Summary
QBIG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.95% Volatility 27.19% Sharpe 0.87
Official loaded data — not a live quote.

Invesco Top QQQ ETF

Symbol: QBIG

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 04/12/2024

Latest date: 20/07/2026

Current price: $39.87

Expense ratio: 0.29%

Assets under management
$32.6M
-0.62% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.79%

Ann. -36.91% (Sharpe / Sortino numerator)

Volatility

25.85%

Sharpe ratio

-1.568

VaR 95%

-2.40%

CVaR 95%: -2.45%
Max drawdown: -9.96%
Sortino ratio: -3.671
Calmar ratio: -3.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.34%

Ann. -35.07% (Sharpe / Sortino numerator)

Volatility

22.33%

Sharpe ratio

-1.734

VaR 95%

-2.40%

CVaR 95%: -2.74%
Max drawdown: -15.62%
Sortino ratio: -2.915
Calmar ratio: -2.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.33%

Ann. -18.32% (Sharpe / Sortino numerator)

Volatility

21.76%

Sharpe ratio

-1.009

VaR 95%

-2.34%

CVaR 95%: -2.84%
Max drawdown: -19.70%
Sortino ratio: -1.552
Calmar ratio: -0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.95%

Ann. 27.42% (Sharpe / Sortino numerator)

Volatility

27.19%

Sharpe ratio

0.875

VaR 95%

-2.35%

CVaR 95%: -3.65%
Max drawdown: -19.70%
Sortino ratio: 1.244
Calmar ratio: 1.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.38%

Ann. 17.48% (Sharpe / Sortino numerator)

Volatility

27.34%

Sharpe ratio

0.506

VaR 95%

-2.43%

CVaR 95%: -3.85%
Max drawdown: -30.33%
Sortino ratio: 0.714
Calmar ratio: 0.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

4.279%

31/03/2026
Worst day

-3.866%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $40.12 $40.14 $39.82 $39.87 5,900
17/07/2026 $39.91 $39.98 $39.72 $39.84 12,400
16/07/2026 $41.00 $41.00 $40.39 $40.41 1,100
15/07/2026 $40.34 $41.03 $40.34 $41.03 2,500
14/07/2026 $39.76 $40.30 $39.76 $40.26 2,400
13/07/2026 $40.16 $40.16 $39.76 $39.79 2,200
10/07/2026 $40.32 $40.33 $40.32 $40.33 400
09/07/2026 $39.52 $40.03 $39.17 $40.03 5,500
08/07/2026 $39.53 $39.81 $39.33 $39.81 2,600
07/07/2026 $39.61 $39.80 $39.47 $39.52 3,500