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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in E-Mini Nasdaq 100 Futures, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
E-Mini Nasdaq 100 Futures (NQ=F) has returned -6.09% so far this year and 22.97% over the past 12 months. Looking at the last ten years, NQ=F has achieved an annualized return of 18.10%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
E-Mini Nasdaq 100 Futures
- 1D
- 3.31%
- 1M
- -4.40%
- YTD
- -6.09%
- 6M
- -4.00%
- 1Y
- 22.97%
- 3Y*
- 21.58%
- 5Y*
- 12.42%
- 10Y*
- 18.10%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 24, 2009, NQ=F's average daily return is +0.08%, while the average monthly return is +1.53%. At this rate, your investment would double in approximately 3.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.4%, while the worst month was Apr 2022 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, NQ=F closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.84% | -2.59% | -4.40% | -6.09% | |||||||||
| 2025 | 1.71% | -3.10% | -7.07% | 1.13% | 8.74% | 7.09% | 2.06% | 0.41% | 6.14% | 4.43% | -2.01% | -0.10% | 19.93% |
| 2024 | 1.29% | 4.87% | 2.17% | -4.89% | 5.80% | 7.19% | -2.12% | 0.60% | 3.25% | -1.18% | 4.85% | 1.11% | 24.69% |
| 2023 | 10.25% | -0.66% | 10.18% | 0.14% | 7.36% | 7.25% | 3.39% | -2.01% | -4.32% | -2.53% | 10.32% | 6.49% | 54.45% |
| 2022 | -8.67% | -4.54% | 4.50% | -13.56% | -1.60% | -8.83% | 12.51% | -5.29% | -10.17% | 3.73% | 5.20% | -8.47% | -32.46% |
| 2021 | 0.20% | 0.00% | 1.38% | 5.81% | -1.18% | 6.30% | 2.80% | 4.19% | -5.78% | 7.87% | 1.97% | 1.05% | 26.66% |
Benchmark Metrics
E-Mini Nasdaq 100 Futures has an annualized alpha of 4.60%, beta of 1.08, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since April 27, 2009.
- This asset captured 124.81% of S&P 500 Index gains and 100.89% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This asset generated an annualized alpha of 4.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.08 and R² of 0.84, this asset moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 4.60%
- Beta
- 1.08
- R²
- 0.84
- Upside Capture
- 124.81%
- Downside Capture
- 100.89%
Return for Risk
Risk / Return Rank
NQ=F ranks 63 for risk / return — better than 63% of futures on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and compare them to a chosen benchmark (S&P 500 Index).
| NQ=F | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.39 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.40 | +1.07 |
Martin ratioReturn relative to average drawdown | 9.33 | 6.61 | +2.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NQ=F risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 E-Mini Nasdaq 100 Futures. 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 E-Mini Nasdaq 100 Futures was 35.28%, occurring on Nov 3, 2022. Recovery took 275 trading sessions.
The current E-Mini Nasdaq 100 Futures drawdown is 8.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.28% | Nov 22, 2021 | 240 | Nov 3, 2022 | 275 | Dec 12, 2023 | 515 |
| -28.4% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -23.24% | Oct 2, 2018 | 58 | Dec 24, 2018 | 77 | Apr 16, 2019 | 135 |
| -23.05% | Dec 17, 2024 | 76 | Apr 8, 2025 | 54 | Jun 24, 2025 | 130 |
| -16.37% | Dec 2, 2015 | 47 | Feb 9, 2016 | 118 | Jul 28, 2016 | 165 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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