NASDAQ 100
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NASDAQ 100, 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.
The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Apr 23, 2025, the NASDAQ 100 returned -12.93% Year-To-Date and 15.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| NASDAQ 100 | -12.93% | -7.42% | -10.10% | 6.78% | 16.93% | 15.88% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -12.93% | -7.42% | -10.10% | 6.78% | 16.93% | 15.88% |
Monthly Returns
The table below presents the monthly returns of NASDAQ 100, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.16% | -2.70% | -7.59% | -5.21% | -12.93% | ||||||||
| 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% |
| 2020 | 3.04% | -6.06% | -7.29% | 14.97% | 6.60% | 6.29% | 7.35% | 10.94% | -5.64% | -3.04% | 11.23% | 4.90% | 48.62% |
| 2019 | 9.01% | 2.99% | 3.92% | 5.50% | -8.23% | 7.59% | 2.33% | -1.90% | 0.92% | 4.38% | 4.07% | 3.89% | 38.96% |
| 2018 | 8.76% | -1.29% | -4.08% | 0.51% | 5.67% | 1.15% | 2.80% | 5.78% | -0.28% | -8.60% | -0.26% | -8.66% | -0.13% |
| 2017 | 5.14% | 4.38% | 2.03% | 2.73% | 3.90% | -2.32% | 4.06% | 2.07% | -0.29% | 4.61% | 1.97% | 0.60% | 32.66% |
| 2016 | -6.91% | -1.57% | 6.85% | -3.19% | 4.37% | -2.28% | 7.15% | 1.05% | 2.21% | -1.46% | 0.44% | 1.13% | 7.10% |
| 2015 | -2.08% | 7.22% | -2.36% | 1.92% | 2.25% | -2.48% | 4.56% | -6.82% | -2.21% | 11.37% | 0.61% | -1.59% | 9.44% |
| 2014 | -1.92% | 5.15% | -2.73% | -0.32% | 4.49% | 3.12% | 1.18% | 5.01% | -0.76% | 2.64% | 4.55% | -2.24% | 19.18% |
Expense Ratio
NASDAQ 100 has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NASDAQ 100 is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.22 | 0.49 | 1.07 | 0.25 | 0.87 |
Dividends
Dividend yield
NASDAQ 100 provided a 0.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.72 | $0.00 | $0.72 | ||||||||
| 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 |
| 2020 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.56 | $1.74 |
| 2019 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.46 | $1.58 |
| 2018 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.42 | $1.41 |
| 2017 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.33 | $1.30 |
| 2016 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.35 | $1.25 |
| 2015 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.34 | $1.10 |
| 2014 | $0.37 | $0.21 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.39 | $1.45 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the NASDAQ 100. 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 was 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.
The current NASDAQ 100 drawdown is 17.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.98% | Mar 27, 2000 | 637 | Oct 9, 2002 | 3113 | Feb 23, 2015 | 3750 |
| -35.12% | Dec 28, 2021 | 216 | Nov 3, 2022 | 278 | Dec 13, 2023 | 494 |
| -28.56% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -22.8% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -22.77% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current NASDAQ 100 volatility is 16.60%, 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.
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.