qqq2

The chart shows the growth of an initial investment of CA$10,000 in qqq2, 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.

Based on dividend-adjusted daily data since Jun 2, 2023, qqq2's average daily return is +0.31%, while the average monthly return is +6.58%. At this rate, an investment would double in approximately 0.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Feb 2024 with a return of +26.8%, while the worst month was Mar 2025 at -9.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, qqq2 closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Jan 27, 2025 at -10.5%.

qqq2 has an annualized alpha of 57.41%, beta of 1.56, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 02, 2023.

• This portfolio captured 411.86% of S&P 500 Index gains but only 85.04% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 57.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.56 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

qqq2 has an expense ratio of 0.04%, 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.

qqq2 ranks 25 for risk / return — below 25% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current qqq2 Sharpe ratio is 1.73 as of Jun 20, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.66 to 2.57, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of qqq2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

qqq2 provided a 0.55% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the qqq2. 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 qqq2 was 33.24%, occurring on Apr 4, 2025. Recovery took 41 trading sessions.

The current qqq2 drawdown is 2.65%.

The chart below shows the rolling one-month volatility.