Assets › concentrated
Invesco QQQ (Nasdaq-100)
Below 12% forward floor — included only for diversification, excluded from optimizer by default.
Fwd expected return 11.5%
Annualised volatility 20.0%
Sleeve concentrated
Below floor Below 12%
Risk notes
100 mega-cap growth/tech. Broadest of the concentrated set but heavy mega-cap-tech + rate-sensitive. Forward moderated by stretched valuations (same VCMM caution as US large-cap). Foreign-asset tax.
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