Data Source: from November 2014 to September 2023 (~9 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 20 2023
Category: Stocks
ETF: ARK Innovation ETF (ARKK)
ETF • LIVE PERFORMANCE (USD currency)
1.58%
1 Day
Oct 20 2023
9.18%
Current Month
October 2023
In the last 5 Years, the ARK Innovation ETF (ARKK) ETF obtained a -2.15% compound annual return, with a 41.65% standard deviation.
Table of contents
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Technology
- Industry: Broad Technology
The ARK Innovation ETF (ARKK) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | ARKK Weight▾ |
|---|---|---|
| Ark Tech Portfolio | Cathie Wood | 25.00% |
Investment Returns as of Sep 30, 2023
The ARK Innovation ETF (ARKK) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
ARK INNOVATION ETF (ARKK) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 20 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | MAX (~9Y) | |||
| ARK Innovation ETF (ARKK) ETF | -1.58 | -9.18 | -8.57 | -0.84 | 6.02 | -2.15 | 9.01 | |||
| US Inflation Adjusted return | -8.80 | -2.76 | 2.24 | -5.95 | 5.88 | |||||
Returns over 1 year are annualized | Available data source: since Nov 2014
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Sep 2023. Current inflation (annualized) is 1Y: 3.70% , 5Y: 4.04%
Live update: World Markets and Indexes
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 2018, now would be worth 0.90$, with a total return of -10.28% (-2.15% annualized).
The Inflation Adjusted Capital now would be 0.74$, with a net total return of -26.42% (-5.95% annualized).
An investment of 1$, since November 2014, now would be worth 2.16$, with a total return of 115.81% (9.01% annualized).
The Inflation Adjusted Capital now would be 1.66$, with a net total return of 66.48% (5.88% annualized).
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Investment Metrics as of Sep 30, 2023
Metrics of ARK Innovation ETF (ARKK) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
ARK INNOVATION ETF (ARKK) ETF
Advanced Metrics
Data Source: 1 November 2014 - 30 September 2023 (~9 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | |||||||
|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | MAX (~9Y) | |
| Investment Return (%) | -8.57 | -9.38 | -0.84 | 6.02 | -23.62 | -2.15 | 9.01 |
| Infl. Adjusted Return (%) details | -8.80 | -10.17 | -2.76 | 2.24 | -27.77 | -5.95 | 5.88 |
| US Inflation (%) | 0.25 | 0.88 | 1.97 | 3.70 | 5.75 | 4.04 | 2.95 |
| Returns / Inflation rates over 1 year are annualized. | |||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | MAX | |||
| Deepest Drawdown Depth (%) | -20.71 | -77.08 | -77.08 | -77.08 | |||
| Start to Recovery (# months) details | 2* | 32* | 32* | 32* | |||
| Start (yyyy mm) | 2023 08 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 2 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 0 | 9 | 9 | 9 | |||
| End (yyyy mm) | - | - | - | - | |||
| Longest Drawdown Depth (%) | -18.39 | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | 3 | ||||||
| Start (yyyy mm) | 2022 11 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 2 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2022 12 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 1 | 9 | 9 | 9 | |||
| End (yyyy mm) | 2023 01 | - | - | - | |||
| Longest negative period (# months) details | 7 | 36* | 60* | 64 | |||
| Period Start (yyyy mm) | 2022 10 | 2020 10 | 2018 10 | 2017 09 | |||
| Period End (yyyy mm) | 2023 04 | 2023 09 | 2023 09 | 2022 12 | |||
| Annualized Return (%) | -8.08 | -23.62 | -2.15 | -0.30 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||
| Deepest Drawdown Depth (%) | -21.25 | -79.80 | -79.80 | -79.80 | |||
| Start to Recovery (# months) details | 2* | 32* | 32* | 32* | |||
| Start (yyyy mm) | 2023 08 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 2 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 0 | 9 | 9 | 9 | |||
| End (yyyy mm) | - | - | - | - | |||
| Longest Drawdown Depth (%) | -11.41 | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | 3 | ||||||
| Start (yyyy mm) | 2023 04 | 2021 02 | 2021 02 | 2021 02 | |||
| Start to Bottom (# months) | 1 | 23 | 23 | 23 | |||
| Bottom (yyyy mm) | 2023 04 | 2022 12 | 2022 12 | 2022 12 | |||
| Bottom to End (# months) | 2 | 9 | 9 | 9 | |||
| End (yyyy mm) | 2023 06 | - | - | - | |||
| Longest negative period (# months) details | 8* | 36* | 60* | 71* | |||
| Period Start (yyyy mm) | 2023 02 | 2020 10 | 2018 10 | 2017 11 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | |||
| Annualized Return (%) | -3.92 | -27.77 | -5.95 | -0.50 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||
RISK INDICATORS | 1Y | 3Y | 5Y | MAX | |||
| Standard Deviation (%) | 43.13 | 42.23 | 41.65 | 34.33 | |||
| Sharpe Ratio | 0.04 | -0.60 | -0.09 | 0.15 | |||
| Sortino Ratio | 0.06 | -0.92 | -0.13 | 0.21 | |||
| Ulcer Index | 9.07 | 51.51 | 40.39 | 30.70 | |||
| Ratio: Return / Standard Deviation | 0.14 | -0.56 | -0.05 | 0.26 | |||
| Ratio: Return / Deepest Drawdown | 0.29 | -0.31 | -0.03 | 0.12 | |||
| % Positive Months details | 50% | 38% | 50% | 57% | |||
| Positive Months | 6 | 14 | 30 | 62 | |||
| Negative Months | 6 | 22 | 30 | 45 | |||
ROLLING PERIOD RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | MAX | |||
| Over the latest 5Y | |||||||
| Best Rolling Return (%) - Annualized | 177.10 | 44.21 | -2.15 | ||||
| Worst Rolling Return (%) - Annualized | -69.25 | -23.62 | |||||
| % Positive Periods | 57% | 36% | 0% | ||||
| Best Rolling Return (%) - Annualized | 170.02 | 39.97 | -5.95 | ||||
| Worst Rolling Return (%) - Annualized | -71.81 | -27.77 | |||||
| % Positive Periods | 57% | 28% | 0% | ||||
| Over all the available data source (Nov 2014 - Sep 2023) | |||||||
| Best Rolling Return (%) - Annualized | 177.10 | 52.34 | 54.34 | ||||
| Worst Rolling Return (%) - Annualized | -69.25 | -23.62 | -2.20 | ||||
| % Positive Periods | 65% | 77% | 89% | ||||
| Best Rolling Return (%) - Annualized | 170.02 | 49.57 | 51.31 | ||||
| Worst Rolling Return (%) - Annualized | -71.81 | -27.77 | -5.95 | ||||
| % Positive Periods | 65% | 75% | 72% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | MAX | |||
| Safe WR (%) | 19.93 | 21.05 | 17.59 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 5.56 | ||||
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.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Correlations as of Sep 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
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 30 September 2023
Swipe left to see all data
| Correlation vs ARKK | ||||
|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | Since Nov 2014 | |
| VTI | US Total Stock Market | 0.67 | 0.77 | 0.75 |
| SPY | US Large Cap | 0.62 | 0.74 | 0.72 |
| IJR | US Small Cap | 0.67 | 0.72 | 0.68 |
| VNQ | US REITs | 0.63 | 0.57 | 0.50 |
| QQQ | US Technology | 0.81 | 0.83 | 0.82 |
| PFF | Preferred Stocks | 0.58 | 0.64 | 0.61 |
| EFA | EAFE Stocks | 0.40 | 0.63 | 0.61 |
| VT | World All Countries | 0.60 | 0.75 | 0.73 |
| EEM | Emerging Markets | 0.49 | 0.65 | 0.60 |
| VGK | Europe | 0.36 | 0.60 | 0.58 |
| VPL | Pacific | 0.48 | 0.67 | 0.65 |
| FLLA | Latin America | 0.67 | 0.44 | 0.36 |
| BND | US Total Bond Market | 0.35 | 0.46 | 0.39 |
| TLT | Long Term Treasuries | 0.40 | 0.22 | 0.16 |
| BIL | US Cash | -0.24 | -0.07 | -0.05 |
| TIPS | 0.37 | 0.48 | 0.41 | |
| LQD | Invest. Grade Bonds | 0.39 | 0.57 | 0.51 |
| HYG | High Yield Bonds | 0.48 | 0.64 | 0.60 |
| CWB | US Convertible Bonds | 0.86 | 0.88 | 0.85 |
| BNDX | International Bonds | 0.50 | 0.46 | 0.38 |
| EMB | Emerg. Market Bonds | 0.36 | 0.59 | 0.53 |
| GLD | Gold | 0.21 | 0.14 | 0.08 |
| DBC | Commodities | 0.24 | 0.26 | 0.23 |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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
Data Source: 1 October 2018 - 30 September 2023 (5 Years)
Data Source: 1 November 2014 - 30 September 2023 (~9 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -77.08% | Feb 2021 | Dec 2022 | 23 | in progress | 9 | 32 | 54.54 |
| -18.92% | Oct 2018 | Dec 2018 | 3 | Feb 2019 | 2 | 5 | 9.43 |
| -16.73% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 9.66 |
| -13.74% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 7.94 |
| -11.49% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 | 7.50 |
| -4.76% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.95 |
| -0.38% | Dec 2019 | Dec 2019 | 1 | Jan 2020 | 1 | 2 | 0.22 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -79.80% | Feb 2021 | Dec 2022 | 23 | in progress | 9 | 32 | 57.86 |
| -18.53% | Oct 2018 | Dec 2018 | 3 | Feb 2019 | 2 | 5 | 9.29 |
| -16.55% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 9.55 |
| -13.93% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 8.04 |
| -11.56% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 | 7.58 |
| -4.93% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.06 |
| -0.29% | Dec 2019 | Dec 2019 | 1 | Jan 2020 | 1 | 2 | 0.17 |
| -0.20% | Mar 2019 | Mar 2019 | 1 | Apr 2019 | 1 | 2 | 0.11 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -77.08% | Feb 2021 | Dec 2022 | 23 | in progress | 9 | 32 | 54.54 |
| -22.77% | Sep 2018 | Dec 2018 | 4 | Jul 2019 | 7 | 11 | 10.13 |
| -20.76% | Jun 2015 | Jan 2016 | 8 | Sep 2016 | 8 | 16 | 9.19 |
| -16.73% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 9.66 |
| -11.49% | Aug 2019 | Sep 2019 | 2 | Nov 2019 | 2 | 4 | 7.50 |
| -10.20% | Oct 2016 | Oct 2016 | 1 | Feb 2017 | 4 | 5 | 6.87 |
| -5.26% | Feb 2018 | Mar 2018 | 2 | May 2018 | 2 | 4 | 3.33 |
| -4.76% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.95 |
| -3.14% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 | 2.03 |
| -2.09% | Dec 2014 | Dec 2014 | 1 | Feb 2015 | 2 | 3 | 1.35 |
| -0.96% | Jul 2018 | Jul 2018 | 1 | Aug 2018 | 1 | 2 | 0.55 |
| -0.38% | Dec 2019 | Dec 2019 | 1 | Jan 2020 | 1 | 2 | 0.22 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -79.80% | Feb 2021 | Dec 2022 | 23 | in progress | 9 | 32 | 57.86 |
| -22.49% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 | 10.10 |
| -21.18% | Mar 2015 | Jan 2016 | 11 | Sep 2016 | 8 | 19 | 9.25 |
| -16.55% | Mar 2020 | Mar 2020 | 1 | Apr 2020 | 1 | 2 | 9.55 |
| -10.31% | Oct 2016 | Oct 2016 | 1 | Feb 2017 | 4 | 5 | 6.91 |
| -6.23% | Feb 2018 | Apr 2018 | 3 | May 2018 | 1 | 4 | 3.88 |
| -4.93% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 3.06 |
| -1.53% | Dec 2014 | Dec 2014 | 1 | Feb 2015 | 2 | 3 | 0.84 |
| -0.96% | Jul 2018 | Jul 2018 | 1 | Aug 2018 | 1 | 2 | 0.56 |
| -0.29% | Dec 2019 | Dec 2019 | 1 | Jan 2020 | 1 | 2 | 0.17 |
| -0.10% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 0.06 |
Rolling Returns
( more details)
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
Data Source: 1 October 2018 - 30 September 2023 (5 Years)
Data Source: 1 November 2014 - 30 September 2023 (~9 years)
Inflation Adjusted:
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -69.25 | 07/2021 06/2022 | 0.30$ | -62.08 | 0.37$ | 10.68 | 1.10$ | 115.30 | 2.15$ | 177.10 | 04/2020 03/2021 | 2.77$ | 6.02 | 42.86% |
| 2Y | -49.70 | 01/2021 12/2022 | 0.25$ | -41.66 | 0.34$ | 16.91 | 1.36$ | 66.76 | 2.78$ | 84.80 | 01/2019 12/2020 | 3.41$ | -39.59 | 48.65% |
| 3Y | -23.62 | 10/2020 09/2023 | 0.44$ | -13.83 | 0.63$ | -3.27 | 0.90$ | 21.70 | 1.80$ | 44.21 | 11/2018 10/2021 | 2.99$ | -23.62 | 64.00% |
| 5Y | -2.15 | 10/2018 09/2023 | 0.89$ | -2.15 | 0.89$ | -2.15 | 0.89$ | -2.15 | 0.89$ | -2.15 | 10/2018 09/2023 | 0.89$ | -2.15 | 100.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -71.81 | 07/2021 06/2022 | 0.28$ | -65.06 | 0.34$ | 7.49 | 1.07$ | 112.39 | 2.12$ | 170.02 | 04/2020 03/2021 | 2.70$ | 2.24 | 42.86% |
| 2Y | -52.88 | 01/2021 12/2022 | 0.22$ | -45.34 | 0.29$ | 11.64 | 1.24$ | 61.33 | 2.60$ | 81.49 | 01/2019 12/2020 | 3.29$ | -42.97 | 48.65% |
| 3Y | -27.77 | 10/2020 09/2023 | 0.37$ | -18.30 | 0.54$ | -7.84 | 0.78$ | 17.30 | 1.61$ | 39.97 | 11/2018 10/2021 | 2.74$ | -27.77 | 72.00% |
| 5Y | -5.95 | 10/2018 09/2023 | 0.73$ | -5.95 | 0.73$ | -5.95 | 0.73$ | -5.95 | 0.73$ | -5.95 | 10/2018 09/2023 | 0.73$ | -5.95 | 100.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -69.25 | 07/2021 06/2022 | 0.30$ | -43.78 | 0.56$ | 17.09 | 1.17$ | 79.21 | 1.79$ | 177.10 | 04/2020 03/2021 | 2.77$ | 6.02 | 34.38% |
| 2Y | -49.70 | 01/2021 12/2022 | 0.25$ | -34.26 | 0.43$ | 24.26 | 1.54$ | 56.28 | 2.44$ | 84.80 | 01/2019 12/2020 | 3.41$ | -39.59 | 23.81% |
| 3Y | -23.62 | 10/2020 09/2023 | 0.44$ | -5.08 | 0.85$ | 29.76 | 2.18$ | 41.55 | 2.83$ | 52.34 | 01/2018 12/2020 | 3.53$ | -23.62 | 22.22% |
| 5Y | -2.20 | 01/2018 12/2022 | 0.89$ | 0.56 | 1.02$ | 22.38 | 2.74$ | 44.57 | 6.31$ | 54.34 | 02/2016 01/2021 | 8.75$ | -2.15 | 10.42% |
| 7Y | 7.34 | 01/2016 12/2022 | 1.64$ | 10.77 | 2.04$ | 12.57 | 2.29$ | 20.09 | 3.60$ | 30.62 | 11/2014 10/2021 | 6.48$ | 9.93 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period | Worst Period | 15th Percentile | 50th Percentile | 85th Percentile | Best Period | Latest | Negative Periods | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return | From To | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | Growth of 1$ | Ann. Return | From To | Growth of 1$ | |||
| 1Y | -71.81 | 07/2021 06/2022 | 0.28$ | -46.98 | 0.53$ | 14.74 | 1.14$ | 74.72 | 1.74$ | 170.02 | 04/2020 03/2021 | 2.70$ | 2.24 | 34.38% |
| 2Y | -52.88 | 01/2021 12/2022 | 0.22$ | -38.47 | 0.37$ | 21.19 | 1.46$ | 52.74 | 2.33$ | 81.49 | 01/2019 12/2020 | 3.29$ | -42.97 | 25.00% |
| 3Y | -27.77 | 10/2020 09/2023 | 0.37$ | -9.58 | 0.73$ | 27.37 | 2.06$ | 38.73 | 2.67$ | 49.57 | 01/2018 12/2020 | 3.34$ | -27.77 | 25.00% |
| 5Y | -5.95 | 10/2018 09/2023 | 0.73$ | -3.16 | 0.85$ | 19.99 | 2.48$ | 40.93 | 5.55$ | 51.31 | 02/2016 01/2021 | 7.93$ | -5.95 | 27.08% |
| 7Y | 3.92 | 01/2016 12/2022 | 1.30$ | 7.08 | 1.61$ | 9.13 | 1.84$ | 16.88 | 2.98$ | 27.81 | 11/2014 10/2021 | 5.57$ | 6.18 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the ARK Innovation ETF (ARKK) ETF: Rolling Returns page.
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.
For further information about the seasonality, check the
page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 7.44 | -0.47 | -5.69 | -2.48 | -0.22 | 9.49 | 6.58 | -1.74 | -6.92 | 0.59 | 5.45 | -5.57 |
| Best | 27.8 2023 | 8.2 2019 | 1.8 2023 | 25.8 2020 | 13.5 2020 | 17.8 2019 | 14.3 2023 | 18.6 2020 | -3.2 2019 | 9.7 2021 | 23.8 2020 | 12.6 2020 |
| Worst | -20.3 2022 | -6.6 2022 | -16.7 2020 | -28.9 2022 | -13.7 2019 | -9.5 2022 | -8.2 2021 | -13.3 2023 | -9.9 2022 | -10.1 2018 | -12.9 2021 | -16.6 2022 |
Monthly Seasonality over the period Dec 2014 - Sep 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 4.54 | 1.11 | -2.29 | -0.89 | 3.23 | 5.65 | 4.64 | 1.30 | -4.21 | 0.28 | 4.50 | -3.40 |
| Best | 27.8 2023 | 8.2 2019 | 11.9 2016 | 25.8 2020 | 13.5 2020 | 17.8 2019 | 14.3 2023 | 18.6 2020 | 7.6 2016 | 9.7 2021 | 23.8 2020 | 12.6 2020 |
| Worst | -20.3 2022 | -6.6 2022 | -16.7 2020 | -28.9 2022 | -13.7 2019 | -9.5 2022 | -8.2 2021 | -13.3 2023 | -9.9 2022 | -10.2 2016 | -12.9 2021 | -16.6 2022 |
Monthly Seasonality over the period Dec 2014 - Sep 2023
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
Data Source: 1 October 2018 - 30 September 2023 (5 Years)
Data Source: 1 November 2014 - 30 September 2023 (~9 years)
30 Positive Months (50%) - 30 Negative Months (50%)
62 Positive Months (58%) - 45 Negative Months (42%)
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