E-Mini Nasdaq 100 Futures (NQ=F)
Share Price Chart
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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.
Returns By Period
E-Mini Nasdaq 100 Futures had a return of 22.48% year-to-date (YTD) and 29.79% in the last 12 months. Over the past 10 years, E-Mini Nasdaq 100 Futures had an annualized return of 16.93%, outperforming the S&P 500 benchmark which had an annualized return of 11.21%.
NQ=F
22.48%
3.11%
10.46%
29.79%
19.77%
16.93%
^GSPC (Benchmark)
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Monthly Returns
The table below presents the monthly returns of NQ=F, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.29% | 4.87% | 2.17% | -4.89% | 5.80% | 7.19% | -2.12% | 0.60% | 3.25% | -0.53% | 22.48% | ||
| 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% |
| 2020 | 2.80% | -6.84% | -7.12% | 15.44% | 6.36% | 6.14% | 7.32% | 11.23% | -5.83% | -3.16% | 11.14% | 4.96% | 47.22% |
| 2019 | 9.18% | 2.72% | 4.20% | 5.40% | -8.54% | 7.85% | 2.25% | -2.24% | 1.04% | 4.11% | 4.04% | 3.98% | 38.20% |
| 2018 | 8.64% | -1.40% | -3.95% | 0.29% | 5.50% | 1.29% | 2.52% | 5.75% | -0.08% | -8.88% | -0.37% | -8.87% | -1.18% |
| 2017 | 5.11% | 4.29% | 1.99% | 2.61% | 3.81% | -2.43% | 4.06% | 1.84% | -0.14% | 4.47% | 1.91% | 0.62% | 31.76% |
| 2016 | -7.08% | -1.45% | 6.55% | -3.23% | 4.45% | -2.59% | 7.26% | 0.99% | 2.02% | -1.51% | 0.40% | 1.00% | 6.02% |
| 2015 | -2.16% | 7.27% | -2.54% | 1.82% | 2.33% | -2.68% | 4.44% | -6.83% | -2.55% | 11.54% | 0.55% | -1.73% | 8.39% |
| 2014 | -1.95% | 5.16% | -2.95% | -0.36% | 4.54% | 2.81% | 1.15% | 5.08% | -0.91% | 2.61% | 4.52% | -2.43% | 18.11% |
| 2013 | 2.63% | 0.48% | 2.67% | 2.45% | 3.48% | -2.65% | 6.26% | -0.31% | 4.41% | 4.99% | 3.52% | 2.76% | 34.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NQ=F is 71, suggesting that the investment has average results relative to other futures in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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 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 293 trading sessions.
The current E-Mini Nasdaq 100 Futures drawdown is 1.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.28% | Nov 22, 2021 | 240 | Nov 3, 2022 | 293 | Dec 12, 2023 | 533 |
| -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 |
| -16.37% | Dec 2, 2015 | 47 | Feb 9, 2016 | 118 | Jul 28, 2016 | 165 |
| -16.16% | Apr 26, 2010 | 49 | Jul 2, 2010 | 71 | Oct 13, 2010 | 120 |
Volatility
Volatility Chart
The current E-Mini Nasdaq 100 Futures volatility is 5.37%, 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.