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Nasdaq-100 Portfolio

Last updated Apr 1, 2023

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.

Expense Ratio

Rank 49 of 55

0.20%
0.00%0.94%
Dividend Yield

Rank 48 of 55

0.81%
0.00%4.33%
10Y Annualized Return

Rank 9 of 55

17.79%
2.63%52.97%
Sharpe Ratio

Rank 15 of 55

-0.39
-0.930.49
Maximum Drawdown

Rank 55 of 55

-82.98%
-82.98%-16.15%

Asset Allocation


QQQ 100%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities100%

Performance

The chart shows the growth of $10,000 invested in Nasdaq-100 Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $73,095 for a total return of roughly 630.95%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%300.00%400.00%500.00%600.00%NovemberDecember2023FebruaryMarch
630.95%
219.33%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Nasdaq-100 Portfolio returned 20.71% Year-To-Date and 17.79% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Nasdaq-100 Portfolio9.49%20.71%18.51%-11.91%15.74%17.79%
QQQ
Invesco QQQ
9.49%20.71%18.51%-11.91%15.74%17.79%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Nasdaq-100 Portfolio Sharpe ratio is -0.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.39
-0.46
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Nasdaq-100 Portfolio granted a 0.81% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.81%0.80%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.38%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-19.75%
-14.33%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Nasdaq-100 Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Nasdaq-100 Portfolio is 82.98%, recorded on Oct 9, 2002. It took 3113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.98%Mar 27, 2000637Oct 9, 20023113Feb 23, 20153750
-35.12%Dec 28, 2021216Nov 3, 2022
-28.56%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-22.8%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-16.1%Dec 2, 201547Feb 9, 2016117Jul 27, 2016164
-14.78%Jan 4, 20003Jan 6, 20008Jan 19, 200011
-13.94%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-12.62%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-11.91%Apr 27, 199921May 25, 199918Jun 21, 199939
-11.81%Jul 19, 199917Aug 10, 199911Aug 25, 199928

Volatility Chart

Current Nasdaq-100 Portfolio volatility is 18.19%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
18.19%
15.42%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components