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Beat QQQ

Last updated Mar 2, 2024

Asset Allocation


NVDA 16%LLY 12%MELI 12%COKE 9%TSLA 9%CMG 7%PANW 7%TTD 6%AVGO 6%LULU 4%AMD 3%CELH 3%MSI 2%ANET 2%MDB 2%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

16%

LLY
Eli Lilly and Company
Healthcare

12%

MELI
MercadoLibre, Inc.
Consumer Cyclical

12%

COKE
Coca-Cola Consolidated, Inc.
Consumer Defensive

9%

TSLA
Tesla, Inc.
Consumer Cyclical

9%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

7%

PANW
Palo Alto Networks, Inc.
Technology

7%

TTD
The Trade Desk, Inc.
Technology

6%

AVGO
Broadcom Inc.
Technology

6%

LULU
Lululemon Athletica Inc.
Consumer Cyclical

4%

AMD
Advanced Micro Devices, Inc.
Technology

3%

CELH
Celsius Holdings, Inc.
Consumer Defensive

3%

MSI
Motorola Solutions, Inc.
Technology

2%

ANET
Arista Networks, Inc.
Technology

2%

MDB
MongoDB, Inc.
Technology

2%

S&P 500

Performance

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


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,351.32%
100.50%
Beat QQQ
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 19, 2017, corresponding to the inception date of MDB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Beat QQQ18.86%8.60%32.89%96.77%56.85%N/A
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%68.95%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.86%32.10%
CMG
Chipotle Mexican Grill, Inc.
17.57%8.32%38.70%78.06%34.37%16.51%
MELI
MercadoLibre, Inc.
2.62%-9.03%13.44%31.47%28.16%31.60%
COKE
Coca-Cola Consolidated, Inc.
-8.88%-8.74%26.61%54.20%28.38%26.68%
LULU
Lululemon Athletica Inc.
-10.32%-0.84%13.44%44.71%25.29%24.85%
TTD
The Trade Desk, Inc.
16.58%19.84%4.95%46.43%34.50%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.18%
PANW
Palo Alto Networks, Inc.
2.55%-12.36%24.59%57.84%31.18%29.14%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.98%
AMD
Advanced Micro Devices, Inc.
37.47%14.06%85.14%148.58%54.02%49.32%
CELH
Celsius Holdings, Inc.
45.40%48.58%22.44%150.91%132.57%88.82%
MSI
Motorola Solutions, Inc.
7.18%2.42%19.02%27.49%20.61%19.66%
ANET
Arista Networks, Inc.
22.18%5.36%45.79%104.54%32.97%N/A
MDB
MongoDB, Inc.
6.85%0.19%11.19%99.42%34.12%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.96%11.72%
20235.49%-6.53%-2.66%15.07%6.24%

Sharpe Ratio

The current Beat QQQ Sharpe ratio is 4.59. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.59

The Sharpe ratio of Beat QQQ is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.59
2.44
Beat QQQ
Benchmark (^GSPC)
Portfolio components

Dividend yield

Beat QQQ granted a 0.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Beat QQQ0.37%0.27%0.37%0.33%0.48%0.55%0.58%0.57%0.63%0.68%0.89%1.10%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
CMG
Chipotle Mexican Grill, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
COKE
Coca-Cola Consolidated, Inc.
2.17%0.54%0.19%0.16%0.37%0.34%0.55%0.45%0.55%0.53%1.11%1.33%
LULU
Lululemon Athletica Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTD
The Trade Desk, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CELH
Celsius Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSI
Motorola Solutions, Inc.
1.08%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
ANET
Arista Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDB
MongoDB, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Beat QQQ has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
^GSPC
S&P 500
2.44
Beat QQQ
4.59
NVDA
NVIDIA Corporation
5.65
LLY
Eli Lilly and Company
5.18
CMG
Chipotle Mexican Grill, Inc.
3.27
MELI
MercadoLibre, Inc.
0.86
COKE
Coca-Cola Consolidated, Inc.
1.77
LULU
Lululemon Athletica Inc.
1.56
TTD
The Trade Desk, Inc.
1.11
TSLA
Tesla, Inc.
-0.00
PANW
Palo Alto Networks, Inc.
1.31
AVGO
Broadcom Inc.
4.19
AMD
Advanced Micro Devices, Inc.
3.34
CELH
Celsius Holdings, Inc.
2.95
MSI
Motorola Solutions, Inc.
1.61
ANET
Arista Networks, Inc.
2.35
MDB
MongoDB, Inc.
1.92

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LLYCOKECELHTSLAMSICMGLULUMDBPANWMELIAVGOANETAMDTTDNVDA
LLY1.000.180.160.110.290.190.200.150.190.180.240.250.180.160.21
COKE0.181.000.200.220.290.230.250.130.180.220.260.210.200.180.21
CELH0.160.201.000.310.260.280.270.340.300.340.290.270.310.360.34
TSLA0.110.220.311.000.250.340.350.380.430.410.420.370.420.420.47
MSI0.290.290.260.251.000.360.390.310.370.340.430.490.370.370.38
CMG0.190.230.280.340.361.000.450.440.410.440.380.390.430.450.44
LULU0.200.250.270.350.390.451.000.430.450.470.450.440.430.480.50
MDB0.150.130.340.380.310.440.431.000.530.500.370.460.470.610.49
PANW0.190.180.300.430.370.410.450.531.000.460.450.520.450.510.51
MELI0.180.220.340.410.340.440.470.500.461.000.450.470.480.570.53
AVGO0.240.260.290.420.430.380.450.370.450.451.000.540.570.460.65
ANET0.250.210.270.370.490.390.440.460.520.470.541.000.500.470.58
AMD0.180.200.310.420.370.430.430.470.450.480.570.501.000.530.73
TTD0.160.180.360.420.370.450.480.610.510.570.460.470.531.000.56
NVDA0.210.210.340.470.380.440.500.490.510.530.650.580.730.561.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Beat QQQ
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Beat 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 Beat QQQ was 38.57%, occurring on Mar 18, 2020. Recovery took 42 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.57%Feb 20, 202020Mar 18, 202042May 18, 202062
-33.16%Nov 22, 2021143Jun 16, 2022198Mar 31, 2023341
-21.63%Sep 28, 201860Dec 24, 201833Feb 12, 201993
-16.58%Feb 12, 202116Mar 8, 202171Jun 17, 202187
-13.03%May 6, 201920Jun 3, 201932Jul 18, 201952

Volatility Chart

The current Beat QQQ volatility is 8.72%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
8.72%
3.47%
Beat QQQ
Benchmark (^GSPC)
Portfolio components
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