Highlights
- Avg. Volume (1M)
- 526K
- Avg. Volume Value (1M)
- $15.30B
Share Price Chart
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Performance
NQ=F Performance Chart
E-Mini Nasdaq 100 Futures (NQ=F) is up 11.9% since the beginning of the year. NQ=F is currently trading at $28,486 per share. Investors who bought $1,000 worth of NQ=F shares 5 years ago would now be looking at an investment worth $1,904.
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Returns By Period
E-Mini Nasdaq 100 Futures (NQ=F) has returned 11.90% so far this year and 21.32% over the past 12 months. Looking at the last ten years, NQ=F has achieved an annualized return of 19.63%, outperforming the S&P 500 Index benchmark, which averaged 13.10% per year.
E-Mini Nasdaq 100 Futures
- 1D
- 4.18%
- 1M
- -6.68%
- 6M
- 9.56%
- YTD
- 11.90%
- 1Y
- 21.32%
- 3Y*
- 21.56%
- 5Y*
- 13.75%
- 10Y*
- 19.63%
- ALL TIME*
- 8.19%
Benchmark (S&P 500 Index)
- 1D
- 1.66%
- 1M
- -0.82%
- 6M
- 6.72%
- YTD
- 8.65%
- 1Y
- 16.89%
- 3Y*
- 17.46%
- 5Y*
- 11.09%
- 10Y*
- 13.10%
- ALL TIME*
- 8.07%
NQ=F Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2000, NQ=F's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Oct 2002 with a return of +18.5%, while the worst month was Feb 2001 at -26.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, NQ=F closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +16.7%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.84% | -2.59% | -4.36% | 15.39% | 10.18% | 0.39% | -6.68% | 11.90% | |||||
| 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 | 1.28% | 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 1.96%, beta of 1.15, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 18, 2000.
- This asset captured 138.27% of S&P 500 Index gains and 123.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.15 and R2 of 0.73, 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
- 1.96%
- Beta
- 1.15
- R²
- 0.73
- Upside Capture
- 138.27%
- Downside Capture
- 123.01%
Return for Risk
Risk / Return Rank
NQ=F ranks 77 for risk / return — above 77% of futures peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NQ=F | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.86 | -0.06 |
| Martin ratioReturn relative to average drawdown | 5.70 | 7.90 | -2.20 |
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 78.99%, occurring on Oct 9, 2002. Recovery took 2971 trading sessions.
The current E-Mini Nasdaq 100 Futures drawdown is 7.25%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-78.99%Oct 2002 | 2y 18d | 11y 8mo | 13y 9moSep 2000 - Jul 2014 | Dot-com crash2000–2002 |
-35.28%Nov 2022 | 11mo 16d | 1y 1mo | 2y 26dNov 2021 - Dec 2023 | Bear market2022 |
-28.24%Mar 2020 | 1mo 2d | 2mo 14d | 3mo 16dFeb 2020 - Jun 2020 | COVID crash2020 |
-23.24%Dec 2018 | 2mo 23d | 3mo 23d | 6mo 16dOct 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-22.50%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 | 2025 selloff2025 |
Drawdown Indicators
| NQ=F | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.99% | -56.78% | -22.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.10% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -22.50% | -18.90% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -35.28% | -25.43% | -9.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -33.92% | -1.36% |
Current DrawdownCurrent decline from peak | -7.25% | -2.26% | -4.99% |
Average DrawdownAverage peak-to-trough decline | -29.47% | -10.70% | -18.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.14% | +1.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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