Category: Stocks
Period: November 2014 - August 2024 (~10 years)
Consolidated Returns as of 31 August 2024
Live Update: Sep 13 2024, 02:00PM Eastern Time
Currency: USD
1.00$
Initial Capital
September 2019
1.05$
Final Capital
August 2024
0.96%
Yearly Return
43.15
Std Deviation
-77.08%
Max Drawdown
43 months
Recovery Period
1.00$
Initial Capital
November 2014
2.44$
Final Capital
August 2024
9.49%
Yearly Return
35.42
Std Deviation
-77.08%
Max Drawdown
43 months
Recovery Period
Live update: September 2024 (USD)
1.73%
1 day - Sep 13 2024, 02:00PM Eastern Time
2.10%
Month - September 2024
The ARK Innovation ETF (ARKK) ETF covers to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Technology
- Industry: Broad Technology
As of August 2024, over the analyzed timeframe, the ARK Innovation ETF (ARKK) ETF obtained a 9.49% compound annual return, with a 35.42% standard deviation. It suffered a maximum drawdown of -77.08% that required 43 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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The ARK Innovation ETF (ARKK) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | ARKK Weight▾ | Currency |
|---|---|---|---|
| Ark Tech Portfolio | Cathie Wood | 25.00% | USD |
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Investment Returns as of Aug 31, 2024
The ARK Innovation ETF (ARKK) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- the actual US Inflation rates.
ARK INNOVATION ETF (ARKK) ETF
Time Period: 1 November 2014 - 31 August 2024 (~10 years)
Live Update: Sep 13 2024, 02:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Aug 31, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Sep 2024 | YTD (8M) | 1M | 6M | 1Y | 5Y | MAX (~10Y) | |||
| ARK Innovation ETF (ARKK) ETF | 1.73 | 2.10 | -14.42 | -1.56 | -12.55 | 3.30 | 0.96 | 9.49 | |||
| US Inflation Adjusted return | -15.88 | -1.74 | -13.40 | 0.69 | -3.08 | 6.41 | |||||
| Returns over 1 year are annualized | |||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||
| US Inflation is updated to Aug 2024. Inflation (annualized) is 1Y: 2.59% , 5Y: 4.17% | |||||||||||
In 2023, the ARK Innovation ETF (ARKK) ETF granted a 1.17% dividend yield. If you are interested in getting periodic income, please refer to the ARK Innovation ETF (ARKK) ETF: Dividend Yield page.
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Capital Growth as of Aug 31, 2024
An investment of 1$, from September 2019 to August 2024, would be worth 1.05$, with a total return of 4.90% (0.96% annualized).
The Inflation Adjusted Capital would be 0.86$, with a net total return of -14.49% (-3.08% annualized).
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An investment of 1$, from November 2014 to August 2024, would be worth 2.44$, with a total return of 143.82% (9.49% annualized).
The Inflation Adjusted Capital would be 1.84$, with a net total return of 84.30% (6.41% annualized).
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Investment Metrics as of Aug 31, 2024
Metrics of ARK Innovation ETF (ARKK) ETF, updated as of 31 August 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- the actual US Inflation rates.
ARK INNOVATION ETF (ARKK) ETF
Advanced Metrics
Time Period: 1 November 2014 - 31 August 2024 (~10 years)
Swipe left to see all data
| Metrics as of Aug 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| YTD (8M) | 1M | 3M | 6M | 1Y | 3Y | 5Y | MAX (~10Y) | |
| Investment Return (%) | -14.42 | -1.56 | 5.58 | -12.55 | 3.30 | -27.99 | 0.96 | 9.49 |
| Growth of 1$ | 0.86 | 0.98 | 1.06 | 0.87 | 1.03 | 0.37 | 1.05 | 2.44 |
| Infl. Adjusted Return (%) | -15.88 | -1.74 | 5.28 | -13.40 | 0.69 | -31.30 | -3.08 | 6.41 |
| US Inflation (%) | 1.74 | 0.19 | 0.29 | 0.99 | 2.59 | 4.81 | 4.17 | 2.89 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | Current | 1Y | 3Y | 5Y | MAX | |||
| Deepest Drawdown Depth (%) | -66.84 | -19.15 | -74.19 | -77.08 | -77.08 | |||
| Start to Recovery (# months) | 43* | 3 | 36* | 43* | 43* | |||
| Start (yyyy mm) | 2023 09 | 2021 09 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 2 | 16 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 1 | 20 | 20 | 20 | ||||
| End (yyyy mm) | 2023 11 | - | - | - | ||||
| Longest Drawdown Depth (%) | -18.94 | same | same | same | ||||
| Start to Recovery (# months) | 8* | |||||||
| Start (yyyy mm) | 2024 01 | 2021 09 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 5 | 16 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 05 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 3 | 20 | 20 | 20 | ||||
| End (yyyy mm) | - | - | - | - | ||||
| Longest negative period (# months) | 9 | 36* | 57 | 72* | ||||
| Start (yyyy mm) | 2023 09 | 2021 09 | 2019 09 | 2018 09 | ||||
| End (yyyy mm) | 2024 05 | 2024 08 | 2024 05 | 2024 08 | ||||
| Annualized Return (%) | -2.87 | -27.99 | -0.14 | -0.58 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -72.29 | -20.10 | -76.43 | -79.86 | -79.86 | |||
| Start to Recovery (# months) | 43* | 8* | 36* | 43* | 43* | |||
| Start (yyyy mm) | 2024 01 | 2021 09 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 5 | 16 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 05 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 3 | 20 | 20 | 20 | ||||
| End (yyyy mm) | - | - | - | - | ||||
| Longest Drawdown Depth (%) | same | same | same | same | ||||
| Start to Recovery (# months) | ||||||||
| Start (yyyy mm) | 2024 01 | 2021 09 | 2021 02 | 2021 02 | ||||
| Start to Bottom (# months) | 5 | 16 | 23 | 23 | ||||
| Bottom (yyyy mm) | 2024 05 | 2022 12 | 2022 12 | 2022 12 | ||||
| Bottom to End (# months) | 3 | 20 | 20 | 20 | ||||
| End (yyyy mm) | - | - | - | - | ||||
| Longest negative period (# months) | 10 | 36* | 60* | 79* | ||||
| Start (yyyy mm) | 2023 09 | 2021 09 | 2019 09 | 2018 02 | ||||
| End (yyyy mm) | 2024 06 | 2024 08 | 2024 08 | 2024 08 | ||||
| Annualized Return (%) | -1.11 | -31.30 | -3.08 | -1.23 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | MAX | ||||
| Standard Deviation (%) | 43.85 | 44.10 | 43.15 | 35.42 | ||||
| Sharpe Ratio | -0.05 | -0.71 | -0.03 | 0.23 | ||||
| Sortino Ratio | -0.08 | -1.12 | -0.04 | 0.33 | ||||
| Ulcer Index | 12.17 | 58.70 | 49.10 | 35.54 | ||||
| Ratio: Return / Standard Deviation | 0.08 | -0.63 | 0.02 | 0.27 | ||||
| Ratio: Return / Deepest Drawdown | 0.17 | -0.38 | 0.01 | 0.12 | ||||
| Positive Months (%) | 41.66 | 36.11 | 46.66 | 56.77 | ||||
| Positive Months | 5 | 13 | 28 | 67 | ||||
| Negative Months | 7 | 23 | 32 | 51 | ||||
TIMEFRAMES Inflation Adjusted: Inflation Adjusted: | 1M | 3M | 6M | 1Y | 3Y | 5Y | MAX | |
| ··· As of Aug 2024 - Over the previous 5Y | ||||||||
| Best Rolling Return (%) - Annualized | 177.10 | -0.94 | 0.96 | |||||
| Worst Rolling Return (%) - Annualized | -69.25 | -30.48 | ||||||
| Positive Periods (%) | 57.1 | 0.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 170.02 | -5.53 | -3.08 | |||||
| Worst Rolling Return (%) - Annualized | -71.79 | -34.21 | ||||||
| Positive Periods (%) | 55.1 | 0.0 | 0.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 19.65 | 32.96 | 45.13 | |||||
| 95% CVaR - Conditional Value at Risk (%) | 24.82 | 41.92 | 57.80 | |||||
| 99% VaR - Value at Risk (%) - Cumulative | 28.13 | 47.66 | 65.92 | |||||
| 99% CVaR - Conditional Value at Risk (%) | 33.54 | 57.02 | 79.16 | |||||
| Short term VaRs: analytical | ||||||||
| Safe Withdrawal Rate (%) | 44.88 | 11.57 | 22.58 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||
| ··· All available data (Nov 2014 - Aug 2024) | ||||||||
| Best Rolling Return (%) - Annualized | 177.10 | 52.34 | 54.34 | |||||
| Worst Rolling Return (%) - Annualized | -69.25 | -30.48 | -2.48 | |||||
| Positive Periods (%) | 67.2 | 67.4 | 84.7 | |||||
| Best Rolling Return (%) - Annualized | 170.02 | 49.53 | 51.30 | |||||
| Worst Rolling Return (%) - Annualized | -71.79 | -34.21 | -6.23 | |||||
| Positive Periods (%) | 66.3 | 65.0 | 61.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 15.54 | 25.30 | 33.54 | |||||
| 95% CVaR - Conditional Value at Risk (%) | 19.79 | 32.65 | 43.94 | |||||
| 99% VaR - Value at Risk (%) - Cumulative | 22.51 | 37.37 | 50.60 | |||||
| 99% CVaR - Conditional Value at Risk (%) | 26.94 | 45.05 | 61.47 | |||||
| Short term VaRs: analytical | ||||||||
| Safe Withdrawal Rate (%) | 44.88 | 11.57 | 20.71 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
- Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation. - Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Aug 31, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of ARK Innovation ETF (ARKK) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ARK INNOVATION ETF (ARKK) ETF
Monthly correlations as of 31 August 2024
Swipe left to see all data
| Correlation vs ARKK | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
| VTI | US Total Stock Market | 0.85 | 0.75 | - | - |
| SPY | US Large Cap Blend | 0.82 | 0.71 | - | - |
| IJH | US Mid Cap Blend | 0.80 | 0.68 | - | - |
| IJR | US Small Cap Blend | 0.73 | 0.69 | - | - |
| VNQ | US REITs | 0.84 | 0.62 | - | - |
| QQQ | US Technology | 0.79 | 0.81 | - | - |
| PFF | US Preferred Stocks | 0.73 | 0.66 | - | - |
| EFA | EAFE Stocks | 0.78 | 0.60 | - | - |
| VT | World All Countries | 0.87 | 0.72 | - | - |
| EEM | Emerging Markets | 0.90 | 0.64 | - | - |
| BND | US Total Bond Market | 0.73 | 0.59 | - | - |
| TLT | US Long Term Treasuries | 0.80 | 0.45 | - | - |
| BIL | US Cash | 0.43 | -0.02 | - | - |
| TIP | US TIPS | 0.64 | 0.55 | - | - |
| LQD | US Invest. Grade Bonds | 0.77 | 0.66 | - | - |
| HYG | US High Yield Bonds | 0.83 | 0.62 | - | - |
| CWB | US Convertible Bonds | 0.84 | 0.85 | - | - |
| BNDX | International Bonds | 0.77 | 0.58 | - | - |
| EMB | Emerg. Market Bonds | 0.82 | 0.62 | - | - |
| GLD | Gold | 0.01 | 0.13 | - | - |
| DBC | Commodities | -0.55 | 0.12 | - | - |
Terms and Definitions
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ARK INNOVATION ETF (ARKK) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Time Period: 1 September 2019 - 31 August 2024 (5 Years)
Time Period: 1 November 2014 - 31 August 2024 (~10 years)
Inflation Adjusted:
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Rolling Returns
For a detailed rolling return analysis, click here
ARK Innovation ETF (ARKK) ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ARK INNOVATION ETF (ARKK) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 September 2019 - 31 August 2024 (5 Years)
Time Period: 1 November 2014 - 31 August 2024 (~10 years)
Inflation Adjusted:
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in ARK Innovation ETF (ARKK) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from November 2014 to August 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the ARK Innovation ETF (ARKK) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ARK INNOVATION ETF (ARKK) ETF
Monthly Returns Distribution
Time Period: 1 September 2019 - 31 August 2024 (5 Years)
Time Period: 1 November 2014 - 31 August 2024 (~10 years)
28 Positive Months (47%) - 32 Negative Months (53%)
67 Positive Months (57%) - 51 Negative Months (43%)
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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
