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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.

Expense Ratio
0.20%
Dividend Yield
0.40%

Nasdaq-100 PortfolioAsset Allocation


QQQ 100%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities100%
S&P 500

Nasdaq-100 PortfolioPerformance

The chart shows the growth of $10,000 invested in Nasdaq-100 Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $82,375 for a total return of roughly 723.75%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Nasdaq-100 Portfolio
Benchmark (S&P 500)
Portfolio components

Nasdaq-100 PortfolioReturns

As of Apr 18, 2021, the Nasdaq-100 Portfolio returned 9.15% Year-To-Date and 20.72% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Nasdaq-100 Portfolio9.74%9.15%18.91%59.63%26.26%20.72%
QQQ
Invesco QQQ
9.74%9.15%18.91%59.63%26.26%20.72%

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 2.53. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Nasdaq-100 Portfolio
Benchmark (S&P 500)
Portfolio components

Nasdaq-100 PortfolioDividends

Nasdaq-100 Portfolio granted a 0.40% dividend yield in the last twelve months, as of Apr 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
0.40%0.43%0.74%0.91%0.83%1.06%0.99%1.41%1.02%1.26%0.92%0.82%

Nasdaq-100 PortfolioDrawdowns Chart

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


Nasdaq-100 Portfolio
Benchmark (S&P 500)
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 28.56%, recorded on Mar 16, 2020. It took 55 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-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
-16.1%Jul 27, 201118Aug 19, 2011103Jan 18, 2012121
-15.61%Apr 26, 201049Jul 2, 201071Oct 13, 2010120
-13.94%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-12.75%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
-10.98%May 6, 201920Jun 3, 201922Jul 3, 201942

Nasdaq-100 PortfolioVolatility Chart

Current Nasdaq-100 Portfolio volatility is 13.07%. 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 (S&P 500)
Portfolio components

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