0.30% | 6.75% | -0.14% | 2.09% | -0.04% | 4.17% | 0.26% | 0.35% | -1.69% | 3.20% | 1.89% | 11.30% |
| 2015 | -2.83% | 5.86% | -1.69% | 1.12% | 1.43% | -2.10% | 2.60% | -6.21% | -2.50% | 8.94% | 0.40% | -1.71% | 2.44% |
| 2014 | -3.28% | 4.64% | 0.28% | 0.54% | 2.64% | 2.22% | -0.96% | 4.11% | -1.29% | 2.40% | 3.02% | -0.56% | 14.32% |
| 2013 | 4.75% | 1.14% | 3.68% | 2.01% | 2.54% | -1.50% | 5.34% | -2.60% | 3.42% | 4.68% | 3.05% | 2.64% | 32.99% |
Expense Ratio
SP500 QQQ has an expense ratio of 0.11%, which is considered low compared to other funds. 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 SP500 QQQ is 67, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.82 | 3.76 | 1.53 | 4.05 | 18.33 |
QQQ Invesco QQQ | 1.91 | 2.55 | 1.35 | 2.43 | 8.85 |
Dividends
Dividend yield
SP500 QQQ provided a 1.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 1.28% | 1.53% | 1.09% | 1.38% | 1.60% | 1.87% | 1.65% | 1.88% | 1.90% | 1.80% | 1.69% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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 SP500 QQQ. 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 SP500 QQQ was 54.68%, occurring on Oct 9, 2002. Recovery took 1197 trading sessions.
The current SP500 QQQ drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.68% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1197 | Jul 13, 2007 | 1834 |
| -54.56% | Oct 10, 2007 | 355 | Mar 9, 2009 | 749 | Feb 27, 2012 | 1104 |
| -32.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.02% | Jan 4, 2022 | 195 | Oct 12, 2022 | 293 | Dec 12, 2023 | 488 |
| -19.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current SP500 QQQ volatility is 3.98%, 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
| QQQ | SPY | |
|---|---|---|
| QQQ | 1.00 | 0.86 |
| SPY | 0.86 | 1.00 |