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Nasdaq-100 Portfolio

Last updated Nov 30, 2022

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 48 of 54

0.20%
0.00%0.94%
Dividend Yield

Rank 48 of 54

0.70%
0.00%4.60%
10Y Annualized Return

Rank 9 of 54

16.75%
3.45%54.48%
Sharpe Ratio

Rank 44 of 54

-0.92
-1.210.45
Maximum Drawdown

Rank 44 of 54

-35.12%
-91.88%-19.55%

Nasdaq-100 PortfolioAsset Allocation


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

Nasdaq-100 PortfolioPerformance

The chart shows the growth of $10,000 invested in Nasdaq-100 Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $68,045 for a total return of roughly 580.45%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-10.43%
-5.25%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Nasdaq-100 PortfolioReturns

As of Nov 30, 2022, the Nasdaq-100 Portfolio returned -29.13% Year-To-Date and 16.75% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Nasdaq-100 Portfolio-0.23%-8.90%-29.13%-27.83%13.59%16.75%
QQQ
Invesco QQQ
-0.23%-8.90%-29.13%-27.83%13.59%16.75%

Nasdaq-100 PortfolioSharpe 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 -0.92. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.92
-0.63
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Nasdaq-100 PortfolioDividends

Nasdaq-100 Portfolio granted a 0.70% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

0.70%0.43%0.56%0.76%0.93%0.86%1.10%1.04%1.50%1.09%1.38%0.91%0.74%

Nasdaq-100 PortfolioDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-30.12%
-17.49%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Nasdaq-100 PortfolioWorst 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 35.12%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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
-16.09%Jul 27, 201118Aug 19, 2011103Jan 18, 2012121
-15.78%Apr 26, 201049Jul 2, 201071Oct 13, 2010120
-13.94%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-12.62%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-11.64%Sep 20, 201239Nov 15, 201298Apr 10, 2013137
-11.49%Apr 3, 201242Jun 1, 201254Aug 17, 201296

Nasdaq-100 PortfolioVolatility Chart

Current Nasdaq-100 Portfolio volatility is 16.05%. 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%JulyAugustSeptemberOctoberNovember
16.05%
13.39%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components