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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

Dividend Yield

Rank 48 of 54

10Y Annualized Return

Rank 9 of 54

Sharpe Ratio

Rank 44 of 54

Maximum Drawdown

Rank 44 of 54


Nasdaq-100 PortfolioAsset Allocation

QQQ 100%EquityEquity
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

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.

Nasdaq-100 Portfolio-0.23%-8.90%-29.13%-27.83%13.59%16.75%
Invesco QQQ

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.

Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Nasdaq-100 PortfolioDividends

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


Dividend yield


Nasdaq-100 PortfolioDrawdowns Chart

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

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.



To Bottom


To Recover



-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.

Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components