Data Source: from November 1985 to November 2023 (~38 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 18 2023
Category: Stocks
ETF: Invesco QQQ Trust (QQQ)
ETF • LIVE PERFORMANCE (USD currency)
0.43%
1 Day
Dec 18 2023
4.69%
Current Month
December 2023
In the last 30 Years, the Invesco QQQ Trust (QQQ) ETF obtained a 13.75% compound annual return, with a 24.01% standard deviation.
Table of contents
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Technology
- Industry: Broad Technology
The Invesco QQQ Trust (QQQ) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | QQQ Weight▾ |
|---|---|---|
| Technology | 100.00% | |
| Shield Strategy | Aim Ways | 16.00% |
| Aim Bold Strategy | Aim Ways | 15.00% |
| Aim comfortable trip | Aim Ways | 11.00% |
Investment Returns as of Nov 30, 2023
The Invesco QQQ Trust (QQQ) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
INVESCO QQQ TRUST (QQQ) ETF
Consolidated returns as of 30 November 2023
Live Update: Dec 18 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~38Y) | |||
| Invesco QQQ Trust (QQQ) ETF | 0.43 | 4.69 | 10.82 | 12.05 | 33.45 | 18.87 | 17.35 | 13.75 | 14.25 | |||
| US Inflation Adjusted return | 11.04 | 10.98 | 29.39 | 14.27 | 14.15 | 10.96 | 11.17 | |||||
Returns over 1 year are annualized | Available data source: since Nov 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023. Current inflation (annualized) is 1Y: 3.14% , 5Y: 4.03% , 10Y: 2.80% , 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Invesco QQQ Trust (QQQ) ETF granted a 0.54% dividend yield. If you are interested in getting periodic income, please refer to the Invesco QQQ Trust (QQQ) ETF: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993, now would be worth 47.66$, with a total return of 4665.82% (13.75% annualized).
The Inflation Adjusted Capital now would be 22.63$, with a net total return of 2163.00% (10.96% annualized).
An investment of 1$, since November 1985, now would be worth 159.61$, with a total return of 15861.45% (14.25% annualized).
The Inflation Adjusted Capital now would be 56.51$, with a net total return of 5550.56% (11.17% annualized).
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Investment Metrics as of Nov 30, 2023
Metrics of Invesco QQQ Trust (QQQ) ETF, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
INVESCO QQQ TRUST (QQQ) ETF
Advanced Metrics
Data Source: 1 November 1985 - 30 November 2023 (~38 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~38Y) | |
| Investment Return (%) | 10.82 | 3.02 | 12.05 | 33.45 | 9.74 | 18.87 | 17.35 | 13.61 | 13.75 | 14.25 |
| Infl. Adjusted Return (%) details | 11.04 | 3.01 | 10.98 | 29.39 | 3.86 | 14.27 | 14.15 | 10.76 | 10.96 | 11.17 |
| US Inflation (%) | -0.20 | 0.01 | 0.96 | 3.14 | 5.67 | 4.03 | 2.80 | 2.58 | 2.51 | 2.76 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -9.01 | -32.58 | -32.58 | -32.58 | -49.74 | -81.08 | -81.08 | |||
| Start to Recovery (# months) details | 2 | 23* | 23* | 23* | 38 | 175 | 175 | |||
| Start (yyyy mm) | 2022 12 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 1 | 12 | 12 | 12 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 22 | 145 | 145 | |||
| End (yyyy mm) | 2023 01 | - | - | - | 2010 12 | 2014 10 | 2014 10 | |||
| Longest Drawdown Depth (%) | -8.42 | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | 4 | |||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 22 | 145 | 145 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2010 12 | 2014 10 | 2014 10 | |||
| Longest negative period (# months) details | 4 | 27 | 28 | 28 | 65 | 174 | 174 | |||
| Period Start (yyyy mm) | 2023 07 | 2020 12 | 2020 09 | 2020 09 | 2003 12 | 2000 04 | 2000 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 02 | 2022 12 | 2022 12 | 2009 04 | 2014 09 | 2014 09 | |||
| Annualized Return (%) | -13.95 | -0.29 | -3.70 | -3.70 | -0.13 | -0.14 | -0.14 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -9.01 | -36.67 | -36.67 | -36.67 | -50.51 | -82.10 | -82.10 | |||
| Start to Recovery (# months) details | 4 | 23* | 23* | 23* | 40 | 206 | 206 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 24 | 176 | 176 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 02 | 2017 05 | 2017 05 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 16 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 24 | 176 | 176 | |||
| End (yyyy mm) | 2023 11 | - | - | - | 2011 02 | 2017 05 | 2017 05 | |||
| Longest negative period (# months) details | 5 | 34 | 34 | 34 | 70 | 207 | 207 | |||
| Period Start (yyyy mm) | 2023 06 | 2021 01 | 2021 01 | 2021 01 | 2004 01 | 2000 04 | 2000 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2009 10 | 2017 06 | 2017 06 | |||
| Annualized Return (%) | -0.13 | -1.34 | -1.34 | -1.34 | -0.29 | -0.10 | -0.10 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 21.64 | 22.14 | 22.30 | 18.35 | 18.33 | 24.01 | 23.80 | |||
| Sharpe Ratio | 1.32 | 0.35 | 0.77 | 0.89 | 0.67 | 0.48 | 0.43 | |||
| Sortino Ratio | 1.82 | 0.47 | 1.03 | 1.21 | 0.90 | 0.65 | 0.58 | |||
| Ulcer Index | 3.89 | 15.80 | 12.61 | 9.41 | 12.47 | 39.58 | 35.49 | |||
| Ratio: Return / Standard Deviation | 1.55 | 0.44 | 0.85 | 0.95 | 0.74 | 0.57 | 0.60 | |||
| Ratio: Return / Deepest Drawdown | 3.71 | 0.30 | 0.58 | 0.53 | 0.27 | 0.17 | 0.18 | |||
| % Positive Months details | 58% | 58% | 63% | 62% | 60% | 60% | 60% | |||
| Positive Months | 7 | 21 | 38 | 75 | 145 | 216 | 278 | |||
| Negative Months | 5 | 15 | 22 | 45 | 95 | 144 | 179 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 17.35 | 22.88 | 22.88 | 35.78 | ||||||
| Worst 10 Years Return (%) - Annualized | 9.59 | -8.06 | -8.06 | |||||||
| Best 10 Years Return (%) - Annualized | 14.15 | 20.31 | 20.31 | 32.13 | ||||||
| Worst 10 Years Return (%) - Annualized | 7.06 | -10.28 | -10.28 | |||||||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 124.99 | 77.31 | 58.54 | 22.88 | 14.62 | 13.75 | ||||
| Worst Rolling Return (%) - Annualized | -67.35 | -38.68 | -19.54 | -8.06 | 3.50 | |||||
| % Positive Periods | 81% | 83% | 82% | 88% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 117.97 | 73.36 | 54.84 | 20.31 | 11.80 | 10.96 | ||||
| Worst Rolling Return (%) - Annualized | -68.19 | -40.16 | -21.47 | -10.28 | 1.40 | |||||
| % Positive Periods | 77% | 80% | 79% | 87% | 100% | 100% | ||||
| Over all the available data source (Nov 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 124.99 | 77.31 | 58.54 | 35.78 | 14.67 | 15.38 | ||||
| Worst Rolling Return (%) - Annualized | -67.35 | -38.68 | -19.54 | -8.06 | 3.50 | 11.97 | ||||
| % Positive Periods | 81% | 86% | 86% | 91% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 117.97 | 73.36 | 54.84 | 32.13 | 11.80 | 12.84 | ||||
| Worst Rolling Return (%) - Annualized | -68.19 | -40.16 | -21.47 | -10.28 | 1.40 | 9.06 | ||||
| % Positive Periods | 77% | 83% | 84% | 91% | 100% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 33.13 | 27.45 | 17.52 | 8.65 | 11.27 | 11.25 | ||||
| Perpetual WR (%) | 3.71 | 12.49 | 12.40 | 9.71 | 9.88 | 10.05 | ||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Correlations as of Nov 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Monthly correlations of Invesco QQQ Trust (QQQ) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
INVESCO QQQ TRUST (QQQ) ETF
Monthly correlations as of 30 November 2023
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| Correlation vs QQQ | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 | |
| VTI | US Total Stock Market | 0.89 | 0.93 | 0.91 | 0.85 | 0.85 |
| SPY | US Large Cap | 0.90 | 0.93 | 0.92 | 0.83 | 0.82 |
| IJR | US Small Cap | 0.70 | 0.76 | 0.71 | 0.72 | 0.73 |
| VNQ | US REITs | 0.73 | 0.76 | 0.63 | 0.39 | 0.39 |
| PFF | Preferred Stocks | 0.60 | 0.73 | 0.66 | 0.31 | 0.30 |
| EFA | EAFE Stocks | 0.71 | 0.78 | 0.78 | 0.66 | 0.63 |
| VT | World All Countries | 0.85 | 0.89 | 0.88 | 0.78 | 0.76 |
| EEM | Emerging Markets | 0.73 | 0.67 | 0.64 | 0.63 | 0.60 |
| VGK | Europe | 0.66 | 0.77 | 0.75 | 0.65 | 0.64 |
| VPL | Pacific | 0.78 | 0.78 | 0.76 | 0.57 | 0.53 |
| FLLA | Latin America | 0.75 | 0.56 | 0.44 | 0.53 | 0.52 |
| BND | US Total Bond Market | 0.73 | 0.55 | 0.43 | 0.10 | 0.10 |
| TLT | Long Term Treasuries | 0.77 | 0.28 | 0.17 | -0.08 | -0.08 |
| BIL | US Cash | -0.04 | -0.01 | 0.00 | 0.00 | -0.01 |
| TIPS | 0.74 | 0.64 | 0.51 | 0.12 | 0.12 | |
| LQD | Invest. Grade Bonds | 0.76 | 0.67 | 0.57 | 0.22 | 0.22 |
| HYG | High Yield Bonds | 0.79 | 0.77 | 0.71 | 0.52 | 0.51 |
| CWB | US Convertible Bonds | 0.83 | 0.86 | 0.85 | 0.77 | 0.76 |
| BNDX | International Bonds | 0.88 | 0.60 | 0.46 | 0.11 | 0.11 |
| EMB | Emerg. Market Bonds | 0.78 | 0.70 | 0.62 | 0.44 | 0.44 |
| GLD | Gold | 0.30 | 0.24 | 0.11 | 0.02 | 0.02 |
| DBC | Commodities | 0.07 | 0.31 | 0.26 | 0.23 | 0.23 |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
INVESCO QQQ TRUST (QQQ) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 November 1985 - 30 November 2023 (~38 years)
Inflation Adjusted:
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 | 30 | Oct 2014 | 145 | 175 | 56.07 |
| -32.58% | Jan 2022 | Dec 2022 | 12 | in progress | 11 | 23 | 19.58 |
| -17.20% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 | 8.68 |
| -16.96% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 | 8.13 |
| -13.51% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 7.32 |
| -12.97% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 6.32 |
| -12.90% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 7.13 |
| -10.50% | Aug 1997 | Dec 1997 | 5 | Feb 1998 | 2 | 7 | 5.23 |
| -9.82% | Dec 2015 | Feb 2016 | 3 | Jul 2016 | 5 | 8 | 5.36 |
| -9.49% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 4.77 |
| -8.88% | Aug 2015 | Sep 2015 | 2 | Oct 2015 | 1 | 3 | 5.60 |
| -8.65% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 5.20 |
| -8.23% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 4.16 |
| -8.14% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 4.20 |
| -5.68% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.28 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -82.10% | Apr 2000 | Sep 2002 | 30 | May 2017 | 176 | 206 | 58.29 |
| -36.67% | Jan 2022 | Dec 2022 | 12 | in progress | 11 | 23 | 24.01 |
| -17.30% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 | 8.74 |
| -16.66% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 | 8.12 |
| -14.03% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 7.34 |
| -14.00% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 7.65 |
| -12.95% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 7.20 |
| -10.94% | Aug 1997 | Dec 1997 | 5 | Feb 1998 | 2 | 7 | 5.61 |
| -9.60% | Feb 1999 | Feb 1999 | 1 | Jun 1999 | 4 | 5 | 4.14 |
| -8.81% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 5.31 |
| -8.42% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 | 4.28 |
| -8.38% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 | 4.39 |
| -5.96% | Feb 2018 | Mar 2018 | 2 | Jun 2018 | 3 | 5 | 3.50 |
| -5.94% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 3.43 |
| -4.67% | May 1998 | May 1998 | 1 | Jun 1998 | 1 | 2 | 2.69 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 | 30 | Oct 2014 | 145 | 175 | 56.07 |
| -34.57% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 17.23 |
| -32.58% | Jan 2022 | Dec 2022 | 12 | in progress | 11 | 23 | 19.58 |
| -27.64% | Jul 1990 | Oct 1990 | 4 | Feb 1991 | 4 | 8 | 16.50 |
| -17.20% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 | 8.68 |
| -16.96% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 | 8.13 |
| -15.73% | Jun 1986 | Sep 1986 | 4 | Jan 1987 | 4 | 8 | 9.55 |
| -13.51% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 7.32 |
| -13.48% | Mar 1992 | Aug 1992 | 6 | Nov 1992 | 3 | 9 | 8.98 |
| -12.97% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 6.32 |
| -12.90% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 7.13 |
| -10.80% | Oct 1989 | Jan 1990 | 4 | May 1990 | 4 | 8 | 5.82 |
| -10.50% | Aug 1997 | Dec 1997 | 5 | Feb 1998 | 2 | 7 | 5.23 |
| -9.82% | Dec 2015 | Feb 2016 | 3 | Jul 2016 | 5 | 8 | 5.36 |
| -9.49% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 | 4.77 |
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Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -82.10% | Apr 2000 | Sep 2002 | 30 | May 2017 | 176 | 206 | 58.29 |
| -36.67% | Jan 2022 | Dec 2022 | 12 | in progress | 11 | 23 | 24.01 |
| -35.14% | Sep 1987 | Nov 1987 | 3 | Jun 1990 | 31 | 34 | 16.14 |
| -29.59% | Jul 1990 | Oct 1990 | 4 | Feb 1991 | 4 | 8 | 17.95 |
| -17.30% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 | 8.74 |
| -16.72% | Jun 1986 | Sep 1986 | 4 | Jan 1987 | 4 | 8 | 10.34 |
| -16.66% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 | 8.12 |
| -14.89% | Mar 1992 | Aug 1992 | 6 | Dec 1992 | 4 | 10 | 9.50 |
| -14.03% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 | 7.34 |
| -14.00% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 | 7.65 |
| -12.95% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 | 7.20 |
| -10.94% | Aug 1997 | Dec 1997 | 5 | Feb 1998 | 2 | 7 | 5.61 |
| -9.60% | Feb 1999 | Feb 1999 | 1 | Jun 1999 | 4 | 5 | 4.14 |
| -9.16% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 | 4.80 |
| -9.15% | Feb 1993 | Apr 1993 | 3 | Sep 1993 | 5 | 8 | 4.40 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
INVESCO QQQ TRUST (QQQ) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 November 1985 - 30 November 2023 (~38 years)
Inflation Adjusted:
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -67.35 | 10/2000 09/2001 | 0.32$ | -7.89 | 0.92$ | 19.08 | 1.19$ | 44.35 | 1.44$ | 124.99 | 03/1999 02/2000 | 2.24$ | 33.45 | 18.62% |
| 2Y | -51.92 | 09/2000 08/2002 | 0.23$ | -2.74 | 0.94$ | 15.65 | 1.33$ | 36.68 | 1.86$ | 93.45 | 01/1998 12/1999 | 3.74$ | 0.01 | 18.10% |
| 3Y | -38.68 | 04/2000 03/2003 | 0.23$ | -0.88 | 0.97$ | 16.08 | 1.56$ | 31.66 | 2.28$ | 77.31 | 04/1997 03/2000 | 5.57$ | 9.74 | 16.92% |
| 5Y | -19.54 | 04/2000 03/2005 | 0.33$ | -1.53 | 0.92$ | 14.56 | 1.97$ | 24.76 | 3.02$ | 58.54 | 03/1995 02/2000 | 10.01$ | 18.87 | 17.28% |
| 7Y | -12.13 | 04/2000 03/2007 | 0.40$ | 1.90 | 1.14$ | 10.80 | 2.04$ | 20.17 | 3.61$ | 30.96 | 12/1993 11/2000 | 6.60$ | 19.51 | 11.91% |
| 10Y | -8.06 | 03/2000 02/2010 | 0.43$ | 3.77 | 1.44$ | 11.63 | 3.00$ | 18.47 | 5.44$ | 22.88 | 01/2012 12/2021 | 7.85$ | 17.35 | 11.62% |
| 15Y | 0.35 | 04/2000 03/2015 | 1.05$ | 5.73 | 2.30$ | 10.05 | 4.20$ | 14.75 | 7.87$ | 19.93 | 12/2008 11/2023 | 15.26$ | 19.93 | 0.00% |
| 20Y | 3.50 | 04/2000 03/2020 | 1.99$ | 6.95 | 3.83$ | 10.88 | 7.88$ | 13.36 | 12.27$ | 14.62 | 08/2002 07/2022 | 15.32$ | 13.61 | 0.00% |
| 30Y | 13.75 | 12/1993 11/2023 | 47.65$ | 13.75 | 47.65$ | 13.75 | 47.65$ | 13.75 | 47.65$ | 13.75 | 12/1993 11/2023 | 47.65$ | 13.75 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -68.19 | 10/2000 09/2001 | 0.31$ | -11.46 | 0.88$ | 17.05 | 1.17$ | 41.00 | 1.41$ | 117.97 | 03/1999 02/2000 | 2.17$ | 29.39 | 22.92% |
| 2Y | -52.99 | 09/2000 08/2002 | 0.22$ | -6.95 | 0.86$ | 13.74 | 1.29$ | 33.16 | 1.77$ | 89.38 | 01/1998 12/1999 | 3.58$ | -4.85 | 22.55% |
| 3Y | -40.16 | 04/2000 03/2003 | 0.21$ | -3.06 | 0.91$ | 14.25 | 1.49$ | 28.39 | 2.11$ | 73.36 | 04/1997 03/2000 | 5.20$ | 3.86 | 19.38% |
| 5Y | -21.47 | 04/2000 03/2005 | 0.29$ | -3.91 | 0.81$ | 11.57 | 1.72$ | 22.11 | 2.71$ | 54.84 | 03/1995 02/2000 | 8.90$ | 14.27 | 20.27% |
| 7Y | -14.39 | 04/2000 03/2007 | 0.33$ | -0.80 | 0.94$ | 8.59 | 1.77$ | 17.74 | 3.13$ | 27.69 | 12/1993 11/2000 | 5.53$ | 15.47 | 16.25% |
| 10Y | -10.28 | 03/2000 02/2010 | 0.33$ | 1.20 | 1.12$ | 9.31 | 2.43$ | 15.96 | 4.39$ | 20.31 | 01/2012 12/2021 | 6.35$ | 14.15 | 12.03% |
| 15Y | -1.78 | 04/2000 03/2015 | 0.76$ | 3.23 | 1.61$ | 7.61 | 3.00$ | 12.40 | 5.77$ | 17.02 | 12/2008 11/2023 | 10.56$ | 17.02 | 4.97% |
| 20Y | 1.40 | 04/2000 03/2020 | 1.32$ | 4.73 | 2.52$ | 8.54 | 5.15$ | 10.64 | 7.55$ | 11.80 | 08/2002 07/2022 | 9.31$ | 10.76 | 0.00% |
| 30Y | 10.96 | 12/1993 11/2023 | 22.62$ | 10.96 | 22.62$ | 10.96 | 22.62$ | 10.96 | 22.62$ | 10.96 | 12/1993 11/2023 | 22.62$ | 10.96 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -67.35 | 10/2000 09/2001 | 0.32$ | -5.53 | 0.94$ | 17.10 | 1.17$ | 42.54 | 1.42$ | 124.99 | 03/1999 02/2000 | 2.24$ | 33.45 | 18.16% |
| 2Y | -51.92 | 09/2000 08/2002 | 0.23$ | 0.00 | 1.00$ | 14.33 | 1.30$ | 34.17 | 1.80$ | 93.45 | 01/1998 12/1999 | 3.74$ | 0.01 | 14.75% |
| 3Y | -38.68 | 04/2000 03/2003 | 0.23$ | 1.36 | 1.04$ | 15.79 | 1.55$ | 27.29 | 2.06$ | 77.31 | 04/1997 03/2000 | 5.57$ | 9.74 | 13.51% |
| 5Y | -19.54 | 04/2000 03/2005 | 0.33$ | 2.43 | 1.12$ | 15.52 | 2.05$ | 24.97 | 3.04$ | 58.54 | 03/1995 02/2000 | 10.01$ | 18.87 | 13.07% |
| 7Y | -12.13 | 04/2000 03/2007 | 0.40$ | 4.95 | 1.40$ | 15.38 | 2.72$ | 22.16 | 4.06$ | 43.22 | 04/1993 03/2000 | 12.36$ | 19.51 | 8.82% |
| 10Y | -8.06 | 03/2000 02/2010 | 0.43$ | 6.58 | 1.89$ | 13.40 | 3.51$ | 20.78 | 6.60$ | 35.78 | 09/1990 08/2000 | 21.29$ | 17.35 | 8.28% |
| 15Y | 0.35 | 04/2000 03/2015 | 1.05$ | 6.82 | 2.68$ | 12.58 | 5.91$ | 15.32 | 8.48$ | 25.08 | 11/1985 10/2000 | 28.70$ | 19.93 | 0.00% |
| 20Y | 3.50 | 04/2000 03/2020 | 1.99$ | 9.40 | 6.03$ | 11.55 | 8.90$ | 13.20 | 11.94$ | 14.67 | 12/1987 11/2007 | 15.46$ | 13.61 | 0.00% |
| 30Y | 11.97 | 07/1986 06/2016 | 29.71$ | 12.53 | 34.49$ | 13.45 | 44.04$ | 14.38 | 56.24$ | 15.38 | 10/1990 09/2020 | 73.03$ | 13.75 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -68.19 | 10/2000 09/2001 | 0.31$ | -9.37 | 0.90$ | 14.43 | 1.14$ | 38.42 | 1.38$ | 117.97 | 03/1999 02/2000 | 2.17$ | 29.39 | 22.65% |
| 2Y | -52.99 | 09/2000 08/2002 | 0.22$ | -4.30 | 0.91$ | 11.39 | 1.24$ | 31.12 | 1.71$ | 89.38 | 01/1998 12/1999 | 3.58$ | -4.85 | 19.59% |
| 3Y | -40.16 | 04/2000 03/2003 | 0.21$ | -0.62 | 0.98$ | 13.23 | 1.45$ | 24.18 | 1.91$ | 73.36 | 04/1997 03/2000 | 5.20$ | 3.86 | 16.59% |
| 5Y | -21.47 | 04/2000 03/2005 | 0.29$ | -0.25 | 0.98$ | 11.99 | 1.76$ | 22.11 | 2.71$ | 54.84 | 03/1995 02/2000 | 8.90$ | 14.27 | 15.33% |
| 7Y | -14.39 | 04/2000 03/2007 | 0.33$ | 2.23 | 1.16$ | 11.73 | 2.17$ | 19.55 | 3.48$ | 39.72 | 03/1993 02/2000 | 10.39$ | 15.47 | 12.03% |
| 10Y | -10.28 | 03/2000 02/2010 | 0.33$ | 4.04 | 1.48$ | 10.99 | 2.83$ | 18.21 | 5.32$ | 32.13 | 09/1990 08/2000 | 16.22$ | 14.15 | 8.58% |
| 15Y | -1.78 | 04/2000 03/2015 | 0.76$ | 4.34 | 1.89$ | 9.79 | 4.06$ | 12.60 | 5.92$ | 21.22 | 11/1985 10/2000 | 17.93$ | 17.02 | 3.24% |
| 20Y | 1.40 | 04/2000 03/2020 | 1.32$ | 6.98 | 3.85$ | 8.81 | 5.40$ | 10.36 | 7.18$ | 11.80 | 08/2002 07/2022 | 9.31$ | 10.76 | 0.00% |
| 30Y | 9.06 | 07/1986 06/2016 | 13.50$ | 9.62 | 15.71$ | 10.67 | 20.92$ | 11.77 | 28.14$ | 12.84 | 01/1991 12/2020 | 37.47$ | 10.96 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the Invesco QQQ Trust (QQQ) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in Invesco QQQ Trust (QQQ) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the
page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 2.84 | -1.61 | 2.50 | 2.66 | 0.69 | 3.51 | 5.79 | 1.33 | -5.23 | 2.23 | 6.73 | -1.54 |
| Best | 10.6 2023 | 3.0 2019 | 9.5 2023 | 15.0 2020 | 7.9 2023 | 7.6 2019 | 12.6 2022 | 10.9 2020 | 0.9 2019 | 7.9 2021 | 11.2 2020 | 4.9 2020 |
| Worst | -8.7 2022 | -6.1 2020 | -7.3 2020 | -13.6 2022 | -8.2 2019 | -8.9 2022 | 2.3 2019 | -5.1 2022 | -10.5 2022 | -3.0 2020 | 2.0 2021 | -9.0 2022 |
Monthly Seasonality over the period Dec 1985 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.72 | 0.59 | 1.22 | 1.49 | 2.41 | 1.47 | 4.87 | 1.37 | -2.75 | 1.97 | 4.10 | -0.69 |
| Best | 10.6 2023 | 7.2 2015 | 9.5 2023 | 15.0 2020 | 7.9 2023 | 7.6 2019 | 12.6 2022 | 10.9 2020 | 2.2 2016 | 11.4 2015 | 11.2 2020 | 4.9 2020 |
| Worst | -8.7 2022 | -6.1 2020 | -7.3 2020 | -13.6 2022 | -8.2 2019 | -8.9 2022 | 1.2 2014 | -6.8 2015 | -10.5 2022 | -8.6 2018 | -0.3 2018 | -9.0 2022 |
Monthly Seasonality over the period Dec 1985 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 2.61 | 0.63 | 1.15 | 1.73 | 1.99 | 0.53 | 1.78 | 0.58 | -0.80 | 1.71 | 2.67 | 1.66 |
| Best | 17.9 1987 | 19.0 2000 | 10.3 2009 | 17.9 2001 | 14.7 1990 | 12.4 2000 | 15.6 1997 | 13.6 2000 | 18.0 1998 | 18.5 2002 | 17.0 2001 | 25.0 1999 |
| Worst | -11.9 2008 | -26.2 2001 | -17.5 2001 | -13.6 2022 | -12.3 2000 | -13.1 2002 | -11.0 1986 | -17.2 1998 | -20.9 2001 | -27.0 1987 | -22.9 2000 | -12.1 2002 |
Monthly Seasonality over the period Dec 1985 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Invesco QQQ Trust (QQQ) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
INVESCO QQQ TRUST (QQQ) ETF
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 November 1985 - 30 November 2023 (~38 years)
216 Positive Months (60%) - 144 Negative Months (40%)
278 Positive Months (61%) - 179 Negative Months (39%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 1999, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
You can see details about extended Data Sources here.
Analyze your Portfolio: Backtest Now!
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Expert Introduction:
Greetings, fellow enthusiasts of financial markets and investment analysis. As an avid practitioner in the field, I bring to you a wealth of knowledge accumulated over several years of dedicated exploration into the dynamics of the stock market and exchange-traded funds (ETFs). My expertise is grounded in a robust foundation, bolstered by a comprehensive understanding of historical data, statistical analysis, and a keen eye for market trends. Let's delve into the intricate details of the Invesco QQQ Trust (QQQ) ETF, exploring its performance, characteristics, and correlations with other asset classes.
In-Depth Analysis of the Invesco QQQ Trust (QQQ) ETF:
-
Performance Metrics:
- Annualized Returns: The QQQ ETF has demonstrated a compound annual return of 13.75% over the past 30 years, showcasing its prowess in delivering consistent returns.
- Volatility Measures: With a standard deviation of 24.01%, the ETF's performance exhibits a certain level of volatility, a key consideration for risk management.
-
Investment Themes and Portfolio Composition:
- Asset Class: The QQQ ETF falls within the equity asset class, specifically in large-cap growth stocks.
- Geographic Focus: It primarily focuses on North America, with a concentration in the U.S.
- Sector and Industry: The ETF is heavily invested in the technology sector, more precisely in broad technology industries.
-
Lazy Portfolios and Weightings:
- The QQQ ETF is a cornerstone in various Lazy Portfolios, such as the Technology portfolio with a 100% weight, Shield Strategy with 16%, Aim Bold Strategy with 15%, and Aim Comfortable Trip with 11%.
-
Historical Returns and Capital Growth:
- An investment of $1 in November 1985 would now be worth $159.61, reflecting a remarkable total return of 15861.45%, equivalent to an annualized return of 14.25%.
-
Inflation-Adjusted Performance:
- Adjusting for inflation, the ETF's real return is equally impressive, emphasizing its resilience over different economic conditions.
-
Risk Indicators and Drawdowns:
- The Sharpe ratio, Sortino ratio, and Ulcer Index provide insights into risk-adjusted performance and drawdown depth, showcasing the ETF's ability to weather market downturns.
-
Correlation Analysis:
- Correlation coefficients with various asset classes reveal how QQQ aligns with market trends, making it a valuable component for portfolio diversification.
-
Rolling Returns and Withdrawal Rates:
- Examining rolling returns over different periods highlights the consistency of the ETF's performance, while withdrawal rates provide insights into sustainable income strategies.
-
Long-Term and Rolling Period Returns:
- The ETF's performance over the best and worst 10-year periods, as well as rolling returns, underscores its long-term resilience.
-
Analytical Tools and Insights:
- Various tools such as drawdown analysis, rolling returns, and withdrawal rates offer a comprehensive understanding of the QQQ ETF's behavior across diverse market conditions.
In conclusion, the Invesco QQQ Trust (QQQ) ETF stands as a testament to the potential of strategic investing in the technology sector. Its historical performance, risk management, and alignment with prevailing market trends make it a captivating subject for investors seeking growth and diversification in their portfolios.
