QQQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Dec 31, 2009 | Buy | Invesco QQQ | 2186 | $45.75 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in QQQ, 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
Returns By Period
As of Nov 13, 2024, the QQQ returned 24.61% Year-To-Date and 17.50% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| QQQ | 24.46% | 2.85% | 12.87% | 32.24% | 20.20% | 17.47% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
Monthly Returns
The table below presents the monthly returns of QQQ, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.74% | 5.06% | 1.22% | -4.19% | 5.88% | 6.20% | -1.61% | 1.06% | 2.51% | -0.83% | 24.46% | ||
| 2023 | 10.03% | -0.34% | 8.99% | 0.48% | 7.50% | 6.01% | 3.69% | -1.42% | -4.85% | -1.97% | 10.30% | 5.34% | 51.60% |
| 2022 | -8.45% | -4.31% | 4.48% | -13.07% | -1.52% | -8.51% | 11.91% | -4.90% | -10.02% | 3.78% | 5.25% | -8.55% | -31.42% |
| 2021 | 0.25% | -0.13% | 1.65% | 5.68% | -1.16% | 6.03% | 2.76% | 4.07% | -5.49% | 7.58% | 1.93% | 1.11% | 26.31% |
| 2020 | 2.89% | -5.78% | -6.95% | 14.16% | 6.29% | 6.00% | 7.02% | 10.49% | -5.44% | -2.92% | 10.75% | 4.71% | 46.08% |
| 2019 | 8.51% | 2.84% | 3.73% | 5.23% | -7.84% | 7.20% | 2.22% | -1.81% | 0.87% | 4.16% | 3.87% | 3.70% | 36.70% |
| 2018 | 8.35% | -1.24% | -3.89% | 0.48% | 5.41% | 1.10% | 2.67% | 5.52% | -0.27% | -8.21% | -0.25% | -8.25% | -0.06% |
| 2017 | 4.88% | 4.16% | 1.93% | 2.60% | 3.72% | -2.21% | 3.86% | 1.98% | -0.28% | 4.39% | 1.88% | 0.58% | 30.91% |
| 2016 | -6.61% | -1.49% | 6.52% | -3.04% | 4.16% | -2.17% | 6.79% | 1.00% | 2.11% | -1.39% | 0.41% | 1.08% | 6.73% |
| 2015 | -2.00% | 6.95% | -2.27% | 1.85% | 2.16% | -2.39% | 4.37% | -6.56% | -2.10% | 10.86% | 0.58% | -1.53% | 9.06% |
| 2014 | -1.87% | 5.00% | -2.64% | -0.31% | 4.33% | 3.02% | 1.14% | 4.84% | -0.73% | 2.55% | 4.39% | -2.17% | 18.50% |
| 2013 | 2.61% | 0.34% | 2.95% | 2.47% | 3.49% | -2.34% | 6.14% | -0.39% | 4.71% | 4.82% | 3.46% | 2.84% | 35.53% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QQQ is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
Dividends
Dividend yield
QQQ provided a 0.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.59% | 0.76% | 0.41% | 0.53% | 0.71% | 0.86% | 0.80% | 1.00% | 0.94% | 1.35% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $1,253.56 | $0.00 | $0.00 | $1,664.64 | $0.00 | $0.00 | $1,479.62 | $0.00 | $0.00 | $4,397.82 | |
| 2023 | $0.00 | $0.00 | $1,032.29 | $0.00 | $0.00 | $1,101.63 | $0.00 | $0.00 | $1,170.71 | $0.00 | $0.00 | $2,238.68 | $5,543.32 |
| 2022 | $0.00 | $0.00 | $948.05 | $0.00 | $0.00 | $1,152.90 | $0.00 | $0.00 | $1,133.57 | $0.00 | $0.00 | $1,432.73 | $4,667.24 |
| 2021 | $0.00 | $0.00 | $862.77 | $0.00 | $0.00 | $867.38 | $0.00 | $0.00 | $904.81 | $0.00 | $0.00 | $1,074.22 | $3,709.18 |
| 2020 | $0.00 | $0.00 | $792.84 | $0.00 | $0.00 | $927.43 | $0.00 | $0.00 | $848.69 | $0.00 | $0.00 | $1,227.07 | $3,796.03 |
| 2019 | $0.00 | $0.00 | $708.72 | $0.00 | $0.00 | $908.46 | $0.00 | $0.00 | $839.75 | $0.00 | $0.00 | $1,000.42 | $3,457.36 |
| 2018 | $0.00 | $0.00 | $604.54 | $0.00 | $0.00 | $827.12 | $0.00 | $0.00 | $720.83 | $0.00 | $0.00 | $919.45 | $3,071.94 |
| 2017 | $0.00 | $0.00 | $599.29 | $0.00 | $0.00 | $827.23 | $0.00 | $0.00 | $698.16 | $0.00 | $0.00 | $720.09 | $2,844.77 |
| 2016 | $0.00 | $0.00 | $694.71 | $0.00 | $0.00 | $626.62 | $0.00 | $0.00 | $642.40 | $0.00 | $0.00 | $775.90 | $2,739.63 |
| 2015 | $0.00 | $0.00 | $542.26 | $0.00 | $0.00 | $555.59 | $0.00 | $0.00 | $568.40 | $0.00 | $0.00 | $748.33 | $2,414.59 |
| 2014 | $0.00 | $815.66 | $450.45 | $0.00 | $0.00 | $544.53 | $0.00 | $0.00 | $519.83 | $0.00 | $0.00 | $845.57 | $3,176.04 |
| 2013 | $0.00 | $0.00 | $348.25 | $0.00 | $0.00 | $488.81 | $0.00 | $0.00 | $519.63 | $0.00 | $0.00 | $595.49 | $1,952.19 |
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 QQQ. 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 was 33.89%, occurring on Nov 3, 2022. Recovery took 278 trading sessions.
The current QQQ drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.89% | Nov 22, 2021 | 240 | Nov 3, 2022 | 278 | Dec 13, 2023 | 518 |
| -27.33% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -21.78% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -15.94% | Jul 27, 2011 | 18 | Aug 19, 2011 | 103 | Jan 18, 2012 | 121 |
| -15.74% | Apr 26, 2010 | 49 | Jul 2, 2010 | 71 | Oct 13, 2010 | 120 |
Volatility
Volatility Chart
The current QQQ volatility is 4.71%, 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.