Nasdaq-100 Portfolio
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.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of May 18, 2024, the Nasdaq-100 Portfolio returned 10.46% Year-To-Date and 18.79% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| Nasdaq-100 Portfolio | 10.46% | 6.70% | 17.47% | 35.15% | 21.07% | 18.68% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 10.46% | 6.70% | 17.47% | 35.15% | 21.07% | 18.68% |
Monthly Returns
The table below presents the monthly returns of Nasdaq-100 Portfolio, 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 | 1.82% | 5.28% | 1.28% | -4.37% | 10.46% | ||||||||
| 2023 | 10.64% | -0.36% | 9.49% | 0.51% | 7.88% | 6.30% | 3.86% | -1.48% | -5.08% | -2.07% | 10.82% | 5.59% | 54.86% |
| 2022 | -8.75% | -4.48% | 4.67% | -13.60% | -1.59% | -8.91% | 12.55% | -5.13% | -10.54% | 4.00% | 5.54% | -9.01% | -32.58% |
| 2021 | 0.26% | -0.13% | 1.72% | 5.91% | -1.20% | 6.26% | 2.86% | 4.22% | -5.68% | 7.86% | 2.00% | 1.15% | 27.42% |
| 2020 | 3.04% | -6.06% | -7.29% | 14.97% | 6.60% | 6.29% | 7.35% | 10.94% | -5.64% | -3.04% | 11.23% | 4.90% | 48.62% |
| 2019 | 9.01% | 2.99% | 3.92% | 5.50% | -8.23% | 7.59% | 2.33% | -1.90% | 0.92% | 4.38% | 4.07% | 3.89% | 38.96% |
| 2018 | 8.76% | -1.29% | -4.08% | 0.51% | 5.67% | 1.15% | 2.80% | 5.78% | -0.28% | -8.60% | -0.26% | -8.66% | -0.13% |
| 2017 | 5.14% | 4.38% | 2.03% | 2.73% | 3.90% | -2.32% | 4.06% | 2.07% | -0.30% | 4.61% | 1.97% | 0.60% | 32.66% |
| 2016 | -6.91% | -1.57% | 6.85% | -3.19% | 4.37% | -2.28% | 7.15% | 1.05% | 2.21% | -1.46% | 0.44% | 1.13% | 7.10% |
| 2015 | -2.08% | 7.22% | -2.36% | 1.92% | 2.25% | -2.48% | 4.56% | -6.82% | -2.21% | 11.37% | 0.61% | -1.59% | 9.44% |
| 2014 | -1.92% | 5.15% | -2.73% | -0.32% | 4.49% | 3.12% | 1.18% | 5.01% | -0.76% | 2.64% | 4.55% | -2.24% | 19.18% |
| 2013 | 2.67% | 0.34% | 3.02% | 2.54% | 3.58% | -2.40% | 6.31% | -0.40% | 4.83% | 4.96% | 3.55% | 2.93% | 36.63% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Nasdaq-100 Portfolio is 60, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Nasdaq-100 Portfolio
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.30 | 3.14 | 1.39 | 2.19 | 11.23 |
Dividends
Dividend yield
Nasdaq-100 Portfolio granted a 0.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nasdaq-100 Portfolio | 0.58% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.58% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Nasdaq-100 Portfolio. 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 Nasdaq-100 Portfolio was 82.98%, occurring on Oct 9, 2002. Recovery took 3113 trading sessions.
The current Nasdaq-100 Portfolio drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.98% | Mar 27, 2000 | 637 | Oct 9, 2002 | 3113 | Feb 23, 2015 | 3750 |
| -35.12% | Dec 28, 2021 | 216 | Nov 3, 2022 | 278 | Dec 13, 2023 | 494 |
| -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 |
Volatility
Volatility Chart
The current Nasdaq-100 Portfolio volatility is 4.84%, 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.