Top 15 QQQ
Top 15 QQQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14.94% |
ADBE Adobe Inc | Technology | 3.37% |
AMD Advanced Micro Devices, Inc. | Technology | 3.66% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.14% |
AVGO Broadcom Inc. | Technology | 7.83% |
COST Costco Wholesale Corporation | Consumer Defensive | 4.39% |
CSCO Cisco Systems, Inc. | Technology | 2.68% |
GOOG Alphabet Inc. | Communication Services | 4.30% |
GOOGL Alphabet Inc. | Communication Services | 4.43% |
META Meta Platforms, Inc. | Communication Services | 8.80% |
MSFT Microsoft Corporation | Technology | 15.84% |
NFLX Netflix, Inc. | Communication Services | 3.44% |
NVDA NVIDIA Corporation | Technology | 9.08% |
PEP PepsiCo, Inc. | Consumer Defensive | 3.17% |
TSLA Tesla, Inc. | Consumer Cyclical | 4.93% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top 15 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 14, 2024, the Top 15 QQQ returned 43.25% Year-To-Date and 34.84% 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% |
| Top 15 QQQ | 42.86% | 4.98% | 19.40% | 50.22% | 36.79% | 34.88% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.87% | 24.61% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.27% | 77.78% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.50% | 29.40% |
META Meta Platforms, Inc. | 63.55% | -1.55% | 22.20% | 73.99% | 24.36% | 22.85% |
GOOGL Alphabet Inc. | 26.00% | 6.12% | 1.05% | 30.75% | 21.48% | 20.52% |
GOOG Alphabet Inc. | 26.15% | 6.26% | 1.34% | 30.36% | 21.70% | 20.90% |
COST Costco Wholesale Corporation | 40.78% | 3.41% | 16.82% | 59.26% | 27.12% | 23.52% |
ADBE Adobe Inc | -11.19% | 4.30% | 9.73% | -10.99% | 12.27% | 22.49% |
AMD Advanced Micro Devices, Inc. | -5.81% | -11.36% | -14.62% | 17.66% | 29.28% | 48.57% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.71% | 38.02% |
TSLA Tesla, Inc. | 32.90% | 50.40% | 88.88% | 35.99% | 69.90% | 34.67% |
NFLX Netflix, Inc. | 71.96% | 18.60% | 37.14% | 81.25% | 23.26% | 31.50% |
PEP PepsiCo, Inc. | -0.74% | -6.34% | -8.63% | 1.56% | 7.27% | 8.39% |
CSCO Cisco Systems, Inc. | 18.38% | 7.10% | 21.77% | 12.25% | 8.48% | 11.61% |
Monthly Returns
The table below presents the monthly returns of Top 15 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 | 4.25% | 8.86% | 1.58% | -3.41% | 7.85% | 9.16% | -1.69% | 1.46% | 4.12% | -1.15% | 42.86% | ||
| 2023 | 14.93% | 2.98% | 13.25% | 1.34% | 13.96% | 7.52% | 4.09% | -0.65% | -5.93% | -0.31% | 11.06% | 5.47% | 89.08% |
| 2022 | -9.29% | -4.98% | 5.43% | -15.87% | -2.05% | -10.09% | 14.58% | -5.93% | -11.99% | 0.78% | 8.44% | -9.00% | -36.49% |
| 2021 | 0.08% | -0.82% | 2.14% | 7.53% | -0.89% | 8.76% | 3.82% | 6.21% | -5.62% | 11.77% | 6.22% | 0.90% | 46.48% |
| 2020 | 6.59% | -4.09% | -6.39% | 17.17% | 6.59% | 8.74% | 10.73% | 17.25% | -6.73% | -3.41% | 10.32% | 4.99% | 76.06% |
| 2019 | 9.42% | 2.81% | 6.60% | 5.70% | -10.32% | 9.77% | 2.94% | -1.83% | 0.98% | 7.68% | 5.84% | 6.38% | 54.38% |
| 2018 | 11.77% | -0.21% | -5.45% | 2.18% | 8.46% | 2.05% | 1.54% | 9.52% | 1.31% | -9.49% | -2.52% | -7.96% | 9.12% |
| 2017 | 6.47% | 4.91% | 3.96% | 2.85% | 7.25% | -2.18% | 5.06% | 3.21% | -0.87% | 7.97% | 1.90% | -0.78% | 47.00% |
| 2016 | -6.94% | -2.04% | 10.83% | -3.00% | 8.70% | -1.45% | 10.04% | 2.49% | 2.74% | 1.36% | 1.19% | 6.05% | 32.31% |
| 2015 | 0.07% | 9.89% | -3.66% | 5.41% | 3.43% | -2.09% | 5.28% | -2.85% | 0.54% | 11.57% | 4.67% | 1.45% | 37.79% |
| 2014 | -0.75% | 5.41% | 3.32% | -0.29% | 7.62% | -0.96% | -0.21% | 5.14% | -3.15% | 16.72% |
Expense Ratio
Top 15 QQQ 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 Top 15 QQQ is 45, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.16 |
NVDA NVIDIA Corporation | 3.78 | 3.85 | 1.50 | 7.23 | 22.81 |
AMZN Amazon.com, Inc. | 1.67 | 2.33 | 1.30 | 1.92 | 7.67 |
META Meta Platforms, Inc. | 2.00 | 2.92 | 1.40 | 3.91 | 12.15 |
GOOGL Alphabet Inc. | 1.20 | 1.72 | 1.23 | 1.43 | 3.60 |
GOOG Alphabet Inc. | 1.19 | 1.69 | 1.23 | 1.40 | 3.57 |
COST Costco Wholesale Corporation | 3.11 | 3.74 | 1.55 | 5.92 | 15.31 |
ADBE Adobe Inc | -0.36 | -0.29 | 0.96 | -0.34 | -0.72 |
AMD Advanced Micro Devices, Inc. | 0.33 | 0.78 | 1.10 | 0.40 | 0.73 |
AVGO Broadcom Inc. | 1.70 | 2.35 | 1.30 | 3.08 | 9.38 |
TSLA Tesla, Inc. | 0.64 | 1.38 | 1.17 | 0.60 | 1.71 |
NFLX Netflix, Inc. | 2.94 | 3.88 | 1.52 | 2.45 | 20.59 |
PEP PepsiCo, Inc. | 0.07 | 0.21 | 1.03 | 0.07 | 0.22 |
CSCO Cisco Systems, Inc. | 0.61 | 0.92 | 1.14 | 0.52 | 1.67 |
Dividends
Dividend yield
Top 15 QQQ provided a 0.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.63% | 0.72% | 0.53% | 0.81% | 0.85% | 1.05% | 1.06% | 1.04% | 1.20% | 1.09% | 1.22% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.23% | 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. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.11% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
ADBE Adobe 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% |
AMD Advanced Micro Devices, 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% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
TSLA Tesla, 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% |
NFLX Netflix, 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% |
PEP PepsiCo, Inc. | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
CSCO Cisco Systems, Inc. | 2.75% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
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 Top 15 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 Top 15 QQQ was 41.42%, occurring on Nov 3, 2022. Recovery took 150 trading sessions.
The current Top 15 QQQ drawdown is 0.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.42% | Dec 28, 2021 | 216 | Nov 3, 2022 | 150 | Jun 12, 2023 | 366 |
| -30.61% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -26.06% | Oct 2, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
| -17.91% | Dec 30, 2015 | 28 | Feb 9, 2016 | 36 | Apr 1, 2016 | 64 |
| -15.5% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current Top 15 QQQ volatility is 5.70%, 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
| PEP | TSLA | COST | AMD | NFLX | CSCO | AVGO | META | NVDA | AAPL | AMZN | ADBE | GOOG | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PEP | 1.00 | 0.15 | 0.42 | 0.13 | 0.18 | 0.38 | 0.24 | 0.23 | 0.17 | 0.31 | 0.24 | 0.30 | 0.30 | 0.30 | 0.36 |
| TSLA | 0.15 | 1.00 | 0.26 | 0.36 | 0.38 | 0.27 | 0.39 | 0.36 | 0.41 | 0.41 | 0.41 | 0.39 | 0.37 | 0.37 | 0.38 |
| COST | 0.42 | 0.26 | 1.00 | 0.28 | 0.31 | 0.42 | 0.37 | 0.35 | 0.37 | 0.42 | 0.41 | 0.43 | 0.41 | 0.41 | 0.47 |
| AMD | 0.13 | 0.36 | 0.28 | 1.00 | 0.38 | 0.37 | 0.50 | 0.41 | 0.64 | 0.43 | 0.45 | 0.47 | 0.42 | 0.42 | 0.47 |
| NFLX | 0.18 | 0.38 | 0.31 | 0.38 | 1.00 | 0.34 | 0.40 | 0.51 | 0.46 | 0.44 | 0.54 | 0.52 | 0.48 | 0.48 | 0.49 |
| CSCO | 0.38 | 0.27 | 0.42 | 0.37 | 0.34 | 1.00 | 0.49 | 0.39 | 0.44 | 0.49 | 0.43 | 0.50 | 0.48 | 0.48 | 0.54 |
| AVGO | 0.24 | 0.39 | 0.37 | 0.50 | 0.40 | 0.49 | 1.00 | 0.48 | 0.61 | 0.55 | 0.47 | 0.52 | 0.48 | 0.48 | 0.54 |
| META | 0.23 | 0.36 | 0.35 | 0.41 | 0.51 | 0.39 | 0.48 | 1.00 | 0.50 | 0.51 | 0.61 | 0.57 | 0.65 | 0.66 | 0.58 |
| NVDA | 0.17 | 0.41 | 0.37 | 0.64 | 0.46 | 0.44 | 0.61 | 0.50 | 1.00 | 0.52 | 0.53 | 0.57 | 0.52 | 0.52 | 0.58 |
| AAPL | 0.31 | 0.41 | 0.42 | 0.43 | 0.44 | 0.49 | 0.55 | 0.51 | 0.52 | 1.00 | 0.55 | 0.54 | 0.57 | 0.57 | 0.62 |
| AMZN | 0.24 | 0.41 | 0.41 | 0.45 | 0.54 | 0.43 | 0.47 | 0.61 | 0.53 | 0.55 | 1.00 | 0.61 | 0.67 | 0.67 | 0.64 |
| ADBE | 0.30 | 0.39 | 0.43 | 0.47 | 0.52 | 0.50 | 0.52 | 0.57 | 0.57 | 0.54 | 0.61 | 1.00 | 0.61 | 0.62 | 0.70 |
| GOOG | 0.30 | 0.37 | 0.41 | 0.42 | 0.48 | 0.48 | 0.48 | 0.65 | 0.52 | 0.57 | 0.67 | 0.61 | 1.00 | 0.99 | 0.68 |
| GOOGL | 0.30 | 0.37 | 0.41 | 0.42 | 0.48 | 0.48 | 0.48 | 0.66 | 0.52 | 0.57 | 0.67 | 0.62 | 0.99 | 1.00 | 0.68 |
| MSFT | 0.36 | 0.38 | 0.47 | 0.47 | 0.49 | 0.54 | 0.54 | 0.58 | 0.58 | 0.62 | 0.64 | 0.70 | 0.68 | 0.68 | 1.00 |