ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF, 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
The earliest data available for this chart is Feb 4, 2019, corresponding to the inception date of ARKF
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| ETF | 10.68% | 4.50% | 1.22% | 24.59% | 16.28% | N/A |
| Portfolio components: | ||||||
ARKF ARK Fintech Innovation ETF | -4.53% | 6.47% | -11.32% | 23.38% | 3.97% | N/A |
SMH VanEck Vectors Semiconductor ETF | 22.95% | 1.67% | -4.44% | 42.93% | 32.22% | 26.93% |
IXN iShares Global Tech ETF | 10.34% | 2.72% | 1.38% | 24.31% | 20.27% | 18.25% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 16.49% | 4.67% | 6.06% | 25.65% | 14.57% | 12.88% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 17.80% | 4.00% | 6.77% | 25.20% | 15.28% | 14.10% |
VEA Vanguard FTSE Developed Markets ETF | 6.75% | 5.13% | 2.33% | 15.78% | 7.43% | 5.08% |
VGT Vanguard Information Technology ETF | 10.57% | 3.64% | 2.62% | 23.29% | 20.61% | 19.48% |
VXUS Vanguard Total International Stock ETF | 6.69% | 4.41% | 2.96% | 14.84% | 6.53% | 4.35% |
XLK Technology Select Sector SPDR Fund | 6.30% | 3.33% | -1.32% | 19.18% | 21.33% | 19.26% |
AIQ Global X Artificial Intelligence & Technology ETF | 7.09% | 4.12% | -0.77% | 17.73% | 15.68% | N/A |
VCR Vanguard Consumer Discretionary ETF | 2.56% | 6.57% | 0.71% | 10.67% | 12.53% | 12.35% |
IXG iShares Global Financials ETF | 17.74% | 7.43% | 9.98% | 31.32% | 10.85% | 7.44% |
Monthly Returns
The table below presents the monthly returns of ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.65% | 6.78% | 3.11% | -5.34% | 5.80% | 4.76% | -0.49% | 1.71% | 10.68% | ||||
| 2023 | 12.29% | -1.52% | 5.73% | -0.65% | 5.01% | 6.40% | 4.82% | -3.59% | -5.62% | -2.85% | 13.28% | 6.88% | 45.59% |
| 2022 | -8.09% | -4.24% | 1.62% | -12.44% | -0.67% | -10.77% | 11.44% | -5.31% | -10.93% | 5.98% | 8.07% | -7.11% | -30.60% |
| 2021 | 0.56% | 3.23% | 1.27% | 4.01% | 0.17% | 4.01% | 0.90% | 3.36% | -5.08% | 6.85% | -0.24% | 1.46% | 21.98% |
| 2020 | 0.83% | -6.57% | -12.93% | 13.19% | 7.39% | 6.02% | 6.76% | 8.65% | -3.27% | -2.24% | 13.73% | 5.57% | 39.22% |
| 2019 | 3.48% | 2.31% | 5.55% | -8.14% | 7.86% | 1.62% | -2.44% | 1.94% | 3.30% | 4.14% | 4.46% | 25.74% |
Expense Ratio
ETF features an expense ratio of 0.29%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 0.80 | 1.27 | 1.15 | 0.34 | 2.89 |
SMH VanEck Vectors Semiconductor ETF | 1.19 | 1.69 | 1.22 | 1.60 | 5.38 |
IXN iShares Global Tech ETF | 1.06 | 1.50 | 1.20 | 1.34 | 4.80 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.90 | 2.65 | 1.34 | 2.39 | 10.39 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.48 | 2.02 | 1.27 | 1.18 | 7.17 |
VEA Vanguard FTSE Developed Markets ETF | 1.16 | 1.66 | 1.21 | 0.92 | 5.55 |
VGT Vanguard Information Technology ETF | 1.04 | 1.46 | 1.19 | 1.41 | 5.04 |
VXUS Vanguard Total International Stock ETF | 1.11 | 1.60 | 1.20 | 0.78 | 5.47 |
XLK Technology Select Sector SPDR Fund | 0.82 | 1.20 | 1.16 | 1.03 | 3.77 |
AIQ Global X Artificial Intelligence & Technology ETF | 0.86 | 1.25 | 1.16 | 0.72 | 3.95 |
VCR Vanguard Consumer Discretionary ETF | 0.59 | 0.92 | 1.11 | 0.38 | 2.18 |
IXG iShares Global Financials ETF | 2.40 | 3.15 | 1.42 | 1.75 | 11.82 |
Dividends
Dividend yield
ETF granted a 1.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 1.13% | 1.19% | 1.54% | 1.08% | 1.20% | 2.07% | 1.87% | 1.51% | 1.55% | 1.82% | 1.63% | 1.45% |
| Portfolio components: | ||||||||||||
ARKF ARK Fintech Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.48% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
IXN iShares Global Tech ETF | 0.50% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.04% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.80% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
VEA Vanguard FTSE Developed Markets ETF | 3.31% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VGT Vanguard Information Technology ETF | 0.69% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VXUS Vanguard Total International Stock ETF | 3.03% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
XLK Technology Select Sector SPDR Fund | 0.75% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
AIQ Global X Artificial Intelligence & Technology ETF | 0.19% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.84% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
IXG iShares Global Financials ETF | 2.63% | 2.62% | 3.71% | 1.69% | 2.13% | 2.87% | 3.14% | 2.12% | 2.21% | 2.79% | 2.38% | 2.14% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ETF was 37.64%, occurring on Oct 14, 2022. Recovery took 317 trading sessions.
The current ETF drawdown is 8.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.64% | Nov 17, 2021 | 229 | Oct 14, 2022 | 317 | Jan 22, 2024 | 546 |
| -33.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -13.09% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -9.36% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -9.2% | Feb 17, 2021 | 14 | Mar 8, 2021 | 23 | Apr 9, 2021 | 37 |
Volatility
Volatility Chart
The current ETF volatility is 7.29%, 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.
Diversification
Asset Correlations Table
| IXG | ARKF | VEA | VXUS | SMH | VCR | AIQ | XLK | QUAL | SPYG | VGT | IXN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IXG | 1.00 | 0.54 | 0.85 | 0.83 | 0.57 | 0.68 | 0.60 | 0.58 | 0.75 | 0.63 | 0.59 | 0.60 |
| ARKF | 0.54 | 1.00 | 0.65 | 0.68 | 0.69 | 0.78 | 0.84 | 0.73 | 0.71 | 0.76 | 0.78 | 0.75 |
| VEA | 0.85 | 0.65 | 1.00 | 0.98 | 0.68 | 0.74 | 0.75 | 0.70 | 0.80 | 0.75 | 0.71 | 0.74 |
| VXUS | 0.83 | 0.68 | 0.98 | 1.00 | 0.70 | 0.74 | 0.78 | 0.71 | 0.79 | 0.74 | 0.72 | 0.75 |
| SMH | 0.57 | 0.69 | 0.68 | 0.70 | 1.00 | 0.73 | 0.84 | 0.88 | 0.80 | 0.82 | 0.88 | 0.90 |
| VCR | 0.68 | 0.78 | 0.74 | 0.74 | 0.73 | 1.00 | 0.82 | 0.79 | 0.84 | 0.85 | 0.81 | 0.80 |
| AIQ | 0.60 | 0.84 | 0.75 | 0.78 | 0.84 | 0.82 | 1.00 | 0.89 | 0.84 | 0.89 | 0.91 | 0.91 |
| XLK | 0.58 | 0.73 | 0.70 | 0.71 | 0.88 | 0.79 | 0.89 | 1.00 | 0.90 | 0.96 | 0.99 | 0.99 |
| QUAL | 0.75 | 0.71 | 0.80 | 0.79 | 0.80 | 0.84 | 0.84 | 0.90 | 1.00 | 0.94 | 0.90 | 0.90 |
| SPYG | 0.63 | 0.76 | 0.75 | 0.74 | 0.82 | 0.85 | 0.89 | 0.96 | 0.94 | 1.00 | 0.96 | 0.95 |
| VGT | 0.59 | 0.78 | 0.71 | 0.72 | 0.88 | 0.81 | 0.91 | 0.99 | 0.90 | 0.96 | 1.00 | 0.99 |
| IXN | 0.60 | 0.75 | 0.74 | 0.75 | 0.90 | 0.80 | 0.91 | 0.99 | 0.90 | 0.95 | 0.99 | 1.00 |