AADAX vs. NQ=F

In the year-to-date period, AADAX achieves a 5.22% return, which is significantly lower than NQ=F's 23.05% return. Over the past 10 years, AADAX has underperformed NQ=F with an annualized return of 5.03%, while NQ=F has yielded a comparatively higher 17.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and E-Mini Nasdaq 100 Futures (NQ=F). 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.

The current AADAX Sharpe Ratio is 0.63, which is lower than the NQ=F Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of AADAX and NQ=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AADAX drawdown since its inception was -55.88%, which is greater than NQ=F's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for AADAX and NQ=F. For additional features, visit the drawdowns tool.

Invesco Select Risk: Growth Investor Fund (AADAX) has a higher volatility of 5.68% compared to E-Mini Nasdaq 100 Futures (NQ=F) at 5.27%. This indicates that AADAX's price experiences larger fluctuations and is considered to be riskier than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.