{"schemaVersion":1,"ticker":"QQQ","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qqq/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, QQQ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qqq/"},"benchmark":{"ticker":"QQQM","name":"Nasdaq-100 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"QQQ","b":"QQQM","window":{"from":"2020-10-23","to":"2026-10-23","firstReturn":"2020-10-30","weeklyReturns":313,"years":6.0,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03280733,"perWeek":0.0006309103,"days":1500,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.56217124,"b":1.57164814,"edge":"Tie"},"annualised":{"a":0.16918647,"b":0.16990383,"edge":"Tie"},"price":{"a":1.47383578,"b":1.4791453,"edge":"Tie"},"volatility":{"a":0.21091419,"b":0.21003037,"edge":"Tie"},"downsideDeviation":{"a":0.13719996,"b":0.13638169,"edge":"Tie"},"maxDrawdown":{"a":-0.3505852,"b":-0.35004593,"edge":"Tie","aPeak":"2021-11-19","aTrough":"2022-10-14","bPeak":"2021-11-19","bTrough":"2022-10-14"},"excess":{"a":0.14583175,"b":0.14625867,"edge":"Tie"},"sharpe":{"a":0.69142692,"b":0.69636914,"edge":"Tie"},"sortino":{"a":1.06291394,"b":1.07242163,"edge":"Tie"},"calmar":{"a":0.48258304,"b":0.48537581,"edge":"Tie"}},"relative":{"QQQ":{"on":"QQQM","beta":1.00400672,"r2":0.99959905,"alpha":-0.00101294,"alphaT":-0.58476791,"alphaLow":-0.00442126,"alphaHigh":0.00239538,"upsideCapture":1.00409433,"downsideCapture":1.00223039,"treynor":0.14524977,"trackingError":0.00430631,"informationRatio":-0.09913814,"upWeeks":177,"downWeeks":136,"treynorReference":0.14625867,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"QQQM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QQQ":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":313,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.56217124}},"QQQM":{"kept":"2026-10-26","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":313,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.57164814}}}}