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nasdaq
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


QQQ 100%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in nasdaq, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
18.21%
18.82%
nasdaq
Benchmark (^GSPC)
Portfolio components

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, 2024, the nasdaq returned 2.41% Year-To-Date and 18.15% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
nasdaq2.41%-6.17%18.21%33.17%18.00%18.15%
QQQ
Invesco QQQ
2.41%-6.17%18.21%33.17%18.00%18.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.82%5.28%1.28%
2023-5.08%-2.07%10.82%5.59%

Expense Ratio

The nasdaq has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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.


nasdaq
Sharpe ratio
The chart of Sharpe ratio for nasdaq, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.005.002.04
Sortino ratio
The chart of Sortino ratio for nasdaq, currently valued at 2.85, compared to the broader market0.002.004.006.002.85
Omega ratio
The chart of Omega ratio for nasdaq, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for nasdaq, currently valued at 1.48, compared to the broader market0.002.004.006.008.001.48
Martin ratio
The chart of Martin ratio for nasdaq, currently valued at 10.32, compared to the broader market0.0010.0020.0030.0040.0010.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
2.042.851.351.4810.32

Sharpe Ratio

The current nasdaq Sharpe ratio is 2.04. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.04

The Sharpe ratio of nasdaq lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.04
1.81
nasdaq
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

nasdaq granted a 0.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
nasdaq0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
QQQ
Invesco QQQ
0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.17%
-4.64%
nasdaq
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the nasdaq. 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 was 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.

The current nasdaq drawdown is 6.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.98%Mar 27, 2000637Oct 9, 20023113Feb 23, 20153750
-35.12%Dec 28, 2021216Nov 3, 2022278Dec 13, 2023494
-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

Volatility

Volatility Chart

The current nasdaq volatility is 4.48%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.48%
3.30%
nasdaq
Benchmark (^GSPC)
Portfolio components