ARK INVEST ETFS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARKF ARK Fintech Innovation ETF | Large Cap Growth Equities, Actively Managed, Innovation | 25% |
ARKK ARK Innovation ETF | Actively Managed, Innovation, Technology Equities | 25% |
ARKQ ARK Autonomous Technology & Robotics ETF | All Cap Equities, Actively Managed | 25% |
ARKW ARK Next Generation Internet ETF | All Cap Equities, Actively Managed | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in ARK INVEST ETFS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 10.24% | N/A |
| ARK INVEST ETFS | -7.31% | 1.85% | 33.06% | 16.76% | 3.06% | N/A |
| Portfolio components: | ||||||
ARKF ARK Fintech Innovation ETF | -8.85% | 2.92% | 35.67% | 25.80% | -0.78% | N/A |
ARKK ARK Innovation ETF | -8.30% | -0.84% | 28.04% | 6.02% | -1.34% | N/A |
ARKQ ARK Autonomous Technology & Robotics ETF | -4.95% | 4.31% | 27.92% | 16.40% | 10.40% | N/A |
ARKW ARK Next Generation Internet ETF | -7.12% | 1.03% | 40.49% | 18.67% | 2.49% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.75% | -9.19% | 10.44% | 10.17% | 12.33% | -11.41% |
Dividend yield
ARK INVEST ETFS granted a 0.00% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|
| ARK INVEST ETFS | 0.00% | 0.00% | 1.11% | 0.97% | 0.41% | 4.94% | 1.36% | 0.00% | 1.56% |
| Portfolio components: | |||||||||
ARKF ARK Fintech Innovation ETF | 0.00% | 0.00% | 0.00% | 0.37% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.83% | 1.33% | 0.39% | 3.26% | 1.41% | 0.00% | 2.46% |
ARKQ ARK Autonomous Technology & Robotics ETF | 0.00% | 0.00% | 0.80% | 0.87% | 0.00% | 2.91% | 1.61% | 0.00% | 1.04% |
ARKW ARK Next Generation Internet ETF | 0.00% | 0.00% | 2.79% | 1.33% | 0.00% | 13.59% | 2.42% | 0.00% | 2.75% |
Expense Ratio
The ARK INVEST ETFS has a high expense ratio of 0.75%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 0.45 | ||||
ARKK ARK Innovation ETF | 0.00 | ||||
ARKQ ARK Autonomous Technology & Robotics ETF | 0.34 | ||||
ARKW ARK Next Generation Internet ETF | 0.27 |
Asset Correlations Table
| ARKQ | ARKF | ARKK | ARKW | |
|---|---|---|---|---|
| ARKQ | 1.00 | 0.86 | 0.89 | 0.88 |
| ARKF | 0.86 | 1.00 | 0.92 | 0.96 |
| ARKK | 0.89 | 0.92 | 1.00 | 0.96 |
| ARKW | 0.88 | 0.96 | 0.96 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ARK INVEST ETFS. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ARK INVEST ETFS is 75.59%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.59% | Feb 17, 2021 | 471 | Dec 28, 2022 | — | — | — |
| -38.85% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -14.79% | May 6, 2019 | 20 | Jun 3, 2019 | 36 | Jul 24, 2019 | 56 |
| -13.77% | Jul 25, 2019 | 53 | Oct 8, 2019 | 34 | Nov 25, 2019 | 87 |
| -12.61% | Sep 2, 2020 | 4 | Sep 8, 2020 | 22 | Oct 8, 2020 | 26 |
Volatility Chart
The current ARK INVEST ETFS volatility is 5.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.