{"slug":"what-is-qqq-etf-for-russian-investors","qid":"risk_stats","label":"risk_stats","post_title":"what-is-qqq-etf-for-russian-investors","post_url":"/blog/lang/ru/what-is-qqq-etf-for-russian-investors#q-risk_stats","columns":["ticker","first_close_on","last_close_on","annualized_return_pct","realized_vol_pct","biggest_drop_pct","biggest_gain_pct"],"rows":[{"ticker":"QQQ","first_close_on":"01.11.2021","last_close_on":"30.10.2026","annualized_return_pct":12.3,"realized_vol_pct":23.1,"biggest_drop_pct":-6.2,"biggest_gain_pct":12},{"ticker":"SPY","first_close_on":"01.11.2021","last_close_on":"30.10.2026","annualized_return_pct":10.5,"realized_vol_pct":17.2,"biggest_drop_pct":-5.9,"biggest_gain_pct":10.5}],"shape":"table","sql":"WITH px AS\n(\n    SELECT\n        ticker,\n        date,\n        toFloat64(any(close)) AS close_px\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('QQQ', 'SPY')\n      AND date >= subtractYears(today(), 5)\n      AND date <  today()\n    GROUP BY ticker, date\n),\ndaily AS\n(\n    SELECT\n        ticker,\n        date,\n        close_px,\n        close_px / lagInFrame(close_px, 1, close_px)\n            OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) - 1 AS daily_return\n    FROM px\n)\nSELECT\n    ticker,\n    formatDateTime(min(date), '%d.%m.%Y')                 AS first_close_on,\n    formatDateTime(max(date), '%d.%m.%Y')                 AS last_close_on,\n    round((pow(argMax(close_px, date) / argMin(close_px, date),\n               365.25 / dateDiff('day', min(date), max(date))) - 1) * 100, 1) AS annualized_return_pct,\n    round(stddevSamp(daily_return) * sqrt(252) * 100, 1)  AS realized_vol_pct,\n    round(min(daily_return) * 100, 1)                     AS biggest_drop_pct,\n    round(max(daily_return) * 100, 1)                     AS biggest_gain_pct\nFROM daily\nGROUP BY ticker\nORDER BY ticker","computed_at":"2026-11-01T01:50:15.025544+00:00","elapsed":0.308237513}