Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 100% Nasdaq Composite, 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.
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The earliest data available for this chart is Oct 1, 2003, corresponding to the inception date of ONEQ
Returns By Period
As of Apr 2, 2026, the 100% Nasdaq Composite returned -5.46% Year-To-Date and 17.38% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 100% Nasdaq Composite | 0.21% | -2.54% | -5.46% | -3.61% | 25.24% | 22.54% | 11.33% | 17.38% |
| Portfolio components: | ||||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.21% | -2.54% | -5.46% | -3.61% | 25.24% | 22.54% | 11.33% | 17.38% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 2, 2003, 100% Nasdaq Composite's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Oct 2008 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 100% Nasdaq Composite closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.02% | -3.37% | -4.49% | 1.40% | -5.46% | ||||||||
| 2025 | 1.49% | -3.80% | -8.22% | 0.86% | 9.57% | 6.65% | 3.86% | 1.55% | 5.67% | 4.81% | -1.61% | -0.40% | 20.89% |
| 2024 | 0.79% | 6.26% | 1.68% | -4.08% | 6.69% | 6.28% | -0.80% | 0.72% | 2.64% | -0.39% | 6.31% | 0.54% | 29.30% |
| 2023 | 10.76% | -1.06% | 7.03% | 0.06% | 5.96% | 6.55% | 4.20% | -1.95% | -5.73% | -2.58% | 10.86% | 5.73% | 45.73% |
| 2022 | -8.80% | -3.35% | 3.64% | -13.28% | -1.91% | -8.50% | 12.51% | -4.59% | -10.34% | 4.03% | 4.43% | -8.70% | -32.12% |
| 2021 | 0.87% | 1.21% | 0.40% | 5.83% | -1.56% | 5.46% | 1.31% | 3.99% | -5.23% | 7.26% | 0.55% | 0.70% | 22.11% |
Benchmark Metrics
100% Nasdaq Composite has an annualized alpha of 3.70%, beta of 1.04, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 02, 2003.
- This portfolio captured 127.19% of S&P 500 Index gains and 108.00% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.70%
- Beta
- 1.04
- R²
- 0.87
- Upside Capture
- 127.19%
- Downside Capture
- 108.00%
Expense Ratio
100% Nasdaq Composite has an expense ratio of 0.21%, 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.
Return for Risk
Risk / Return Rank
100% Nasdaq Composite ranks 45 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.88 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.37 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.39 | +0.63 |
Martin ratioReturn relative to average drawdown | 7.36 | 6.43 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 63 | 1.09 | 1.70 | 1.24 | 2.02 | 7.36 |
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Dividends
Dividend yield
100% Nasdaq Composite provided a 0.82% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.82% | 0.54% | 0.65% | 0.71% | 0.97% | 0.54% | 0.71% | 2.51% | 1.08% | 0.84% | 1.12% | 1.04% |
| Portfolio components: | ||||||||||||
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.82% | 0.54% | 0.65% | 0.71% | 0.97% | 0.54% | 0.71% | 2.51% | 1.08% | 0.84% | 1.12% | 1.04% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.31 | $0.00 | $0.31 | ||||||||
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.49 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.40 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.33 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 100% Nasdaq Composite. 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 100% Nasdaq Composite was 55.09%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current 100% Nasdaq Composite drawdown is 8.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.09% | Nov 1, 2007 | 339 | Mar 9, 2009 | 484 | Feb 7, 2011 | 823 |
| -35.23% | Nov 22, 2021 | 277 | Dec 28, 2022 | 271 | Jan 29, 2024 | 548 |
| -30.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -24.09% | Dec 17, 2024 | 76 | Apr 8, 2025 | 54 | Jun 26, 2025 | 130 |
| -23.28% | Sep 4, 2018 | 78 | Dec 24, 2018 | 81 | Apr 23, 2019 | 159 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | ONEQ | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 0.91 | 0.91 |
| ONEQ | 0.91 | 1.00 | 1.00 |
| Portfolio | 0.91 | 1.00 | 1.00 |