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QQQ-Custom
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

QQQ-Custom

Last updated Sep 19, 2024

Asset Allocation

MSFT 9%AAPL 9%AMZN 9%GOOG 9%NFLX 9%QCOM 9%AMD 9%TMUS 9%WMT 9%NVDA 9%RKLB 5%LDOS 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
9%
AMD
Advanced Micro Devices, Inc.		Technology
9%
AMZN
Amazon.com, Inc.		Consumer Cyclical
9%
GOOG
Alphabet Inc.		Communication Services
9%
LDOS
Leidos Holdings, Inc.		Technology
5%
MSFT
Microsoft Corporation		Technology
9%
NFLX
Netflix, Inc.		Communication Services
9%
NVDA
NVIDIA Corporation		Technology
9%
QCOM
QUALCOMM Incorporated		Technology
9%
RKLB
Rocket Lab USA, Inc.		Industrials
5%
TMUS
T-Mobile US, Inc.		Communication Services
9%
WMT
Walmart Inc.		Consumer Defensive
9%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in QQQ-Custom, 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 Quarterly

-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
14.77%
7.54%
QQQ-Custom
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 24, 2020, corresponding to the inception date of RKLB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
QQQ-Custom34.78%-0.59%14.71%59.01%N/AN/A
Portfolio components:
MSFT
Microsoft Corporation		15.19%1.41%0.70%35.31%26.56%26.69%
AAPL
Apple Inc		15.06%-2.57%29.10%26.40%33.30%25.76%
AMZN
Amazon.com, Inc.		22.70%4.22%4.65%37.80%15.81%27.45%
GOOG
Alphabet Inc.		14.39%-4.70%8.38%19.77%21.33%18.46%
NFLX
Netflix, Inc.		41.82%-1.16%10.88%78.74%20.66%26.64%
QCOM
QUALCOMM Incorporated		18.04%-1.71%-0.58%57.31%19.85%11.57%
AMD
Advanced Micro Devices, Inc.		0.60%-5.19%-17.01%47.79%37.75%44.32%
TMUS
T-Mobile US, Inc.		24.03%0.56%23.08%40.59%20.02%20.91%
WMT
Walmart Inc.		51.85%6.02%29.42%46.60%17.03%14.26%
NVDA
NVIDIA Corporation		128.98%-10.90%24.01%168.48%92.83%73.79%
RKLB
Rocket Lab USA, Inc.		28.75%7.07%74.08%61.09%N/AN/A
LDOS
Leidos Holdings, Inc.		43.24%2.68%19.69%65.77%13.89%21.82%

Monthly Returns

The table below presents the monthly returns of QQQ-Custom, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.48%8.34%2.53%-2.93%11.47%4.93%-2.98%4.35%34.78%
202314.70%-1.68%10.06%-0.47%10.62%6.91%4.55%-1.93%-6.74%0.95%10.69%6.83%66.76%
2022-10.82%1.15%1.44%-16.19%-1.83%-9.55%16.05%-4.70%-11.41%7.15%6.67%-10.03%-31.39%
2021-0.55%-2.64%1.03%6.06%-0.34%8.08%2.69%3.89%-3.03%7.70%8.39%-2.37%31.75%
20202.19%2.50%4.75%

Expense Ratio

QQQ-Custom has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QQQ-Custom is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of QQQ-Custom is 8989
QQQ-Custom
The Sharpe Ratio Rank of QQQ-Custom is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ-Custom is 8989Sortino Ratio Rank
The Omega Ratio Rank of QQQ-Custom is 8888Omega Ratio Rank
The Calmar Ratio Rank of QQQ-Custom is 9090Calmar Ratio Rank
The Martin Ratio Rank of QQQ-Custom is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

QQQ-Custom
Sharpe ratio
The chart of Sharpe ratio for QQQ-Custom, currently valued at 2.89, compared to the broader market-1.000.001.002.003.004.002.89
Sortino ratio
The chart of Sortino ratio for QQQ-Custom, currently valued at 3.66, compared to the broader market-2.000.002.004.006.003.66
Omega ratio
The chart of Omega ratio for QQQ-Custom, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for QQQ-Custom, currently valued at 3.79, compared to the broader market0.002.004.006.008.003.79
Martin ratio
The chart of Martin ratio for QQQ-Custom, currently valued at 14.83, compared to the broader market0.0010.0020.0030.0014.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		1.612.131.282.066.26
AAPL
Apple Inc		1.111.701.211.483.49
AMZN
Amazon.com, Inc.		1.161.691.220.925.55
GOOG
Alphabet Inc.		0.570.911.130.722.10
NFLX
Netflix, Inc.		2.343.421.441.5016.53
QCOM
QUALCOMM Incorporated		1.441.931.271.244.66
AMD
Advanced Micro Devices, Inc.		0.931.521.191.062.38
TMUS
T-Mobile US, Inc.		2.913.971.533.9920.00
WMT
Walmart Inc.		2.543.431.534.3512.89
NVDA
NVIDIA Corporation		3.053.361.435.8418.49
RKLB
Rocket Lab USA, Inc.		0.641.381.160.502.12
LDOS
Leidos Holdings, Inc.		3.465.211.713.9325.21

Sharpe Ratio

The current QQQ-Custom Sharpe ratio is 2.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.71 to 2.37, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of QQQ-Custom with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
2.89
2.06
QQQ-Custom
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

QQQ-Custom granted a 0.56% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
QQQ-Custom0.56%0.54%0.62%0.46%0.50%0.71%1.06%0.92%2.43%1.28%1.07%2.45%
Portfolio components:
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated		1.96%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.		1.32%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
WMT
Walmart Inc.		1.03%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
RKLB
Rocket Lab USA, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDOS
Leidos Holdings, Inc.		0.99%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%7.91%

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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.10%
-0.86%
QQQ-Custom
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the QQQ-Custom. 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 QQQ-Custom was 38.09%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.

The current QQQ-Custom drawdown is 4.10%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.09%Nov 22, 2021226Oct 14, 2022188Jul 18, 2023414
-14.56%Jul 11, 202420Aug 7, 2024———
-10.66%Jul 20, 202370Oct 26, 202311Nov 10, 202381
-10.5%Jan 27, 202128Mar 8, 202125Apr 13, 202153
-8.51%Sep 10, 202117Oct 4, 202119Oct 29, 202136

Volatility

Volatility Chart

The current QQQ-Custom volatility is 6.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
6.62%
3.99%
QQQ-Custom
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
LDOSWMTTMUSRKLBNFLXAMDQCOMNVDAGOOGAAPLAMZNMSFT
LDOS1.000.250.240.170.110.110.160.100.160.200.110.20
WMT0.251.000.270.130.200.150.170.160.260.270.250.28
TMUS0.240.271.000.220.260.230.290.240.310.310.310.34
RKLB0.170.130.221.000.370.370.380.380.300.360.370.33
NFLX0.110.200.260.371.000.470.470.520.500.500.560.53
AMD0.110.150.230.370.471.000.660.750.530.520.560.59
QCOM0.160.170.290.380.470.661.000.660.520.590.530.58
NVDA0.100.160.240.380.520.750.661.000.560.550.590.64
GOOG0.160.260.310.300.500.530.520.561.000.630.680.73
AAPL0.200.270.310.360.500.520.590.550.631.000.610.68
AMZN0.110.250.310.370.560.560.530.590.680.611.000.69
MSFT0.200.280.340.330.530.590.580.640.730.680.691.00
The correlation results are calculated based on daily price changes starting from Nov 25, 2020