For further information, check out QQQ vs SPY comparison details. 285.00. Share. Total P/L alone is not enough to determine whether a strategy outperforms. VWUSX has a lower 5-year return than QQQ (25.86% vs 26.79%). We’ve run the optimization function by maximizing the Sharpe Ratio (minimizing the negative of the Sharpe Ratio). QQQ has a higher 5-year return than SPY (25.01% vs 16.1%). Accordingly, the portfolio weights that are spit out will provide us with a portfolio optimized for Sharpe. QQQ has a higher expense ratio than SPY (0.2% vs 0.09%). Are most of these puts or calls being bought for a strike in the near term or farther out? Sharpe Ratio is a risk-adjusted measure calculated using standard deviation and excess return to determine reward per unit of risk. 9. Correlation indicates the degree to which two investments … View historical risk statistics for ProShares UltraPro QQQ (TQQQ). ProShares UltraPro QQQ maintains Sharpe Ratio (i.e. Weekly Sharpe Ratio (12) greater than 1 and Weekly Sharpe Ratio (12) less than 10 and SMA (Volume 30) greater than or equal to 100000 Format. The Fund attempts to replicate the target index by investing all of its assets in the stocks that make up the Index with the same approximate weightings as the Index. Invesco QQQ Trust Sortino RatioThe Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. For further information, check out QQQ vs XLK comparison details. Below is the comparison between VWUSX and QQQ. Upgrade now. Below is the comparison between QQQ and VOO. View and export this data back to 2004. PowerShares QQQ TM, ... Sharpe Ratio is a risk-adjusted measure calculated using standard deviation and excess return to determine reward per unit of risk. Menu. UK GDP, industrial and manufacturing data, US inflation. Jan '19. The higher the Sharpe ratio, the better the fund's risk-adjusted returns. View historical risk statistics for ProShares UltraPro QQQ (TQQQ). However, the Sharpe ratio is a useful and intuitive tool to measure portfolio performance. In the last 10 years, QQQ had 9 up years and 1 down QQQ has a lower 5-year return than TQQQ (25.01% vs 61.21%). While these are considered somewhat in line with the fund category, they are considerably more risky than the average ETF or mutual fund. What are the pros of investing in QQQ? Informations sur votre appareil et sur votre connexion Internet, y compris votre adresse IP, Navigation et recherche lors de l’utilisation des sites Web et applications Verizon Media. Our quantitative analysis shows 6 reasons to buy and 0 reasons to sell it, resulting in the Finny Score of 100. XLK profile: The Fund seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the Technology Select Sector Index. VWUSX is a mutual fund, whereas QQQ is an ETF. Before we start: if you’re looking for QQQ “stock” price, you can quickly find it out by visiting Finny and typing "QQQ quote". Sharpe Ratio, which is a measure of return taking into consideration the volatility of the equity curve experienced to achieve that return. SPDR Dow Jones Industrial Avera. Improve this question. In this QQQ ETF review, we’ll address key questions our readers have been asking us about this fund, above and beyond what you can find in its prospectus, and on Morningstar or Yahoo Finance. The expense ratio of a fund is the total percentage of fund assets used for administrative, management, and all other expenses. For further information, check out QQQ vs VUG comparison details. pretsEM = [] pvolsEM = [] prets_noEM = iShares Russell 2000 ETF. The Sharpe ratio and the Sortino ratio are not under the control of the ETF managers, they will be equal (or very close) to the ratios for the Index that the ETF tracks. QQQ has a lower expense ratio than TQQQ (0.2% vs 0.95%). A higher Sharpe Ratio indicates better risk-adjusted performance. Follow asked Feb 26 at … First introduced by William F. Sharpe in 1966, the Sharpe Ratio is a measure of the expected return (reward) of an investment, versus the amount of variability (MPT proxy for risk) in the return. Both QQQ and ARKK are ETFs. QQQ has a higher expense ratio than VUG (0.2% vs 0.04%). The following are QQQ strengths from our perspective: 13. It uses excess return and standard deviation to determine reward per unit of risk. strategy CAGR / strategy volatility. More Take Action. These statistics are related to measures about the strategy profits, risk metrics and general features of the strategy such as number of transactions, highest profitable trade, highest loser trade, average profit per trade among others. IamTheWolf. The risk / return profile (Sharpe) over 5 years of Invesco QQQ Trust is 1.01, which is larger, thus better compared to the benchmark SPY (0.71) in the same period.