Invesco QQQ Trust (QQQ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco QQQ Trust (QQQ): 1Y return 37.2%, Sharpe ratio 1.87, volatility 17.2%, max drawdown -12.0%. A ETF in the Equity asset class. Compare QQQ with other assets and invest through your own broker with pfolio.
Invesco QQQ Trust (QQQ) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
QQQ Performance
- MTD
- Return: -2.1%, Sharpe: -1.04, Volatility: 34.8%, Max Drawdown: -7.0%
- YTD
- Return: 17.8%, Sharpe: 1.81, Volatility: 20.0%, Max Drawdown: -11.7%
- 1Y
- Return: 37.2%, Sharpe: 1.87, Volatility: 17.2%, Max Drawdown: -12.0%
- 5Y
- Return: 115.6%, Sharpe: 0.78, Volatility: 22.2%, Max Drawdown: -35.1%
- 10Y
- Return: 626.3%, Sharpe: 0.98, Volatility: 22.0%, Max Drawdown: -35.1%
Frequently Asked Questions
- What is Invesco QQQ Trust (QQQ)?
- Invesco QQQ Trust (QQQ) is a ETF 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 QQQ compare to other assets?
- You can compare QQQ with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in QQQ through pfolio?
- pfolio helps you build diversified portfolios that may include QQQ. You invest through your own broker — pfolio provides the analytics.