The Nasdaq-100 Portfolio consists of a single popular exchange-traded fund, Invesco QQQ. Its goal is to capture the performance of the largest non-financial companies listed on the Nasdaq Stock Market.
The chart shows the growth of an initial investment of $10,000 in Nasdaq-100 Portfolio, 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
As of Sep 23, 2023, the Nasdaq-100 Portfolio returned 35.00% Year-To-Date and 17.40% of annualized return in the last 10 years.
|1 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|Returns over 1 year are annualized|
Nasdaq-100 Portfolio granted a 0.61% dividend yield in the last twelve months.
The Nasdaq-100 Portfolio has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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||Ulcer Index|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Nasdaq-100 Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Nasdaq-100 Portfolio is 82.98%, recorded on Oct 9, 2002. It took 3113 trading sessions for the portfolio to recover.
|-82.98%||Mar 27, 2000||637||Oct 9, 2002||3113||Feb 23, 2015||3750|
|-35.12%||Dec 28, 2021||216||Nov 3, 2022||—||—||—|
|-28.56%||Feb 20, 2020||18||Mar 16, 2020||55||Jun 3, 2020||73|
|-22.8%||Aug 30, 2018||80||Dec 24, 2018||75||Apr 12, 2019||155|
|-16.1%||Dec 2, 2015||47||Feb 9, 2016||117||Jul 27, 2016||164|
The current Nasdaq-100 Portfolio volatility is 4.65%, 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.