qqq + hedge
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SHV iShares Short Treasury Bond ETF | Government Bonds | 5% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 2.50% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 2.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in qqq + hedge, 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 week.
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 21, 2025, the qqq + hedge returned -5.61% Year-To-Date and 11.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| qqq + hedge | -7.09% | -5.98% | -6.56% | 8.99% | 13.61% | 11.32% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 30.46% | 13.38% | 25.71% | 43.09% | 14.58% | 11.01% |
QQQ Invesco QQQ | -15.15% | -9.79% | -12.31% | 5.09% | 16.27% | 15.58% |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.96% | 0.26% | 1.89% | 7.20% | -1.03% | 1.17% |
VGLT Vanguard Long-Term Treasury ETF | -0.10% | -4.39% | -3.83% | 1.88% | -9.38% | -1.00% |
VXUS Vanguard Total International Stock ETF | 3.99% | -3.72% | -1.42% | 9.00% | 10.30% | 4.44% |
SHV iShares Short Treasury Bond ETF | 1.26% | 0.33% | 2.18% | 4.90% | 2.44% | 1.81% |
Monthly Returns
The table below presents the monthly returns of qqq + hedge, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.79% | -0.81% | -3.81% | -5.26% | -7.09% | ||||||||
| 2024 | 1.04% | 4.03% | 3.04% | -3.07% | 4.54% | 3.43% | 1.00% | 1.93% | 2.50% | -0.66% | 4.06% | -1.48% | 21.99% |
| 2023 | 7.10% | -2.24% | 5.39% | 1.16% | 1.81% | 4.81% | 2.99% | -1.56% | -4.48% | -1.14% | 8.27% | 4.36% | 28.83% |
| 2022 | -5.23% | -2.22% | 3.03% | -8.67% | -0.51% | -6.92% | 7.75% | -4.01% | -8.32% | 4.87% | 5.89% | -5.03% | -19.25% |
| 2021 | -0.84% | 0.66% | 2.54% | 4.70% | 0.95% | 2.05% | 2.26% | 2.59% | -4.34% | 5.80% | -0.05% | 3.02% | 20.69% |
| 2020 | 1.27% | -5.63% | -8.50% | 11.26% | 4.51% | 3.03% | 6.22% | 6.24% | -3.74% | -2.27% | 8.32% | 4.05% | 25.32% |
| 2019 | 6.94% | 2.37% | 2.02% | 3.41% | -5.14% | 6.52% | 1.25% | -0.29% | 0.96% | 2.61% | 2.52% | 2.98% | 28.86% |
| 2018 | 5.46% | -2.67% | -2.10% | 0.17% | 2.49% | 0.23% | 2.34% | 2.77% | 0.10% | -5.85% | 1.12% | -6.20% | -2.79% |
| 2017 | 2.94% | 3.47% | 0.69% | 1.54% | 1.89% | -0.43% | 2.46% | 1.21% | 0.64% | 2.33% | 2.10% | 1.16% | 21.86% |
| 2016 | -3.71% | 0.65% | 5.46% | -0.01% | 1.30% | 0.65% | 4.12% | -0.02% | 0.71% | -1.76% | 0.76% | 1.24% | 9.48% |
| 2015 | -0.81% | 4.06% | -1.60% | 1.14% | 1.15% | -1.98% | 1.64% | -4.82% | -2.06% | 7.56% | -0.41% | -1.42% | 1.90% |
| 2014 | -2.01% | 4.52% | -0.52% | 0.49% | 2.16% | 2.53% | -0.83% | 3.48% | -1.81% | 1.71% | 2.53% | -0.69% | 11.91% |
Expense Ratio
qqq + hedge has an expense ratio of 0.10%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of qqq + hedge is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.66 | 3.50 | 1.46 | 5.41 | 14.57 |
QQQ Invesco QQQ | 0.09 | 0.31 | 1.04 | 0.10 | 0.37 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.54 | 2.36 | 1.28 | 0.56 | 3.65 |
VGLT Vanguard Long-Term Treasury ETF | 0.13 | 0.27 | 1.03 | 0.04 | 0.26 |
VXUS Vanguard Total International Stock ETF | 0.53 | 0.86 | 1.12 | 0.66 | 2.10 |
SHV iShares Short Treasury Bond ETF | 21.28 | 285.03 | 134.26 | 543.31 | 4,635.53 |
Dividends
Dividend yield
qqq + hedge provided a 1.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.38% | 1.43% | 1.38% | 0.97% | 1.16% | 1.51% | 1.62% | 1.38% | 1.54% | 1.56% | 1.56% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.69% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.72% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGLT Vanguard Long-Term Treasury ETF | 4.46% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
VXUS Vanguard Total International Stock ETF | 3.19% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
SHV iShares Short Treasury Bond ETF | 4.78% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% |
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 + hedge. 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 + hedge was 26.18%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current qqq + hedge drawdown is 10.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -24.45% | Dec 28, 2021 | 202 | Oct 14, 2022 | 290 | Dec 11, 2023 | 492 |
| -15.63% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -15.61% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -12.87% | Jul 25, 2011 | 50 | Oct 3, 2011 | 74 | Jan 19, 2012 | 124 |
Volatility
Volatility Chart
The current qqq + hedge volatility is 11.52%, 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
| SHV | IAU | VGLT | VGIT | QQQ | VXUS | VOO | |
|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.11 | 0.15 | 0.20 | -0.02 | -0.01 | -0.02 |
| IAU | 0.11 | 1.00 | 0.25 | 0.32 | 0.03 | 0.18 | 0.04 |
| VGLT | 0.15 | 0.25 | 1.00 | 0.85 | -0.19 | -0.23 | -0.25 |
| VGIT | 0.20 | 0.32 | 0.85 | 1.00 | -0.17 | -0.17 | -0.22 |
| QQQ | -0.02 | 0.03 | -0.19 | -0.17 | 1.00 | 0.72 | 0.90 |
| VXUS | -0.01 | 0.18 | -0.23 | -0.17 | 0.72 | 1.00 | 0.82 |
| VOO | -0.02 | 0.04 | -0.25 | -0.22 | 0.90 | 0.82 | 1.00 |