Nasdaq-100 Portfolio
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
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of May 11, 2025, the Nasdaq-100 Portfolio returned -4.41% Year-To-Date and 17.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Nasdaq-100 Portfolio | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
Monthly Returns
The table below presents the monthly returns of Nasdaq-100 Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.16% | -2.70% | -7.59% | 1.40% | 2.63% | -4.41% | |||||||
| 2024 | 1.82% | 5.28% | 1.28% | -4.37% | 6.15% | 6.47% | -1.68% | 1.10% | 2.62% | -0.86% | 5.35% | 0.45% | 25.58% |
| 2023 | 10.64% | -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% |
| 2021 | 0.26% | -0.13% | 1.72% | 5.91% | -1.20% | 6.26% | 2.86% | 4.22% | -5.68% | 7.86% | 2.00% | 1.15% | 27.42% |
| 2020 | 3.04% | -6.06% | -7.29% | 14.97% | 6.60% | 6.29% | 7.35% | 10.94% | -5.64% | -3.04% | 11.23% | 4.90% | 48.62% |
| 2019 | 9.01% | 2.99% | 3.92% | 5.50% | -8.23% | 7.59% | 2.33% | -1.90% | 0.92% | 4.38% | 4.07% | 3.89% | 38.96% |
| 2018 | 8.76% | -1.29% | -4.08% | 0.51% | 5.67% | 1.15% | 2.80% | 5.78% | -0.28% | -8.60% | -0.26% | -8.66% | -0.13% |
| 2017 | 5.14% | 4.38% | 2.03% | 2.73% | 3.90% | -2.32% | 4.06% | 2.07% | -0.29% | 4.61% | 1.97% | 0.60% | 32.66% |
| 2016 | -6.91% | -1.57% | 6.85% | -3.19% | 4.37% | -2.28% | 7.15% | 1.05% | 2.21% | -1.46% | 0.44% | 1.13% | 7.10% |
| 2015 | -2.08% | 7.22% | -2.36% | 1.92% | 2.25% | -2.48% | 4.56% | -6.82% | -2.21% | 11.37% | 0.61% | -1.59% | 9.44% |
| 2014 | -1.92% | 5.15% | -2.73% | -0.32% | 4.49% | 3.12% | 1.18% | 5.01% | -0.76% | 2.64% | 4.55% | -2.24% | 19.18% |
Expense Ratio
Nasdaq-100 Portfolio has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Nasdaq-100 Portfolio is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
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Dividends
Dividend yield
Nasdaq-100 Portfolio provided a 0.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.72 | |||||||
| 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 |
| 2020 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.56 | $1.74 |
| 2019 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.46 | $1.58 |
| 2018 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.42 | $1.41 |
| 2017 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $1.30 |
| 2016 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.35 | $1.25 |
| 2015 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.34 | $1.10 |
| 2014 | $0.37 | $0.21 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.39 | $1.45 |
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 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.
The current Nasdaq-100 Portfolio drawdown is 9.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.98% | Mar 27, 2000 | 637 | Oct 9, 2002 | 3113 | Feb 23, 2015 | 3750 |
| -35.12% | Dec 28, 2021 | 216 | Nov 3, 2022 | 278 | Dec 13, 2023 | 494 |
| -28.56% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -22.8% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -22.77% | Feb 20, 2025 | 34 | Apr 8, 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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | QQQ | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.87 | 0.87 |
| QQQ | 0.87 | 1.00 | 1.00 |
| Portfolio | 0.87 | 1.00 | 1.00 |