Beat QQQ
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 19, 2017, corresponding to the inception date of MDB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Beat QQQ | 30.13% | -4.01% | 23.67% | 54.90% | 55.40% | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.22% |
LLY Eli Lilly and Company | 48.02% | -4.94% | 37.48% | 90.99% | 53.78% | 32.44% |
CMG Chipotle Mexican Grill, Inc. | 13.21% | -21.14% | 11.99% | 24.00% | 27.22% | 14.44% |
MELI MercadoLibre, Inc. | 4.52% | 0.02% | -5.54% | 39.65% | 20.27% | 33.87% |
COKE Coca-Cola Consolidated, Inc. | 21.38% | 4.89% | 31.61% | 77.48% | 31.54% | 32.65% |
LULU Lululemon Athletica Inc. | -46.79% | -11.97% | -42.64% | -28.21% | 7.40% | 21.48% |
TTD The Trade Desk, Inc. | 24.12% | -8.61% | 29.22% | 5.59% | 26.34% | N/A |
TSLA Tesla, Inc. | -13.08% | 15.29% | 18.27% | -18.29% | 70.31% | 30.72% |
PANW Palo Alto Networks, Inc. | 9.96% | 0.48% | -4.69% | 32.34% | 33.90% | 27.96% |
AVGO Broadcom Inc. | 36.59% | -4.26% | 23.96% | 72.44% | 42.63% | 40.35% |
AMD Advanced Micro Devices, Inc. | -1.89% | -9.75% | -19.80% | 31.37% | 33.69% | 44.15% |
CELH Celsius Holdings, Inc. | -16.29% | -18.30% | -14.37% | -7.08% | 93.96% | 71.07% |
MSI Motorola Solutions, Inc. | 25.44% | 0.06% | 19.52% | 33.77% | 19.82% | 21.78% |
ANET Arista Networks, Inc. | 38.37% | -2.59% | 23.24% | 98.16% | 36.84% | 35.33% |
MDB MongoDB, Inc. | -40.19% | 7.91% | -38.91% | -39.64% | 9.15% | N/A |
Monthly Returns
The table below presents the monthly returns of Beat 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 | 4.96% | 11.85% | 1.70% | -1.95% | 8.94% | 6.99% | 30.13% | ||||||
| 2023 | 16.82% | 7.24% | 9.96% | 1.43% | 14.53% | 9.28% | 2.46% | 5.49% | -6.53% | -2.66% | 15.07% | 6.24% | 110.24% |
| 2022 | -14.66% | 1.31% | 6.78% | -14.53% | -1.07% | -8.87% | 14.70% | -1.37% | -8.53% | 5.43% | 7.84% | -9.71% | -24.44% |
| 2021 | 4.86% | -1.38% | -4.96% | 6.34% | 2.05% | 13.09% | 3.50% | 8.25% | -4.02% | 10.97% | 9.59% | 0.84% | 59.05% |
| 2020 | 9.14% | -4.60% | -10.79% | 21.37% | 17.79% | 10.55% | 10.66% | 18.73% | -4.34% | -3.76% | 23.54% | 8.78% | 138.66% |
| 2019 | 12.77% | 12.55% | 8.74% | -0.26% | -8.95% | 9.11% | 3.98% | -1.20% | -3.12% | 5.90% | 8.08% | 6.40% | 65.80% |
| 2018 | 10.58% | -0.26% | -5.07% | 4.08% | 4.62% | 3.63% | 2.95% | 14.09% | 1.58% | -8.01% | 3.24% | -8.97% | 21.86% |
| 2017 | -1.42% | 0.59% | 1.14% | 0.29% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Beat QQQ is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
LLY Eli Lilly and Company | 2.92 | 4.00 | 1.54 | 7.17 | 21.23 |
CMG Chipotle Mexican Grill, Inc. | 0.94 | 1.35 | 1.20 | 0.99 | 3.32 |
MELI MercadoLibre, Inc. | 1.04 | 1.71 | 1.20 | 0.90 | 3.46 |
COKE Coca-Cola Consolidated, Inc. | 2.21 | 3.48 | 1.43 | 4.61 | 9.07 |
LULU Lululemon Athletica Inc. | -0.87 | -1.11 | 0.85 | -0.61 | -1.32 |
TTD The Trade Desk, Inc. | 0.19 | 0.58 | 1.08 | 0.20 | 0.58 |
TSLA Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
PANW Palo Alto Networks, Inc. | 0.72 | 1.11 | 1.20 | 1.09 | 2.33 |
AVGO Broadcom Inc. | 1.80 | 2.51 | 1.31 | 4.17 | 11.14 |
AMD Advanced Micro Devices, Inc. | 0.65 | 1.20 | 1.15 | 0.73 | 2.04 |
CELH Celsius Holdings, Inc. | -0.07 | 0.34 | 1.04 | -0.09 | -0.21 |
MSI Motorola Solutions, Inc. | 1.95 | 2.85 | 1.38 | 3.92 | 9.51 |
ANET Arista Networks, Inc. | 2.04 | 2.86 | 1.39 | 4.51 | 15.41 |
MDB MongoDB, Inc. | -0.79 | -0.95 | 0.87 | -0.64 | -1.55 |
Dividends
Dividend yield
Beat QQQ granted a 0.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Beat QQQ | 0.32% | 0.27% | 0.37% | 0.33% | 0.48% | 0.55% | 0.66% | 0.60% | 0.68% | 0.73% | 0.95% | 1.21% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY Eli Lilly and Company | 0.57% | 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. | 1.63% | 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. | 1.34% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
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. | 0.98% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Beat QQQ drawdown is 9.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.57% | Feb 20, 2020 | 20 | Mar 18, 2020 | 42 | May 18, 2020 | 62 |
| -33.16% | Nov 22, 2021 | 143 | Jun 16, 2022 | 198 | Mar 31, 2023 | 341 |
| -21.63% | Sep 28, 2018 | 60 | Dec 24, 2018 | 33 | Feb 12, 2019 | 93 |
| -16.58% | Feb 12, 2021 | 16 | Mar 8, 2021 | 71 | Jun 17, 2021 | 87 |
| -13.03% | May 6, 2019 | 20 | Jun 3, 2019 | 32 | Jul 18, 2019 | 52 |
Volatility
Volatility Chart
The current Beat QQQ volatility is 8.78%, 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.
Diversification
Asset Correlations Table
| LLY | COKE | CELH | TSLA | MSI | CMG | LULU | MDB | PANW | MELI | AVGO | ANET | AMD | TTD | NVDA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.17 | 0.15 | 0.11 | 0.28 | 0.19 | 0.19 | 0.15 | 0.19 | 0.19 | 0.24 | 0.25 | 0.18 | 0.15 | 0.22 |
| COKE | 0.17 | 1.00 | 0.20 | 0.22 | 0.29 | 0.23 | 0.25 | 0.13 | 0.18 | 0.21 | 0.25 | 0.21 | 0.19 | 0.18 | 0.20 |
| CELH | 0.15 | 0.20 | 1.00 | 0.30 | 0.25 | 0.28 | 0.27 | 0.34 | 0.30 | 0.33 | 0.28 | 0.28 | 0.30 | 0.36 | 0.33 |
| TSLA | 0.11 | 0.22 | 0.30 | 1.00 | 0.24 | 0.34 | 0.34 | 0.37 | 0.41 | 0.40 | 0.41 | 0.37 | 0.41 | 0.42 | 0.44 |
| MSI | 0.28 | 0.29 | 0.25 | 0.24 | 1.00 | 0.35 | 0.39 | 0.30 | 0.36 | 0.34 | 0.42 | 0.47 | 0.37 | 0.36 | 0.37 |
| CMG | 0.19 | 0.23 | 0.28 | 0.34 | 0.35 | 1.00 | 0.44 | 0.42 | 0.39 | 0.42 | 0.37 | 0.38 | 0.42 | 0.44 | 0.43 |
| LULU | 0.19 | 0.25 | 0.27 | 0.34 | 0.39 | 0.44 | 1.00 | 0.42 | 0.43 | 0.45 | 0.42 | 0.43 | 0.41 | 0.46 | 0.47 |
| MDB | 0.15 | 0.13 | 0.34 | 0.37 | 0.30 | 0.42 | 0.42 | 1.00 | 0.52 | 0.48 | 0.37 | 0.45 | 0.45 | 0.60 | 0.47 |
| PANW | 0.19 | 0.18 | 0.30 | 0.41 | 0.36 | 0.39 | 0.43 | 0.52 | 1.00 | 0.46 | 0.44 | 0.51 | 0.43 | 0.51 | 0.50 |
| MELI | 0.19 | 0.21 | 0.33 | 0.40 | 0.34 | 0.42 | 0.45 | 0.48 | 0.46 | 1.00 | 0.43 | 0.46 | 0.47 | 0.56 | 0.51 |
| AVGO | 0.24 | 0.25 | 0.28 | 0.41 | 0.42 | 0.37 | 0.42 | 0.37 | 0.44 | 0.43 | 1.00 | 0.55 | 0.56 | 0.45 | 0.65 |
| ANET | 0.25 | 0.21 | 0.28 | 0.37 | 0.47 | 0.38 | 0.43 | 0.45 | 0.51 | 0.46 | 0.55 | 1.00 | 0.50 | 0.47 | 0.58 |
| AMD | 0.18 | 0.19 | 0.30 | 0.41 | 0.37 | 0.42 | 0.41 | 0.45 | 0.43 | 0.47 | 0.56 | 0.50 | 1.00 | 0.52 | 0.71 |
| TTD | 0.15 | 0.18 | 0.36 | 0.42 | 0.36 | 0.44 | 0.46 | 0.60 | 0.51 | 0.56 | 0.45 | 0.47 | 0.52 | 1.00 | 0.55 |
| NVDA | 0.22 | 0.20 | 0.33 | 0.44 | 0.37 | 0.43 | 0.47 | 0.47 | 0.50 | 0.51 | 0.65 | 0.58 | 0.71 | 0.55 | 1.00 |