Invesco QQQ Trust (QQQ) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco QQQ Trust (QQQ): 1Y return 23.9%, Sharpe ratio 1.05, volatility 22.0%, max drawdown -15.7%. 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: -2.3%, Sharpe: -2.61, Volatility: 15.9%, Max Drawdown: -2.9%
- YTD
- Return: -3.5%, Sharpe: -0.94, Volatility: 15.5%, Max Drawdown: -6.3%
- 1Y
- Return: 23.9%, Sharpe: 1.05, Volatility: 22.0%, Max Drawdown: -15.7%
- 5Y
- Return: 95.1%, Sharpe: 0.70, Volatility: 21.9%, Max Drawdown: -35.1%
- 10Y
- Return: 492.1%, Sharpe: 0.90, Volatility: 21.8%, 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.