NASDAQ-100 (NASDAQ-100) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NASDAQ-100 (NASDAQ-100): 1Y return 25.8%, Sharpe ratio 1.25, volatility 19.2%, max drawdown -12.1%. A Index in the Equity asset class. Compare NASDAQ-100 with other assets and invest through your own broker with pfolio.
NASDAQ-100 (NASDAQ-100) Overview
- Type: Index
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
NASDAQ-100 Performance
- MTD
- Return: 4.8%, Sharpe: 3.49, Volatility: 18.4%, Max Drawdown: -3.5%
- YTD
- Return: 17.4%, Sharpe: 1.24, Volatility: 20.8%, Max Drawdown: -11.8%
- 1Y
- Return: 25.8%, Sharpe: 1.25, Volatility: 19.2%, Max Drawdown: -12.1%
- 5Y
- Return: 92.1%, Sharpe: 0.67, Volatility: 22.7%, Max Drawdown: -35.6%
- 10Y
- Return: 519.6%, Sharpe: 0.90, Volatility: 22.4%, Max Drawdown: -35.6%
Frequently Asked Questions
- What is NASDAQ-100 (NASDAQ-100)?
- NASDAQ-100 (NASDAQ-100) is a Index in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does NASDAQ-100 compare to other assets?
- You can compare NASDAQ-100 with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NASDAQ-100 through pfolio?
- pfolio helps you build diversified portfolios that may include NASDAQ-100. You invest through your own broker — pfolio provides the analytics.