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Nasdaq-100 Portfolio

Last updated Dec 7, 2023

The Nasdaq-100 Portfolio consists of a single popular exchange-traded fund, Invesco QQQ. Its goal is to capture the performance of the largest non-financial companies listed on the Nasdaq Stock Market.

Asset Allocation


QQQ 100%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities100%

Performance

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 Quarterly


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.34%
5.95%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ

Returns

As of Dec 7, 2023, the Nasdaq-100 Portfolio returned 45.24% Year-To-Date and 17.24% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Nasdaq-100 Portfolio45.24%3.31%9.34%38.19%19.88%17.20%
QQQ
Invesco QQQ
45.24%4.29%10.70%37.62%19.88%17.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.88%6.30%3.86%-1.48%-5.08%-2.07%10.82%

Sharpe Ratio

The current Nasdaq-100 Portfolio Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.85

The Sharpe ratio of Nasdaq-100 Portfolio 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.85
1.00
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nasdaq-100 Portfolio granted a 0.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Nasdaq-100 Portfolio0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%

Expense Ratio

The Nasdaq-100 Portfolio 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.


0.20%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQ
Invesco QQQ
1.85

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.45%
-5.15%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components

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 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.98%Mar 27, 2000637Oct 9, 20023113Feb 23, 20153750
-35.12%Dec 28, 2021216Nov 3, 2022
-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 Chart

The current Nasdaq-100 Portfolio volatility is 3.81%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.81%
2.92%
Nasdaq-100 Portfolio
Benchmark (^GSPC)
Portfolio components
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