Results
Mar 10, 1999 – Nov 12, 2026, starts Mar 10, 1999
| Final balance | CAGR | Max drawdown | Sharpe ratio | |
|---|---|---|---|---|
| SPY | ||||
| SPY | $94,770 | +8.46% | −55.19% | 0.52 |
| QQQ | ||||
| QQQ | $159,884 | +10.53% | −82.96% | 0.51 |
Growth of $10,000
- SPY
- QQQ
Drawdowns
Key metrics · Mar 10, 1999 – Nov 12, 2026
| Return | SPY | QQQ |
|---|---|---|
| Final balance | $94,770 | $159,884 |
| Total return | +847.70% | +1,498.84% |
| CAGR | +8.46% | +10.53% |
| Calendar years | SPY | QQQ |
|---|---|---|
| Best year | +32.31% | +54.86% |
| Worst year | −36.80% | −41.73% |
| Positive years | 20 of 26 | 20 of 26 |
| Risk | SPY | QQQ |
|---|---|---|
| Max drawdown | −55.19% | −82.96% |
| Longest drawdown | 6.6 years | 14.9 years |
| Volatility (daily, annualized) | 19.19% | 26.90% |
| Risk-adjusted | SPY | QQQ |
|---|---|---|
| Sharpe ratio | 0.52 | 0.51 |
| Sortino ratio | 0.74 | 0.73 |
| Calmar ratio | 0.15 | 0.13 |
Annual returns
| Year | SPY | QQQ | SPY − QQQ |
|---|---|---|---|
| 2017 | +21.71% | +32.66% | −10.96% |
| 2018 | −4.57% | −0.13% | −4.44% |
| 2019 | +31.22% | +38.96% | −7.74% |
| 2020 | +18.33% | +48.62% | −30.29% |
| 2021 | +28.73% | +27.42% | +1.31% |
| 2022 | −18.18% | −32.58% | +14.40% |
| 2023 | +26.18% | +54.86% | −28.68% |
| 2024 | +24.89% | +25.58% | −0.69% |
| 2025 | +17.72% | +20.77% | −3.05% |
| 2026to Nov 12 | +11.89% | +12.40% | −0.51% |
Worst drawdowns · SPY · Mar 10, 1999 – Nov 12, 2026
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −55.2% | Oct 2007 | Mar 2009 | Aug 2012 | 4.9 years |
| −47.5% | Mar 2000 | Oct 2002 | Oct 2006 | 6.6 years |
| −33.7% | Feb 2020 | Mar 2020 | Aug 2020 | 6 months |
| −24.5% | Jan 2022 | Oct 2022 | Dec 2023 | 1.9 years |
| −19.3% | Sep 2018 | Dec 2018 | Apr 2019 | 7 months |