qqq PSQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
PSQ ProShares Short QQQ | Inverse Equities | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in qqq PSQ, 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 Jun 21, 2006, corresponding to the inception date of PSQ
Returns By Period
As of Sep 19, 2024, the qqq PSQ returned 10.29% Year-To-Date and 11.17% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| qqq PSQ | 10.29% | -1.00% | 4.27% | 19.55% | 13.22% | 11.24% |
| Portfolio components: | ||||||
PSQ ProShares Short QQQ | -9.72% | 2.29% | -2.81% | -18.33% | -19.86% | -17.42% |
QQQ Invesco QQQ | 15.46% | -1.84% | 5.90% | 30.03% | 20.70% | 17.86% |
Monthly Returns
The table below presents the monthly returns of qqq PSQ, 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 | 1.18% | 3.36% | 0.92% | -2.48% | 3.67% | 4.18% | -0.92% | 0.70% | 10.29% | ||||
| 2023 | 6.62% | -0.22% | 6.27% | 0.39% | 5.02% | 4.16% | 2.48% | -0.85% | -3.01% | -1.12% | 6.66% | 3.81% | 33.95% |
| 2022 | -5.23% | -2.57% | 2.18% | -7.87% | -1.16% | -4.62% | 7.62% | -3.42% | -6.55% | 2.27% | 3.33% | -5.66% | -20.66% |
| 2021 | 0.06% | -0.18% | 0.89% | 3.63% | -0.85% | 4.02% | 1.71% | 2.62% | -3.64% | 4.76% | 1.23% | 0.72% | 15.70% |
| 2020 | 1.85% | -3.83% | -5.58% | 8.99% | 4.55% | 4.18% | 4.49% | 7.28% | -4.18% | -1.98% | 6.73% | 3.18% | 27.29% |
| 2019 | 5.56% | 2.03% | 2.61% | 3.45% | -5.11% | 4.53% | 1.45% | -1.22% | 0.58% | 2.70% | 2.61% | 2.58% | 23.57% |
| 2018 | 5.36% | -0.94% | -2.67% | 0.27% | 3.57% | 0.76% | 1.72% | 3.63% | -0.16% | -5.13% | -0.25% | -4.58% | 1.03% |
| 2017 | 3.09% | 2.77% | 1.33% | 1.65% | 2.43% | -1.48% | 2.45% | 1.29% | -0.22% | 2.83% | 1.24% | 0.45% | 19.25% |
| 2016 | -4.12% | -0.96% | 3.73% | -1.93% | 2.51% | -1.43% | 4.43% | 0.67% | 1.38% | -0.91% | 0.23% | 0.65% | 3.99% |
| 2015 | -1.30% | 4.27% | -1.51% | 1.12% | 1.32% | -1.58% | 2.75% | -4.39% | -1.31% | 7.14% | 0.39% | -1.05% | 5.47% |
| 2014 | -1.22% | 3.05% | -1.73% | -0.27% | 2.70% | 1.98% | 0.65% | 3.09% | -0.52% | 1.51% | 2.81% | -1.44% | 10.93% |
| 2013 | 1.61% | 0.15% | 1.89% | 1.47% | 2.21% | -1.56% | 3.83% | -0.32% | 3.13% | 2.95% | 2.22% | 1.87% | 21.15% |
Expense Ratio
qqq PSQ features an expense ratio of 0.35%, falling within the medium range. 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 qqq PSQ is 37, 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 | |
|---|---|---|---|---|---|
PSQ ProShares Short QQQ | -0.96 | -1.36 | 0.85 | -0.17 | -0.92 |
QQQ Invesco QQQ | 1.58 | 2.13 | 1.28 | 2.02 | 7.34 |
Dividends
Dividend yield
qqq PSQ granted a 1.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| qqq PSQ | 1.48% | 1.70% | 0.71% | 0.34% | 0.50% | 0.94% | 0.92% | 0.67% | 0.85% | 0.79% | 1.13% | 0.81% |
| Portfolio components: | ||||||||||||
PSQ ProShares Short QQQ | 5.42% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.95% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 qqq PSQ. 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 qqq PSQ was 36.37%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current qqq PSQ drawdown is 3.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.37% | Nov 1, 2007 | 339 | Mar 9, 2009 | 420 | Nov 4, 2010 | 759 |
| -22.51% | Nov 22, 2021 | 277 | Dec 28, 2022 | 137 | Jul 18, 2023 | 414 |
| -18.57% | Feb 20, 2020 | 18 | Mar 16, 2020 | 57 | Jun 5, 2020 | 75 |
| -12.77% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -10.06% | Jul 27, 2011 | 18 | Aug 19, 2011 | 108 | Jan 25, 2012 | 126 |
Volatility
Volatility Chart
The current qqq PSQ volatility is 3.41%, 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
| PSQ | QQQ | |
|---|---|---|
| PSQ | 1.00 | -0.99 |
| QQQ | -0.99 | 1.00 |