Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ ETF | Nasdaq-100 | 100% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nasdaq-100 Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 19, 2026, the Nasdaq-100 Portfolio returned 20.71% Year-To-Date and 22.17% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.08% | 2.00% | 9.57% | 10.71% | 25.41% | 19.37% | 12.48% | 13.67% |
Portfolio Nasdaq-100 Portfolio | 2.51% | 5.57% | 20.71% | 21.90% | 40.68% | 27.01% | 17.37% | 22.17% |
| Portfolio components: | ||||||||
QQQ Invesco QQQ ETF | 2.51% | 5.57% | 20.71% | 21.90% | 40.68% | 27.01% | 17.37% | 22.17% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 10, 1999, Nasdaq-100 Portfolio's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Dec 1999 with a return of +23.5%, while the worst month was Feb 2001 at -26.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Nasdaq-100 Portfolio closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +16.8%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.23% | -2.34% | -4.84% | 15.69% | 10.57% | 0.31% | 20.71% | ||||||
| 2025 | 2.16% | -2.70% | -7.59% | 1.40% | 9.18% | 6.39% | 2.42% | 0.95% | 5.38% | 4.78% | -1.56% | -0.67% | 20.77% |
| 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% |
Benchmark Metrics
Nasdaq-100 Portfolio has an annualized alpha of 4.26%, beta of 1.18, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since March 10, 1999.
- This portfolio captured 147.46% of S&P 500 Index gains and 120.57% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 4.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.26%
- Beta
- 1.18
- R²
- 0.71
- Upside Capture
- 147.46%
- Downside Capture
- 120.57%
Expense Ratio
Nasdaq-100 Portfolio has an expense ratio of 0.18%, 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.
Return for Risk
Risk / Return Rank
Nasdaq-100 Portfolio ranks 62 for risk / return — better than 62% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Nasdaq-100 Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.32 | 2.05 | +0.27 |
| Sortino ratioReturn per unit of downside risk | 3.01 | 2.77 | +0.24 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.81 | +0.61 |
| Martin ratioReturn relative to average drawdown | 12.72 | 12.55 | +0.17 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 74 | 2.32 | 3.01 | 1.41 | 3.42 | 12.72 |
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Dividends
Dividend yield
Nasdaq-100 Portfolio provided a 0.38% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.00 | $0.73 | ||||||
| 2025 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.79 | $2.79 |
| 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 |
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 82.97%, occurring on Oct 9, 2002. Recovery took 3112 trading sessions.
The current Nasdaq-100 Portfolio drawdown is 0.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -82.97%Oct 2002 | 2y 6mo | 12y 4mo | 14y 11moMar 2000 - Feb 2015 |
Bear market2022 | -35.12%Nov 2022 | 10mo 10d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
COVID crash2020 | -28.56%Mar 2020 | 25d | 2mo 19d | 3mo 14dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -22.80%Dec 2018 | 3mo 26d | 3mo 19d | 7mo 15dAug 2018 - Apr 2019 |
2025 selloff2025 | -22.77%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Nasdaq-100 Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.87 |
Find what Nasdaq-100 Portfolio is missing
See which holdings overlap, where Nasdaq-100 Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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